daytrend

06/17/2019

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:22 pm ET
by daytrend on 20190617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20190617 3:22 pm ET)
25.3% of stocks are above yesterday’s high.
56.5% are above yesterday’s midpoint. (43.5% are below.)
16.0% are below yesterday’s low.
58.7% are inside yesterday’s range.
54.8% of stocks with today’s high > yesterday’s high. (45.2% less than).
40.4% of stocks with today’s low < yesterday’s low. (59.6% greater than).

EVIDENCE OF INTRADAY TREND (20190617 3:22 pm ET)
55.6% of stocks are above today’s open. (42.8% are below).
52.7% of stocks are above today’s open and yesterday’s close.
38.0% are below both.
7.4% of stocks opened above yesterday’s high.
58.8% of stocks opened above yesterday’s close. (34.8% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20190617 3:22 pm ET)
8.6% of stocks are in the top 10% of today’s range.
21.4% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
13.8% are in the bottom 10%.

GAIN (20190617 3:22 pm ET)
59.2% of stocks are above yesterday’s close. (40.8% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
3.4% are up 3.5% or more. 0.8% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20190617 3:22 pm ET)
2-day: >=95:8.0%…>=90:13.4%…>=80:23.6%…>=50:56.1%…<=20:18.2%…<=10:8.0%…<=5:3.8%…
9-day: >=95:0.1%…>=90:0.2%…>=80:2.6%…>=50:63.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.5%…>=50:57.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20190617 3:22 pm ET)
25.3% above previous 1 highs, 16.0% below previous 1 lows
17.9% above previous 2 highs, 12.6% below previous 2 lows
16.0% above previous 3 highs, 9.8% below previous 3 lows
12.8% above previous 4 highs, 9.2% below previous 4 lows
11.4% above previous 5 highs, 7.5% below previous 5 lows
10.5% above previous 6 highs, 7.2% below previous 6 lows
10.0% above previous 7 highs, 4.8% below previous 7 lows
9.5% above previous 8 highs, 2.9% below previous 8 lows
9.4% above previous 9 highs, 2.0% below previous 9 lows
9.4% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20190617 3:22 pm ET)
59.2% are above or equal to 6/14 close (1 days ago), 40.8% are below.
42.4% are above or equal to 6/13 close (2 days ago), 57.6% are below.
60.5% are above or equal to 6/12 close (3 days ago), 39.5% are below.
54.4% are above or equal to 6/11 close (4 days ago), 45.6% are below.
52.7% are above or equal to 6/10 close (5 days ago), 47.3% are below.
58.8% are above or equal to 6/7 close (6 days ago), 41.2% are below.
65.4% are above or equal to 6/6 close (7 days ago), 34.6% are below.
69.2% are above or equal to 6/5 close (8 days ago), 30.8% are below.
70.6% are above or equal to 6/4 close (9 days ago), 29.4% are below.
87.5% are above or equal to 6/3 close (10 days ago), 12.5% are below.
86.5% are above or equal to 5/31 close (11 days ago), 13.5% are below.
80.0% are above or equal to 5/30 close (12 days ago), 20.0% are below.
76.5% are above or equal to 5/29 close (13 days ago), 23.5% are below.
71.9% are above or equal to 5/28 close (14 days ago), 28.1% are below.
65.4% are above or equal to 5/24 close (15 days ago), 34.6% are below.
70.1% are above or equal to 5/23 close (16 days ago), 29.9% are below.
54.2% are above or equal to 5/22 close (17 days ago), 45.8% are below.
50.4% are above or equal to 5/21 close (18 days ago), 49.6% are below.
58.2% are above or equal to 5/20 close (19 days ago), 41.8% are below.
54.1% are above or equal to 5/17 close (20 days ago), 45.9% are below.
47.9% are above or equal to 5/16 close (21 days ago), 52.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20190617 3:22 pm ET)
20d: 12.9% new highs, 3.8% new lows
21d: 12.5% new highs, 3.8% new lows
42d: 8.4% new highs, 3.3% new lows
63d: 7.2% new highs, 3.1% new lows
126d: 7.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20190617 3:22 pm ET)
2-day: 58.2% above, 41.8% below
3-day: 50.0% above, 50.0% below
4-day: 53.5% above, 46.5% below
5-day: 54.0% above, 46.0% below
8-day: 59.1% above, 40.9% below
10-day: 63.6% above, 36.4% below
20-day: 70.2% above, 29.8% below
50-day: 49.1% above, 50.9% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20190617 3:22 pm ET)
REAL(98): 3.89% Top=CUZ OUT SNH RLGY LXP ESRT OHI UNIT ….. ARI AGNC PMT BXMT MFA HTGC ARE ARR=Bottom (Real Estate)
RETA(59): 1.51% Top=BID CVNA NFLX AEO RH BIG SIG QRTEA ….. BLDR DBI SBH TSCO BBBY DLTR SFM LL=Bottom (Retail & Specialty Retail)
ENER(66): 1.45% Top=OII PUMP SM RES CPE FANG RRC PE ….. SHLX MMP WHD WES ET PBA EPD PAA=Bottom (Energy)
META(22): 1.17% Top=LTHM SLCA AG WPM CNX X PAAS AEM ….. NEM AA KL STLD SSRM CCJ NUE PVG=Bottom (Metals & Mining)
COSW(115): 0.97% Top=APPN DOMO EB SMAR ZUO PS PVTL FIVN ….. CDK ZS FTNT OKTA GSKY AKAM ZNGA SNAP=Bottom (Computer Software/Internet)
HEAL(42): 0.91% Top=NEO INGN ACHC BKD ABMD IRWD NTRA CNC ….. EW XRAY UNH LH HOLX ABT TVTY ALGN=Bottom (Health)
COHW(38): 0.33% Top=KN MSI CTL FNSR ANET MAXR MRCY VG ….. TU VSAT VZ VRSN NTAP ATUS PLT TDC=Bottom (Computer Hardware/Telecom)
ELEC(43): 0.26% Top=IPHI KEM MTSI ENPH LSCC JBL GLW RUN ….. FLEX XLNX KLAC CSIQ AMAT LRCX MCHP AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(48): 0.25% Top=ACM MYGN FTDR WW CHGG YY MAN CNDT ….. ALLE ULTA HRB ADS FLT CTAS LAUR KTOS=Bottom (Diversified Services)
MATE(28): 0.16% Top=SUM FLR SKY SRCL BECN MDR EXP VMC ….. MAS LEN KBH OC TMHC TOL TREX TPH=Bottom (Materials & Construction)
LEIS(40): 0.09% Top=BYD PLAY EAT SIX JACK ARMK DPZ FCPT ….. TXRH BLMN MLCO DRI RCL CCL SBUX CMG=Bottom (Leisure)
CONS(54): -0.03% Top=LULU TPX HBI IRBT DESP WHR BOOT CRI ….. IP CLX NKE WRK PKG WWW CROX ECL=Bottom (Consumer)
CHEM(22): -0.33% Top=MOS CF ALB NTR EMN FMC RPM OLN ….. AXTA IFF CE SHW ESI PPG APD HUN=Bottom (Chemicals/Fertilizers)
MANU(34): -0.49% Top=DE DDD TEX ZBRA AGCO PNR CAT EMR ….. MHK ITT IR EAF PH GE DCI JKS=Bottom (Manufacturing)
TRAN(23): -0.50% Top=CP JBLU WAB AAL UAL UPS DAL STNG ….. LUV SAVE UNP CHRW NSC KSU XPO SNDR=Bottom (Transportation)
FINA(86): -0.57% Top=CDEV CHFC TCF APO EFX PYPL BX LADR ….. STI QD SLM JHG VLY FII AMP OZK=Bottom (Banks/Financials)
INSU(32): -0.60% Top=CLGX AIZ CINF SLF FNF TRV BRO ACGL ….. WLTW MTG MET LNC AJG RDN UNM PFG=Bottom (Insurance)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 3:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: