daytrend

06/23/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170623. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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 (20170623 Closing)
38.6% of stocks are above yesterday’s high.
66.7% are above yesterday’s midpoint. (33.3% are below.)
12.1% are below yesterday’s low.
49.2% are inside yesterday’s range.
61.5% of stocks with today’s high > yesterday’s high. (38.5% less than).
35.3% of stocks with today’s low < yesterday’s low. (64.7% greater than).

EVIDENCE OF INTRADAY TREND (20170623 Closing)
64.4% of stocks are above today’s open. (34.8% are below).
62.3% of stocks are above today’s open and yesterday’s close.
28.9% are below both.
7.3% of stocks opened above yesterday’s high.
63.7% of stocks opened above yesterday’s close. (27.5% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170623 Closing)
17.6% of stocks are in the top 10% of today’s range.
31.8% are in the top 20%.
61.0% are in the top half. 39.0% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170623 Closing)
69.0% of stocks are above yesterday’s close. (31.0% are below.)
3.1% are up 4.5% or more. 0.3% are down 4.5% or more.
5.8% are up 3.5% or more. 0.3% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20170623 Closing)
2-day: >=95:7.9%…>=90:15.5%…>=80:31.3%…>=50:61.6%…<=20:19.3%…<=10:13.3%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:54.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:57.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170623 Closing)
38.6% above previous 1 highs, 12.1% below previous 1 lows
27.4% above previous 2 highs, 10.1% below previous 2 lows
21.2% above previous 3 highs, 9.7% below previous 3 lows
17.3% above previous 4 highs, 8.7% below previous 4 lows
16.9% above previous 5 highs, 7.5% below previous 5 lows
15.3% above previous 6 highs, 6.8% below previous 6 lows
12.3% above previous 7 highs, 6.2% below previous 7 lows
11.4% above previous 8 highs, 6.2% below previous 8 lows
11.2% above previous 9 highs, 5.2% below previous 9 lows
8.7% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170623 Closing)
69.0% are above or equal to 6/22 close (1 days ago), 31.0% are below.
66.2% are above or equal to 6/21 close (2 days ago), 33.8% are below.
53.8% are above or equal to 6/20 close (3 days ago), 46.2% are below.
39.9% are above or equal to 6/19 close (4 days ago), 60.1% are below.
49.0% are above or equal to 6/16 close (5 days ago), 51.0% are below.
53.3% are above or equal to 6/15 close (6 days ago), 46.7% are below.
46.0% are above or equal to 6/14 close (7 days ago), 54.0% are below.
43.5% are above or equal to 6/13 close (8 days ago), 56.5% are below.
49.8% are above or equal to 6/12 close (9 days ago), 50.2% are below.
50.4% are above or equal to 6/9 close (10 days ago), 49.6% are below.
52.7% are above or equal to 6/8 close (11 days ago), 47.3% are below.
55.3% are above or equal to 6/7 close (12 days ago), 44.7% are below.
57.0% are above or equal to 6/6 close (13 days ago), 43.0% are below.
55.6% are above or equal to 6/5 close (14 days ago), 44.4% are below.
52.2% are above or equal to 6/2 close (15 days ago), 47.8% are below.
52.6% are above or equal to 6/1 close (16 days ago), 47.4% are below.
63.0% are above or equal to 5/31 close (17 days ago), 37.0% are below.
61.1% are above or equal to 5/30 close (18 days ago), 38.9% are below.
59.0% are above or equal to 5/26 close (19 days ago), 41.0% are below.
58.3% are above or equal to 5/25 close (20 days ago), 41.7% are below.
60.1% are above or equal to 5/24 close (21 days ago), 39.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170623 Closing)
20d: 12.6% new highs, 6.6% new lows
21d: 12.2% new highs, 6.3% new lows
42d: 9.2% new highs, 4.2% new lows
63d: 8.3% new highs, 3.8% new lows
126d: 7.6% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170623 Closing)
2-day: 67.9% above, 32.1% below
3-day: 68.0% above, 32.0% below
4-day: 61.7% above, 38.3% below
5-day: 54.4% above, 45.6% below
8-day: 51.6% above, 48.4% below
10-day: 48.8% above, 51.2% below
20-day: 53.6% above, 46.4% below
50-day: 60.1% above, 39.9% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170623 Closing)
META(27): 2.76% Top=CENX CLF AKS X SLCA AA TECK CNX ….. SCCO NUE FNV PAAS NEM RGLD STLD OR=Bottom (Metals & Mining)
ENER(85): 1.99% Top=CRC ETE QEP GPOR PDCE SM CPE REN ….. FTI OXY MRO NOV SN BHI HAL OII=Bottom (Energy)
ELEC(46): 1.22% Top=PI OCLR SPWR BRKR CSIQ FSLR ICHR JBL ….. GRMN HIMX TRMB SNPS INTC QRVO AMD NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.84% Top=TK FDX NSC CP UPS XPO EXPD TRN ….. DAL KSU WAB CSX SAVE CHRW AAL UAL=Bottom (Transportation)
COSW(81): 0.84% Top=TTD NTNX ZEN JD SHOP TRIP TWLO YELP ….. SPLK TSS SYMC OTEX ATVI EQIX EA OKTA=Bottom (Computer Software/Internet)
CONS(50): 0.79% Top=BMS SKX FOSL UAA LULU CRI MAT RL ….. SEE TPX CLX ELF EL BERY GOOS WHR=Bottom (Consumer)
COHW(38): 0.78% Top=ACIA FNSR WDC CDW INFN NTAP CIEN TDC ….. CCI VZ S TMUS JNPR SSYS T BBRY=Bottom (Computer Hardware/Telecom)
DISV(48): 0.71% Top=CAR DFIN WTW RBA WEX FLT AMN TRU ….. BFAM ILG ATGE SCI VRSK CNDT ATHN BAH=Bottom (Diversified Services)
MATE(26): 0.64% Top=MDR SUM VMC DAR EXP PWR DHI RYN ….. WM FLR WCN SRCL JELD LEN CAA USG=Bottom (Materials & Construction)
MANU(36): 0.59% Top=JKS CFX KMT ATI TEX MWA ETN NDSN ….. SNA DE AME ITW DHR MIDD DDD MRC=Bottom (Manufacturing)
RETA(60): 0.59% Top=FINL TLRD RH GNC ETSY DSW BID AEO ….. SBH MIK DLTR COST HD LOW FND BBBY=Bottom (Retail & Specialty Retail)
CHEM(28): 0.54% Top=VSM TROX HUN MOS SMG ASH IFF FMC ….. DD ALB DOW PAH RPM AXTA WLK CC=Bottom (Chemicals/Fertilizers)
REAL(105): 0.51% Top=PEI WPG RPT DDR KRG GLPI RESI CIM ….. PEB HPP NRZ RLJ SC SKT AHH IVR=Bottom (Real Estate)
LEIS(38): 0.34% Top=RRR MGM BYD STAY SONC EXPE ARMK WEN ….. BLMN SEAS EAT SIX DNKN CMG HGV JACK=Bottom (Leisure)
HEAL(44): 0.29% Top=OPK IRTC ALGN MZOR CNC EW BAX RMD ….. TMO UNH HOLX A ANTM THC DXCM BKD=Bottom (Health)
INSU(33): -0.13% Top=MTG FNF CNO AFSI FAF PGR ORI AFL ….. AJG AFG LNC MMC RE AGO AON MBI=Bottom (Insurance)
FINA(90): -0.47% Top=WU PYPL PSEC TROW NAVI FII NDAQ TWNK ….. HBAN LM FITB WDR BKU RF SIVB MS=Bottom (Banks/Financials)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/22/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170622 Closing)
21.3% of stocks are above yesterday’s high.
44.7% are above yesterday’s midpoint. (55.3% are below.)
24.4% are below yesterday’s low.
54.3% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
50.9% of stocks with today’s low < yesterday’s low. (49.1% greater than).

EVIDENCE OF INTRADAY TREND (20170622 Closing)
51.9% of stocks are above today’s open. (47.3% are below).
48.0% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 Closing)
4.1% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
51.6% are in the top half. 48.4% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170622 Closing)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
2.3% are up 4.5% or more. 0.3% are down 4.5% or more.
4.2% are up 3.5% or more. 0.8% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20170622 Closing)
2-day: >=95:4.1%…>=90:8.2%…>=80:18.7%…>=50:43.0%…<=20:32.6%…<=10:21.1%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:49.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:52.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 Closing)
21.3% above previous 1 highs, 24.4% below previous 1 lows
15.7% above previous 2 highs, 22.5% below previous 2 lows
13.3% above previous 3 highs, 21.2% below previous 3 lows
12.6% above previous 4 highs, 17.5% below previous 4 lows
11.7% above previous 5 highs, 15.5% below previous 5 lows
9.6% above previous 6 highs, 14.4% below previous 6 lows
8.7% above previous 7 highs, 13.9% below previous 7 lows
8.6% above previous 8 highs, 12.5% below previous 8 lows
6.6% above previous 9 highs, 10.9% below previous 9 lows
6.3% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 Closing)
55.5% are above or equal to 6/21 close (1 days ago), 44.5% are below.
42.6% are above or equal to 6/20 close (2 days ago), 57.4% are below.
29.9% are above or equal to 6/19 close (3 days ago), 70.1% are below.
42.7% are above or equal to 6/16 close (4 days ago), 57.3% are below.
44.5% are above or equal to 6/15 close (5 days ago), 55.5% are below.
40.5% are above or equal to 6/14 close (6 days ago), 59.5% are below.
38.3% are above or equal to 6/13 close (7 days ago), 61.7% are below.
45.4% are above or equal to 6/12 close (8 days ago), 54.6% are below.
45.4% are above or equal to 6/9 close (9 days ago), 54.6% are below.
48.1% are above or equal to 6/8 close (10 days ago), 51.9% are below.
54.3% are above or equal to 6/7 close (11 days ago), 45.7% are below.
55.0% are above or equal to 6/6 close (12 days ago), 45.0% are below.
50.9% are above or equal to 6/5 close (13 days ago), 49.1% are below.
47.8% are above or equal to 6/2 close (14 days ago), 52.2% are below.
48.6% are above or equal to 6/1 close (15 days ago), 51.4% are below.
58.7% are above or equal to 5/31 close (16 days ago), 41.3% are below.
58.4% are above or equal to 5/30 close (17 days ago), 41.6% are below.
55.9% are above or equal to 5/26 close (18 days ago), 44.1% are below.
55.1% are above or equal to 5/25 close (19 days ago), 44.9% are below.
57.5% are above or equal to 5/24 close (20 days ago), 42.5% are below.
58.7% are above or equal to 5/23 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 Closing)
20d: 9.7% new highs, 10.0% new lows
21d: 9.4% new highs, 9.6% new lows
42d: 7.3% new highs, 7.7% new lows
63d: 6.6% new highs, 7.1% new lows
126d: 5.8% new highs, 5.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 Closing)
2-day: 54.5% above, 45.5% below
3-day: 45.6% above, 54.4% below
4-day: 36.4% above, 63.6% below
5-day: 38.5% above, 61.5% below
8-day: 38.9% above, 61.1% below
10-day: 41.2% above, 58.8% below
20-day: 49.2% above, 50.8% below
50-day: 57.1% above, 42.9% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 Closing)
META(27): 1.64% Top=CLF TECK SSRI AG PAAS TAHO CENX FCX ….. GG STLD AGI CCJ AA AEM CNX X=Bottom (Metals & Mining)
HEAL(43): 1.01% Top=THC CYH ACHC CNC MD HLS LH HCA ….. HRC BSX EW PKI IRTC IART RMD OPK=Bottom (Health)
RETA(60): 0.56% Top=CVNA RH KMX CHS ETSY JWN LB GES ….. CVS CASY ROST COST WBA TLRD FND BURL=Bottom (Retail & Specialty Retail)
COHW(38): 0.50% Top=INFN BBRY PSTG PANW UBNT CIEN SSYS ACIA ….. CTL TDS HRS WDC ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.46% Top=ORCL MDSO MDRX FEYE SPLK PFPT TWTR YELP ….. AABA DNB NCR MULE AZPN COUP ACN SINA=Bottom (Computer Software/Internet)
DISV(48): 0.44% Top=CAR VNTV AMN WTW KBR URI CXW ZTO ….. PAYX YY BFAM VRSK ULTA DFIN ROL RBA=Bottom (Diversified Services)
MANU(37): 0.44% Top=JKS ATI MRC DDD NDSN MWA MIDD ITT ….. AOS PH SWK DHR AGCO DE GE TTC=Bottom (Manufacturing)
ELEC(46): 0.44% Top=SPWR CSIQ HIMX FSLR AMD ADI CREE AYI ….. QRVO OCLR KLAC SIMO CGNX TER CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.42% Top=FOSL SKX PVH EPC WWW TPX LULU PAY ….. HAS SEE BERY NWL GOOS CSL ENR KS=Bottom (Consumer)
REAL(106): 0.34% Top=NRZ SKT KIM GPT SC DFT ALLY WPG ….. DRE MAA OUT EXR O UDR NNN EQR=Bottom (Real Estate)
LEIS(38): 0.28% Top=TXRH BLMN EAT SIX DNKN EXPE STAY SEAS ….. SBUX PK BYD CCL HGV RCL MLCO JACK=Bottom (Leisure)
ENER(84): 0.28% Top=CRC WPX GPOR HFC NBR EEP ECA SN ….. CRZO SM RDC LPI MTDR REN BAS OII=Bottom (Energy)
MATE(27): 0.13% Top=MDR USG SRCL VMC DAR EXP RYN WY ….. TOL KBH JELD PHM CAA OC DHI LEN=Bottom (Materials & Construction)
TRAN(24): 0.11% Top=CP KSU TRN AAL DAL LUV CSX SWFT ….. UNP FDX SNDR SAVE EXPD ODFL JBLU XPO=Bottom (Transportation)
CHEM(28): 0.10% Top=PAH CF MOS WLK HUN DD APD POT ….. EMN IFF CE RPM ALB OLN FMC CBT=Bottom (Chemicals/Fertilizers)
FINA(90): -0.30% Top=WETF WDR BMO BOFI CLNS KKR PVTB LM ….. SYF WAL AMP PB PFG CFR PACW TWNK=Bottom (Banks/Financials)
INSU(34): -0.54% Top=AFSI MBI FAF FNF CNO SLF RE TRV ….. AFG AJG ACGL PRU RDN XL MTG WLTW=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 1:27 pm

Market Stats at 2:26 pm ET
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170622 2:26 pm ET)
24.6% of stocks are above yesterday’s high.
52.6% are above yesterday’s midpoint. (47.4% are below.)
18.9% are below yesterday’s low.
56.5% are inside yesterday’s range.
37.5% of stocks with today’s high > yesterday’s high. (62.5% less than).
49.8% of stocks with today’s low < yesterday’s low. (50.2% greater than).

EVIDENCE OF INTRADAY TREND (20170622 2:26 pm ET)
60.4% of stocks are above today’s open. (38.5% are below).
56.6% of stocks are above today’s open and yesterday’s close.
32.5% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 2:26 pm ET)
13.9% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
67.3% are in the top half. 32.7% of stocks are in the bottom half of today’s range.
10.2% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20170622 2:26 pm ET)
63.8% of stocks are above yesterday’s close. (36.2% are below.)
2.9% are up 4.5% or more. 0.2% are down 4.5% or more.
4.2% are up 3.5% or more. 0.6% are down 3.5% or more.
64.4% are between +1% and -1%.

RSI on DAILY (20170622 2:26 pm ET)
2-day: >=95:4.6%…>=90:9.6%…>=80:21.9%…>=50:48.1%…<=20:27.0%…<=10:17.5%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:51.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:54.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 2:26 pm ET)
24.6% above previous 1 highs, 18.9% below previous 1 lows
17.2% above previous 2 highs, 17.7% below previous 2 lows
14.6% above previous 3 highs, 16.7% below previous 3 lows
13.7% above previous 4 highs, 14.0% below previous 4 lows
12.9% above previous 5 highs, 12.3% below previous 5 lows
10.7% above previous 6 highs, 11.4% below previous 6 lows
10.2% above previous 7 highs, 10.7% below previous 7 lows
10.0% above previous 8 highs, 9.4% below previous 8 lows
7.5% above previous 9 highs, 7.9% below previous 9 lows
7.4% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 2:26 pm ET)
63.8% are above or equal to 6/21 close (1 days ago), 36.2% are below.
47.0% are above or equal to 6/20 close (2 days ago), 53.0% are below.
32.4% are above or equal to 6/19 close (3 days ago), 67.6% are below.
46.2% are above or equal to 6/16 close (4 days ago), 53.8% are below.
47.9% are above or equal to 6/15 close (5 days ago), 52.1% are below.
43.7% are above or equal to 6/14 close (6 days ago), 56.3% are below.
40.6% are above or equal to 6/13 close (7 days ago), 59.4% are below.
46.9% are above or equal to 6/12 close (8 days ago), 53.1% are below.
47.1% are above or equal to 6/9 close (9 days ago), 52.9% are below.
50.2% are above or equal to 6/8 close (10 days ago), 49.8% are below.
56.3% are above or equal to 6/7 close (11 days ago), 43.7% are below.
56.1% are above or equal to 6/6 close (12 days ago), 43.9% are below.
52.3% are above or equal to 6/5 close (13 days ago), 47.7% are below.
49.2% are above or equal to 6/2 close (14 days ago), 50.8% are below.
51.0% are above or equal to 6/1 close (15 days ago), 49.0% are below.
60.3% are above or equal to 5/31 close (16 days ago), 39.7% are below.
60.1% are above or equal to 5/30 close (17 days ago), 39.9% are below.
57.4% are above or equal to 5/26 close (18 days ago), 42.6% are below.
57.2% are above or equal to 5/25 close (19 days ago), 42.8% are below.
58.5% are above or equal to 5/24 close (20 days ago), 41.5% are below.
60.4% are above or equal to 5/23 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 2:26 pm ET)
20d: 9.3% new highs, 9.4% new lows
21d: 8.9% new highs, 9.2% new lows
42d: 7.0% new highs, 7.4% new lows
63d: 6.4% new highs, 6.8% new lows
126d: 5.6% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 2:26 pm ET)
2-day: 62.6% above, 37.4% below
3-day: 53.0% above, 47.0% below
4-day: 42.2% above, 57.8% below
5-day: 43.0% above, 57.0% below
8-day: 43.0% above, 57.0% below
10-day: 44.1% above, 55.9% below
20-day: 51.2% above, 48.8% below
50-day: 58.2% above, 41.8% below
200-day: 63.2% above, 36.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 2:26 pm ET)
META(27): 1.94% Top=CLF TECK SSRI PAAS FCX AG SLCA CENX ….. FNV NEM AA OR STLD AEM AGI X=Bottom (Metals & Mining)
HEAL(43): 1.20% Top=THC CYH ACHC MD LH HLS HCA CNC ….. BSX NUVA EW IRTC PKI IART RMD OPK=Bottom (Health)
ENER(84): 0.99% Top=CRC GPOR WPX SPN OAS XOG ECA HFC ….. NFG MPC MTDR NBL LPI SM BAS OII=Bottom (Energy)
RETA(60): 0.97% Top=CVNA RH ETSY KMX JWN CHS FINL LB ….. CASY CVS TLRD ROST WBA COST FND BURL=Bottom (Retail & Specialty Retail)
COHW(38): 0.76% Top=INFN PSTG BBRY ACIA PANW CIEN UBNT SSYS ….. CTL LVLT WDC HRS ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
ELEC(46): 0.75% Top=SPWR CSIQ HIMX FSLR AMD AYI PI ADI ….. AMAT INTC KLAC TER CY CGNX SIMO ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.70% Top=FOSL SKX PVH EPC UAA PAY TPX WWW ….. CSL PG OI GT KS BMS BERY ENR=Bottom (Consumer)
COSW(81): 0.69% Top=ORCL MDSO FEYE MDRX SPLK YELP SNAP TWLO ….. DNB CSRA AZPN COUP NCR TTD SINA ACN=Bottom (Computer Software/Internet)
DISV(48): 0.59% Top=CAR KBR VNTV AMN WTW CXW WEX URI ….. VRSK BFAM YY ULTA DFIN MYGN ROL RBA=Bottom (Diversified Services)
LEIS(38): 0.58% Top=TXRH SIX BLMN EAT EXPE DNKN STAY GPRO ….. PK YUMC LQ SBUX HLT BYD MLCO JACK=Bottom (Leisure)
MANU(37): 0.58% Top=ATI JKS MRC ITT DDD SNA MWA DCI ….. PH AOS GE DOV ITW KMT SWK TTC=Bottom (Manufacturing)
REAL(106): 0.41% Top=NRZ SC ALLY ARE GPT KIM KRG SKT ….. EXR NNN GGP O VER AHH UDR EQR=Bottom (Real Estate)
MATE(27): 0.30% Top=MDR USG VMC FLR EXP SRCL WY DAR ….. TPH KBH CAA JELD OC DHI PHM LEN=Bottom (Materials & Construction)
CHEM(28): 0.29% Top=PAH CF MOS HUN WLK VSM POT DD ….. RPM SHW ALB CE IFF OLN FMC CBT=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.20% Top=CP KSU TRN CHRW AAL SWFT CSX LUV ….. EXPD SAVE FDX UAL SNDR ODFL JBLU XPO=Bottom (Transportation)
INSU(34): -0.20% Top=AFSI MBI FAF FNF CNO SLF RE AIG ….. RDN UNM ACGL PGR AFG XL PRU WLTW=Bottom (Insurance)
FINA(90): -0.23% Top=WETF WDR BMO PVTB TD LM BOFI PSEC ….. WAL USB FNB PFG TWNK PB PACW CFR=Bottom (Banks/Financials)

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 2:26 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:18 pm

Market Stats at 1:17 pm ET
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170622 1:17 pm ET)
23.2% of stocks are above yesterday’s high.
49.9% are above yesterday’s midpoint. (50.1% are below.)
18.8% are below yesterday’s low.
58.0% are inside yesterday’s range.
35.4% of stocks with today’s high > yesterday’s high. (64.6% less than).
48.8% of stocks with today’s low < yesterday’s low. (51.2% greater than).

EVIDENCE OF INTRADAY TREND (20170622 1:17 pm ET)
58.7% of stocks are above today’s open. (40.7% are below).
54.9% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 1:17 pm ET)
13.7% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20170622 1:17 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
2.2% are up 4.5% or more. 0.1% are down 4.5% or more.
4.9% are up 3.5% or more. 0.5% are down 3.5% or more.
66.0% are between +1% and -1%.

RSI on DAILY (20170622 1:17 pm ET)
2-day: >=95:4.5%…>=90:9.5%…>=80:21.3%…>=50:46.5%…<=20:27.7%…<=10:18.3%…<=5:10.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.3%…>=50:50.1%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 1:17 pm ET)
23.2% above previous 1 highs, 18.8% below previous 1 lows
16.6% above previous 2 highs, 18.1% below previous 2 lows
14.3% above previous 3 highs, 17.3% below previous 3 lows
13.2% above previous 4 highs, 15.1% below previous 4 lows
12.5% above previous 5 highs, 12.9% below previous 5 lows
10.6% above previous 6 highs, 12.1% below previous 6 lows
10.0% above previous 7 highs, 11.6% below previous 7 lows
9.7% above previous 8 highs, 10.3% below previous 8 lows
7.4% above previous 9 highs, 9.0% below previous 9 lows
7.4% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 1:17 pm ET)
62.5% are above or equal to 6/21 close (1 days ago), 37.5% are below.
45.9% are above or equal to 6/20 close (2 days ago), 54.1% are below.
32.7% are above or equal to 6/19 close (3 days ago), 67.3% are below.
45.1% are above or equal to 6/16 close (4 days ago), 54.9% are below.
47.6% are above or equal to 6/15 close (5 days ago), 52.4% are below.
43.0% are above or equal to 6/14 close (6 days ago), 57.0% are below.
40.4% are above or equal to 6/13 close (7 days ago), 59.6% are below.
46.9% are above or equal to 6/12 close (8 days ago), 53.1% are below.
46.6% are above or equal to 6/9 close (9 days ago), 53.4% are below.
49.3% are above or equal to 6/8 close (10 days ago), 50.7% are below.
55.2% are above or equal to 6/7 close (11 days ago), 44.8% are below.
55.1% are above or equal to 6/6 close (12 days ago), 44.9% are below.
52.6% are above or equal to 6/5 close (13 days ago), 47.4% are below.
49.9% are above or equal to 6/2 close (14 days ago), 50.1% are below.
50.8% are above or equal to 6/1 close (15 days ago), 49.2% are below.
60.9% are above or equal to 5/31 close (16 days ago), 39.1% are below.
59.6% are above or equal to 5/30 close (17 days ago), 40.4% are below.
57.2% are above or equal to 5/26 close (18 days ago), 42.8% are below.
56.4% are above or equal to 5/25 close (19 days ago), 43.6% are below.
58.5% are above or equal to 5/24 close (20 days ago), 41.5% are below.
59.4% are above or equal to 5/23 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 1:17 pm ET)
20d: 8.4% new highs, 8.9% new lows
21d: 8.0% new highs, 8.7% new lows
42d: 6.3% new highs, 7.0% new lows
63d: 5.7% new highs, 6.4% new lows
126d: 5.0% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 1:17 pm ET)
2-day: 60.3% above, 39.7% below
3-day: 51.3% above, 48.7% below
4-day: 42.0% above, 58.0% below
5-day: 43.4% above, 56.6% below
8-day: 41.5% above, 58.5% below
10-day: 43.3% above, 56.7% below
20-day: 50.8% above, 49.2% below
50-day: 57.5% above, 42.5% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 1:17 pm ET)
META(27): 1.58% Top=TECK CLF SSRI FCX AG PAAS SLCA CMC ….. SCCO NEM FNV AEM NUE AGI STLD X=Bottom (Metals & Mining)
HEAL(43): 1.56% Top=THC CYH ACHC CNC MD LH HCA ESRX ….. HRC BSX EW NUVA PKI IART RMD OPK=Bottom (Health)
RETA(60): 1.05% Top=CVNA RH KMX ETSY LB CHS FINL GNC ….. CASY TJX TLRD WBA COST FND ROST BURL=Bottom (Retail & Specialty Retail)
ELEC(46): 0.88% Top=SPWR CSIQ HIMX FSLR AMD PI CREE AYI ….. TXN INTC TER KLAC SIMO CGNX CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.77% Top=INFN PSTG BBRY ACIA PANW UBNT SSYS CIEN ….. VSAT CTL LVLT WDC ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.71% Top=ORCL MDSO MDRX FEYE YELP TWTR TWLO SNAP ….. TTD CSRA AZPN COUP NCR DNB ACN SINA=Bottom (Computer Software/Internet)
DISV(48): 0.56% Top=CAR WTW VNTV AMN KBR ZTO ATHN URI ….. VRSK MAN BFAM DFIN YY ULTA ROL RBA=Bottom (Diversified Services)
CONS(51): 0.53% Top=SKX EPC PVH UAA FOSL TPX PAY WWW ….. NKE BMS SON ENR NWL CSL KS GT=Bottom (Consumer)
ENER(84): 0.52% Top=CRC GPOR SPN WPX EEP HFC OAS XOG ….. RDC DO REN NBL BAS SM LPI OII=Bottom (Energy)
LEIS(38): 0.46% Top=TXRH SIX EAT BLMN EXPE DNKN GPRO WYN ….. YUMC SBUX LQ RRR HLT BYD JACK MLCO=Bottom (Leisure)
REAL(106): 0.40% Top=NRZ SC ALLY KIM ARE KRG SKT NYRT ….. NNN GGP OUT O AHH UDR VER EQR=Bottom (Real Estate)
CHEM(28): 0.33% Top=PAH CF MOS VSM WLK POT HUN DD ….. TROX ALB OLN IFF CC CE FMC CBT=Bottom (Chemicals/Fertilizers)
MATE(27): 0.32% Top=MDR VMC SRCL USG DAR EXP FLR WY ….. WCN CAA JELD DHI OC LEN KBH PHM=Bottom (Materials & Construction)
MANU(37): 0.30% Top=JKS ATI MRC DDD SNA MWA ITT CAT ….. ITW PH AOS TTC CFX FLS DOV KMT=Bottom (Manufacturing)
TRAN(24): 0.13% Top=KSU CP AAL TRN CSX LUV CHRW SWFT ….. WAB FDX UAL EXPD SAVE JBLU ODFL XPO=Bottom (Transportation)
INSU(34): -0.14% Top=AFSI MBI FAF FNF SLF RE CNO CINF ….. L LNC MTG UNM RDN AFG PRU WLTW=Bottom (Insurance)
FINA(90): -0.36% Top=WDR WETF BMO PVTB PSEC BOFI LM TD ….. PB CMA PNC FNB WBS PFG PACW CFR=Bottom (Banks/Financials)

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 1:17 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 11:10 am

Market Stats at 12:09 pm ET
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170622 12:09 pm ET)
20.8% of stocks are above yesterday’s high.
47.7% are above yesterday’s midpoint. (52.3% are below.)
17.3% are below yesterday’s low.
61.9% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
48.1% of stocks with today’s low < yesterday’s low. (51.9% greater than).

EVIDENCE OF INTRADAY TREND (20170622 12:09 pm ET)
57.3% of stocks are above today’s open. (41.4% are below).
53.6% of stocks are above today’s open and yesterday’s close.
35.0% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 12:09 pm ET)
21.7% of stocks are in the top 10% of today’s range.
34.6% are in the top 20%.
66.8% are in the top half. 33.2% of stocks are in the bottom half of today’s range.
9.6% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170622 12:09 pm ET)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
2.3% are up 4.5% or more. 0.1% are down 4.5% or more.
4.4% are up 3.5% or more. 0.5% are down 3.5% or more.
68.6% are between +1% and -1%.

RSI on DAILY (20170622 12:09 pm ET)
2-day: >=95:4.5%…>=90:10.1%…>=80:19.6%…>=50:45.7%…<=20:28.3%…<=10:17.7%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:2.8%…>=50:50.0%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 12:09 pm ET)
20.8% above previous 1 highs, 17.3% below previous 1 lows
15.8% above previous 2 highs, 16.2% below previous 2 lows
13.5% above previous 3 highs, 15.9% below previous 3 lows
12.4% above previous 4 highs, 13.7% below previous 4 lows
11.4% above previous 5 highs, 11.6% below previous 5 lows
9.4% above previous 6 highs, 10.7% below previous 6 lows
8.8% above previous 7 highs, 10.2% below previous 7 lows
8.6% above previous 8 highs, 9.0% below previous 8 lows
6.7% above previous 9 highs, 7.9% below previous 9 lows
6.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 12:09 pm ET)
61.4% are above or equal to 6/21 close (1 days ago), 38.6% are below.
45.1% are above or equal to 6/20 close (2 days ago), 54.9% are below.
31.2% are above or equal to 6/19 close (3 days ago), 68.8% are below.
45.5% are above or equal to 6/16 close (4 days ago), 54.5% are below.
47.9% are above or equal to 6/15 close (5 days ago), 52.1% are below.
41.5% are above or equal to 6/14 close (6 days ago), 58.5% are below.
39.4% are above or equal to 6/13 close (7 days ago), 60.6% are below.
46.3% are above or equal to 6/12 close (8 days ago), 53.7% are below.
46.8% are above or equal to 6/9 close (9 days ago), 53.2% are below.
49.7% are above or equal to 6/8 close (10 days ago), 50.3% are below.
56.0% are above or equal to 6/7 close (11 days ago), 44.0% are below.
54.9% are above or equal to 6/6 close (12 days ago), 45.1% are below.
50.9% are above or equal to 6/5 close (13 days ago), 49.1% are below.
49.2% are above or equal to 6/2 close (14 days ago), 50.8% are below.
49.8% are above or equal to 6/1 close (15 days ago), 50.2% are below.
60.0% are above or equal to 5/31 close (16 days ago), 40.0% are below.
59.5% are above or equal to 5/30 close (17 days ago), 40.5% are below.
57.3% are above or equal to 5/26 close (18 days ago), 42.7% are below.
56.4% are above or equal to 5/25 close (19 days ago), 43.6% are below.
58.8% are above or equal to 5/24 close (20 days ago), 41.2% are below.
58.9% are above or equal to 5/23 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 12:09 pm ET)
20d: 7.4% new highs, 8.5% new lows
21d: 7.2% new highs, 8.2% new lows
42d: 5.5% new highs, 6.6% new lows
63d: 5.0% new highs, 6.0% new lows
126d: 4.5% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 12:09 pm ET)
2-day: 60.2% above, 39.8% below
3-day: 50.0% above, 50.0% below
4-day: 40.0% above, 60.0% below
5-day: 41.9% above, 58.1% below
8-day: 40.3% above, 59.7% below
10-day: 42.1% above, 57.9% below
20-day: 51.0% above, 49.0% below
50-day: 57.7% above, 42.3% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 12:09 pm ET)
META(27): 1.75% Top=TECK CLF SSRI AG FCX PAAS TAHO SLCA ….. SCCO FNV AGI AKS OR NUE STLD X=Bottom (Metals & Mining)
HEAL(43): 1.44% Top=CYH THC MD ACHC HCA ESRX LH CNC ….. XRAY BSX EW PKI IART RMD NUVA OPK=Bottom (Health)
ENER(84): 1.04% Top=CRC GPOR WPX OAS SN SPN XOG EEP ….. NBL NFG REN NOV MPC LPI BAS OII=Bottom (Energy)
RETA(60): 0.86% Top=CVNA ETSY RH KMX FINL JWN CHS GNC ….. TLRD TJX CASY WBA ROST COST FND BURL=Bottom (Retail & Specialty Retail)
ELEC(46): 0.79% Top=SPWR CSIQ FSLR HIMX AYI AMD CREE ADI ….. INTC KLAC QRVO SIMO CGNX TER CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.58% Top=INFN PSTG BBRY ACIA SSYS PANW UBNT CIEN ….. AAPL WDC LVLT CTL S JNPR ZAYO VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.54% Top=ORCL FEYE MDSO MDRX YELP SPLK TWLO SNAP ….. WUBA ADP TTD DNB COUP NCR SINA ACN=Bottom (Computer Software/Internet)
CONS(51): 0.49% Top=UAA SKX EPC PVH FOSL RL PAY LULU ….. BMS PG NWL GT ENR NKE BERY KS=Bottom (Consumer)
DISV(48): 0.45% Top=CAR VNTV WTW KBR ZTO AMN URI ATHN ….. PAYX MAN BFAM DFIN YY ROL ULTA RBA=Bottom (Diversified Services)
CHEM(28): 0.40% Top=PAH CF MOS WLK VSM POT AGU DD ….. CC OLN TROX CE EMN IFF FMC CBT=Bottom (Chemicals/Fertilizers)
MATE(27): 0.38% Top=MDR VMC USG EXP FLR SRCL WY MLM ….. WCN KBH RSG PHM DHI OC LEN JELD=Bottom (Materials & Construction)
MANU(37): 0.34% Top=JKS ATI MRC DDD ITT SNA MWA PNR ….. BWXT PH ITW AOS FLS TTC CFX KMT=Bottom (Manufacturing)
REAL(106): 0.33% Top=NRZ SC ALLY AMH KIM HR DOC NYRT ….. MAA OUT GGP UDR NNN O AHH EQR=Bottom (Real Estate)
LEIS(38): 0.30% Top=TXRH EAT BLMN SIX EXPE DRI SONC MGM ….. RRR PK HLT SBUX BYD LQ JACK MLCO=Bottom (Leisure)
TRAN(24): 0.07% Top=CP TRN AAL KSU CHRW CSX CNI SWFT ….. FDX EXPD JBHT UNP UAL JBLU ODFL XPO=Bottom (Transportation)
INSU(34): -0.12% Top=AFSI MBI FNF FAF SLF RE AGO HIG ….. TMK L UNM MTG AFG LNC PRU WLTW=Bottom (Insurance)
FINA(90): -0.32% Top=WDR WETF BMO BOFI PSEC PVTB TD LM ….. CFG FNB PB PACW PFG HBAN WAL CFR=Bottom (Banks/Financials)

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 12:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:03 am

Market Stats at 10:02 am ET
by daytrend on 20170622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170622 10:02 am ET)
9.2% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
21.5% are below yesterday’s low.
69.4% are inside yesterday’s range.
21.5% of stocks with today’s high > yesterday’s high. (78.5% less than).
38.9% of stocks with today’s low < yesterday’s low. (61.1% greater than).

EVIDENCE OF INTRADAY TREND (20170622 10:02 am ET)
39.6% of stocks are above today’s open. (58.4% are below).
33.6% of stocks are above today’s open and yesterday’s close.
50.3% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 10:02 am ET)
4.9% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
40.6% are in the top half. 59.4% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
20.1% are in the bottom 10%.

GAIN (20170622 10:02 am ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
0.8% are up 4.5% or more. 0.2% are down 4.5% or more.
1.4% are up 3.5% or more. 0.5% are down 3.5% or more.
80.2% are between +1% and -1%.

RSI on DAILY (20170622 10:02 am ET)
2-day: >=95:2.7%…>=90:4.3%…>=80:10.9%…>=50:31.0%…<=20:37.2%…<=10:22.5%…<=5:10.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.5%…>=50:44.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:48.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 10:02 am ET)
9.2% above previous 1 highs, 21.5% below previous 1 lows
7.0% above previous 2 highs, 18.7% below previous 2 lows
5.6% above previous 3 highs, 17.6% below previous 3 lows
5.3% above previous 4 highs, 13.9% below previous 4 lows
4.8% above previous 5 highs, 11.7% below previous 5 lows
3.4% above previous 6 highs, 10.9% below previous 6 lows
3.4% above previous 7 highs, 10.4% below previous 7 lows
2.9% above previous 8 highs, 9.3% below previous 8 lows
2.4% above previous 9 highs, 7.5% below previous 9 lows
2.3% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 10:02 am ET)
43.6% are above or equal to 6/21 close (1 days ago), 56.4% are below.
33.6% are above or equal to 6/20 close (2 days ago), 66.4% are below.
21.8% are above or equal to 6/19 close (3 days ago), 78.2% are below.
37.5% are above or equal to 6/16 close (4 days ago), 62.5% are below.
40.3% are above or equal to 6/15 close (5 days ago), 59.7% are below.
37.4% are above or equal to 6/14 close (6 days ago), 62.6% are below.
33.8% are above or equal to 6/13 close (7 days ago), 66.2% are below.
43.4% are above or equal to 6/12 close (8 days ago), 56.6% are below.
42.9% are above or equal to 6/9 close (9 days ago), 57.1% are below.
46.3% are above or equal to 6/8 close (10 days ago), 53.7% are below.
51.2% are above or equal to 6/7 close (11 days ago), 48.8% are below.
52.3% are above or equal to 6/6 close (12 days ago), 47.7% are below.
46.5% are above or equal to 6/5 close (13 days ago), 53.5% are below.
45.2% are above or equal to 6/2 close (14 days ago), 54.8% are below.
47.0% are above or equal to 6/1 close (15 days ago), 53.0% are below.
57.5% are above or equal to 5/31 close (16 days ago), 42.5% are below.
56.4% are above or equal to 5/30 close (17 days ago), 43.6% are below.
52.9% are above or equal to 5/26 close (18 days ago), 47.1% are below.
52.6% are above or equal to 5/25 close (19 days ago), 47.4% are below.
55.7% are above or equal to 5/24 close (20 days ago), 44.3% are below.
56.7% are above or equal to 5/23 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 10:02 am ET)
20d: 3.7% new highs, 5.8% new lows
21d: 3.6% new highs, 5.7% new lows
42d: 2.4% new highs, 4.3% new lows
63d: 2.3% new highs, 3.8% new lows
126d: 2.0% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 10:02 am ET)
2-day: 41.3% above, 58.7% below
3-day: 34.0% above, 66.0% below
4-day: 26.5% above, 73.5% below
5-day: 31.3% above, 68.7% below
8-day: 32.3% above, 67.7% below
10-day: 36.0% above, 64.0% below
20-day: 45.6% above, 54.4% below
50-day: 56.3% above, 43.7% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 10:02 am ET)
META(27): 1.26% Top=TECK CMC AG TAHO CLF SLCA GG ABX ….. OR FNV SCCO NEM NUE STLD AGI X=Bottom (Metals & Mining)
ENER(84): 1.04% Top=CRC OAS SN SPN HFC GPOR CRZO XOG ….. OII LPI XOM MDU MPC BHI VVV NFG=Bottom (Energy)
HEAL(43): 0.33% Top=CYH MD THC ACHC ESRX HCA IRTC ABT ….. MZOR STE TMO RMD BKD PKI IART OPK=Bottom (Health)
RETA(60): 0.15% Top=KMX CVNA ETSY FINL RH GNC SFM DKS ….. AN MELI ROST PAG KR BABA WBA BURL=Bottom (Retail & Specialty Retail)
CONS(51): 0.14% Top=RL EPC PVH UAA SKX FOSL FL PAY ….. IP NKE HAS KS GT PBI BERY ENR=Bottom (Consumer)
LEIS(38): 0.14% Top=TXRH EAT SONC BLMN STAY DRI CMG MGM ….. HGV WYNN MTN MAR DNKN HLT CCL MLCO=Bottom (Leisure)
MANU(37): 0.09% Top=JKS MRC ATI MIDD CAT MWA ETN RS ….. DOV DDD ITW NDSN TEX AGCO TTC BWXT=Bottom (Manufacturing)
TRAN(24): -0.04% Top=AAL LUV DAL CP TRN CNI ALK SNDR ….. FDX EXPD CSX SWFT UNP NSC XPO ODFL=Bottom (Transportation)
CHEM(28): -0.08% Top=PAH CF WLK MOS POT AGU DD APD ….. SHW CE CBT IFF FMC TROX OLN CC=Bottom (Chemicals/Fertilizers)
REAL(106): -0.10% Top=NRZ CBL SC ALLY UNIT CIM RLJ AGNC ….. MAA PSA DRE PGRE CUBE GGP EQR EXR=Bottom (Real Estate)
INSU(34): -0.12% Top=MBI AFSI SLF FAF AGO FNF RE RDN ….. BRO MMC WLTW PGR TMK PRU LNC UNM=Bottom (Insurance)
DISV(48): -0.15% Top=CAR KBR ATHN WTW DFIN WEX MYGN VNTV ….. FISV BFAM PAYX ATGE RBA RHI ROL YY=Bottom (Diversified Services)
MATE(27): -0.17% Top=MDR FLR PWR DAR FAST USG VMC SRCL ….. WCN PHM SUM EXP LEN OC KBH DHI=Bottom (Materials & Construction)
COSW(81): -0.21% Top=ORCL MDSO TWLO SPLK FEYE PFPT MDRX MULE ….. DST EA VIPS NCR TTD GRUB ACN SINA=Bottom (Computer Software/Internet)
COHW(38): -0.24% Top=INFN SSYS NTAP VIAV UBNT BCE PSTG TU ….. ANET BBRY WDC VG JNPR S ACIA ZAYO=Bottom (Computer Hardware/Telecom)
FINA(90): -0.25% Top=WDR BMO WETF TD PVTB BOFI BX FHB ….. OZRK WU PNC CFG CFR WAL BGCP PFG=Bottom (Banks/Financials)
ELEC(46): -0.26% Top=CSIQ SPWR HIMX FSLR AYI CREE AMBA ADI ….. KLAC PI SWKS CGNX AMD CAVM QRVO ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:02 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

06/21/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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 (20170621 Closing)
11.4% of stocks are above yesterday’s high.
26.1% are above yesterday’s midpoint. (73.9% are below.)
45.9% are below yesterday’s low.
42.7% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
69.1% of stocks with today’s low < yesterday’s low. (30.9% greater than).

EVIDENCE OF INTRADAY TREND (20170621 Closing)
30.8% of stocks are above today’s open. (68.5% are below).
28.2% of stocks are above today’s open and yesterday’s close.
61.8% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 Closing)
6.7% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
32.6% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN (20170621 Closing)
35.7% of stocks are above yesterday’s close. (64.3% are below.)
1.3% are up 4.5% or more. 3.4% are down 4.5% or more.
1.6% are up 3.5% or more. 5.6% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20170621 Closing)
2-day: >=95:3.5%…>=90:6.2%…>=80:12.9%…>=50:32.1%…<=20:45.5%…<=10:25.9%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:45.8%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 Closing)
11.4% above previous 1 highs, 45.9% below previous 1 lows
9.8% above previous 2 highs, 40.1% below previous 2 lows
9.1% above previous 3 highs, 30.9% below previous 3 lows
8.4% above previous 4 highs, 25.8% below previous 4 lows
7.1% above previous 5 highs, 23.8% below previous 5 lows
6.6% above previous 6 highs, 23.0% below previous 6 lows
6.5% above previous 7 highs, 21.3% below previous 7 lows
4.6% above previous 8 highs, 17.7% below previous 8 lows
4.5% above previous 9 highs, 13.5% below previous 9 lows
4.2% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 Closing)
35.7% are above or equal to 6/20 close (1 days ago), 64.3% are below.
21.5% are above or equal to 6/19 close (2 days ago), 78.5% are below.
38.2% are above or equal to 6/16 close (3 days ago), 61.8% are below.
40.9% are above or equal to 6/15 close (4 days ago), 59.1% are below.
38.2% are above or equal to 6/14 close (5 days ago), 61.8% are below.
35.1% are above or equal to 6/13 close (6 days ago), 64.9% are below.
44.0% are above or equal to 6/12 close (7 days ago), 56.0% are below.
44.4% are above or equal to 6/9 close (8 days ago), 55.6% are below.
48.3% are above or equal to 6/8 close (9 days ago), 51.7% are below.
52.3% are above or equal to 6/7 close (10 days ago), 47.7% are below.
51.8% are above or equal to 6/6 close (11 days ago), 48.2% are below.
48.5% are above or equal to 6/5 close (12 days ago), 51.5% are below.
46.0% are above or equal to 6/2 close (13 days ago), 54.0% are below.
48.0% are above or equal to 6/1 close (14 days ago), 52.0% are below.
58.7% are above or equal to 5/31 close (15 days ago), 41.3% are below.
58.4% are above or equal to 5/30 close (16 days ago), 41.6% are below.
55.4% are above or equal to 5/26 close (17 days ago), 44.6% are below.
54.8% are above or equal to 5/25 close (18 days ago), 45.2% are below.
56.6% are above or equal to 5/24 close (19 days ago), 43.4% are below.
58.4% are above or equal to 5/23 close (20 days ago), 41.6% are below.
58.7% are above or equal to 5/22 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 Closing)
20d: 8.2% new highs, 12.2% new lows
21d: 8.2% new highs, 11.8% new lows
42d: 6.2% new highs, 9.3% new lows
63d: 5.8% new highs, 8.8% new lows
126d: 5.6% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 Closing)
2-day: 34.7% above, 65.3% below
3-day: 25.3% above, 74.7% below
4-day: 31.2% above, 68.8% below
5-day: 33.7% above, 66.3% below
8-day: 35.7% above, 64.3% below
10-day: 36.8% above, 63.2% below
20-day: 48.4% above, 51.6% below
50-day: 57.0% above, 43.0% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 Closing)
ELEC(46): 1.06% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CAVM ….. SIMO AMBA GRMN TEL TRMB IDTI AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.02% Top=RHT JD TWTR SINA WDAY MULE DATA TTD ….. TRIP FEYE CSRA IBM DNB SABR OKTA NCR=Bottom (Computer Software/Internet)
HEAL(43): 0.45% Top=OPK IRWD CNC ALGN IART LH ZBH UNH ….. HLS ABT BDX UHS A NUVA DVA THC=Bottom (Health)
META(26): 0.28% Top=WPM GG TAHO AGI TECK AG RGLD PAAS ….. NUE CCJ AKS CMC AA CNX CENX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.00% Top=ALK FDX LUV DAL XPO AAL SWFT CP ….. CNI ODFL UNP SNDR JBHT KSU TRN CHRW=Bottom (Transportation)
DISV(48): -0.16% Top=MYGN HRB BFAM CNDT YY CAR ATHN PCLN ….. RHI JEC MCO KBR URI ULTA AL DFIN=Bottom (Diversified Services)
COHW(38): -0.18% Top=WDC ANET TDC STX S NTAP SSYS UBNT ….. BCE CCI VZ VG T VSAT VIAV ACIA=Bottom (Computer Hardware/Telecom)
CONS(51): -0.23% Top=GOOS NKE SKX COH LULU GT BC GIL ….. NWL ECL KS FOSL ENR PBI CRI FL=Bottom (Consumer)
LEIS(38): -0.28% Top=SIX MLCO RCL EXPE CCL YUMC HGV WYN ….. STAY SONC SHAK CMG RRR BYD EAT DNKN=Bottom (Leisure)
MATE(27): -0.61% Top=MDR OC PHM KBH JELD WCN TOL RYN ….. LEN FAST USG PWR FLR SRCL GMS EXP=Bottom (Materials & Construction)
REAL(106): -0.61% Top=WRE DFT DLR SLG CCP SC RLGY PLD ….. RPAI KRG RLJ WPG CBL UNIT DDR SRC=Bottom (Real Estate)
RETA(60): -0.76% Top=FND BABA CVNA MELI RH NFLX ETSY W ….. GES CHS DKS FINL GNC BURL SIG TLRD=Bottom (Retail & Specialty Retail)
FINA(90): -0.91% Top=PYPL SLM LAZ SYF PSEC FNB STT BX ….. RF OZRK TCF SBNY AMG CFR NAVI VOYA=Bottom (Banks/Financials)
INSU(34): -0.94% Top=RE FNF PGR ALL VR FAF TRV ACGL ….. TMK SLF MET CNO AFSI PRU UNM LNC=Bottom (Insurance)
CHEM(28): -1.31% Top=HUN VSM CE POT IFF PPG FMC AGU ….. DOW EMN CBT DD CC AXTA TROX OLN=Bottom (Chemicals/Fertilizers)
MANU(36): -1.90% Top=JKS DHR RS AGCO DDD SWK NDSN HON ….. CAT TEX ITT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.82% Top=GPOR VVV WPZ EEP HFC SU MMP INT ….. OAS CRC RDC SM CRZO SPN BAS SN=Bottom (Energy)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 2:37 pm

Market Stats at 3:37 pm ET
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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 (20170621 3:37 pm ET)
10.0% of stocks are above yesterday’s high.
24.9% are above yesterday’s midpoint. (75.1% are below.)
47.0% are below yesterday’s low.
43.0% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
68.9% of stocks with today’s low < yesterday’s low. (31.1% greater than).

EVIDENCE OF INTRADAY TREND (20170621 3:37 pm ET)
28.9% of stocks are above today’s open. (70.4% are below).
26.2% of stocks are above today’s open and yesterday’s close.
62.4% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 3:37 pm ET)
3.8% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
29.7% are in the top half. 70.3% of stocks are in the bottom half of today’s range.
35.9% are in the bottom 20%.
20.8% are in the bottom 10%.

GAIN (20170621 3:37 pm ET)
35.0% of stocks are above yesterday’s close. (65.0% are below.)
1.3% are up 4.5% or more. 3.1% are down 4.5% or more.
1.5% are up 3.5% or more. 5.1% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY (20170621 3:37 pm ET)
2-day: >=95:3.4%…>=90:5.5%…>=80:12.2%…>=50:31.0%…<=20:45.3%…<=10:25.6%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:45.3%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 3:37 pm ET)
10.0% above previous 1 highs, 47.0% below previous 1 lows
8.4% above previous 2 highs, 41.5% below previous 2 lows
7.8% above previous 3 highs, 32.3% below previous 3 lows
7.3% above previous 4 highs, 26.5% below previous 4 lows
6.0% above previous 5 highs, 24.7% below previous 5 lows
5.8% above previous 6 highs, 24.2% below previous 6 lows
5.6% above previous 7 highs, 22.3% below previous 7 lows
4.4% above previous 8 highs, 17.9% below previous 8 lows
4.1% above previous 9 highs, 13.5% below previous 9 lows
3.7% above previous 10 highs, 12.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 3:37 pm ET)
35.0% are above or equal to 6/20 close (1 days ago), 65.0% are below.
20.0% are above or equal to 6/19 close (2 days ago), 80.0% are below.
37.2% are above or equal to 6/16 close (3 days ago), 62.8% are below.
41.0% are above or equal to 6/15 close (4 days ago), 59.0% are below.
36.8% are above or equal to 6/14 close (5 days ago), 63.2% are below.
34.6% are above or equal to 6/13 close (6 days ago), 65.4% are below.
43.1% are above or equal to 6/12 close (7 days ago), 56.9% are below.
43.0% are above or equal to 6/9 close (8 days ago), 57.0% are below.
48.0% are above or equal to 6/8 close (9 days ago), 52.0% are below.
51.8% are above or equal to 6/7 close (10 days ago), 48.2% are below.
51.2% are above or equal to 6/6 close (11 days ago), 48.8% are below.
47.6% are above or equal to 6/5 close (12 days ago), 52.4% are below.
45.9% are above or equal to 6/2 close (13 days ago), 54.1% are below.
48.2% are above or equal to 6/1 close (14 days ago), 51.8% are below.
58.3% are above or equal to 5/31 close (15 days ago), 41.7% are below.
57.6% are above or equal to 5/30 close (16 days ago), 42.4% are below.
55.2% are above or equal to 5/26 close (17 days ago), 44.8% are below.
54.7% are above or equal to 5/25 close (18 days ago), 45.3% are below.
56.4% are above or equal to 5/24 close (19 days ago), 43.6% are below.
58.0% are above or equal to 5/23 close (20 days ago), 42.0% are below.
58.9% are above or equal to 5/22 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 3:37 pm ET)
20d: 8.1% new highs, 11.6% new lows
21d: 8.1% new highs, 11.4% new lows
42d: 6.0% new highs, 9.2% new lows
63d: 5.7% new highs, 8.7% new lows
126d: 5.5% new highs, 8.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 3:37 pm ET)
2-day: 33.7% above, 66.3% below
3-day: 23.8% above, 76.2% below
4-day: 30.4% above, 69.6% below
5-day: 32.8% above, 67.2% below
8-day: 34.3% above, 65.7% below
10-day: 36.4% above, 63.6% below
20-day: 48.8% above, 51.2% below
50-day: 56.4% above, 43.6% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 3:37 pm ET)
COSW(81): 0.93% Top=RHT JD TWTR SINA MULE TTD WDAY DATA ….. YELP TRIP DNB CSRA IBM SABR NCR OKTA=Bottom (Computer Software/Internet)
ELEC(46): 0.92% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CREE ….. AMBA TEL SIMO GRMN TRMB IDTI AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): 0.35% Top=OPK IRWD CNC ALGN IART LH ZBH ESRX ….. BSX BDX ABT UHS A NUVA DVA THC=Bottom (Health)
META(26): 0.17% Top=WPM GG TAHO AGI TECK RGLD PAAS AG ….. AKS FCX CCJ CMC AA CNX CENX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.01% Top=FDX ALK LUV AAL DAL SWFT XPO JBLU ….. UPS UNP ODFL SNDR JBHT KSU TRN CHRW=Bottom (Transportation)
DISV(48): -0.22% Top=MYGN HRB BFAM CAR YY CNDT PCLN ATHN ….. JEC RHI MCO KBR URI ULTA DFIN AL=Bottom (Diversified Services)
COHW(38): -0.24% Top=WDC ANET TDC STX S SSYS NTAP VRSN ….. TU CCI CTL T VIAV VSAT VG ACIA=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.30% Top=SIX MLCO RCL CCL YUMC EXPE HGV YUM ….. GPRO SHAK CMG SONC BYD RRR EAT DNKN=Bottom (Leisure)
CONS(51): -0.39% Top=GOOS COH SKX NKE GT GIL LULU BC ….. UAA NWL KS FOSL PBI CRI ENR FL=Bottom (Consumer)
REAL(106): -0.59% Top=WRE SLG DFT DLR CCP RLGY SC PLD ….. VER WPG SKT RPAI SRC UNIT CBL DDR=Bottom (Real Estate)
MATE(27): -0.65% Top=MDR OC PHM TOL WCN KBH JELD RYN ….. FAST PWR SUM USG FLR SRCL EXP GMS=Bottom (Materials & Construction)
RETA(60): -0.79% Top=FND CVNA BABA RH MELI NFLX ETSY W ….. AAP CHS DKS GNC FINL BURL SIG TLRD=Bottom (Retail & Specialty Retail)
FINA(90): -0.88% Top=PYPL SLM SYF LAZ FNB PSEC STT ATH ….. OZRK RF FHB AMG SBNY CFR NAVI VOYA=Bottom (Banks/Financials)
INSU(34): -0.92% Top=RE FAF FNF PGR ALL VR ACGL TRV ….. RDN CNO AFSI SLF MET PRU UNM LNC=Bottom (Insurance)
CHEM(28): -1.29% Top=HUN VSM POT CE PPG AGU FMC IFF ….. EMN DOW CBT CC DD AXTA TROX OLN=Bottom (Chemicals/Fertilizers)
MANU(36): -1.93% Top=JKS RS DHR AGCO DDD SWK NDSN AOS ….. PH CAT ITT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.76% Top=GPOR VVV EEP WPZ HFC MMP SU PAA ….. RDC OAS CRZO CRC SM SPN BAS SN=Bottom (Energy)

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 3:37 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 12:30 pm

Market Stats at 1:30 pm ET
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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 (20170621 1:30 pm ET)
10.0% of stocks are above yesterday’s high.
26.4% are above yesterday’s midpoint. (73.6% are below.)
43.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
29.7% of stocks with today’s high > yesterday’s high. (70.3% less than).
63.6% of stocks with today’s low < yesterday’s low. (36.4% greater than).

EVIDENCE OF INTRADAY TREND (20170621 1:30 pm ET)
30.8% of stocks are above today’s open. (68.2% are below).
29.0% of stocks are above today’s open and yesterday’s close.
62.1% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 1:30 pm ET)
5.0% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
28.6% are in the top half. 71.4% of stocks are in the bottom half of today’s range.
41.6% are in the bottom 20%.
21.4% are in the bottom 10%.

GAIN (20170621 1:30 pm ET)
35.8% of stocks are above yesterday’s close. (64.2% are below.)
0.9% are up 4.5% or more. 3.0% are down 4.5% or more.
1.7% are up 3.5% or more. 4.6% are down 3.5% or more.
61.1% are between +1% and -1%.

RSI on DAILY (20170621 1:30 pm ET)
2-day: >=95:3.3%…>=90:5.9%…>=80:11.7%…>=50:31.5%…<=20:43.0%…<=10:22.8%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:46.5%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:52.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 1:30 pm ET)
10.0% above previous 1 highs, 43.6% below previous 1 lows
8.6% above previous 2 highs, 37.5% below previous 2 lows
8.1% above previous 3 highs, 27.5% below previous 3 lows
7.3% above previous 4 highs, 22.8% below previous 4 lows
5.6% above previous 5 highs, 21.0% below previous 5 lows
5.2% above previous 6 highs, 20.4% below previous 6 lows
5.0% above previous 7 highs, 18.0% below previous 7 lows
4.1% above previous 8 highs, 13.8% below previous 8 lows
3.8% above previous 9 highs, 10.6% below previous 9 lows
3.6% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 1:30 pm ET)
35.8% are above or equal to 6/20 close (1 days ago), 64.2% are below.
20.7% are above or equal to 6/19 close (2 days ago), 79.3% are below.
38.6% are above or equal to 6/16 close (3 days ago), 61.4% are below.
42.5% are above or equal to 6/15 close (4 days ago), 57.5% are below.
38.4% are above or equal to 6/14 close (5 days ago), 61.6% are below.
35.4% are above or equal to 6/13 close (6 days ago), 64.6% are below.
44.8% are above or equal to 6/12 close (7 days ago), 55.2% are below.
44.3% are above or equal to 6/9 close (8 days ago), 55.7% are below.
49.5% are above or equal to 6/8 close (9 days ago), 50.5% are below.
52.7% are above or equal to 6/7 close (10 days ago), 47.3% are below.
53.3% are above or equal to 6/6 close (11 days ago), 46.7% are below.
49.1% are above or equal to 6/5 close (12 days ago), 50.9% are below.
46.7% are above or equal to 6/2 close (13 days ago), 53.3% are below.
49.0% are above or equal to 6/1 close (14 days ago), 51.0% are below.
58.8% are above or equal to 5/31 close (15 days ago), 41.2% are below.
59.0% are above or equal to 5/30 close (16 days ago), 41.0% are below.
55.7% are above or equal to 5/26 close (17 days ago), 44.3% are below.
55.5% are above or equal to 5/25 close (18 days ago), 44.5% are below.
58.0% are above or equal to 5/24 close (19 days ago), 42.0% are below.
58.5% are above or equal to 5/23 close (20 days ago), 41.5% are below.
59.1% are above or equal to 5/22 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 1:30 pm ET)
20d: 7.5% new highs, 9.8% new lows
21d: 7.5% new highs, 9.6% new lows
42d: 5.8% new highs, 7.7% new lows
63d: 5.6% new highs, 7.4% new lows
126d: 5.3% new highs, 7.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 1:30 pm ET)
2-day: 35.3% above, 64.7% below
3-day: 25.4% above, 74.6% below
4-day: 31.4% above, 68.6% below
5-day: 33.7% above, 66.3% below
8-day: 36.0% above, 64.0% below
10-day: 38.0% above, 62.0% below
20-day: 50.1% above, 49.9% below
50-day: 57.8% above, 42.2% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 1:30 pm ET)
ELEC(46): 1.02% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CREE ….. ICHR APH TRMB IDTI GRMN SIMO AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.91% Top=RHT TWTR JD GRUB SINA WDAY DATA SHOP ….. YELP TRIP MTCH DNB SABR EQIX NCR OKTA=Bottom (Computer Software/Internet)
HEAL(43): 0.43% Top=OPK IRWD CNC ALGN ZBH LH HOLX EW ….. IRTC BSX ABT HLS A UHS DVA THC=Bottom (Health)
META(26): 0.43% Top=STLD TAHO X WPM AGI AKS TECK AG ….. FCX OR CMC CCJ AA CENX CNX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.05% Top=FDX LUV ALK DAL AAL UAL XPO JBLU ….. EXPD WAB CNI TRN SNDR KSU JBHT CHRW=Bottom (Transportation)
DISV(48): -0.11% Top=MYGN HRB BFAM YY CNDT SERV ATHN LDOS ….. JEC VNTV KBR ULTA RHI MCO URI AL=Bottom (Diversified Services)
LEIS(38): -0.18% Top=SIX RCL MLCO YUMC CCL EXPE YUM DPZ ….. TXRH PK RRR EAT SONC GPRO CMG DNKN=Bottom (Leisure)
COHW(38): -0.26% Top=WDC ANET NTAP SSYS S STX TDC UBNT ….. TU BBRY CCI VZ CTL T VG ACIA=Bottom (Computer Hardware/Telecom)
CONS(51): -0.32% Top=GOOS NKE COH BC LULU SKX GIL CCK ….. NWL PBI KS ENR CRI UAA FOSL FL=Bottom (Consumer)
MATE(27): -0.41% Top=MDR OC TOL PHM KBH TPH WCN DAR ….. RSG USG SUM SRCL FAST GMS FLR EXP=Bottom (Materials & Construction)
REAL(106): -0.62% Top=SLG WRE GEO SC DFT DLR AHH PSA ….. BRX DDR SRC RPT SKT RPAI OUT CBL=Bottom (Real Estate)
FINA(90): -0.64% Top=PYPL LAZ PSEC SYF STT FNB SLM FII ….. TCF BAC SBNY OZRK CFR AMG VOYA NAVI=Bottom (Banks/Financials)
INSU(34): -0.66% Top=RE XL FNF VR PGR FAF ALL AIG ….. L RDN CNO SLF PRU LNC UNM AFSI=Bottom (Insurance)
CHEM(28): -0.80% Top=HUN VSM IFF CE FMC POT PPG AGU ….. CF WLK MOS CBT EMN TROX AXTA OLN=Bottom (Chemicals/Fertilizers)
RETA(60): -0.89% Top=FND RH CVNA BABA NFLX W KMX WMT ….. ORLY AAP GNC FINL BURL DKS SIG TLRD=Bottom (Retail & Specialty Retail)
MANU(36): -1.36% Top=JKS RS DDD DHR AGCO SWK NDSN XYL ….. ITT TEX CAT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.77% Top=WPZ EEP ETP PAA MMP OKS SU BPL ….. SM RDC OAS CRC NBR SN BAS SPN=Bottom (Energy)

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 1:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Filed under: Market Stats — daytrend @ 9:45 am

Market Stats at 10:44 am ET
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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 (20170621 10:44 am ET)
13.8% of stocks are above yesterday’s high.
44.4% are above yesterday’s midpoint. (55.6% are below.)
16.4% are below yesterday’s low.
69.8% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
48.7% of stocks with today’s low < yesterday’s low. (51.3% greater than).

EVIDENCE OF INTRADAY TREND (20170621 10:44 am ET)
53.0% of stocks are above today’s open. (44.7% are below).
47.6% of stocks are above today’s open and yesterday’s close.
32.6% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 10:44 am ET)
16.8% of stocks are in the top 10% of today’s range.
31.3% are in the top 20%.
64.7% are in the top half. 35.3% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20170621 10:44 am ET)
61.7% of stocks are above yesterday’s close. (38.3% are below.)
1.0% are up 4.5% or more. 0.6% are down 4.5% or more.
1.4% are up 3.5% or more. 0.8% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170621 10:44 am ET)
2-day: >=95:4.4%…>=90:7.5%…>=80:15.2%…>=50:44.8%…<=20:23.0%…<=10:12.5%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:57.3%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:59.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 10:44 am ET)
13.8% above previous 1 highs, 16.4% below previous 1 lows
9.0% above previous 2 highs, 13.9% below previous 2 lows
7.7% above previous 3 highs, 9.5% below previous 3 lows
6.8% above previous 4 highs, 6.8% below previous 4 lows
5.5% above previous 5 highs, 6.0% below previous 5 lows
5.0% above previous 6 highs, 5.7% below previous 6 lows
5.0% above previous 7 highs, 4.9% below previous 7 lows
4.1% above previous 8 highs, 3.6% below previous 8 lows
3.8% above previous 9 highs, 3.1% below previous 9 lows
3.7% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 10:44 am ET)
61.7% are above or equal to 6/20 close (1 days ago), 38.3% are below.
28.4% are above or equal to 6/19 close (2 days ago), 71.6% are below.
50.9% are above or equal to 6/16 close (3 days ago), 49.1% are below.
53.2% are above or equal to 6/15 close (4 days ago), 46.8% are below.
47.6% are above or equal to 6/14 close (5 days ago), 52.4% are below.
42.5% are above or equal to 6/13 close (6 days ago), 57.5% are below.
50.2% are above or equal to 6/12 close (7 days ago), 49.8% are below.
50.3% are above or equal to 6/9 close (8 days ago), 49.7% are below.
55.2% are above or equal to 6/8 close (9 days ago), 44.8% are below.
57.5% are above or equal to 6/7 close (10 days ago), 42.5% are below.
58.1% are above or equal to 6/6 close (11 days ago), 41.9% are below.
55.7% are above or equal to 6/5 close (12 days ago), 44.3% are below.
51.6% are above or equal to 6/2 close (13 days ago), 48.4% are below.
54.4% are above or equal to 6/1 close (14 days ago), 45.6% are below.
63.6% are above or equal to 5/31 close (15 days ago), 36.4% are below.
63.5% are above or equal to 5/30 close (16 days ago), 36.5% are below.
60.9% are above or equal to 5/26 close (17 days ago), 39.1% are below.
60.9% are above or equal to 5/25 close (18 days ago), 39.1% are below.
62.3% are above or equal to 5/24 close (19 days ago), 37.7% are below.
63.0% are above or equal to 5/23 close (20 days ago), 37.0% are below.
63.8% are above or equal to 5/22 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 10:44 am ET)
20d: 5.6% new highs, 4.8% new lows
21d: 5.6% new highs, 4.6% new lows
42d: 4.4% new highs, 3.6% new lows
63d: 4.3% new highs, 3.2% new lows
126d: 4.1% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 10:44 am ET)
2-day: 60.1% above, 39.9% below
3-day: 38.3% above, 61.7% below
4-day: 43.6% above, 56.4% below
5-day: 45.9% above, 54.1% below
8-day: 45.9% above, 54.1% below
10-day: 46.8% above, 53.2% below
20-day: 58.5% above, 41.5% below
50-day: 61.9% above, 38.1% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 10:44 am ET)
META(27): 1.31% Top=CLF X AG TAHO STLD AKS WPM PAAS ….. NEM GG CMC OR SLCA CENX CNX AA=Bottom (Metals & Mining)
ELEC(46): 1.10% Top=AMD CSIQ MXL FSLR CRUS SPWR CY JBL ….. KLAC IDTI FTV APH ICHR SNPS AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.09% Top=RHT TWTR GRUB DATA SINA WDAY ADBE SHOP ….. DOX TTWO IBM TEAM TRIP DNB NCR OKTA=Bottom (Computer Software/Internet)
HEAL(43): 0.66% Top=IRWD OPK CYH CNC BKD ALGN MZOR STE ….. A TMO RMD PKI DVA BDX BSX ABT=Bottom (Health)
MATE(27): 0.45% Top=MDR TOL OC KBH DAR RYN CAA PHM ….. SRCL SUM JELD FLR FAST DHI EXP GMS=Bottom (Materials & Construction)
COHW(38): 0.42% Top=PSTG WDC FNSR S ANET STX SSYS NTAP ….. T BBRY TMUS CTL VZ QCOM CCI VG=Bottom (Computer Hardware/Telecom)
DISV(48): 0.32% Top=MYGN HRB WEX ILG YY LDOS GPN PCLN ….. ULTA ROL CTAS TRU AL KBR ZTO MCO=Bottom (Diversified Services)
LEIS(38): 0.27% Top=SIX RCL MLCO HGV CCL YUMC PK EXPE ….. SHAK BYD BLMN DNKN WEN GPRO CMG SONC=Bottom (Leisure)
RETA(60): 0.15% Top=RH FND CVNA KMX BABA NFLX W BID ….. AZO FINL BURL AAP ORLY SIG TLRD DKS=Bottom (Retail & Specialty Retail)
TRAN(24): 0.14% Top=FDX LUV AAL XPO ALK CP DAL CNI ….. SWFT ODFL SNDR UNP WAB KSU CHRW JBHT=Bottom (Transportation)
CONS(51): 0.11% Top=GOOS BC SKX COH LULU GIL NKE GT ….. UAA WHR PBI CSL EPC MAT ELF FL=Bottom (Consumer)
INSU(34): 0.06% Top=FAF FNF AIG XL CNO ACGL RE ALL ….. WLTW PRU AGO LNC CINF AFSI UNM L=Bottom (Insurance)
CHEM(28): 0.05% Top=POT HUN AGU TROX WLK VSM CF SMG ….. CBT RPM DD DOW OLN EMN ALB AXTA=Bottom (Chemicals/Fertilizers)
FINA(90): 0.01% Top=PYPL LAZ SLM FNB BX PSEC ZION FII ….. AMP BAC FHB EFX VOYA AMG SBNY NAVI=Bottom (Banks/Financials)
REAL(106): -0.00% Top=SLG GEO WRE CCP IVR SC TWO KIM ….. UDR AIV TCO EQR AVB CPT SKT CBL=Bottom (Real Estate)
MANU(36): -0.29% Top=JKS ATI RS DDD AGCO SWK NDSN DHR ….. CMI PH KMT CAT TEX FLS DOV MRC=Bottom (Manufacturing)
ENER(85): -0.36% Top=CRC QEP CVE OKS SU INT PAA GPOR ….. HP CRZO OII DO NBR RDC SPN BAS=Bottom (Energy)

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 10:44 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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