daytrend

07/05/2017

Filed under: Market Stats — daytrend @ 10:08 am

Market Stats at 11:08 am ET
by daytrend on 20170705. 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 (20170705 11:08 am ET)
9.1% of stocks are above yesterday’s high.
36.7% are above yesterday’s midpoint. (63.3% are below.)
27.2% are below yesterday’s low.
63.8% are inside yesterday’s range.
22.3% of stocks with today’s high > yesterday’s high. (77.7% less than).
54.7% of stocks with today’s low < yesterday’s low. (45.3% greater than).

EVIDENCE OF INTRADAY TREND (20170705 11:08 am ET)
36.7% of stocks are above today’s open. (61.4% are below).
33.4% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
2.3% of stocks opened above yesterday’s high.
50.3% of stocks opened above yesterday’s close. (43.0% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170705 11:08 am ET)
8.2% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170705 11:08 am ET)
41.6% of stocks are above yesterday’s close. (58.4% are below.)
0.5% are up 4.5% or more. 2.0% are down 4.5% or more.
0.6% are up 3.5% or more. 4.4% are down 3.5% or more.
64.3% are between +1% and -1%.

RSI on DAILY (20170705 11:08 am ET)
2-day: >=95:5.0%…>=90:9.4%…>=80:20.8%…>=50:47.9%…<=20:12.9%…<=10:6.6%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:54.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:57.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170705 11:08 am ET)
9.1% above previous 1 highs, 27.2% below previous 1 lows
7.9% above previous 2 highs, 13.4% below previous 2 lows
6.7% above previous 3 highs, 9.2% below previous 3 lows
5.6% above previous 4 highs, 8.2% below previous 4 lows
4.3% above previous 5 highs, 7.4% below previous 5 lows
3.9% above previous 6 highs, 6.6% below previous 6 lows
3.6% above previous 7 highs, 6.2% below previous 7 lows
3.5% above previous 8 highs, 5.6% below previous 8 lows
3.3% above previous 9 highs, 5.1% below previous 9 lows
3.1% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170705 11:08 am ET)
41.6% are above or equal to 7/3 close (1 days ago), 58.4% are below.
55.7% are above or equal to 6/30 close (2 days ago), 44.3% are below.
64.0% are above or equal to 6/29 close (3 days ago), 36.0% are below.
46.6% are above or equal to 6/28 close (4 days ago), 53.4% are below.
59.7% are above or equal to 6/27 close (5 days ago), 40.3% are below.
51.7% are above or equal to 6/26 close (6 days ago), 48.3% are below.
54.4% are above or equal to 6/23 close (7 days ago), 45.6% are below.
58.1% are above or equal to 6/22 close (8 days ago), 41.9% are below.
60.3% are above or equal to 6/21 close (9 days ago), 39.7% are below.
55.2% are above or equal to 6/20 close (10 days ago), 44.8% are below.
45.3% are above or equal to 6/19 close (11 days ago), 54.7% are below.
52.4% are above or equal to 6/16 close (12 days ago), 47.6% are below.
53.9% are above or equal to 6/15 close (13 days ago), 46.1% are below.
49.1% are above or equal to 6/14 close (14 days ago), 50.9% are below.
44.0% are above or equal to 6/13 close (15 days ago), 56.0% are below.
51.9% are above or equal to 6/12 close (16 days ago), 48.1% are below.
54.4% are above or equal to 6/9 close (17 days ago), 45.6% are below.
57.5% are above or equal to 6/8 close (18 days ago), 42.5% are below.
58.5% are above or equal to 6/7 close (19 days ago), 41.5% are below.
57.8% are above or equal to 6/6 close (20 days ago), 42.2% are below.
56.2% are above or equal to 6/5 close (21 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170705 11:08 am ET)
20d: 4.8% new highs, 6.7% new lows
21d: 4.8% new highs, 6.5% new lows
42d: 4.2% new highs, 2.7% new lows
63d: 3.4% new highs, 2.0% new lows
126d: 2.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170705 11:08 am ET)
2-day: 40.3% above, 59.7% below
3-day: 48.0% above, 52.0% below
4-day: 53.7% above, 46.3% below
5-day: 51.0% above, 49.0% below
8-day: 54.0% above, 46.0% below
10-day: 57.3% above, 42.7% below
20-day: 53.8% above, 46.2% below
50-day: 60.3% above, 39.7% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170705 11:08 am ET)
ELEC(46): 0.55% Top=AMD AMBA TER CAVM NVDA PI XLNX AMAT ….. FSLR KLAC MRVL FLEX JBL AYI CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 0.46% Top=SQ FTNT BIDU SSNC ADBE CHKP SHOP TTWO ….. SABR MULE MANH NTES TRIP SNAP OKTA NCR=Bottom (Computer Software/Internet)
HEAL(42): 0.23% Top=ACHC A PRAH ALGN IRWD TMO CNC AET ….. MD DVA TVTY OPK ZBH IART MOH RMD=Bottom (Health)
FINA(88): 0.20% Top=PYPL AMTD TWNK AMG CBOE ETFC WDR MS ….. PACW LAZ COF WU TD DFS BKU KKR=Bottom (Banks/Financials)
DISV(47): -0.04% Top=ZTO CXW FDC MCO BAH ALLE WTW TRU ….. JEC HRI KBR ULTA DFIN RRD VNTV YY=Bottom (Diversified Services)
INSU(31): -0.13% Top=PGR SLF RDN MTG ACGL AGO ALL FNF ….. FAF CINF TRV CNO AIG BRO ORI AFSI=Bottom (Insurance)
COHW(38): -0.17% Top=VIAV VRSN NTAP S JNPR UBNT CDW HRS ….. SSYS VZ CTL TDC COMM VG BBRY ZAYO=Bottom (Computer Hardware/Telecom)
CONS(50): -0.28% Top=WHR TPX BLL WRK ECL HAS CLX KMB ….. GIL GOOS NKE FOSL SKX PBI RL PAY=Bottom (Consumer)
TRAN(25): -0.40% Top=LUV ODFL SWFT CSX ALK FDX JBHT SAVE ….. UAL KSU NSC TRN CNI UNP CHRW TK=Bottom (Transportation)
MATE(28): -0.42% Top=CBI VMC PWR WM PHM SUM RSG DHI ….. EXP SRCL FAST JELD RYN WY MDR GMS=Bottom (Materials & Construction)
MANU(37): -0.43% Top=WBT TEX NDSN MIDD AGCO AOS CAT BWXT ….. FLS DDD ITT JKS RS EMR SNA MRC=Bottom (Manufacturing)
REAL(111): -0.73% Top=AIV CPT GEO DRH SC ESRT NLY UDR ….. AKR GGP RPAI CBL PEI RLJ BRX KIM=Bottom (Real Estate)
LEIS(37): -0.74% Top=CCL RCL MAR EXPE WYN MCD MLCO WYNN ….. JACK GPRO YUMC DRI EAT RRR SONC SEAS=Bottom (Leisure)
META(27): -0.84% Top=NEM TAHO ABX RGLD FCX TECK SSRI CCJ ….. OR CNX AG AGI CMC AKS CLF SLCA=Bottom (Metals & Mining)
CHEM(27): -0.84% Top=CC ALB FMC TROX AXTA SMG PPG CF ….. DD RPM EMN WLK HUN MOS AGU POT=Bottom (Chemicals/Fertilizers)
RETA(59): -1.20% Top=CVNA RH W ETSY AMZN GPS M BABA ….. AN LB TSCO AEO FND AZO AAP ORLY=Bottom (Retail & Specialty Retail)
ENER(86): -2.55% Top=PBF VLO OKS BHI REN MDU TSO PSX ….. DO NBR SN OAS SM CRZO CRC CVE=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 11:08 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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