daytrend

07/05/2017

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

Market Stats at 1:11 pm ET
by daytrend on 20170705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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 1:11 pm ET)
11.2% of stocks are above yesterday’s high.
39.2% are above yesterday’s midpoint. (60.8% are below.)
26.6% are below yesterday’s low.
62.2% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
58.6% of stocks with today’s low < yesterday’s low. (41.4% greater than).

EVIDENCE OF INTRADAY TREND (20170705 1:11 pm ET)
40.3% of stocks are above today’s open. (57.9% are below).
36.7% of stocks are above today’s open and yesterday’s close.
53.6% 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 1:11 pm ET)
10.3% of stocks are in the top 10% of today’s range.
21.7% are in the top 20%.
49.7% are in the top half. 50.3% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20170705 1:11 pm ET)
42.8% of stocks are above yesterday’s close. (57.2% are below.)
0.6% are up 4.5% or more. 2.4% are down 4.5% or more.
0.7% are up 3.5% or more. 4.3% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20170705 1:11 pm ET)
2-day: >=95:5.0%…>=90:9.1%…>=80:20.3%…>=50:50.3%…<=20:11.5%…<=10:5.2%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:54.5%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:57.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170705 1:11 pm ET)
11.2% above previous 1 highs, 26.6% below previous 1 lows
8.4% above previous 2 highs, 13.5% below previous 2 lows
7.1% above previous 3 highs, 8.3% below previous 3 lows
6.2% above previous 4 highs, 7.2% below previous 4 lows
4.9% above previous 5 highs, 6.0% below previous 5 lows
4.0% above previous 6 highs, 5.1% below previous 6 lows
3.6% above previous 7 highs, 4.3% below previous 7 lows
3.4% above previous 8 highs, 3.6% below previous 8 lows
3.3% above previous 9 highs, 3.3% below previous 9 lows
3.1% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170705 1:11 pm ET)
42.8% are above or equal to 7/3 close (1 days ago), 57.2% are below.
58.5% are above or equal to 6/30 close (2 days ago), 41.5% are below.
64.2% are above or equal to 6/29 close (3 days ago), 35.8% are below.
45.5% are above or equal to 6/28 close (4 days ago), 54.5% are below.
60.6% are above or equal to 6/27 close (5 days ago), 39.4% are below.
52.0% are above or equal to 6/26 close (6 days ago), 48.0% are below.
54.7% are above or equal to 6/23 close (7 days ago), 45.3% are below.
59.0% are above or equal to 6/22 close (8 days ago), 41.0% are below.
61.2% are above or equal to 6/21 close (9 days ago), 38.8% are below.
54.7% are above or equal to 6/20 close (10 days ago), 45.3% are below.
45.7% are above or equal to 6/19 close (11 days ago), 54.3% are below.
53.0% are above or equal to 6/16 close (12 days ago), 47.0% are below.
53.7% are above or equal to 6/15 close (13 days ago), 46.3% are below.
49.2% are above or equal to 6/14 close (14 days ago), 50.8% are below.
44.3% are above or equal to 6/13 close (15 days ago), 55.7% are below.
51.6% are above or equal to 6/12 close (16 days ago), 48.4% are below.
53.7% are above or equal to 6/9 close (17 days ago), 46.3% are below.
57.1% are above or equal to 6/8 close (18 days ago), 42.9% are below.
58.1% are above or equal to 6/7 close (19 days ago), 41.9% are below.
57.6% are above or equal to 6/6 close (20 days ago), 42.4% are below.
56.0% are above or equal to 6/5 close (21 days ago), 44.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170705 1:11 pm ET)
20d: 5.2% new highs, 7.1% new lows
21d: 5.2% new highs, 6.9% new lows
42d: 4.7% new highs, 2.9% new lows
63d: 3.6% new highs, 2.0% new lows
126d: 2.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170705 1:11 pm ET)
2-day: 41.2% above, 58.8% below
3-day: 49.9% above, 50.1% below
4-day: 55.2% above, 44.8% below
5-day: 50.6% above, 49.4% below
8-day: 52.9% above, 47.1% below
10-day: 55.2% above, 44.8% below
20-day: 53.4% above, 46.6% below
50-day: 59.4% above, 40.6% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170705 1:11 pm ET)
ELEC(46): 1.10% Top=AMD PI CAVM NVDA TER QRVO MCHP XPER ….. SIMO OCLR FLEX AYI JBL FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 0.83% Top=SQ FTNT PTC BIDU SSNC ADSK SHOP ADBE ….. SABR MULE NTES IBM MANH SNAP TRIP OKTA=Bottom (Computer Software/Internet)
HEAL(42): 0.48% Top=ACHC CNC ALGN A EW AET MOH STE ….. ESRX IART BKD THC MD DVA OPK RMD=Bottom (Health)
COHW(38): 0.12% Top=VIAV PSTG VRSN WDC JNPR S UBNT AAPL ….. LVLT CSCO VZ COMM CTL TDC BBRY VG=Bottom (Computer Hardware/Telecom)
FINA(88): 0.04% Top=PYPL AMG ETFC EFX WDR TWNK AMP CBOE ….. KKR DFS FHN HOMB FHB PACW BKU WU=Bottom (Banks/Financials)
DISV(47): 0.03% Top=ZTO FDC MCO TRU WTW URI CXW PCLN ….. HRB JEC KBR ULTA DFIN VNTV RRD YY=Bottom (Diversified Services)
MANU(37): -0.21% Top=WBT AGCO ATI AOS NDSN MIDD TEX CAT ….. RS ITT XYL MRC EMR JKS DDD SNA=Bottom (Manufacturing)
MATE(28): -0.22% Top=CBI VMC SUM MLM PHM PWR TOL MAS ….. DAR TPH SRCL RYN JELD WY MDR GMS=Bottom (Materials & Construction)
TRAN(25): -0.23% Top=LUV ALK CSX AAL ODFL UAL FDX JBHT ….. WAB XPO KSU TRN UNP CHRW SNDR TK=Bottom (Transportation)
INSU(31): -0.32% Top=SLF PGR MTG ACGL ALL MMC AGO RDN ….. MBI TRV CNO CINF FAF BRO ORI AFSI=Bottom (Insurance)
LEIS(37): -0.45% Top=CCL RCL WEN MLCO EXPE MAR WYNN MGM ….. RRR PK SIX EAT DRI GPRO BLMN SEAS=Bottom (Leisure)
CONS(50): -0.47% Top=HAS WHR BLL TPX LEG NWL ECL CCK ….. GOOS WWW COTY PVH NKE FOSL PAY RL=Bottom (Consumer)
META(27): -0.64% Top=NEM CENX ABX RGLD FCX STLD CCJ AA ….. PAAS CMC AKS CNX AG AGI CLF SLCA=Bottom (Metals & Mining)
CHEM(27): -0.76% Top=CC ALB TROX CF ASH PAH PPG FMC ….. DD EMN CE HUN RPM MOS AGU POT=Bottom (Chemicals/Fertilizers)
REAL(111): -0.98% Top=CPT AIV DRH SC ESRT EQR GEO AMT ….. CBL PEI GGP SPG DDR BRX WRI KIM=Bottom (Real Estate)
RETA(59): -1.21% Top=CVNA RH BABA AMZN W TLRD ETSY WBA ….. AEO TSCO LB BURL GNC AZO AAP ORLY=Bottom (Retail & Specialty Retail)
ENER(85): -2.84% Top=BHI SEP COG MPC VVV MDU WPZ DCP ….. SM OAS CVE SPN CRC NBR SN CRZO=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 1:11 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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