daytrend

07/05/2017

Filed under: Market Stats — daytrend @ 1:48 pm

Market Stats at 2:47 pm ET
by daytrend on 20170705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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

COMPARED TO YESTERDAY’S RANGE (20170705 2:47 pm ET)
13.3% of stocks are above yesterday’s high.
41.2% are above yesterday’s midpoint. (58.8% are below.)
29.5% are below yesterday’s low.
57.2% are inside yesterday’s range.
30.3% of stocks with today’s high > yesterday’s high. (69.7% less than).
60.8% of stocks with today’s low < yesterday’s low. (39.2% greater than).

EVIDENCE OF INTRADAY TREND (20170705 2:47 pm ET)
43.1% of stocks are above today’s open. (55.7% are below).
40.0% of stocks are above today’s open and yesterday’s close.
50.2% 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 2:47 pm ET)
11.6% of stocks are in the top 10% of today’s range.
24.2% 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.
22.6% are in the bottom 20%.
10.9% are in the bottom 10%.

GAIN (20170705 2:47 pm ET)
46.5% of stocks are above yesterday’s close. (53.5% are below.)
0.5% are up 4.5% or more. 3.7% are down 4.5% or more.
1.0% are up 3.5% or more. 7.0% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20170705 2:47 pm ET)
2-day: >=95:6.5%…>=90:10.7%…>=80:21.6%…>=50:50.9%…<=20:12.3%…<=10:5.2%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:53.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170705 2:47 pm ET)
13.3% above previous 1 highs, 29.5% below previous 1 lows
11.5% above previous 2 highs, 15.9% below previous 2 lows
8.3% above previous 3 highs, 10.5% below previous 3 lows
7.4% above previous 4 highs, 9.0% below previous 4 lows
6.5% above previous 5 highs, 7.7% below previous 5 lows
5.2% above previous 6 highs, 6.4% below previous 6 lows
4.9% above previous 7 highs, 5.1% below previous 7 lows
4.7% above previous 8 highs, 4.4% below previous 8 lows
4.5% above previous 9 highs, 4.2% below previous 9 lows
4.1% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170705 2:47 pm ET)
46.5% are above or equal to 7/3 close (1 days ago), 53.5% are below.
56.9% are above or equal to 6/30 close (2 days ago), 43.1% are below.
62.7% are above or equal to 6/29 close (3 days ago), 37.3% are below.
46.4% are above or equal to 6/28 close (4 days ago), 53.6% are below.
59.8% are above or equal to 6/27 close (5 days ago), 40.2% are below.
50.6% are above or equal to 6/26 close (6 days ago), 49.4% are below.
53.1% are above or equal to 6/23 close (7 days ago), 46.9% are below.
57.2% are above or equal to 6/22 close (8 days ago), 42.8% are below.
60.1% are above or equal to 6/21 close (9 days ago), 39.9% are below.
54.2% are above or equal to 6/20 close (10 days ago), 45.8% are below.
45.1% are above or equal to 6/19 close (11 days ago), 54.9% are below.
54.4% are above or equal to 6/16 close (12 days ago), 45.6% are below.
54.3% are above or equal to 6/15 close (13 days ago), 45.7% are below.
49.3% are above or equal to 6/14 close (14 days ago), 50.7% are below.
45.7% are above or equal to 6/13 close (15 days ago), 54.3% are below.
51.7% are above or equal to 6/12 close (16 days ago), 48.3% are below.
52.3% are above or equal to 6/9 close (17 days ago), 47.7% are below.
56.2% are above or equal to 6/8 close (18 days ago), 43.8% are below.
58.0% are above or equal to 6/7 close (19 days ago), 42.0% are below.
57.1% are above or equal to 6/6 close (20 days ago), 42.9% are below.
55.2% are above or equal to 6/5 close (21 days ago), 44.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170705 2:47 pm ET)
20d: 6.5% new highs, 8.0% new lows
21d: 6.4% new highs, 7.8% new lows
42d: 5.7% new highs, 3.1% new lows
63d: 4.7% new highs, 2.1% new lows
126d: 3.4% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170705 2:47 pm ET)
2-day: 45.6% above, 54.4% below
3-day: 50.9% above, 49.1% below
4-day: 54.7% above, 45.3% below
5-day: 49.1% above, 50.9% below
8-day: 51.3% above, 48.7% below
10-day: 54.1% above, 45.9% below
20-day: 52.1% above, 47.9% below
50-day: 59.4% above, 40.6% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170705 2:47 pm ET)
ELEC(46): 1.22% Top=AMD PI TER XPER QRVO NVDA MCHP CAVM ….. OCLR FLEX SIMO JBL AYI FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.01% Top=SQ FTNT PTC SHOP ADSK BIDU SSNC JD ….. FDS MANH SNAP MULE IBM TRIP SABR OKTA=Bottom (Computer Software/Internet)
HEAL(42): 0.56% Top=ACHC ALGN CNC EW IRWD HOLX NUVA PRAH ….. MD TVTY DVA ZBH THC RMD BKD OPK=Bottom (Health)
COHW(38): 0.30% Top=PSTG VIAV S UBNT JNPR WDC PANW HRS ….. ZAYO LVLT BBRY VZ COMM VG CTL TDC=Bottom (Computer Hardware/Telecom)
FINA(88): 0.20% Top=PYPL TWNK CBOE AMG MS ETFC CFG SEIC ….. NAVI ATH BKU LAZ DFS FHB KKR WU=Bottom (Banks/Financials)
DISV(47): 0.10% Top=ZTO FDC MCO PAYX WTW BAH TRU URI ….. ACM JEC ULTA KBR DFIN VNTV YY RRD=Bottom (Diversified Services)
TRAN(25): 0.08% Top=UAL AAL LUV SAVE ALK CSX ODFL DAL ….. KSU XPO WAB TRN UNP CHRW SNDR TK=Bottom (Transportation)
INSU(31): -0.11% Top=SLF PGR ACGL AGO RDN MTG ALL PRU ….. AIG L FAF TRV ORI BRO CINF AFSI=Bottom (Insurance)
MANU(37): -0.16% Top=WBT MIDD AOS TEX ITW AGCO NDSN SWK ….. FLS ITT XYL SNA DDD MRC EMR JKS=Bottom (Manufacturing)
MATE(28): -0.18% Top=CBI VMC MLM PHM SUM TOL DHI FAST ….. FLR EXP RYN SRCL WY JELD GMS MDR=Bottom (Materials & Construction)
CONS(50): -0.45% Top=HAS WHR NWL BLL KS ECL LEG GT ….. PBI GOOS PAY NKE COTY SKX FOSL RL=Bottom (Consumer)
LEIS(37): -0.47% Top=CCL RCL EXPE WYNN WEN MAR MLCO MGM ….. JACK GPRO SIX PK SONC DRI EAT SEAS=Bottom (Leisure)
CHEM(27): -0.66% Top=CC ALB TROX PAH FMC VSM PPG SMG ….. RPM PX CE EMN HUN AGU POT MOS=Bottom (Chemicals/Fertilizers)
META(27): -0.87% Top=NEM ABX TECK CENX NUE STLD CCJ SCCO ….. CMC PAAS AKS CNX CLF AGI AG SLCA=Bottom (Metals & Mining)
RETA(59): -1.09% Top=CVNA RH BABA AMZN TLRD W ETSY NFLX ….. CHS LB AEO GNC BURL AZO AAP ORLY=Bottom (Retail & Specialty Retail)
REAL(111): -1.45% Top=CPT AIV DRH AMT IVR SC ESRT NLY ….. WRI GGP SPG DDR CBL PEI BRX KIM=Bottom (Real Estate)
ENER(85): -3.35% Top=BHI MDU MPC VVV SEP WPZ COG WES ….. SM PUMP CVE SN SPN CRC NBR 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 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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