daytrend

07/07/2017

Filed under: Market Stats — daytrend @ 9:54 am

Market Stats at 10:53 am ET
by daytrend on 20170707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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

COMPARED TO YESTERDAY’S RANGE (20170707 10:53 am ET)
19.5% of stocks are above yesterday’s high.
43.4% are above yesterday’s midpoint. (56.6% are below.)
23.6% are below yesterday’s low.
56.8% are inside yesterday’s range.
28.7% of stocks with today’s high > yesterday’s high. (71.3% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20170707 10:53 am ET)
53.5% of stocks are above today’s open. (45.7% are below).
52.9% of stocks are above today’s open and yesterday’s close.
34.5% are below both.
3.2% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (19.5% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170707 10:53 am ET)
11.2% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.8% are in the bottom 10%.

GAIN (20170707 10:53 am ET)
64.8% of stocks are above yesterday’s close. (35.2% are below.)
0.4% are up 4.5% or more. 1.8% are down 4.5% or more.
0.6% are up 3.5% or more. 2.3% are down 3.5% or more.
66.7% are between +1% and -1%.

RSI on DAILY (20170707 10:53 am ET)
2-day: >=95:1.5%…>=90:3.3%…>=80:10.1%…>=50:39.8%…<=20:27.3%…<=10:12.5%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:42.1%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:45.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170707 10:53 am ET)
19.5% above previous 1 highs, 23.6% below previous 1 lows
11.7% above previous 2 highs, 20.0% below previous 2 lows
8.4% above previous 3 highs, 19.2% below previous 3 lows
7.0% above previous 4 highs, 16.1% below previous 4 lows
4.8% above previous 5 highs, 13.8% below previous 5 lows
4.2% above previous 6 highs, 12.3% below previous 6 lows
3.7% above previous 7 highs, 11.1% below previous 7 lows
2.7% above previous 8 highs, 10.1% below previous 8 lows
2.7% above previous 9 highs, 8.5% below previous 9 lows
2.6% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170707 10:53 am ET)
64.8% are above or equal to 7/6 close (1 days ago), 35.2% are below.
27.7% are above or equal to 7/5 close (2 days ago), 72.3% are below.
31.6% are above or equal to 7/3 close (3 days ago), 68.4% are below.
39.2% are above or equal to 6/30 close (4 days ago), 60.8% are below.
45.0% are above or equal to 6/29 close (5 days ago), 55.0% are below.
31.6% are above or equal to 6/28 close (6 days ago), 68.4% are below.
46.8% are above or equal to 6/27 close (7 days ago), 53.2% are below.
40.7% are above or equal to 6/26 close (8 days ago), 59.3% are below.
43.5% are above or equal to 6/23 close (9 days ago), 56.5% are below.
48.5% are above or equal to 6/22 close (10 days ago), 51.5% are below.
51.8% are above or equal to 6/21 close (11 days ago), 48.2% are below.
45.6% are above or equal to 6/20 close (12 days ago), 54.4% are below.
37.2% are above or equal to 6/19 close (13 days ago), 62.8% are below.
44.2% are above or equal to 6/16 close (14 days ago), 55.8% are below.
47.4% are above or equal to 6/15 close (15 days ago), 52.6% are below.
40.9% are above or equal to 6/14 close (16 days ago), 59.1% are below.
37.7% are above or equal to 6/13 close (17 days ago), 62.3% are below.
43.6% are above or equal to 6/12 close (18 days ago), 56.4% are below.
45.3% are above or equal to 6/9 close (19 days ago), 54.7% are below.
47.6% are above or equal to 6/8 close (20 days ago), 52.4% are below.
50.9% are above or equal to 6/7 close (21 days ago), 49.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170707 10:53 am ET)
20d: 2.6% new highs, 9.9% new lows
21d: 2.5% new highs, 9.6% new lows
42d: 2.3% new highs, 5.5% new lows
63d: 2.1% new highs, 4.6% new lows
126d: 1.8% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170707 10:53 am ET)
2-day: 63.7% above, 36.3% below
3-day: 38.8% above, 61.2% below
4-day: 32.7% above, 67.3% below
5-day: 34.6% above, 65.4% below
8-day: 37.8% above, 62.2% below
10-day: 37.4% above, 62.6% below
20-day: 40.8% above, 59.2% below
50-day: 51.7% above, 48.3% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170707 10:53 am ET)
ELEC(46): 1.26% Top=AMD ICHR OCLR AMAT CGNX LRCX KEYS TRMB ….. FTV GRMN PI CSIQ AYI MRVL XPER SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.02% Top=FEYE VEEV SHOP OKTA SYMC NTNX ATVI TSS ….. CDK TRI HPE AABA SNAP VIPS NTES BIDU=Bottom (Computer Software/Internet)
COHW(38): 0.76% Top=PANW SSYS ACIA VIAV FNSR ANET HRS BBRY ….. ZAYO TDS TU VSAT VZ LVLT T CTL=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.69% Top=YUMC DPZ MCD MGM RRR CCL MLCO RCL ….. JACK LVS QSR SHAK SEAS DNKN LQ SIX=Bottom (Leisure)
HEAL(42): 0.65% Top=PRAH ALGN TVTY COO TMO MOH A EW ….. IRTC LH CYH DVA DXCM DGX ESRX IRWD=Bottom (Health)
MATE(27): 0.64% Top=TOL LEN DHI PHM KBH SRCL CAA MAS ….. GMS PWR FAST FLR VMC MDR EXP CBI=Bottom (Materials & Construction)
CONS(50): 0.63% Top=RL FOSL PAY COH FBHS AVY SKX OI ….. ELF GOOS ECL FL EPC KS ENR TPX=Bottom (Consumer)
DISV(48): 0.58% Top=WTW MAN RHI SBAC MYGN MA VNTV ROL ….. JEC ZTO AL URI DFIN ATHN RBA KBR=Bottom (Diversified Services)
INSU(31): 0.39% Top=AFSI AJG AON TMK XL CINF ACGL PGR ….. AIG UNM RDN PRU CNO AGO MBI ORI=Bottom (Insurance)
CHEM(26): 0.22% Top=CC ALB AXTA SMG HUN PAH ASH PPG ….. DOW DD WLK CE POT PX AGU TROX=Bottom (Chemicals/Fertilizers)
RETA(58): 0.18% Top=ETSY GNC SFM URBN BURL NFLX MELI AN ….. AAP COST AZO ORLY WSM CVNA RH TLRD=Bottom (Retail & Specialty Retail)
TRAN(24): 0.12% Top=SAVE AAL UAL ALK LUV DAL SNDR JBLU ….. NSC CSX XPO TRN WAB CP UNP TK=Bottom (Transportation)
REAL(110): 0.11% Top=KIM COR VNO CONE CBG GEO SKT DLR ….. CCP IVR NLY AGNC CIM ARI DOC TWO=Bottom (Real Estate)
FINA(88): 0.07% Top=WETF TROW AMG CLNS PYPL LM BLK IVZ ….. BKU APO EWBC ARCC TCF FNB ISBC WDR=Bottom (Banks/Financials)
MANU(37): -0.03% Top=SWK JKS AOS TTC ITW IR WBT DE ….. GE CMI CFX MIDD TEX RS ATI MRC=Bottom (Manufacturing)
META(24): -1.84% Top=SCCO RGLD CCJ NEM FCX ABX TECK AA ….. GG CNX CMC NUE PAAS STLD X SLCA=Bottom (Metals & Mining)
ENER(87): -1.97% Top=MPC TSO VLO DK NFG EPD PSX BHI ….. SPN CRZO SM NBR QEP SN OAS CRC=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 10:53 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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