daytrend

07/07/2017

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:06 pm ET
by daytrend on 20170707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

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 (20170707 2:06 pm ET)
31.1% of stocks are above yesterday’s high.
57.5% are above yesterday’s midpoint. (42.5% are below.)
16.5% are below yesterday’s low.
52.4% are inside yesterday’s range.
42.7% of stocks with today’s high > yesterday’s high. (57.3% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20170707 2:06 pm ET)
70.4% of stocks are above today’s open. (28.3% are below).
69.4% of stocks are above today’s open and yesterday’s close.
22.0% 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 2:06 pm ET)
20.5% of stocks are in the top 10% of today’s range.
44.2% are in the top 20%.
76.7% are in the top half. 23.3% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20170707 2:06 pm ET)
76.8% of stocks are above yesterday’s close. (23.2% are below.)
0.5% are up 4.5% or more. 1.2% are down 4.5% or more.
2.0% are up 3.5% or more. 1.9% are down 3.5% or more.
47.6% are between +1% and -1%.

RSI on DAILY (20170707 2:06 pm ET)
2-day: >=95:2.2%…>=90:6.3%…>=80:16.8%…>=50:56.0%…<=20:19.4%…<=10:9.1%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:52.0%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:52.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170707 2:06 pm ET)
31.1% above previous 1 highs, 16.5% below previous 1 lows
18.6% above previous 2 highs, 14.4% below previous 2 lows
14.6% above previous 3 highs, 13.6% below previous 3 lows
12.3% above previous 4 highs, 11.7% below previous 4 lows
9.4% above previous 5 highs, 10.8% below previous 5 lows
7.7% above previous 6 highs, 9.7% below previous 6 lows
7.1% above previous 7 highs, 9.2% below previous 7 lows
6.0% above previous 8 highs, 8.0% below previous 8 lows
5.8% above previous 9 highs, 6.8% below previous 9 lows
5.6% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170707 2:06 pm ET)
76.8% are above or equal to 7/6 close (1 days ago), 23.2% are below.
40.4% are above or equal to 7/5 close (2 days ago), 59.6% are below.
40.0% are above or equal to 7/3 close (3 days ago), 60.0% are below.
48.9% are above or equal to 6/30 close (4 days ago), 51.1% are below.
51.5% are above or equal to 6/29 close (5 days ago), 48.5% are below.
38.5% are above or equal to 6/28 close (6 days ago), 61.5% are below.
54.3% are above or equal to 6/27 close (7 days ago), 45.7% are below.
45.6% are above or equal to 6/26 close (8 days ago), 54.4% are below.
48.8% are above or equal to 6/23 close (9 days ago), 51.2% are below.
54.5% are above or equal to 6/22 close (10 days ago), 45.5% are below.
55.9% are above or equal to 6/21 close (11 days ago), 44.1% are below.
49.6% are above or equal to 6/20 close (12 days ago), 50.4% are below.
41.5% are above or equal to 6/19 close (13 days ago), 58.5% are below.
50.2% are above or equal to 6/16 close (14 days ago), 49.8% are below.
51.6% are above or equal to 6/15 close (15 days ago), 48.4% are below.
46.4% are above or equal to 6/14 close (16 days ago), 53.6% are below.
42.3% are above or equal to 6/13 close (17 days ago), 57.7% are below.
46.7% are above or equal to 6/12 close (18 days ago), 53.3% are below.
49.1% are above or equal to 6/9 close (19 days ago), 50.9% are below.
50.4% are above or equal to 6/8 close (20 days ago), 49.6% are below.
54.9% are above or equal to 6/7 close (21 days ago), 45.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170707 2:06 pm ET)
20d: 5.3% new highs, 11.3% new lows
21d: 5.1% new highs, 11.0% new lows
42d: 4.6% new highs, 6.3% new lows
63d: 4.1% new highs, 5.1% new lows
126d: 3.5% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170707 2:06 pm ET)
2-day: 76.0% above, 24.0% below
3-day: 56.3% above, 43.7% below
4-day: 46.1% above, 53.9% below
5-day: 48.2% above, 51.8% below
8-day: 49.2% above, 50.8% below
10-day: 49.0% above, 51.0% below
20-day: 48.0% above, 52.0% below
50-day: 55.9% above, 44.1% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170707 2:06 pm ET)
ELEC(46): 1.86% Top=CGNX OCLR LRCX SPWR ICHR AMAT TRMB QRVO ….. SNPS INTC FTV GRMN AMBA AYI MRVL SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.51% Top=OKTA FEYE VEEV SHOP TEAM COUP ATVI TTD ….. AABA JD AKAM TRI BIDU VIPS NTES SNAP=Bottom (Computer Software/Internet)
COHW(38): 1.34% Top=ACIA STX FNSR PANW CIEN VIAV HRS PSTG ….. VSAT TU TDC VZ LVLT T TDS CTL=Bottom (Computer Hardware/Telecom)
DISV(48): 1.13% Top=WTW CAR MAN RHI AMN CTAS BAH YY ….. HRB VRSK URI RBA DFIN KBR ZTO ATHN=Bottom (Diversified Services)
CHEM(26): 1.13% Top=CC ALB AXTA PAH FMC RPM OLN ASH ….. EMN VSM PX DD CF AGU MON POT=Bottom (Chemicals/Fertilizers)
MATE(27): 1.09% Top=DHI LEN TOL MAS PHM SRCL CAA KBH ….. JELD USG FAST DAR EXP WY VMC MDR=Bottom (Materials & Construction)
HEAL(42): 0.98% Top=PRAH ACHC CNC COO TVTY UHS HCA TMO ….. UNH CYH LH XRAY DVA ESRX DXCM IRWD=Bottom (Health)
LEIS(37): 0.95% Top=YUMC DPZ RRR BYD MGM SEAS MCD WYNN ….. STAY QSR EAT BLMN LQ GPRO DNKN SIX=Bottom (Leisure)
CONS(50): 0.93% Top=FOSL RL AVY COH SKX PAY FBHS WRK ….. KMB EPC KS TPX CL FL EL ENR=Bottom (Consumer)
INSU(31): 0.87% Top=AFSI PGR XL AON AJG TMK MMC SLF ….. CNO TRV ALL HIG AIG ORI AGO MBI=Bottom (Insurance)
MANU(37): 0.70% Top=SWK JKS PNR ITW TTC AOS ETN ROK ….. DDD DHR CFX GE RS MIDD MRC ATI=Bottom (Manufacturing)
TRAN(24): 0.65% Top=SAVE JBLU ALK AAL FDX UAL KSU DAL ….. SWFT UNP CHRW TRN WAB XPO CP TK=Bottom (Transportation)
FINA(88): 0.60% Top=WETF AMG SIVB TROW IVZ CLNS LM AMP ….. BGCP GS ARCC TCF APO FNB ISBC BKU=Bottom (Banks/Financials)
REAL(110): 0.59% Top=COR KIM KRG VNO CONE GEO NSA AKR ….. BXMT MFA NLY AGNC CIM DOC ARI TWO=Bottom (Real Estate)
RETA(58): 0.07% Top=GNC ETSY SFM NFLX BURL CPRT KORS URBN ….. AZO BIG WSM AAP ORLY LB RH TLRD=Bottom (Retail & Specialty Retail)
ENER(87): -1.35% Top=DK HFC VLO MPC TSO PBF EPD NS ….. QEP CRZO CRC RDC NBR SN SM OAS=Bottom (Energy)
META(24): -1.53% Top=SCCO AA CLF CCJ FCX RGLD FNV NEM ….. CNX ABX STLD GG X AG PAAS SLCA=Bottom (Metals & Mining)

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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: