daytrend

07/10/2017

Filed under: Market Stats — daytrend @ 2:20 pm

Market Stats at 3:19 pm ET
by daytrend on 20170710. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

COMPARED TO YESTERDAY’S RANGE (20170710 3:19 pm ET)
31.1% of stocks are above yesterday’s high.
62.8% are above yesterday’s midpoint. (37.2% are below.)
16.9% are below yesterday’s low.
52.1% are inside yesterday’s range.
59.7% of stocks with today’s high > yesterday’s high. (40.3% less than).
30.8% of stocks with today’s low < yesterday’s low. (69.2% greater than).

EVIDENCE OF INTRADAY TREND (20170710 3:19 pm ET)
54.5% of stocks are above today’s open. (44.2% are below).
47.3% of stocks are above today’s open and yesterday’s close.
41.6% are below both.
6.5% of stocks opened above yesterday’s high.
32.2% of stocks opened above yesterday’s close. (61.0% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170710 3:19 pm ET)
7.6% of stocks are in the top 10% of today’s range.
19.8% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
24.2% are in the bottom 20%.
15.9% are in the bottom 10%.

GAIN (20170710 3:19 pm ET)
50.6% of stocks are above yesterday’s close. (49.4% are below.)
0.9% are up 4.5% or more. 0.8% are down 4.5% or more.
2.4% are up 3.5% or more. 1.8% are down 3.5% or more.
60.0% are between +1% and -1%.

RSI on DAILY (20170710 3:19 pm ET)
2-day: >=95:3.7%…>=90:8.7%…>=80:23.4%…>=50:54.0%…<=20:19.8%…<=10:9.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:52.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170710 3:19 pm ET)
31.1% above previous 1 highs, 16.9% below previous 1 lows
20.9% above previous 2 highs, 13.8% below previous 2 lows
16.9% above previous 3 highs, 13.3% below previous 3 lows
14.4% above previous 4 highs, 13.1% below previous 4 lows
13.1% above previous 5 highs, 12.4% below previous 5 lows
10.5% above previous 6 highs, 12.0% below previous 6 lows
9.1% above previous 7 highs, 11.7% below previous 7 lows
7.9% above previous 8 highs, 11.0% below previous 8 lows
6.6% above previous 9 highs, 10.2% below previous 9 lows
6.5% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170710 3:19 pm ET)
50.6% are above or equal to 7/7 close (1 days ago), 49.4% are below.
69.1% are above or equal to 7/6 close (2 days ago), 30.9% are below.
42.3% are above or equal to 7/5 close (3 days ago), 57.7% are below.
42.1% are above or equal to 7/3 close (4 days ago), 57.9% are below.
47.8% are above or equal to 6/30 close (5 days ago), 52.2% are below.
51.4% are above or equal to 6/29 close (6 days ago), 48.6% are below.
42.3% are above or equal to 6/28 close (7 days ago), 57.7% are below.
54.9% are above or equal to 6/27 close (8 days ago), 45.1% are below.
46.4% are above or equal to 6/26 close (9 days ago), 53.6% are below.
49.0% are above or equal to 6/23 close (10 days ago), 51.0% are below.
55.0% are above or equal to 6/22 close (11 days ago), 45.0% are below.
56.1% are above or equal to 6/21 close (12 days ago), 43.9% are below.
52.5% are above or equal to 6/20 close (13 days ago), 47.5% are below.
45.0% are above or equal to 6/19 close (14 days ago), 55.0% are below.
52.8% are above or equal to 6/16 close (15 days ago), 47.2% are below.
53.1% are above or equal to 6/15 close (16 days ago), 46.9% are below.
48.8% are above or equal to 6/14 close (17 days ago), 51.2% are below.
43.0% are above or equal to 6/13 close (18 days ago), 57.0% are below.
48.2% are above or equal to 6/12 close (19 days ago), 51.8% are below.
50.3% are above or equal to 6/9 close (20 days ago), 49.7% are below.
50.9% are above or equal to 6/8 close (21 days ago), 49.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170710 3:19 pm ET)
20d: 8.7% new highs, 10.3% new lows
21d: 8.7% new highs, 9.4% new lows
42d: 7.3% new highs, 5.1% new lows
63d: 6.4% new highs, 4.0% new lows
126d: 5.2% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170710 3:19 pm ET)
2-day: 49.8% above, 50.2% below
3-day: 63.4% above, 36.6% below
4-day: 54.5% above, 45.5% below
5-day: 48.9% above, 51.1% below
8-day: 48.9% above, 51.1% below
10-day: 50.4% above, 49.6% below
20-day: 51.1% above, 48.9% below
50-day: 54.9% above, 45.1% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170710 3:19 pm ET)
META(24): 2.30% Top=FCX AG CLF CCJ TECK PAAS ABX CNX ….. RGLD NEM GG NUE STLD CMC SLCA AA=Bottom (Metals & Mining)
CHEM(26): 1.61% Top=CF AGU POT MOS TROX FMC CC ALB ….. SHW CE MON APD ASH OLN AXTA SMG=Bottom (Chemicals/Fertilizers)
ENER(86): 1.18% Top=APA BAS SPN SM ECA LPI RES DO ….. NFG ETP DCP BPL SEP GEL MMP NS=Bottom (Energy)
ELEC(46): 0.67% Top=ICHR NVDA AMD TER OCLR AMBA CAVM XLNX ….. CY BRKR INTC QRVO IDTI GRMN SIMO XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.48% Top=JNPR FNSR HPQ WDC INFN SSYS S TMUS ….. NTAP CTL BBRY VZ ZAYO TDS VG VSAT=Bottom (Computer Hardware/Telecom)
MANU(36): 0.48% Top=MRC JKS AGCO ETN PH ITT DE CAT ….. TTC AOS TEX NDSN DHR GE XYL SNA=Bottom (Manufacturing)
COSW(80): 0.35% Top=WUBA JD SYMC CDK MTCH SHOP MDRX NTES ….. ADP DST TRIP OKTA GWRE PFPT MULE COUP=Bottom (Computer Software/Internet)
FINA(87): 0.12% Top=KKR PYPL APO AMG WDR IVZ PFG TROW ….. HOMB OZRK FNB SLM BKU FHB SYF TWNK=Bottom (Banks/Financials)
CONS(50): 0.00% Top=KS WRK IP PKG NKE PBI BERY PAY ….. GOOS EPC CRI ENR COTY BC ELF FL=Bottom (Consumer)
INSU(31): -0.01% Top=AGO SLF RE MBI LNC UNM AON TMK ….. AIG ORI AJG FAF CNO CINF TRV AFSI=Bottom (Insurance)
MATE(27): -0.01% Top=DHI LEN CAA TOL PWR MAS WY MDR ….. SUM DAR MLM SRCL EXP VMC GMS CBI=Bottom (Materials & Construction)
LEIS(37): -0.05% Top=HGV BYD WYNN RRR MGM QSR LVS HLT ….. SONC SHAK EAT JACK DRI DNKN LQ CMG=Bottom (Leisure)
HEAL(41): -0.34% Top=THC CYH ACHC PKI COO A ZBH LH ….. IRTC HLS ESRX MD DXCM DVA IRWD OPK=Bottom (Health)
DISV(48): -0.42% Top=ZTO YY VNTV AL V URI MAN PAYX ….. TRU CXW AMN MYGN RRD ATGE ULTA RBA=Bottom (Diversified Services)
TRAN(24): -0.73% Top=CHRW EXPD CNI UNP KSU NSC FDX CP ….. JBLU DAL TK LUV XPO SAVE SWFT SNDR=Bottom (Transportation)
REAL(108): -0.91% Top=NLY SC ARR AGNC CBG CIM COR TWO ….. STOR DRH DEI LHO NSA ESRT HPP DOC=Bottom (Real Estate)
RETA(58): -1.91% Top=CVNA EBAY AMZN MELI NFLX AZO BABA ORLY ….. CHS KSS GES GNC BBY M DKS GPS=Bottom (Retail & Specialty Retail)

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 3:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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