daytrend

07/11/2017

Filed under: Market Stats — daytrend @ 10:41 am

Market Stats at 11:41 am ET
by daytrend on 20170711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

COMPARED TO YESTERDAY’S RANGE (20170711 11:41 am ET)
11.7% of stocks are above yesterday’s high.
39.7% are above yesterday’s midpoint. (60.3% are below.)
28.7% are below yesterday’s low.
59.6% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
50.4% of stocks with today’s low < yesterday’s low. (49.6% greater than).

EVIDENCE OF INTRADAY TREND (20170711 11:41 am ET)
34.7% of stocks are above today’s open. (63.6% are below).
31.0% of stocks are above today’s open and yesterday’s close.
57.3% are below both.
3.4% of stocks opened above yesterday’s high.
52.7% of stocks opened above yesterday’s close. (37.2% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170711 11:41 am ET)
2.7% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
36.5% are in the top half. 63.5% of stocks are in the bottom half of today’s range.
14.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170711 11:41 am ET)
39.0% of stocks are above yesterday’s close. (61.0% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
0.6% are up 3.5% or more. 0.6% are down 3.5% or more.
78.7% are between +1% and -1%.

RSI on DAILY (20170711 11:41 am ET)
2-day: >=95:2.6%…>=90:7.1%…>=80:15.4%…>=50:42.8%…<=20:26.7%…<=10:13.0%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:49.2%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170711 11:41 am ET)
11.7% above previous 1 highs, 28.7% below previous 1 lows
11.1% above previous 2 highs, 19.4% below previous 2 lows
7.3% above previous 3 highs, 16.9% below previous 3 lows
6.4% above previous 4 highs, 16.5% below previous 4 lows
5.6% above previous 5 highs, 16.1% below previous 5 lows
4.9% above previous 6 highs, 14.7% below previous 6 lows
4.0% above previous 7 highs, 13.9% below previous 7 lows
3.7% above previous 8 highs, 13.0% below previous 8 lows
3.2% above previous 9 highs, 12.6% below previous 9 lows
2.7% above previous 10 highs, 11.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170711 11:41 am ET)
39.0% are above or equal to 7/10 close (1 days ago), 61.0% are below.
42.9% are above or equal to 7/7 close (2 days ago), 57.1% are below.
60.0% are above or equal to 7/6 close (3 days ago), 40.0% are below.
37.9% are above or equal to 7/5 close (4 days ago), 62.1% are below.
38.0% are above or equal to 7/3 close (5 days ago), 62.0% are below.
44.2% are above or equal to 6/30 close (6 days ago), 55.8% are below.
49.5% are above or equal to 6/29 close (7 days ago), 50.5% are below.
38.2% are above or equal to 6/28 close (8 days ago), 61.8% are below.
53.0% are above or equal to 6/27 close (9 days ago), 47.0% are below.
44.4% are above or equal to 6/26 close (10 days ago), 55.6% are below.
47.0% are above or equal to 6/23 close (11 days ago), 53.0% are below.
53.4% are above or equal to 6/22 close (12 days ago), 46.6% are below.
54.3% are above or equal to 6/21 close (13 days ago), 45.7% are below.
50.4% are above or equal to 6/20 close (14 days ago), 49.6% are below.
43.8% are above or equal to 6/19 close (15 days ago), 56.2% are below.
50.0% are above or equal to 6/16 close (16 days ago), 50.0% are below.
50.1% are above or equal to 6/15 close (17 days ago), 49.9% are below.
46.8% are above or equal to 6/14 close (18 days ago), 53.2% are below.
41.5% are above or equal to 6/13 close (19 days ago), 58.5% are below.
48.0% are above or equal to 6/12 close (20 days ago), 52.0% are below.
47.7% are above or equal to 6/9 close (21 days ago), 52.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170711 11:41 am ET)
20d: 5.0% new highs, 12.9% new lows
21d: 4.4% new highs, 11.7% new lows
42d: 3.2% new highs, 6.0% new lows
63d: 2.5% new highs, 4.1% new lows
126d: 1.9% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170711 11:41 am ET)
2-day: 37.0% above, 63.0% below
3-day: 39.9% above, 60.1% below
4-day: 48.6% above, 51.4% below
5-day: 44.4% above, 55.6% below
8-day: 45.0% above, 55.0% below
10-day: 46.1% above, 53.9% below
20-day: 48.3% above, 51.7% below
50-day: 53.6% above, 46.4% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170711 11:41 am ET)
ENER(87): 0.90% Top=HK CRZO SM FTI DVN REN NFX PDCE ….. MMP WPZ PAGP CRC ETE NS RDC OII=Bottom (Energy)
META(25): 0.37% Top=CNX TECK X AA AG CLF AKS SLCA ….. NUE WPM STLD FCX FNV CCJ SSRI AGI=Bottom (Metals & Mining)
COSW(79): 0.17% Top=SQ YELP TWLO TWTR NTES TTWO VIPS TTD ….. DST GRUB VEEV MDRX ADP OKTA CTXS SNAP=Bottom (Computer Software/Internet)
ELEC(46): 0.09% Top=LRCX MXL AMAT ADI KLAC CAVM QRVO FLEX ….. AVGO MRVL AMBA KEYS ICHR SIMO HIMX FTV=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.14% Top=TROX CC SMG WLK ALB CE ASH PAH ….. OLN AGU POT DD DOW MOS FMC CF=Bottom (Chemicals/Fertilizers)
MANU(36): -0.17% Top=ATI AGCO JKS TEX DDD NDSN RS GE ….. ITW SNA HON ETN AME IR MRC FLS=Bottom (Manufacturing)
LEIS(37): -0.18% Top=STAY HGV BLMN TXRH SONC MGM YUM SIX ….. LVS RCL CCL MLCO MCD ARMK SEAS CMG=Bottom (Leisure)
COHW(38): -0.21% Top=WDC ANET SSYS CDW STX TDS TMUS HPQ ….. BCE VZ CTL QCOM TU FNSR ACIA FTR=Bottom (Computer Hardware/Telecom)
HEAL(40): -0.26% Top=CNC IRWD NUVA IART DVA HCA PRAH VAR ….. UNH OPK ESRX RMD HOLX CYH HLS THC=Bottom (Health)
DISV(48): -0.28% Top=ZTO FLT ADS WTW CNDT RBA VNTV SCI ….. JEC R AMN RHI CAR PAYX RRD ULTA=Bottom (Diversified Services)
REAL(106): -0.31% Top=UNIT DRH BXMT STOR TWO ARR RPAI RLJ ….. MAC PEI SPG EXR AIV RLGY AKR GGP=Bottom (Real Estate)
FINA(87): -0.45% Top=TWNK ZION BGCP SEIC SLM HBAN KEY APO ….. BOFI LAZ FII EV LM IVZ SCHW TROW=Bottom (Banks/Financials)
INSU(31): -0.53% Top=RDN ACGL ORI FNF CNO XL BRO UNM ….. MMC AON TRV AJG MET WLTW RE MBI=Bottom (Insurance)
RETA(57): -0.58% Top=W DLTR NFLX LL COST RH CASY AN ….. ETSY LB CHS SIG TLRD GNC CVNA KORS=Bottom (Retail & Specialty Retail)
TRAN(24): -0.66% Top=XPO SAVE EXPD WAB TRN UPS CHRW UNP ….. CP SWFT LUV JBHT CSX UAL AAL TK=Bottom (Transportation)
CONS(50): -0.68% Top=PAY AVY GT BC BMS GPK BERY PBI ….. COTY HBI WWW VFC GIL SKX UAA FOSL=Bottom (Consumer)
MATE(27): -0.83% Top=MDR CBI CAA WY SRCL PWR JELD MAS ….. DHI PHM KBH MLM LEN TPH TOL SUM=Bottom (Materials & Construction)

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 11:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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