daytrend

07/11/2017

Filed under: Market Stats — daytrend @ 12:10 pm

Market Stats at 1:09 pm ET
by daytrend on 20170711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170711 1:09 pm ET)
16.4% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
24.3% are below yesterday’s low.
59.3% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
51.1% of stocks with today’s low < yesterday’s low. (48.9% greater than).

EVIDENCE OF INTRADAY TREND (20170711 1:09 pm ET)
41.4% of stocks are above today’s open. (56.3% are below).
38.8% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
3.6% of stocks opened above yesterday’s high.
52.8% 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 1:09 pm ET)
7.1% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
51.6% are in the top half. 48.4% of stocks are in the bottom half of today’s range.
11.1% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20170711 1:09 pm ET)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.8% are up 3.5% or more. 0.6% are down 3.5% or more.
76.3% are between +1% and -1%.

RSI on DAILY (20170711 1:09 pm ET)
2-day: >=95:2.8%…>=90:8.4%…>=80:17.9%…>=50:47.1%…<=20:21.4%…<=10:10.1%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:50.5%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:51.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170711 1:09 pm ET)
16.4% above previous 1 highs, 24.3% below previous 1 lows
14.6% above previous 2 highs, 16.1% below previous 2 lows
8.9% above previous 3 highs, 13.8% below previous 3 lows
7.5% above previous 4 highs, 13.4% below previous 4 lows
6.6% above previous 5 highs, 13.0% below previous 5 lows
5.9% above previous 6 highs, 12.1% below previous 6 lows
5.1% above previous 7 highs, 11.1% below previous 7 lows
4.9% above previous 8 highs, 10.4% below previous 8 lows
4.4% above previous 9 highs, 9.9% below previous 9 lows
3.8% above previous 10 highs, 9.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170711 1:09 pm ET)
47.2% are above or equal to 7/10 close (1 days ago), 52.8% are below.
45.7% are above or equal to 7/7 close (2 days ago), 54.3% are below.
63.4% are above or equal to 7/6 close (3 days ago), 36.6% are below.
41.5% are above or equal to 7/5 close (4 days ago), 58.5% are below.
39.9% are above or equal to 7/3 close (5 days ago), 60.1% are below.
47.1% are above or equal to 6/30 close (6 days ago), 52.9% are below.
51.5% are above or equal to 6/29 close (7 days ago), 48.5% are below.
40.7% are above or equal to 6/28 close (8 days ago), 59.3% are below.
54.0% are above or equal to 6/27 close (9 days ago), 46.0% are below.
46.7% are above or equal to 6/26 close (10 days ago), 53.3% are below.
48.9% are above or equal to 6/23 close (11 days ago), 51.1% are below.
54.7% are above or equal to 6/22 close (12 days ago), 45.3% are below.
56.0% are above or equal to 6/21 close (13 days ago), 44.0% are below.
51.1% are above or equal to 6/20 close (14 days ago), 48.9% are below.
44.7% are above or equal to 6/19 close (15 days ago), 55.3% are below.
50.5% are above or equal to 6/16 close (16 days ago), 49.5% are below.
51.6% are above or equal to 6/15 close (17 days ago), 48.4% are below.
47.9% are above or equal to 6/14 close (18 days ago), 52.1% are below.
42.7% are above or equal to 6/13 close (19 days ago), 57.3% are below.
48.6% are above or equal to 6/12 close (20 days ago), 51.4% are below.
48.8% are above or equal to 6/9 close (21 days ago), 51.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170711 1:09 pm ET)
20d: 5.4% new highs, 13.3% new lows
21d: 4.9% new highs, 12.0% new lows
42d: 3.3% new highs, 6.2% new lows
63d: 2.6% new highs, 4.1% new lows
126d: 2.0% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170711 1:09 pm ET)
2-day: 46.2% above, 53.8% below
3-day: 43.1% above, 56.9% below
4-day: 53.8% above, 46.2% below
5-day: 49.7% above, 50.3% below
8-day: 47.8% above, 52.2% below
10-day: 49.0% above, 51.0% below
20-day: 49.3% above, 50.7% below
50-day: 54.4% above, 45.6% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170711 1:09 pm ET)
ENER(88): 1.50% Top=HK REN SM CRZO DVN FTI OAS SWN ….. MDU WPZ PAGP DK EEP VVV FRAC NS=Bottom (Energy)
META(25): 0.81% Top=CNX TECK CMC CLF SLCA AA X AKS ….. AEM SSRI AGI WPM STLD FCX FNV CCJ=Bottom (Metals & Mining)
CHEM(26): 0.17% Top=TROX CC WLK SMG ALB CE EMN PAH ….. PX DD DOW OLN APD MOS FMC CF=Bottom (Chemicals/Fertilizers)
COSW(79): 0.15% Top=SQ YELP TWTR VIPS NTES TWLO COUP TTWO ….. FEYE TEAM ATVI MDRX ADP CTXS OKTA SNAP=Bottom (Computer Software/Internet)
MANU(36): 0.04% Top=ATI AGCO TEX RS NDSN DDD BWXT JKS ….. AME PH ETN SNA XYL IR MRC FLS=Bottom (Manufacturing)
ELEC(46): -0.01% Top=LRCX AMAT ADI MXL PI AMD KLAC CAVM ….. KEYS MRVL FTV HIMX OCLR SIMO ICHR CGNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.04% Top=HGV SIX STAY WEN BLMN SHAK MGM TXRH ….. MCD MLCO DNKN RCL CCL ARMK CMG SEAS=Bottom (Leisure)
REAL(106): -0.08% Top=UNIT PEB ARR MFA BXMT TWO RLJ DRH ….. RLGY AIV DOC FR EXR MAA GGP COR=Bottom (Real Estate)
COHW(38): -0.16% Top=WDC ANET HPQ CDW SSYS TDS NTAP VSAT ….. CTL BCE TU JNPR QCOM FNSR ACIA FTR=Bottom (Computer Hardware/Telecom)
HEAL(40): -0.23% Top=CNC DVA IRWD HCA IART NUVA PRAH DXCM ….. A MD XRAY RMD CYH HOLX THC HLS=Bottom (Health)
DISV(48): -0.25% Top=ADS RBA ZTO VNTV FLT WTW CNDT SCI ….. CTAS AMN CAR MAN RHI PAYX RRD ULTA=Bottom (Diversified Services)
FINA(87): -0.33% Top=SIVB BGCP ZION HBAN SEIC GS SLM APO ….. BOFI WETF LM BAC LAZ SCHW IVZ TROW=Bottom (Banks/Financials)
INSU(31): -0.38% Top=RDN CNO ACGL AFSI FNF UNM MTG FAF ….. MET MMC AJG AON WLTW ALL MBI RE=Bottom (Insurance)
RETA(57): -0.42% Top=W SFM LL DLTR AN NFLX CASY RH ….. AAP BBY CHS GNC ETSY CVNA SIG KORS=Bottom (Retail & Specialty Retail)
TRAN(24): -0.52% Top=XPO SAVE EXPD SWFT WAB UNP TRN UPS ….. JBHT CP CSX UAL SNDR LUV AAL TK=Bottom (Transportation)
CONS(50): -0.61% Top=PAY BC GT GOOS AVY PBI ENR BMS ….. HBI COTY VFC WWW GIL SKX UAA FOSL=Bottom (Consumer)
MATE(27): -0.67% Top=MDR CBI SRCL WY PWR CAA MAS JELD ….. DHI TPH GMS LEN MLM PHM 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 1:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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