daytrend

07/12/2017

Filed under: Market Stats — daytrend @ 11:26 am

Market Stats at 12:25 pm ET
by daytrend on 20170712. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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 (20170712 12:25 pm ET)
57.4% of stocks are above yesterday’s high.
83.1% are above yesterday’s midpoint. (16.9% are below.)
4.4% are below yesterday’s low.
38.3% are inside yesterday’s range.
82.6% of stocks with today’s high > yesterday’s high. (17.4% less than).
11.6% of stocks with today’s low < yesterday’s low. (88.4% greater than).

EVIDENCE OF INTRADAY TREND (20170712 12:25 pm ET)
62.7% of stocks are above today’s open. (35.4% are below).
60.7% of stocks are above today’s open and yesterday’s close.
13.3% are below both.
51.2% of stocks opened above yesterday’s high.
89.0% of stocks opened above yesterday’s close. (9.6% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170712 12:25 pm ET)
8.6% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
15.9% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170712 12:25 pm ET)
84.9% of stocks are above yesterday’s close. (15.1% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
2.0% are up 3.5% or more. 0.7% are down 3.5% or more.
53.7% are between +1% and -1%.

RSI on DAILY (20170712 12:25 pm ET)
2-day: >=95:13.2%…>=90:24.8%…>=80:46.0%…>=50:78.7%…<=20:8.6%…<=10:4.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:64.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:63.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170712 12:25 pm ET)
57.4% above previous 1 highs, 4.4% below previous 1 lows
41.4% above previous 2 highs, 3.5% below previous 2 lows
38.6% above previous 3 highs, 2.8% below previous 3 lows
32.8% above previous 4 highs, 2.6% below previous 4 lows
26.2% above previous 5 highs, 2.4% below previous 5 lows
23.1% above previous 6 highs, 2.2% below previous 6 lows
22.2% above previous 7 highs, 1.9% below previous 7 lows
20.8% above previous 8 highs, 1.9% below previous 8 lows
18.9% above previous 9 highs, 1.8% below previous 9 lows
17.2% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170712 12:25 pm ET)
84.9% are above or equal to 7/11 close (1 days ago), 15.1% are below.
76.7% are above or equal to 7/10 close (2 days ago), 23.3% are below.
67.9% are above or equal to 7/7 close (3 days ago), 32.1% are below.
76.6% are above or equal to 7/6 close (4 days ago), 23.4% are below.
57.1% are above or equal to 7/5 close (5 days ago), 42.9% are below.
50.9% are above or equal to 7/3 close (6 days ago), 49.1% are below.
60.0% are above or equal to 6/30 close (7 days ago), 40.0% are below.
62.2% are above or equal to 6/29 close (8 days ago), 37.8% are below.
54.0% are above or equal to 6/28 close (9 days ago), 46.0% are below.
64.2% are above or equal to 6/27 close (10 days ago), 35.8% are below.
56.4% are above or equal to 6/26 close (11 days ago), 43.6% are below.
58.3% are above or equal to 6/23 close (12 days ago), 41.7% are below.
63.4% are above or equal to 6/22 close (13 days ago), 36.6% are below.
66.0% are above or equal to 6/21 close (14 days ago), 34.0% are below.
60.9% are above or equal to 6/20 close (15 days ago), 39.1% are below.
52.5% are above or equal to 6/19 close (16 days ago), 47.5% are below.
57.3% are above or equal to 6/16 close (17 days ago), 42.7% are below.
59.1% are above or equal to 6/15 close (18 days ago), 40.9% are below.
54.4% are above or equal to 6/14 close (19 days ago), 45.6% are below.
49.8% are above or equal to 6/13 close (20 days ago), 50.2% are below.
54.8% are above or equal to 6/12 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170712 12:25 pm ET)
20d: 18.1% new highs, 2.5% new lows
21d: 17.5% new highs, 2.4% new lows
42d: 11.2% new highs, 1.7% new lows
63d: 9.6% new highs, 1.1% new lows
126d: 7.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170712 12:25 pm ET)
2-day: 83.8% above, 16.2% below
3-day: 80.0% above, 20.0% below
4-day: 76.6% above, 23.4% below
5-day: 77.4% above, 22.6% below
8-day: 65.6% above, 34.4% below
10-day: 63.6% above, 36.4% below
20-day: 62.8% above, 37.2% below
50-day: 63.3% above, 36.7% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170712 12:25 pm ET)
COSW(80): 1.49% Top=GRUB SINA TWTR WDAY VIPS SHOP SPLK SYMC ….. MULE MSCI VMW DOX FFIV HPE SNAP MDRX=Bottom (Computer Software/Internet)
ELEC(46): 1.46% Top=SPWR FSLR PI AMD NVDA ON CSIQ CAVM ….. LRCX AMBA GRMN CRUS AYI MXL AMAT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 1.35% Top=UAL AAL ALK CP CSX CNI DAL SWFT ….. JBHT FDX UPS XPO LUV CHRW EXPD TRN=Bottom (Transportation)
REAL(106): 1.28% Top=GEO CCP VER CUZ CONE STOR COR NSA ….. IVR KIM ARI ARR PKY FPO HST BXMT=Bottom (Real Estate)
CHEM(26): 1.22% Top=OLN CC VSM ALB TROX WLK FMC DD ….. POT APD AGU SHW ASH MON CF HUN=Bottom (Chemicals/Fertilizers)
ENER(87): 1.18% Top=REN ECA SM CRZO SPN PDCE DVN BAS ….. BHI OII XEC VLO MPC PTEN PBF HK=Bottom (Energy)
DISV(49): 1.09% Top=CXW CAR ACM MAN ULTA SBAC LDOS ZTO ….. DFIN BFAM TRU VNTV AL YY AMN RBA=Bottom (Diversified Services)
HEAL(41): 0.93% Top=SYK BKD PRAH CYH A THC HRC NUVA ….. HCA ZBH DXCM ABT AET OPK IRWD ACHC=Bottom (Health)
RETA(57): 0.79% Top=MELI RH CVNA EBAY AN NFLX BABA BURL ….. BBY CVS AZO SIG GNC DKS TLRD FND=Bottom (Retail & Specialty Retail)
MANU(37): 0.73% Top=JKS CFX XYL ATI ITT TEX DCI DDD ….. RS ITW LECO GE WBT KMT AGCO DE=Bottom (Manufacturing)
COHW(38): 0.58% Top=PSTG WDC TU STX NTAP CCI BCE ANET ….. TDS JNPR AAPL TMUS LVLT CTL FTR COMM=Bottom (Computer Hardware/Telecom)
INSU(31): 0.58% Top=MBI AGO MTG FAF SLF RDN CNO FNF ….. CINF TRV UNM ORI AFL L MET AFSI=Bottom (Insurance)
META(25): 0.55% Top=AG X CCJ GG CMC AKS NEM SCCO ….. ABX TECK SSRI STLD CNX AA FCX CENX=Bottom (Metals & Mining)
LEIS(37): 0.47% Top=BYD GPRO SIX ARMK EXPE SHAK WYNN LQ ….. STAY WEN PK SONC HLT JACK CMG QSR=Bottom (Leisure)
MATE(27): 0.37% Top=GMS EXP PWR USG CBI DAR MLM WY ….. SRCL TPH KBH MAS PHM TOL DHI FAST=Bottom (Materials & Construction)
CONS(50): 0.35% Top=PAY AVY WRK CSL SKX TPX PKG LEG ….. COH LULU COTY KMB ELF ENR UAA FOSL=Bottom (Consumer)
FINA(86): 0.19% Top=PYPL BMO TD LM NAVI EV BEN BX ….. BKU RF CBOE MS ZION SBNY CFG OZRK=Bottom (Banks/Financials)

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 12:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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