daytrend

07/12/2017

Filed under: Market Stats — daytrend @ 12:14 pm

Market Stats at 1:14 pm ET
by daytrend on 20170712. 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 (20170712 1:14 pm ET)
53.8% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint. (17.7% are below.)
4.8% are below yesterday’s low.
41.3% are inside yesterday’s range.
82.8% of stocks with today’s high > yesterday’s high. (17.2% less than).
12.3% of stocks with today’s low < yesterday’s low. (87.7% greater than).

EVIDENCE OF INTRADAY TREND (20170712 1:14 pm ET)
57.3% of stocks are above today’s open. (40.7% are below).
55.8% of stocks are above today’s open and yesterday’s close.
15.8% 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 1:14 pm ET)
5.3% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
21.0% are in the bottom 20%.
11.2% are in the bottom 10%.

GAIN (20170712 1:14 pm ET)
82.8% of stocks are above yesterday’s close. (17.2% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
1.8% are up 3.5% or more. 0.7% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20170712 1:14 pm ET)
2-day: >=95:12.2%…>=90:22.9%…>=80:42.4%…>=50:76.7%…<=20:9.0%…<=10:4.3%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:62.7%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170712 1:14 pm ET)
53.8% above previous 1 highs, 4.8% below previous 1 lows
37.1% above previous 2 highs, 4.0% below previous 2 lows
33.9% above previous 3 highs, 3.3% below previous 3 lows
29.5% above previous 4 highs, 3.3% below previous 4 lows
23.1% above previous 5 highs, 2.8% below previous 5 lows
20.7% above previous 6 highs, 2.6% below previous 6 lows
19.8% above previous 7 highs, 2.1% below previous 7 lows
18.5% above previous 8 highs, 2.0% below previous 8 lows
16.8% above previous 9 highs, 1.9% below previous 9 lows
14.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170712 1:14 pm ET)
82.8% are above or equal to 7/11 close (1 days ago), 17.2% are below.
75.1% are above or equal to 7/10 close (2 days ago), 24.9% are below.
66.4% are above or equal to 7/7 close (3 days ago), 33.6% are below.
75.6% are above or equal to 7/6 close (4 days ago), 24.4% are below.
55.4% are above or equal to 7/5 close (5 days ago), 44.6% are below.
50.1% are above or equal to 7/3 close (6 days ago), 49.9% are below.
59.3% are above or equal to 6/30 close (7 days ago), 40.7% are below.
62.0% are above or equal to 6/29 close (8 days ago), 38.0% are below.
52.3% are above or equal to 6/28 close (9 days ago), 47.7% are below.
63.9% are above or equal to 6/27 close (10 days ago), 36.1% are below.
55.6% are above or equal to 6/26 close (11 days ago), 44.4% are below.
58.2% are above or equal to 6/23 close (12 days ago), 41.8% are below.
62.8% are above or equal to 6/22 close (13 days ago), 37.2% are below.
65.4% are above or equal to 6/21 close (14 days ago), 34.6% are below.
60.1% are above or equal to 6/20 close (15 days ago), 39.9% are below.
51.5% are above or equal to 6/19 close (16 days ago), 48.5% are below.
57.1% are above or equal to 6/16 close (17 days ago), 42.9% are below.
57.7% are above or equal to 6/15 close (18 days ago), 42.3% are below.
53.8% are above or equal to 6/14 close (19 days ago), 46.2% are below.
49.0% are above or equal to 6/13 close (20 days ago), 51.0% are below.
54.9% are above or equal to 6/12 close (21 days ago), 45.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170712 1:14 pm ET)
20d: 18.7% new highs, 2.8% new lows
21d: 18.2% new highs, 2.6% new lows
42d: 11.9% new highs, 1.8% new lows
63d: 10.2% new highs, 1.2% new lows
126d: 7.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170712 1:14 pm ET)
2-day: 81.6% above, 18.4% below
3-day: 79.6% above, 20.4% below
4-day: 74.4% above, 25.6% below
5-day: 75.4% above, 24.6% below
8-day: 65.1% above, 34.9% below
10-day: 62.6% above, 37.4% below
20-day: 61.9% above, 38.1% below
50-day: 63.2% above, 36.8% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170712 1:14 pm ET)
COSW(80): 1.38% Top=SINA GRUB TWTR SHOP SPLK VIPS SYMC WDAY ….. TWLO MSCI FFIV VMW HPE MULE SNAP MDRX=Bottom (Computer Software/Internet)
ELEC(46): 1.36% Top=SPWR FSLR CSIQ NVDA AMD ON PI CAVM ….. CRUS LRCX KLAC BRKR AMBA AYI AMAT SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 1.29% Top=UAL AAL ALK CNI CP DAL CSX SAVE ….. LUV FDX UPS JBHT CHRW XPO EXPD TRN=Bottom (Transportation)
REAL(106): 1.14% Top=GEO NSA VER CONE ALLY AMT PEI CUZ ….. IVR HST PKY ARR FPO ARI RLJ BXMT=Bottom (Real Estate)
DISV(49): 1.00% Top=CXW ULTA ZTO ACM SBAC MAN LDOS CAR ….. MYGN FLT HRB TRU VNTV AL RBA AMN=Bottom (Diversified Services)
HEAL(41): 0.96% Top=SYK BKD PRAH A CYH THC COO NUVA ….. PKI AET ALGN DXCM ZBH ACHC OPK IRWD=Bottom (Health)
CHEM(26): 0.90% Top=ALB OLN VSM DD DOW CC WLK FMC ….. RPM MOS ASH AGU POT MON HUN CF=Bottom (Chemicals/Fertilizers)
ENER(87): 0.85% Top=REN ECA SM XOG SU CVE CRZO AR ….. GPOR MPC WPX SN PBF PTEN XEC HK=Bottom (Energy)
RETA(57): 0.78% Top=RH MELI CVNA EBAY ORLY AN NFLX BABA ….. SFM AZO FND TLRD FINL GNC SIG DKS=Bottom (Retail & Specialty Retail)
MANU(37): 0.59% Top=JKS CFX XYL DCI TEX ITT ATI DOV ….. TTC ITW MIDD LECO WBT KMT AGCO DE=Bottom (Manufacturing)
INSU(31): 0.58% Top=MBI SLF AGO MTG RDN FAF CNO MMC ….. AFL ACGL TRV L CINF MET ORI AFSI=Bottom (Insurance)
COHW(38): 0.46% Top=PSTG WDC TU STX NTAP CCI BCE FNSR ….. TMUS AAPL TDS UBNT LVLT CTL FTR COMM=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.42% Top=BYD SIX SHAK ARMK GPRO EXPE WYNN SBUX ….. STAY WEN PK SONC CMG HLT JACK QSR=Bottom (Leisure)
CONS(50): 0.22% Top=PAY CSL AVY WRK TPX SKX SEE PKG ….. BMS COTY KMB LULU ELF ENR UAA FOSL=Bottom (Consumer)
MATE(27): 0.20% Top=GMS DAR EXP PWR WY MLM USG FLR ….. MAS LEN TPH KBH PHM TOL DHI FAST=Bottom (Materials & Construction)
FINA(86): 0.18% Top=PYPL BMO LM TD BEN WETF EV NAVI ….. BKU MS KEY CBOE ZION SBNY CFG OZRK=Bottom (Banks/Financials)
META(25): 0.12% Top=X GG CMC AKS SCCO CCJ AG AGI ….. TECK RGLD STLD CNX SSRI AA FCX CENX=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 1:14 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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