daytrend

07/13/2017

Filed under: Market Stats — daytrend @ 10:56 am

Market Stats at 11:56 am ET
by daytrend on 20170713. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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

COMPARED TO YESTERDAY’S RANGE (20170713 11:56 am ET)
19.0% of stocks are above yesterday’s high.
47.8% are above yesterday’s midpoint. (52.2% are below.)
18.0% are below yesterday’s low.
63.0% are inside yesterday’s range.
40.8% of stocks with today’s high > yesterday’s high. (59.2% less than).
39.8% of stocks with today’s low < yesterday’s low. (60.2% greater than).

EVIDENCE OF INTRADAY TREND (20170713 11:56 am ET)
43.4% of stocks are above today’s open. (56.0% are below).
41.4% of stocks are above today’s open and yesterday’s close.
47.1% are below both.
10.3% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170713 11:56 am ET)
11.1% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
49.6% are in the top half. 50.4% of stocks are in the bottom half of today’s range.
18.2% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20170713 11:56 am ET)
51.1% of stocks are above yesterday’s close. (48.9% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.5% are down 3.5% or more.
74.2% are between +1% and -1%.

RSI on DAILY (20170713 11:56 am ET)
2-day: >=95:9.4%…>=90:16.9%…>=80:35.1%…>=50:67.5%…<=20:8.8%…<=10:3.1%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170713 11:56 am ET)
19.0% above previous 1 highs, 18.0% below previous 1 lows
16.6% above previous 2 highs, 5.1% below previous 2 lows
13.8% above previous 3 highs, 4.0% below previous 3 lows
12.4% above previous 4 highs, 2.9% below previous 4 lows
11.3% above previous 5 highs, 2.6% below previous 5 lows
9.2% above previous 6 highs, 2.5% below previous 6 lows
8.8% above previous 7 highs, 2.5% below previous 7 lows
8.7% above previous 8 highs, 2.4% below previous 8 lows
8.0% above previous 9 highs, 2.3% below previous 9 lows
7.7% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170713 11:56 am ET)
51.1% are above or equal to 7/12 close (1 days ago), 48.9% are below.
75.3% are above or equal to 7/11 close (2 days ago), 24.7% are below.
72.2% are above or equal to 7/10 close (3 days ago), 27.8% are below.
67.1% are above or equal to 7/7 close (4 days ago), 32.9% are below.
74.1% are above or equal to 7/6 close (5 days ago), 25.9% are below.
55.8% are above or equal to 7/5 close (6 days ago), 44.2% are below.
48.8% are above or equal to 7/3 close (7 days ago), 51.2% are below.
58.3% are above or equal to 6/30 close (8 days ago), 41.7% are below.
60.6% are above or equal to 6/29 close (9 days ago), 39.4% are below.
53.5% are above or equal to 6/28 close (10 days ago), 46.5% are below.
65.0% are above or equal to 6/27 close (11 days ago), 35.0% are below.
57.8% are above or equal to 6/26 close (12 days ago), 42.2% are below.
58.7% are above or equal to 6/23 close (13 days ago), 41.3% are below.
64.1% are above or equal to 6/22 close (14 days ago), 35.9% are below.
65.0% are above or equal to 6/21 close (15 days ago), 35.0% are below.
60.8% are above or equal to 6/20 close (16 days ago), 39.2% are below.
51.8% are above or equal to 6/19 close (17 days ago), 48.2% are below.
57.8% are above or equal to 6/16 close (18 days ago), 42.2% are below.
58.6% are above or equal to 6/15 close (19 days ago), 41.4% are below.
53.6% are above or equal to 6/14 close (20 days ago), 46.4% are below.
51.0% are above or equal to 6/13 close (21 days ago), 49.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170713 11:56 am ET)
20d: 11.7% new highs, 2.7% new lows
21d: 11.7% new highs, 2.7% new lows
42d: 8.7% new highs, 1.2% new lows
63d: 7.1% new highs, 1.0% new lows
126d: 5.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170713 11:56 am ET)
2-day: 49.8% above, 50.2% below
3-day: 67.7% above, 32.3% below
4-day: 70.9% above, 29.1% below
5-day: 69.9% above, 30.1% below
8-day: 63.4% above, 36.6% below
10-day: 62.2% above, 37.8% below
20-day: 61.2% above, 38.8% below
50-day: 61.6% above, 38.4% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170713 11:56 am ET)
RETA(57): 1.53% Top=GPS TGT TLRD W URBN KSS AN M ….. BID NFLX ROST SFM LL AMZN MELI CPRT=Bottom (Retail & Specialty Retail)
INSU(31): 0.38% Top=AIG LNC MBI UNM HIG SLF PGR AJG ….. WLTW AGO BRO XL FNF AFSI MTG FAF=Bottom (Insurance)
CONS(51): 0.36% Top=KS TPX WRK IP FOSL COH BC HBI ….. HAS MAT BMS OI KMB ECL CSL GIL=Bottom (Consumer)
FINA(85): 0.35% Top=TROW ICE VOYA MS AMTD PYPL ETFC ATH ….. CIT UMPQ HOMB BOFI WETF WAL IVZ BKU=Bottom (Banks/Financials)
COHW(38): 0.25% Top=FNSR INFN NTAP PSTG TDC VIAV ACIA PANW ….. ANET BCE TMUS TU SSYS T UBNT STX=Bottom (Computer Hardware/Telecom)
MATE(27): 0.15% Top=PWR FAST TOL OC USG GMS CAA SRCL ….. RSG MDR DAR WY SUM CBI VMC FLR=Bottom (Materials & Construction)
CHEM(26): 0.12% Top=CF POT AGU ALB CC FMC MOS AXTA ….. EMN DOW ASH DD HUN TROX OLN RPM=Bottom (Chemicals/Fertilizers)
REAL(102): 0.09% Top=PEI CBL SLG DDR GGP SKT TCO SPG ….. DRE FR TWO HR GPT IVR ARR CIM=Bottom (Real Estate)
COSW(80): -0.00% Top=VIPS NTNX SNAP OTEX TRIP GRUB MULE SYMC ….. NUAN CERN TEAM AZPN DATA OKTA MDRX COUP=Bottom (Computer Software/Internet)
ENER(85): -0.03% Top=SN HK DO CRZO NBL RDC NBR EOG ….. PAGP RSPP PBF EGN PAA HFC FTI DK=Bottom (Energy)
DISV(49): -0.07% Top=CAR FLT ZTO VNTV ADS MA WEX AL ….. ACM ROL ATHN ILG RBA ALLE YY MYGN=Bottom (Diversified Services)
ELEC(46): -0.12% Top=OCLR AYI CY ICHR SWKS NVDA AMBA CRUS ….. AMD MXL HIMX BRKR CSIQ FSLR XPER SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -0.17% Top=TK JBLU KSU UPS UAL AAL CP FDX ….. LUV EXPD CHRW JBHT SNDR WAB SWFT DAL=Bottom (Transportation)
MANU(37): -0.25% Top=DE JKS DHR TEX GE PH XYL AGCO ….. DDD ITW LECO CFX IR NDSN FLS ATI=Bottom (Manufacturing)
META(25): -0.35% Top=AA SLCA CENX AKS FCX CCJ SCCO TECK ….. AEM WPM SSRI CMC AGI CNX AG PAAS=Bottom (Metals & Mining)
HEAL(41): -0.38% Top=ZBH OPK A AET DVA XRAY LH UHS ….. COO IRWD HLS PRAH BKD EW DXCM CYH=Bottom (Health)
LEIS(37): -0.70% Top=GPRO SEAS HLT LQ H MAR CCL EXPE ….. BYD PK RRR EAT DPZ HGV SONC TXRH=Bottom (Leisure)

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 11:56 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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