daytrend

07/14/2017

Filed under: Market Stats — daytrend @ 1:42 pm

Market Stats at 2:40 pm ET
by daytrend on 20170714. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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

COMPARED TO YESTERDAY’S RANGE (20170714 2:40 pm ET)
44.6% of stocks are above yesterday’s high.
75.3% are above yesterday’s midpoint. (24.7% are below.)
7.5% are below yesterday’s low.
47.9% are inside yesterday’s range.
62.8% of stocks with today’s high > yesterday’s high. (37.2% less than).
24.1% of stocks with today’s low < yesterday’s low. (75.9% greater than).

EVIDENCE OF INTRADAY TREND (20170714 2:40 pm ET)
73.5% of stocks are above today’s open. (24.9% are below).
65.2% of stocks are above today’s open and yesterday’s close.
17.1% are below both.
16.0% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (29.3% opened below yesterday’s close).
9.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170714 2:40 pm ET)
23.9% of stocks are in the top 10% of today’s range.
42.8% are in the top 20%.
74.1% are in the top half. 25.9% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
3.4% are in the bottom 10%.

GAIN (20170714 2:40 pm ET)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.5% are up 3.5% or more. 0.2% are down 3.5% or more.
60.9% are between +1% and -1%.

RSI on DAILY (20170714 2:40 pm ET)
2-day: >=95:16.0%…>=90:29.6%…>=80:50.7%…>=50:80.0%…<=20:4.7%…<=10:2.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:73.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:72.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170714 2:40 pm ET)
44.6% above previous 1 highs, 7.5% below previous 1 lows
31.7% above previous 2 highs, 4.4% below previous 2 lows
31.0% above previous 3 highs, 2.9% below previous 3 lows
29.5% above previous 4 highs, 2.7% below previous 4 lows
28.1% above previous 5 highs, 2.2% below previous 5 lows
25.2% above previous 6 highs, 2.2% below previous 6 lows
20.5% above previous 7 highs, 2.1% below previous 7 lows
19.6% above previous 8 highs, 1.8% below previous 8 lows
19.2% above previous 9 highs, 1.5% below previous 9 lows
18.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170714 2:40 pm ET)
74.2% are above or equal to 7/13 close (1 days ago), 25.8% are below.
75.3% are above or equal to 7/12 close (2 days ago), 24.7% are below.
84.2% are above or equal to 7/11 close (3 days ago), 15.8% are below.
80.2% are above or equal to 7/10 close (4 days ago), 19.8% are below.
75.1% are above or equal to 7/7 close (5 days ago), 24.9% are below.
80.6% are above or equal to 7/6 close (6 days ago), 19.4% are below.
66.1% are above or equal to 7/5 close (7 days ago), 33.9% are below.
57.0% are above or equal to 7/3 close (8 days ago), 43.0% are below.
68.2% are above or equal to 6/30 close (9 days ago), 31.8% are below.
68.8% are above or equal to 6/29 close (10 days ago), 31.2% are below.
62.2% are above or equal to 6/28 close (11 days ago), 37.8% are below.
69.6% are above or equal to 6/27 close (12 days ago), 30.4% are below.
64.2% are above or equal to 6/26 close (13 days ago), 35.8% are below.
63.9% are above or equal to 6/23 close (14 days ago), 36.1% are below.
69.0% are above or equal to 6/22 close (15 days ago), 31.0% are below.
69.5% are above or equal to 6/21 close (16 days ago), 30.5% are below.
67.6% are above or equal to 6/20 close (17 days ago), 32.4% are below.
57.7% are above or equal to 6/19 close (18 days ago), 42.3% are below.
62.7% are above or equal to 6/16 close (19 days ago), 37.3% are below.
62.8% are above or equal to 6/15 close (20 days ago), 37.2% are below.
59.2% are above or equal to 6/14 close (21 days ago), 40.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170714 2:40 pm ET)
20d: 17.5% new highs, 1.5% new lows
21d: 16.9% new highs, 1.5% new lows
42d: 12.3% new highs, 0.7% new lows
63d: 10.2% new highs, 0.6% new lows
126d: 8.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170714 2:40 pm ET)
2-day: 73.4% above, 26.6% below
3-day: 76.2% above, 23.8% below
4-day: 80.6% above, 19.4% below
5-day: 81.8% above, 18.2% below
8-day: 78.3% above, 21.7% below
10-day: 74.8% above, 25.2% below
20-day: 69.4% above, 30.6% below
50-day: 67.3% above, 32.7% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170714 2:40 pm ET)
META(25): 1.26% Top=PAAS SSRI RGLD AG CENX AEM ABX SLCA ….. CLF CNX AA STLD NUE X CMC AKS=Bottom (Metals & Mining)
REAL(100): 0.99% Top=DDR GEO WPG CBL NSA GGP VER NNN ….. DLR OFC DFT COR ALLY SNH SC INN=Bottom (Real Estate)
ENER(82): 0.98% Top=SN OII SPN DO QEP SWN ECA LPI ….. RDC GPOR CRC VVV CRZO PDCE XOG DK=Bottom (Energy)
CHEM(26): 0.93% Top=TROX CC PAH OLN AGU POT HUN VSM ….. PPG RPM MON ASH ALB FMC SMG MOS=Bottom (Chemicals/Fertilizers)
ELEC(46): 0.90% Top=FSLR SIMO CSIQ SPWR NVDA AMD MXL TER ….. CGNX CREE QRVO APH CAVM PI XPER XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 0.90% Top=JKS DDD CFX KMT MRC MIDD AGCO FLS ….. GE BWXT AOS SWK IR PNR RS ATI=Bottom (Manufacturing)
HEAL(40): 0.81% Top=ZBH DXCM ABT HRC COO VAR SYK MD ….. HCA PKI ANTM CYH BKD MOH IRWD OPK=Bottom (Health)
COHW(35): 0.76% Top=NTAP FTR STX S WDC HPQ PSTG BCE ….. CDW VRSN JNPR CIEN VIAV COMM PANW ACIA=Bottom (Computer Hardware/Telecom)
DISV(46): 0.76% Top=YY URI CXW ATHN ZTO CAR ULTA MA ….. R AL ADS FDC CNDT ATGE MYGN HRB=Bottom (Diversified Services)
COSW(77): 0.56% Top=NTNX TWTR ZEN PFPT MULE WDAY MSCI MDSO ….. NOW DATA TTD COUP SYMC FEYE SNAP FFIV=Bottom (Computer Software/Internet)
CONS(50): 0.54% Top=TPX FOSL GOOS OI SKX UAA MAT BC ….. WHR CRI WWW BERY FL PVH RL HBI=Bottom (Consumer)
TRAN(24): 0.45% Top=CP UPS SWFT XPO DAL CHRW NSC SNDR ….. TRN WAB TK KSU LUV UAL ALK JBLU=Bottom (Transportation)
INSU(31): 0.41% Top=MBI AFSI FNF SLF RDN MTG AGO BRO ….. AJG CNO AIG RE PRU LNC MET UNM=Bottom (Insurance)
MATE(27): 0.36% Top=JELD DAR USG GMS WY EXP TPH MAS ….. MLM VMC MDR PWR KBH SUM FAST CBI=Bottom (Materials & Construction)
RETA(56): -0.03% Top=TSCO GPS BID WMT EBAY M BABA SFM ….. DSW W AN CHS DKS TIF WSM RH=Bottom (Retail & Specialty Retail)
LEIS(36): -0.24% Top=EXPE EAT BYD SBUX HGV ARMK MAR DRI ….. BLMN CMG SIX LVS MLCO GPRO SEAS WYNN=Bottom (Leisure)
FINA(85): -0.27% Top=OZRK BX TROW WETF FHN KKR SLM EFX ….. WFC CFG BAC STI BBT EWBC ICE CME=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 2:40 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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