daytrend

07/17/2017

Filed under: Market Stats — daytrend @ 9:47 am

Market Stats at 10:46 am ET
by daytrend on 20170717. 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 (20170717 10:46 am ET)
37.4% of stocks are above yesterday’s high.
72.5% are above yesterday’s midpoint. (27.5% are below.)
10.0% are below yesterday’s low.
52.6% are inside yesterday’s range.
56.9% of stocks with today’s high > yesterday’s high. (43.1% less than).
29.8% of stocks with today’s low < yesterday’s low. (70.2% greater than).

EVIDENCE OF INTRADAY TREND (20170717 10:46 am ET)
61.4% of stocks are above today’s open. (36.6% are below).
50.9% of stocks are above today’s open and yesterday’s close.
28.7% are below both.
18.5% of stocks opened above yesterday’s high.
43.4% of stocks opened above yesterday’s close. (52.9% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170717 10:46 am ET)
24.5% of stocks are in the top 10% of today’s range.
38.6% are in the top 20%.
71.7% are in the top half. 28.3% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170717 10:46 am ET)
60.1% of stocks are above yesterday’s close. (39.9% are below.)
0.6% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.2% are down 3.5% or more.
75.6% are between +1% and -1%.

RSI on DAILY (20170717 10:46 am ET)
2-day: >=95:18.0%…>=90:30.6%…>=80:46.9%…>=50:73.3%…<=20:6.1%…<=10:1.8%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:76.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:75.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170717 10:46 am ET)
37.4% above previous 1 highs, 10.0% below previous 1 lows
33.4% above previous 2 highs, 4.5% below previous 2 lows
27.8% above previous 3 highs, 3.2% below previous 3 lows
27.5% above previous 4 highs, 1.7% below previous 4 lows
25.9% above previous 5 highs, 1.5% below previous 5 lows
24.7% above previous 6 highs, 1.3% below previous 6 lows
21.7% above previous 7 highs, 0.9% below previous 7 lows
17.4% above previous 8 highs, 0.9% below previous 8 lows
15.4% above previous 9 highs, 0.9% below previous 9 lows
14.7% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170717 10:46 am ET)
60.1% are above or equal to 7/14 close (1 days ago), 39.9% are below.
73.0% are above or equal to 7/13 close (2 days ago), 27.0% are below.
74.6% are above or equal to 7/12 close (3 days ago), 25.4% are below.
84.2% are above or equal to 7/11 close (4 days ago), 15.8% are below.
80.8% are above or equal to 7/10 close (5 days ago), 19.2% are below.
75.8% are above or equal to 7/7 close (6 days ago), 24.2% are below.
83.0% are above or equal to 7/6 close (7 days ago), 17.0% are below.
67.6% are above or equal to 7/5 close (8 days ago), 32.4% are below.
61.0% are above or equal to 7/3 close (9 days ago), 39.0% are below.
71.2% are above or equal to 6/30 close (10 days ago), 28.8% are below.
72.4% are above or equal to 6/29 close (11 days ago), 27.6% are below.
64.9% are above or equal to 6/28 close (12 days ago), 35.1% are below.
72.4% are above or equal to 6/27 close (13 days ago), 27.6% are below.
65.7% are above or equal to 6/26 close (14 days ago), 34.3% are below.
64.6% are above or equal to 6/23 close (15 days ago), 35.4% are below.
70.1% are above or equal to 6/22 close (16 days ago), 29.9% are below.
70.8% are above or equal to 6/21 close (17 days ago), 29.2% are below.
68.7% are above or equal to 6/20 close (18 days ago), 31.3% are below.
58.3% are above or equal to 6/19 close (19 days ago), 41.7% are below.
65.1% are above or equal to 6/16 close (20 days ago), 34.9% are below.
64.0% are above or equal to 6/15 close (21 days ago), 36.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170717 10:46 am ET)
20d: 15.3% new highs, 1.0% new lows
21d: 14.8% new highs, 1.0% new lows
42d: 10.2% new highs, 0.4% new lows
63d: 7.7% new highs, 0.2% new lows
126d: 6.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170717 10:46 am ET)
2-day: 58.6% above, 41.4% below
3-day: 68.4% above, 31.6% below
4-day: 70.7% above, 29.3% below
5-day: 77.4% above, 22.6% below
8-day: 81.9% above, 18.1% below
10-day: 78.5% above, 21.5% below
20-day: 75.2% above, 24.8% below
50-day: 69.1% above, 30.9% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170717 10:46 am ET)
META(25): 1.37% Top=FCX CENX AGI AG PAAS CCJ SCCO SSRI ….. NEM AA FNV AEM X NUE STLD AKS=Bottom (Metals & Mining)
RETA(56): 1.12% Top=LL TLRD GNC DKS M DLTR KORS KSS ….. AN BABA CASY EBAY CPRT ETSY W SIG=Bottom (Retail & Specialty Retail)
REAL(100): 0.66% Top=RLJ SHO HST PEI LHO PEB DRH WPG ….. DOC NLY MFA GLPI CONE COR ALLY RLGY=Bottom (Real Estate)
ENER(82): 0.59% Top=FRAC SM CRC SWN WPX NOV CRZO MRO ….. MUR AR VVV PTEN MDU VLO COP REN=Bottom (Energy)
CONS(50): 0.40% Top=FOSL RL WHR PVH CRI WWW EL UAA ….. KS IP OI WRK PKG BERY GOOS TPX=Bottom (Consumer)
CHEM(26): 0.27% Top=MOS HUN TROX SHW POT AGU MON OLN ….. EMN CC ASH DD DOW SMG ALB CF=Bottom (Chemicals/Fertilizers)
MANU(37): 0.24% Top=JKS SNA ATI MIDD XYL CFX CMI BWXT ….. ETN IR DCI TTC AME TEX KMT DDD=Bottom (Manufacturing)
LEIS(36): 0.22% Top=PK STAY RCL DRI H SONC EAT CCL ….. DNKN BLMN SHAK HGV EXPE GPRO SEAS DPZ=Bottom (Leisure)
MATE(27): 0.21% Top=GMS CBI FLR EXP KBH DHI TPH CAA ….. WY MAS SRCL OC USG DAR PWR SUM=Bottom (Materials & Construction)
INSU(31): 0.03% Top=MBI CNO WLTW ORI TRV AON ACGL AGO ….. LNC AIG MET ALL SLF MTG AFSI RDN=Bottom (Insurance)
FINA(85): -0.01% Top=CIT BK SYF BX OZRK SBNY STT PNC ….. EWBC TROW JPM SLM ZION SIVB WETF BLK=Bottom (Banks/Financials)
COHW(35): -0.06% Top=ZAYO S TDS TMUS CTL AAPL CSCO TDC ….. COMM INFN ACIA ANET STX CIEN FNSR CCI=Bottom (Computer Hardware/Telecom)
DISV(46): -0.07% Top=YY CNDT WTW RBA URI AMN CXW INFO ….. SBAC ATHN GPN RRD FLT BAH ULTA ZTO=Bottom (Diversified Services)
COSW(77): -0.09% Top=AKAM MULE VMW DATA FFIV CTXS FEYE BIDU ….. WDAY COUP SSNC MDSO JD SHOP VIPS NTES=Bottom (Computer Software/Internet)
HEAL(40): -0.17% Top=ESRX IRWD A ZBH DVA ALGN TMO MD ….. BKD NUVA HLS HRC VAR DXCM MOH OPK=Bottom (Health)
ELEC(46): -0.28% Top=ICHR SPWR CREE HIMX GLW SIMO GRMN JBL ….. NVDA TRMB IDTI AMBA OCLR MRVL XPER MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -0.34% Top=TK JBHT TRN LUV AAL SWFT SAVE UNP ….. SNDR JBLU ALK CP DAL CHRW FDX XPO=Bottom (Transportation)

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 10:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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