daytrend

07/17/2017

Filed under: Market Stats — daytrend @ 12:37 pm

Market Stats at 1:36 pm ET
by daytrend on 20170717. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170717 1:36 pm ET)
38.6% of stocks are above yesterday’s high.
69.3% are above yesterday’s midpoint. (30.7% are below.)
10.0% are below yesterday’s low.
51.5% are inside yesterday’s range.
66.1% of stocks with today’s high > yesterday’s high. (33.9% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20170717 1:36 pm ET)
59.5% of stocks are above today’s open. (38.8% are below).
50.5% of stocks are above today’s open and yesterday’s close.
32.0% are below both.
18.5% of stocks opened above yesterday’s high.
43.3% 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 1:36 pm ET)
17.4% of stocks are in the top 10% of today’s range.
30.9% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
14.4% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170717 1:36 pm ET)
59.4% of stocks are above yesterday’s close. (40.6% are below.)
0.5% are up 4.5% or more. 0.2% are down 4.5% or more.
1.0% are up 3.5% or more. 0.6% are down 3.5% or more.
74.3% are between +1% and -1%.

RSI on DAILY (20170717 1:36 pm ET)
2-day: >=95:17.4%…>=90:29.1%…>=80:44.0%…>=50:73.2%…<=20:5.4%…<=10:1.3%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:78.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:74.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170717 1:36 pm ET)
38.6% above previous 1 highs, 10.0% below previous 1 lows
31.9% above previous 2 highs, 4.7% below previous 2 lows
26.8% above previous 3 highs, 3.3% below previous 3 lows
26.2% above previous 4 highs, 1.7% below previous 4 lows
24.9% above previous 5 highs, 1.7% below previous 5 lows
23.4% above previous 6 highs, 1.5% below previous 6 lows
20.8% above previous 7 highs, 1.2% below previous 7 lows
16.8% above previous 8 highs, 1.2% below previous 8 lows
15.6% above previous 9 highs, 1.2% below previous 9 lows
15.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170717 1:36 pm ET)
59.4% are above or equal to 7/14 close (1 days ago), 40.6% are below.
72.6% are above or equal to 7/13 close (2 days ago), 27.4% are below.
75.5% are above or equal to 7/12 close (3 days ago), 24.5% are below.
84.1% are above or equal to 7/11 close (4 days ago), 15.9% are below.
80.9% are above or equal to 7/10 close (5 days ago), 19.1% are below.
77.1% are above or equal to 7/7 close (6 days ago), 22.9% are below.
83.6% are above or equal to 7/6 close (7 days ago), 16.4% are below.
67.9% are above or equal to 7/5 close (8 days ago), 32.1% are below.
59.0% are above or equal to 7/3 close (9 days ago), 41.0% are below.
70.2% are above or equal to 6/30 close (10 days ago), 29.8% are below.
72.6% are above or equal to 6/29 close (11 days ago), 27.4% are below.
64.2% are above or equal to 6/28 close (12 days ago), 35.8% are below.
72.4% are above or equal to 6/27 close (13 days ago), 27.6% are below.
65.5% are above or equal to 6/26 close (14 days ago), 34.5% are below.
65.8% are above or equal to 6/23 close (15 days ago), 34.2% are below.
70.6% are above or equal to 6/22 close (16 days ago), 29.4% are below.
70.9% are above or equal to 6/21 close (17 days ago), 29.1% are below.
68.0% are above or equal to 6/20 close (18 days ago), 32.0% are below.
59.9% are above or equal to 6/19 close (19 days ago), 40.1% are below.
64.1% are above or equal to 6/16 close (20 days ago), 35.9% 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 1:36 pm ET)
20d: 18.4% new highs, 1.2% new lows
21d: 17.9% new highs, 1.2% new lows
42d: 11.9% new highs, 0.5% new lows
63d: 8.9% new highs, 0.4% new lows
126d: 6.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170717 1:36 pm ET)
2-day: 58.0% above, 42.0% below
3-day: 67.3% above, 32.7% below
4-day: 71.2% above, 28.8% below
5-day: 78.1% above, 21.9% below
8-day: 81.9% above, 18.1% below
10-day: 77.6% above, 22.4% below
20-day: 75.3% above, 24.7% below
50-day: 69.8% above, 30.2% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170717 1:36 pm ET)
RETA(56): 0.86% Top=LL GNC RH M DKS KSS TLRD DLTR ….. BABA EBAY CASY SFM ETSY W SIG CVNA=Bottom (Retail & Specialty Retail)
META(25): 0.84% Top=FCX AGI CENX SSRI PAAS SCCO AG CCJ ….. NUE X WPM ABX STLD CNX AKS SLCA=Bottom (Metals & Mining)
REAL(100): 0.70% Top=RLJ PEI MPW WPG SHO CBL INN LHO ….. AGNC UNIT NLY AMT BAM RLGY MFA ALLY=Bottom (Real Estate)
CONS(50): 0.28% Top=FOSL RL WHR FL EL CCK PVH SPB ….. OI PBI ECL ELF KS PKG GOOS TPX=Bottom (Consumer)
MANU(37): 0.27% Top=JKS MIDD SNA ATI RS XYL CFX PH ….. ETN ROK KMT AME DCI FLS MRC DDD=Bottom (Manufacturing)
INSU(31): 0.22% Top=MBI WLTW CNO AGO ORI AON ACGL FNF ….. PRU LNC FAF MTG AFSI ALL SLF RDN=Bottom (Insurance)
CHEM(26): 0.19% Top=HUN TROX SHW CC FMC VSM RPM MOS ….. POT AXTA PPG ASH AGU SMG ALB CF=Bottom (Chemicals/Fertilizers)
FINA(85): 0.18% Top=CIT BK BX LAZ ICE SYF OZRK MS ….. SEIC FII SIVB ZION TD SLM WETF BLK=Bottom (Banks/Financials)
LEIS(36): 0.12% Top=RCL PK STAY CCL WYN H DRI HLT ….. BYD CMG QSR RRR SHAK EXPE GPRO SEAS=Bottom (Leisure)
COSW(77): 0.09% Top=NTNX VMW AKAM FFIV FEYE SYMC FTNT DATA ….. IBM SSNC WUBA SINA WDAY SHOP VIPS NTES=Bottom (Computer Software/Internet)
ELEC(46): 0.03% Top=ICHR SPWR TER HIMX GLW GRMN SNPS AMD ….. PI CY AMBA CSIQ AYI MRVL XPER MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(27): -0.02% Top=GMS CBI WY DHI FLR WM PHM RSG ….. VMC FAST SRCL MDR DAR PWR USG SUM=Bottom (Materials & Construction)
HEAL(40): -0.04% Top=ALGN DVA ESRX PKI CYH CNC A IRWD ….. BSX EW VAR HOLX BKD HRC DXCM OPK=Bottom (Health)
DISV(46): -0.08% Top=YY CNDT WTW URI FISV AMN AL INFO ….. SBAC PAYX FLT RRD VNTV ULTA BAH ZTO=Bottom (Diversified Services)
COHW(35): -0.11% Top=S ZAYO ACIA TDS TMUS VRSN AAPL HPQ ….. COMM HRS BBRY CIEN STX FNSR CCI FTR=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.28% Top=TK JBHT TRN LUV EXPD UAL AAL UNP ….. UPS CNI ALK CHRW CP SNDR FDX XPO=Bottom (Transportation)
ENER(81): -0.34% Top=ETP DK NBL OII NOV SEP WPZ PBF ….. HK LPI QEP NBR SN NS GPOR REN=Bottom (Energy)

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 1:36 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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