daytrend

07/18/2017

Filed under: Market Stats — daytrend @ 12:54 pm

Market Stats at 1:54 pm ET
by daytrend on 20170718. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 877.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170718 1:54 pm ET)
11.7% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
29.0% are below yesterday’s low.
59.3% are inside yesterday’s range.
27.8% of stocks with today’s high > yesterday’s high. (72.2% less than).
55.2% of stocks with today’s low < yesterday’s low. (44.8% greater than).

EVIDENCE OF INTRADAY TREND (20170718 1:54 pm ET)
36.4% of stocks are above today’s open. (54.7% are below).
25.4% of stocks are above today’s open and yesterday’s close.
50.7% are below both.
6.3% of stocks opened above yesterday’s high.
27.5% of stocks opened above yesterday’s close. (61.1% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170718 1:54 pm ET)
10.0% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
16.8% are in the bottom 10%.

GAIN (20170718 1:54 pm ET)
38.1% of stocks are above yesterday’s close. (61.9% are below.)
0.6% are up 4.5% or more. 0.5% are down 4.5% or more.
0.9% are up 3.5% or more. 1.1% are down 3.5% or more.
71.7% are between +1% and -1%.

RSI on DAILY (20170718 1:54 pm ET)
2-day: >=95:9.6%…>=90:15.7%…>=80:23.7%…>=50:49.4%…<=20:20.0%…<=10:7.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:65.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:67.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170718 1:54 pm ET)
11.7% above previous 1 highs, 29.0% below previous 1 lows
9.9% above previous 2 highs, 20.6% below previous 2 lows
9.2% above previous 3 highs, 12.4% below previous 3 lows
8.9% above previous 4 highs, 10.3% below previous 4 lows
8.8% above previous 5 highs, 6.7% below previous 5 lows
8.3% above previous 6 highs, 5.7% below previous 6 lows
8.3% above previous 7 highs, 4.4% below previous 7 lows
8.1% above previous 8 highs, 4.2% below previous 8 lows
7.5% above previous 9 highs, 4.2% below previous 9 lows
7.3% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170718 1:54 pm ET)
38.1% are above or equal to 7/17 close (1 days ago), 61.9% are below.
44.9% are above or equal to 7/14 close (2 days ago), 55.1% are below.
58.6% are above or equal to 7/13 close (3 days ago), 41.4% are below.
63.1% are above or equal to 7/12 close (4 days ago), 36.9% are below.
74.3% are above or equal to 7/11 close (5 days ago), 25.7% are below.
72.6% are above or equal to 7/10 close (6 days ago), 27.4% are below.
69.2% are above or equal to 7/7 close (7 days ago), 30.8% are below.
75.8% are above or equal to 7/6 close (8 days ago), 24.2% are below.
62.5% are above or equal to 7/5 close (9 days ago), 37.5% are below.
55.4% are above or equal to 7/3 close (10 days ago), 44.6% are below.
64.0% are above or equal to 6/30 close (11 days ago), 36.0% are below.
66.8% are above or equal to 6/29 close (12 days ago), 33.2% are below.
58.7% are above or equal to 6/28 close (13 days ago), 41.3% are below.
67.0% are above or equal to 6/27 close (14 days ago), 33.0% are below.
61.3% are above or equal to 6/26 close (15 days ago), 38.7% are below.
62.5% are above or equal to 6/23 close (16 days ago), 37.5% are below.
67.5% are above or equal to 6/22 close (17 days ago), 32.5% are below.
68.1% are above or equal to 6/21 close (18 days ago), 31.9% are below.
63.1% are above or equal to 6/20 close (19 days ago), 36.9% are below.
54.5% are above or equal to 6/19 close (20 days ago), 45.5% are below.
60.2% are above or equal to 6/16 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170718 1:54 pm ET)
20d: 9.4% new highs, 4.7% new lows
21d: 9.1% new highs, 4.4% new lows
42d: 6.8% new highs, 2.6% new lows
63d: 5.9% new highs, 1.5% new lows
126d: 5.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170718 1:54 pm ET)
2-day: 29.5% above, 70.5% below
3-day: 40.1% above, 59.9% below
4-day: 49.1% above, 50.9% below
5-day: 54.3% above, 45.7% below
8-day: 64.0% above, 36.0% below
10-day: 67.7% above, 32.3% below
20-day: 66.7% above, 33.3% below
50-day: 67.0% above, 33.0% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170718 1:54 pm ET)
COSW(88): 0.29% Top=MTCH VIPS NTNX JD SHOP YELP AABA WUBA ….. GRUB TTD HPE VEEV SABR SNAP MDRX MANH=Bottom (Computer Software/Internet)
INSU(30): 0.05% Top=XL RE BRO MTG ALL ACGL AON FAF ….. ORI CNO TRV AIG PRU MET LNC MBI=Bottom (Insurance)
DISV(51): 0.02% Top=WTW YY ULTA TRU ZTO ROL MAN FLT ….. LDOS VNTV CAR ILG ACM SERV KBR JEC=Bottom (Diversified Services)
ELEC(58): -0.04% Top=SPWR ICHR FSLR ON CSIQ CY NVDA TER ….. KEYS IDTI OCLR GRMN XPER PI AMD CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(88): -0.11% Top=YRD PACW AMTD PYPL EV BGCP SEIC ETFC ….. CFG VOYA PNC CMA SBNY APO KKR GS=Bottom (Banks/Financials)
HEAL(45): -0.21% Top=OPK THC ACHC CNC HOLX SYK MOH EW ….. PKI AET ZBH DXCM BKD ANTM MD IRWD=Bottom (Health)
LEIS(40): -0.23% Top=MLCO WYNN LVS MGM DPZ H BYD STAY ….. EAT TXRH MCD WEN SEAS GPRO SIX CMG=Bottom (Leisure)
COHW(39): -0.37% Top=INFN PANW VRSN ANET BCE NTAP AAPL FNSR ….. PSTG T LVLT JNPR TDS CIEN VIAV CTL=Bottom (Computer Hardware/Telecom)
META(26): -0.40% Top=RGLD GG SSRI FNV AG ABX AEM DDC ….. CNX STLD FCX SLCA NUE CMC AKS CCJ=Bottom (Metals & Mining)
MANU(38): -0.40% Top=JKS ITT CFX ITW DCI DE RXN WOR ….. IR EMR CMI MRC SNA TEX CAT ATI=Bottom (Manufacturing)
REAL(100): -0.41% Top=PLD FCH STAG FR LPT DRE HR GTY ….. ARI BXP CIM TWO RLJ ARR NLY VNO=Bottom (Real Estate)
CONS(57): -0.46% Top=PG COTY TPX OI HAS CLX WHR CHD ….. RL BC WRK HBI GT LEG UAA FOSL=Bottom (Consumer)
CHEM(27): -0.51% Top=ASH ALB CE UNVR CF SMG SHW APD ….. AGU HUN POT FMC TROX WLK PAH OLN=Bottom (Chemicals/Fertilizers)
RETA(58): -0.57% Top=NFLX RH BABA AMZN GNC W ETSY ORLY ….. BURL DKS JWN TLRD DSW SIG LL URBN=Bottom (Retail & Specialty Retail)
TRAN(23): -0.72% Top=EXPD XPO CHRW UNP CNI UPS WAB CSX ….. DAL UAL ALK FDX JBHT SWFT SAVE TK=Bottom (Transportation)
MATE(29): -0.92% Top=FAST USG WM RSG SRCL DY TMHC MDC ….. MLM GMS LEN KBH FLR TOL PWR CBI=Bottom (Materials & Construction)
ENER(80): -1.19% Top=SU PAGP PAA ETE MMP MPC DO VLO ….. GPOR PE SPN XOG COG NFX APC QEP=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 1:54 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: