daytrend

07/18/2017

Filed under: Market Stats — daytrend @ 1:32 pm

Market Stats at 2:32 pm ET
by daytrend on 20170718. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

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

COMPARED TO YESTERDAY’S RANGE (20170718 2:32 pm ET)
12.3% of stocks are above yesterday’s high.
36.7% are above yesterday’s midpoint. (63.3% are below.)
30.3% are below yesterday’s low.
57.4% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
59.7% of stocks with today’s low < yesterday’s low. (40.3% greater than).

EVIDENCE OF INTRADAY TREND (20170718 2:32 pm ET)
39.2% of stocks are above today’s open. (59.0% are below).
26.5% of stocks are above today’s open and yesterday’s close.
54.6% are below both.
6.3% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (67.0% opened below yesterday’s close).
12.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170718 2:32 pm ET)
8.0% of stocks are in the top 10% of today’s range.
16.7% are in the top 20%.
46.9% are in the top half. 53.1% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170718 2:32 pm ET)
32.3% of stocks are above yesterday’s close. (67.7% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
0.9% are up 3.5% or more. 1.1% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20170718 2:32 pm ET)
2-day: >=95:8.4%…>=90:13.8%…>=80:22.8%…>=50:46.4%…<=20:19.7%…<=10:7.9%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:64.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:66.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170718 2:32 pm ET)
12.3% above previous 1 highs, 30.3% below previous 1 lows
10.7% above previous 2 highs, 20.8% below previous 2 lows
9.8% above previous 3 highs, 13.0% below previous 3 lows
8.7% above previous 4 highs, 10.8% below previous 4 lows
8.4% above previous 5 highs, 6.5% below previous 5 lows
8.3% above previous 6 highs, 5.9% below previous 6 lows
8.3% above previous 7 highs, 5.1% below previous 7 lows
8.2% above previous 8 highs, 4.6% below previous 8 lows
8.0% above previous 9 highs, 4.4% below previous 9 lows
7.6% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170718 2:32 pm ET)
32.3% are above or equal to 7/17 close (1 days ago), 67.7% are below.
43.7% are above or equal to 7/14 close (2 days ago), 56.3% are below.
58.1% are above or equal to 7/13 close (3 days ago), 41.9% are below.
62.5% are above or equal to 7/12 close (4 days ago), 37.5% are below.
74.8% are above or equal to 7/11 close (5 days ago), 25.2% are below.
72.2% are above or equal to 7/10 close (6 days ago), 27.8% are below.
68.5% are above or equal to 7/7 close (7 days ago), 31.5% are below.
75.7% are above or equal to 7/6 close (8 days ago), 24.3% are below.
62.1% are above or equal to 7/5 close (9 days ago), 37.9% are below.
55.0% are above or equal to 7/3 close (10 days ago), 45.0% are below.
63.8% are above or equal to 6/30 close (11 days ago), 36.2% are below.
65.1% are above or equal to 6/29 close (12 days ago), 34.9% are below.
58.1% are above or equal to 6/28 close (13 days ago), 41.9% are below.
67.0% are above or equal to 6/27 close (14 days ago), 33.0% are below.
60.9% are above or equal to 6/26 close (15 days ago), 39.1% are below.
62.9% are above or equal to 6/23 close (16 days ago), 37.1% are below.
67.2% are above or equal to 6/22 close (17 days ago), 32.8% are below.
67.8% are above or equal to 6/21 close (18 days ago), 32.2% are below.
62.4% are above or equal to 6/20 close (19 days ago), 37.6% are below.
54.7% are above or equal to 6/19 close (20 days ago), 45.3% are below.
60.1% are above or equal to 6/16 close (21 days ago), 39.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170718 2:32 pm ET)
20d: 10.6% new highs, 5.0% new lows
21d: 10.4% new highs, 4.8% new lows
42d: 7.9% new highs, 3.0% new lows
63d: 6.8% new highs, 1.7% new lows
126d: 5.9% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170718 2:32 pm ET)
2-day: 31.1% above, 68.9% below
3-day: 37.2% above, 62.8% below
4-day: 46.2% above, 53.8% below
5-day: 53.1% above, 46.9% below
8-day: 64.7% above, 35.3% below
10-day: 67.2% above, 32.8% below
20-day: 66.3% above, 33.7% below
50-day: 66.7% above, 33.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170718 2:32 pm ET)
COSW(88): 0.34% Top=MTCH VIPS SHOP JD YELP NTNX GDDY WUBA ….. TEAM TTD VEEV SABR MDRX SNAP MANH HQY=Bottom (Computer Software/Internet)
ELEC(58): 0.08% Top=AAOI SPWR ICHR FSLR ON TSEM KEM UCTT ….. GRMN XPER MTSI IPHI PI AMD COHR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): 0.00% Top=WTW YY CHGG ULTA AAN TRU ROL ZTO ….. ZG ACM LDOS SERV ILG CAR KBR JEC=Bottom (Diversified Services)
INSU(30): -0.03% Top=XL RE MTG ALL AON BRO FAF AFSI ….. PGR CINF AIG TRV PRU MET MBI LNC=Bottom (Insurance)
META(26): -0.23% Top=RGLD SSRI GG FNV AG AEM ABX CLF ….. X FCX STLD SLCA NUE AKS CMC CCJ=Bottom (Metals & Mining)
LEIS(40): -0.24% Top=MLCO WYNN MGM LVS BYD H DPZ STAY ….. EAT CAKE SONC GPRO SEAS WEN SIX CMG=Bottom (Leisure)
FINA(88): -0.24% Top=YRD PACW AMTD PYPL ETFC BGCP EFX EV ….. CFG PNC VOYA KKR SBNY CMA APO GS=Bottom (Banks/Financials)
HEAL(45): -0.29% Top=OPK GKOS THC ACHC NVRO CNC EW HOLX ….. BKD ZBH IRWD MDXG ANTM GMED MD OSUR=Bottom (Health)
MANU(38): -0.36% Top=JKS ITT CFX ITW DE FLS DCI GE ….. RS EMR CMI SNA TEX RXN CAT ATI=Bottom (Manufacturing)
COHW(39): -0.41% Top=INFN CUDA PANW VRSN BCE NTAP ANET S ….. JNPR LVLT STX T CIEN FTR VIAV CTL=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.42% Top=ASH UNVR ALB CF CE SHW SMG MON ….. AXTA AGU FMC TROX HUN PAH WLK OLN=Bottom (Chemicals/Fertilizers)
CONS(57): -0.49% Top=PG TPX SCSS COTY SKX OI PAY CHD ….. RL WRK VSTO UAA UFS GT LEG FOSL=Bottom (Consumer)
RETA(58): -0.60% Top=NFLX RH BABA AMZN FRED GNC W ETSY ….. LB DKS TLRD JWN LL DSW SIG URBN=Bottom (Retail & Specialty Retail)
REAL(100): -0.63% Top=PLD STAG FR FCH LPT DRE COR HTA ….. AGNC CIM TWO BXP RLJ ARR NLY VNO=Bottom (Real Estate)
TRAN(23): -0.67% Top=EXPD XPO CHRW UNP CNI CSX WAB KSU ….. DAL JBHT UAL ALK FDX SWFT TK SAVE=Bottom (Transportation)
ENER(81): -0.78% Top=SU PAA PAGP MPC CVE MMP DO ETE ….. WPX CRZO COG PBF XOG NFX APC QEP=Bottom (Energy)
MATE(29): -0.96% Top=FAST USG WM RSG SRCL TPH MDR OC ….. MDC SUM FLR TMHC TOL PWR CBI DY=Bottom (Materials & Construction)

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 2:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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