daytrend

07/19/2017

Filed under: Market Stats — daytrend @ 9:41 am

Market Stats at 10:41 am ET
by daytrend on 20170719. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 872.

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

COMPARED TO YESTERDAY’S RANGE (20170719 10:41 am ET)
32.6% of stocks are above yesterday’s high.
73.1% are above yesterday’s midpoint. (26.9% are below.)
6.1% are below yesterday’s low.
61.4% are inside yesterday’s range.
60.9% of stocks with today’s high > yesterday’s high. (39.1% less than).
15.0% of stocks with today’s low < yesterday’s low. (85.0% greater than).

EVIDENCE OF INTRADAY TREND (20170719 10:41 am ET)
61.6% of stocks are above today’s open. (36.4% are below).
58.8% of stocks are above today’s open and yesterday’s close.
24.1% are below both.
21.7% of stocks opened above yesterday’s high.
72.5% of stocks opened above yesterday’s close. (21.3% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170719 10:41 am ET)
7.3% of stocks are in the top 10% of today’s range.
17.8% are in the top 20%.
56.5% are in the top half. 43.5% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20170719 10:41 am ET)
73.3% of stocks are above yesterday’s close. (26.7% are below.)
0.7% are up 4.5% or more. 0.2% are down 4.5% or more.
1.3% are up 3.5% or more. 0.6% are down 3.5% or more.
77.1% are between +1% and -1%.

RSI on DAILY (20170719 10:41 am ET)
2-day: >=95:14.2%…>=90:22.1%…>=80:36.8%…>=50:70.4%…<=20:9.7%…<=10:5.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:73.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170719 10:41 am ET)
32.6% above previous 1 highs, 6.1% below previous 1 lows
22.6% above previous 2 highs, 4.5% below previous 2 lows
20.1% above previous 3 highs, 4.1% below previous 3 lows
18.3% above previous 4 highs, 3.3% below previous 4 lows
17.2% above previous 5 highs, 3.1% below previous 5 lows
17.2% above previous 6 highs, 2.6% below previous 6 lows
16.7% above previous 7 highs, 2.6% below previous 7 lows
16.4% above previous 8 highs, 2.4% below previous 8 lows
15.9% above previous 9 highs, 2.2% below previous 9 lows
14.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170719 10:41 am ET)
73.3% are above or equal to 7/18 close (1 days ago), 26.7% are below.
57.1% are above or equal to 7/17 close (2 days ago), 42.9% are below.
61.1% are above or equal to 7/14 close (3 days ago), 38.9% are below.
68.7% are above or equal to 7/13 close (4 days ago), 31.3% are below.
71.7% are above or equal to 7/12 close (5 days ago), 28.3% are below.
80.2% are above or equal to 7/11 close (6 days ago), 19.8% are below.
78.0% are above or equal to 7/10 close (7 days ago), 22.0% are below.
72.4% are above or equal to 7/7 close (8 days ago), 27.6% are below.
80.4% are above or equal to 7/6 close (9 days ago), 19.6% are below.
67.4% are above or equal to 7/5 close (10 days ago), 32.6% are below.
60.7% are above or equal to 7/3 close (11 days ago), 39.3% are below.
68.9% are above or equal to 6/30 close (12 days ago), 31.1% are below.
70.2% are above or equal to 6/29 close (13 days ago), 29.8% are below.
63.0% are above or equal to 6/28 close (14 days ago), 37.0% are below.
71.0% are above or equal to 6/27 close (15 days ago), 29.0% are below.
65.1% are above or equal to 6/26 close (16 days ago), 34.9% are below.
65.6% are above or equal to 6/23 close (17 days ago), 34.4% are below.
69.7% are above or equal to 6/22 close (18 days ago), 30.3% are below.
70.6% are above or equal to 6/21 close (19 days ago), 29.4% are below.
67.7% are above or equal to 6/20 close (20 days ago), 32.3% are below.
59.5% are above or equal to 6/19 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170719 10:41 am ET)
20d: 19.6% new highs, 1.8% new lows
21d: 18.8% new highs, 1.6% new lows
42d: 13.1% new highs, 1.0% new lows
63d: 10.9% new highs, 0.9% new lows
126d: 9.4% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170719 10:41 am ET)
2-day: 71.3% above, 28.7% below
3-day: 64.2% above, 35.8% below
4-day: 64.1% above, 35.9% below
5-day: 66.5% above, 33.5% below
8-day: 74.9% above, 25.1% below
10-day: 76.1% above, 23.9% below
20-day: 71.7% above, 28.3% below
50-day: 69.5% above, 30.5% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170719 10:41 am ET)
ELEC(58): 1.10% Top=ICHR HIMX FSLR KEM TTMI AAOI CSIQ AEIS ….. FTV MTSI NVDA ADI BRKR XLNX XPER SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(81): 0.84% Top=QEP SN PBF REN CPE CRC SPN HFC ….. ETE PAGP EEP CVE WPZ OXY PAA XOG=Bottom (Energy)
CHEM(26): 0.71% Top=CF AGU TROX POT MOS VSM OLN UNVR ….. SHW PX PPG CE CC RPM FMC APD=Bottom (Chemicals/Fertilizers)
COHW(39): 0.70% Top=ACIA ZAYO INFN CIEN BBRY FTR FNSR MSI ….. VZ T TMUS WDC TDC S CCI CNSL=Bottom (Computer Hardware/Telecom)
MATE(29): 0.61% Top=JELD TPH WY SUM TOL DAR USG FLR ….. WM WCN DHI MLM GMS LEN RSG FAST=Bottom (Materials & Construction)
COSW(87): 0.51% Top=CSOD TTD TRIP VIPS TWLO FEYE NCR SNAP ….. CERN YELP WUBA MDRX HQY DST MDSO IBM=Bottom (Computer Software/Internet)
INSU(30): 0.50% Top=CNO LNC MBI AFSI SLF MTG UNM L ….. AON HIG ALL FNF MMC AFL WLTW AJG=Bottom (Insurance)
RETA(59): 0.43% Top=FND GNC SIG DDS FINL MIK FIVE BBBY ….. FRED WMT MELI WSM LB ORLY CHS ETSY=Bottom (Retail & Specialty Retail)
REAL(100): 0.40% Top=ALLY VNO SC ACC PGRE BAM CIM EDR ….. PEB DLR AGNC COR GEO AMT RLJ FCH=Bottom (Real Estate)
DISV(49): 0.37% Top=AAN KTOS CXW KBR BAH LDOS JEC CNDT ….. FLT CHGG YY WTW MCO MYGN ULTA ZG=Bottom (Diversified Services)
HEAL(46): 0.32% Top=OPK EW NUVA UNH ACHC MASI ALGN IART ….. MDXG ESRX XRAY HOLX STE HCA MD CYH=Bottom (Health)
META(25): 0.32% Top=CCJ CNX CMC SLCA TECK FCX SCCO GG ….. AA AKS PAAS ABX RGLD AG CENX AGI=Bottom (Metals & Mining)
MANU(38): 0.31% Top=JKS MRC TTC BWXT SNA TEX MIDD RXN ….. ITT CMI DOV RS PNR WOR DDD ATI=Bottom (Manufacturing)
CONS(55): 0.30% Top=IRBT FN GIII FOSL MAT WHR ENR BERY ….. FL KMB CHD CLX EPC ELF PG SKX=Bottom (Consumer)
LEIS(40): 0.08% Top=EXPE DNKN BLMN CAKE YUMC WEN TXRH DRI ….. GPRO MGM SONC SIX H WYNN LVS CMG=Bottom (Leisure)
FINA(87): 0.07% Top=MS SLM VOYA USB AMP BX PACW SIVB ….. CFG YRD PYPL MTB IBKR SBNY NAVI NTRS=Bottom (Banks/Financials)
TRAN(23): -0.62% Top=TK TRN EXPD CHRW SWFT UPS JBHT CNI ….. KSU LUV SAVE UNP XPO NSC UAL CSX=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 10:41 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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