daytrend

07/19/2017

Filed under: Market Stats — daytrend @ 10:23 am

Market Stats at 11:23 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 11:23 am ET)
38.9% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
6.1% are below yesterday’s low.
55.0% are inside yesterday’s range.
64.7% of stocks with today’s high > yesterday’s high. (35.3% less than).
16.7% of stocks with today’s low < yesterday’s low. (83.3% greater than).

EVIDENCE OF INTRADAY TREND (20170719 11:23 am ET)
64.1% of stocks are above today’s open. (33.8% are below).
61.9% of stocks are above today’s open and yesterday’s close.
21.8% 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 11:23 am ET)
17.4% of stocks are in the top 10% of today’s range.
32.1% are in the top 20%.
62.3% are in the top half. 37.7% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20170719 11:23 am ET)
75.6% of stocks are above yesterday’s close. (24.4% are below.)
1.6% are up 4.5% or more. 0.2% are down 4.5% or more.
3.7% are up 3.5% or more. 0.6% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20170719 11:23 am ET)
2-day: >=95:15.1%…>=90:24.7%…>=80:40.7%…>=50:72.8%…<=20:9.5%…<=10:5.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:74.2%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:75.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170719 11:23 am ET)
38.9% above previous 1 highs, 6.1% below previous 1 lows
26.0% above previous 2 highs, 4.6% below previous 2 lows
23.5% above previous 3 highs, 4.4% below previous 3 lows
21.8% above previous 4 highs, 3.7% below previous 4 lows
20.8% above previous 5 highs, 3.4% below previous 5 lows
20.8% above previous 6 highs, 3.2% below previous 6 lows
20.0% above previous 7 highs, 3.1% below previous 7 lows
19.7% above previous 8 highs, 2.6% below previous 8 lows
19.0% above previous 9 highs, 2.6% below previous 9 lows
17.8% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170719 11:23 am ET)
75.6% are above or equal to 7/18 close (1 days ago), 24.4% are below.
60.8% are above or equal to 7/17 close (2 days ago), 39.2% are below.
64.3% are above or equal to 7/14 close (3 days ago), 35.7% are below.
71.4% are above or equal to 7/13 close (4 days ago), 28.6% are below.
73.3% are above or equal to 7/12 close (5 days ago), 26.7% are below.
80.6% are above or equal to 7/11 close (6 days ago), 19.4% are below.
78.2% are above or equal to 7/10 close (7 days ago), 21.8% are below.
73.6% are above or equal to 7/7 close (8 days ago), 26.4% are below.
81.2% are above or equal to 7/6 close (9 days ago), 18.8% are below.
69.2% are above or equal to 7/5 close (10 days ago), 30.8% are below.
62.5% are above or equal to 7/3 close (11 days ago), 37.5% are below.
70.1% are above or equal to 6/30 close (12 days ago), 29.9% are below.
71.7% are above or equal to 6/29 close (13 days ago), 28.3% are below.
64.3% are above or equal to 6/28 close (14 days ago), 35.7% are below.
71.8% are above or equal to 6/27 close (15 days ago), 28.2% are below.
67.1% are above or equal to 6/26 close (16 days ago), 32.9% are below.
67.0% are above or equal to 6/23 close (17 days ago), 33.0% are below.
70.6% are above or equal to 6/22 close (18 days ago), 29.4% are below.
71.9% are above or equal to 6/21 close (19 days ago), 28.1% are below.
68.0% are above or equal to 6/20 close (20 days ago), 32.0% are below.
59.7% are above or equal to 6/19 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170719 11:23 am ET)
20d: 20.9% new highs, 2.2% new lows
21d: 20.2% new highs, 1.9% new lows
42d: 13.6% new highs, 1.1% new lows
63d: 11.1% new highs, 1.0% new lows
126d: 9.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170719 11:23 am ET)
2-day: 74.1% above, 25.9% below
3-day: 68.9% above, 31.1% below
4-day: 68.3% above, 31.7% below
5-day: 68.3% above, 31.7% below
8-day: 76.4% above, 23.6% below
10-day: 78.1% above, 21.9% below
20-day: 72.9% above, 27.1% below
50-day: 71.9% above, 28.1% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170719 11:23 am ET)
ENER(81): 1.93% Top=REN SN QEP CPE FRAC NBR CRC OAS ….. SEP EEP XOM VVV PAGP WPZ RMP PAA=Bottom (Energy)
ELEC(58): 1.00% Top=CSIQ KEM HIMX ICHR FSLR AAOI TTMI AEIS ….. TXN NVDA BRKR SPWR ADI PI CTRL XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.84% Top=FND DDS TLRD FINL CVNA GNC MIK SIG ….. SFM ORLY LB WMT MELI CHS WSM ETSY=Bottom (Retail & Specialty Retail)
COHW(39): 0.81% Top=ACIA FTR BBRY INFN CIEN ZAYO SYNA JNPR ….. VZ TMUS T TDC WDC CCI S CNSL=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.72% Top=CF AGU TROX VSM POT UNVR MOS OLN ….. ALB PPG SHW CC FMC CE RPM APD=Bottom (Chemicals/Fertilizers)
COSW(87): 0.69% Top=TTD TWLO CSOD VIPS TRIP NTNX NCR FEYE ….. WUBA SQ SHOP CERN DST HQY MDSO IBM=Bottom (Computer Software/Internet)
MATE(29): 0.69% Top=CBI JELD WY MDR DAR SUM TPH CAA ….. WM DHI OC LEN GMS DY RSG FAST=Bottom (Materials & Construction)
REAL(100): 0.61% Top=VNO SC ALLY ACC CIM PGRE EDR GTY ….. PEB COR GEO AMT DFT DLR RLJ FCH=Bottom (Real Estate)
INSU(30): 0.47% Top=CNO LNC AFSI BRO L MBI SLF MTG ….. HIG ALL AON AFL MMC FNF WLTW AJG=Bottom (Insurance)
DISV(49): 0.45% Top=AAN KTOS KBR CXW CAR LDOS CNDT JEC ….. VRSK INFO R MCO YY WTW ZG ULTA=Bottom (Diversified Services)
CONS(55): 0.45% Top=FOSL IRBT GIII MAT FN ENR LULU WHR ….. CCK KMB EPC CHD CLX PG SKX ELF=Bottom (Consumer)
MANU(38): 0.44% Top=JKS MRC TEX MIDD KMT TTC BWXT EMR ….. DCI DDD WOR ETN DOV PNR RS ATI=Bottom (Manufacturing)
META(25): 0.43% Top=CCJ CNX SLCA GG SSRI CMC AEM FNV ….. X TECK AG AGI AKS RGLD AA CENX=Bottom (Metals & Mining)
HEAL(46): 0.40% Top=OPK EW ACHC UNH NUVA ALGN MOH COO ….. HOLX VAR MDXG XRAY STE ESRX MD CYH=Bottom (Health)
LEIS(40): 0.22% Top=BLMN SEAS SHAK WEN CAKE TXRH MLCO EXPE ….. HLT SIX CMG WYN WYNN SONC LVS H=Bottom (Leisure)
FINA(87): -0.10% Top=MS SLM VOYA BX WU AMP USB BAC ….. CFG SBNY YRD PYPL MTB IBKR NAVI NTRS=Bottom (Banks/Financials)
TRAN(23): -0.71% Top=TK TRN EXPD JBLU UPS CHRW DAL SAVE ….. SWFT AAL KSU XPO UNP 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 11:23 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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