daytrend

07/20/2017

Filed under: Market Stats — daytrend @ 10:47 am

Market Stats at 11:46 am ET
by daytrend on 20170720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20170720 11:46 am ET)
22.6% of stocks are above yesterday’s high.
56.1% are above yesterday’s midpoint. (43.9% are below.)
17.5% are below yesterday’s low.
59.9% are inside yesterday’s range.
56.8% of stocks with today’s high > yesterday’s high. (43.2% less than).
32.7% of stocks with today’s low < yesterday’s low. (67.3% greater than).

EVIDENCE OF INTRADAY TREND (20170720 11:46 am ET)
36.5% of stocks are above today’s open. (61.6% are below).
32.8% of stocks are above today’s open and yesterday’s close.
52.9% are below both.
22.3% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (27.2% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170720 11:46 am ET)
9.5% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
42.4% are in the top half. 57.6% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN (20170720 11:46 am ET)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
0.1% are up 4.5% or more. 2.3% are down 4.5% or more.
0.6% are up 3.5% or more. 3.2% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170720 11:46 am ET)
2-day: >=95:12.9%…>=90:21.4%…>=80:33.0%…>=50:61.0%…<=20:14.6%…<=10:8.5%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:69.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:70.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170720 11:46 am ET)
22.6% above previous 1 highs, 17.5% below previous 1 lows
20.6% above previous 2 highs, 11.7% below previous 2 lows
17.0% above previous 3 highs, 10.2% below previous 3 lows
16.2% above previous 4 highs, 9.0% below previous 4 lows
15.9% above previous 5 highs, 7.7% below previous 5 lows
15.3% above previous 6 highs, 7.3% below previous 6 lows
15.3% above previous 7 highs, 6.1% below previous 7 lows
14.5% above previous 8 highs, 5.8% below previous 8 lows
14.2% above previous 9 highs, 5.4% below previous 9 lows
13.6% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170720 11:46 am ET)
43.4% are above or equal to 7/19 close (1 days ago), 56.6% are below.
69.4% are above or equal to 7/18 close (2 days ago), 30.6% are below.
62.3% are above or equal to 7/17 close (3 days ago), 37.7% are below.
64.2% are above or equal to 7/14 close (4 days ago), 35.8% are below.
69.0% are above or equal to 7/13 close (5 days ago), 31.0% are below.
71.0% are above or equal to 7/12 close (6 days ago), 29.0% are below.
76.5% are above or equal to 7/11 close (7 days ago), 23.5% are below.
75.1% are above or equal to 7/10 close (8 days ago), 24.9% are below.
71.3% are above or equal to 7/7 close (9 days ago), 28.7% are below.
78.6% are above or equal to 7/6 close (10 days ago), 21.4% are below.
66.6% are above or equal to 7/5 close (11 days ago), 33.4% are below.
61.7% are above or equal to 7/3 close (12 days ago), 38.3% are below.
67.1% are above or equal to 6/30 close (13 days ago), 32.9% are below.
69.3% are above or equal to 6/29 close (14 days ago), 30.7% are below.
63.7% are above or equal to 6/28 close (15 days ago), 36.3% are below.
70.6% are above or equal to 6/27 close (16 days ago), 29.4% are below.
65.1% are above or equal to 6/26 close (17 days ago), 34.9% are below.
65.9% are above or equal to 6/23 close (18 days ago), 34.1% are below.
71.3% are above or equal to 6/22 close (19 days ago), 28.7% are below.
71.0% are above or equal to 6/21 close (20 days ago), 29.0% are below.
67.5% are above or equal to 6/20 close (21 days ago), 32.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170720 11:46 am ET)
20d: 24.7% new highs, 4.0% new lows
21d: 23.9% new highs, 3.9% new lows
42d: 14.3% new highs, 1.8% new lows
63d: 11.1% new highs, 0.9% new lows
126d: 8.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170720 11:46 am ET)
2-day: 42.3% above, 57.7% below
3-day: 59.3% above, 40.7% below
4-day: 62.2% above, 37.8% below
5-day: 64.0% above, 36.0% below
8-day: 69.8% above, 30.2% below
10-day: 71.5% above, 28.5% below
20-day: 68.9% above, 31.1% below
50-day: 70.7% above, 29.3% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170720 11:46 am ET)
COHW(39): 0.25% Top=FTR CNSL INFN TDS VZ HPQ T WDC ….. HRS SYNA PANW CDW ANET JNPR VIAV QCOM=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.17% Top=ABT THC MASI GMED LH UHS MOH HCA ….. BSX A ZBH VAR NVRO XRAY OPK IRWD=Bottom (Health)
LEIS(40): 0.10% Top=RCL MGM SHAK PLNT RRR CCL PLAY WEN ….. WYNN HGV SONC PK SIX H CMG MLCO=Bottom (Leisure)
RETA(59): 0.08% Top=GNC CHS SFM TLRD DDS DSW RH KR ….. FIVE CVNA BURL LL BBY HD FND LOW=Bottom (Retail & Specialty Retail)
ELEC(58): 0.03% Top=HIMX MTSI AAOI MSCC IPHI MXL AMD QRVO ….. UCTT ICHR SPWR TTMI SIMO CSIQ KEM PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(48): -0.11% Top=URI AL YY HRB WTW G RBA VNTV ….. ACM ZG KTOS AAN R CAR JEC ADS=Bottom (Diversified Services)
INSU(30): -0.18% Top=AJG FAF SLF PGR FNF CINF MMC AON ….. XL L MTG UNM MET LNC AFSI TRV=Bottom (Insurance)
REAL(102): -0.22% Top=CBL GTY UNIT AMT NRZ SRC MPW ACC ….. HST PEB DRH GOV SHO SLG HPT LHO=Bottom (Real Estate)
CONS(55): -0.25% Top=FOSL NKE VFC GIII GOOS CRI PVH PG ….. CCK FL FBHS PKG SCSS SON WHR BC=Bottom (Consumer)
COSW(87): -0.26% Top=CSOD TWTR TTD MANH MDRX GRUB SABR COUP ….. GDDY TRIP FEYE HQY NUAN NEWR CHKP PTC=Bottom (Computer Software/Internet)
FINA(88): -0.46% Top=BBT BK PYPL APO USB WETF STT ARCC ….. EWBC COF MTB NTRS FNB KEY YRD SLM=Bottom (Banks/Financials)
META(25): -0.57% Top=WPM AEM ABX AGI GG NEM FNV PAAS ….. STLD CNX FCX NUE X AKS CLF SLCA=Bottom (Metals & Mining)
MATE(29): -0.81% Top=WY FAST WM SRCL RSG JELD KBH WCN ….. OC DHI PWR TMHC CBI MAS GMS MDR=Bottom (Materials & Construction)
CHEM(27): -0.88% Top=VSM OLN ASH PX MON AGU DOW DD ….. CE MOS GRA PAH AXTA RPM SHW PPG=Bottom (Chemicals/Fertilizers)
MANU(38): -0.92% Top=BWXT DCI MIDD ATI TTC RXN AGCO DE ….. WOR PNR AOS DOV MRC DDD DHR SNA=Bottom (Manufacturing)
TRAN(23): -1.05% Top=TK XPO EXPD SWFT FDX UPS ALK AAL ….. LUV UAL NSC SAVE WAB UNP CSX CHRW=Bottom (Transportation)
ENER(81): -1.40% Top=VNOM ETE VVV PAGP NFG LPI MPLX EOG ….. SM HK RDC SPN SN DO CRZO XOG=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 11:46 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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