daytrend

07/20/2017

Filed under: Market Stats — daytrend @ 2:10 pm

Market Stats at 3:09 pm 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 3:09 pm ET)
29.6% of stocks are above yesterday’s high.
64.2% are above yesterday’s midpoint. (35.8% are below.)
16.7% are below yesterday’s low.
53.7% are inside yesterday’s range.
62.3% of stocks with today’s high > yesterday’s high. (37.7% less than).
35.5% of stocks with today’s low < yesterday’s low. (64.5% greater than).

EVIDENCE OF INTRADAY TREND (20170720 3:09 pm ET)
44.9% of stocks are above today’s open. (54.1% are below).
41.4% of stocks are above today’s open and yesterday’s close.
45.5% 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 3:09 pm ET)
10.2% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
15.4% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20170720 3:09 pm ET)
51.2% of stocks are above yesterday’s close. (48.8% are below.)
0.1% are up 4.5% or more. 1.8% are down 4.5% or more.
1.1% are up 3.5% or more. 3.1% are down 3.5% or more.
68.5% are between +1% and -1%.

RSI on DAILY (20170720 3:09 pm ET)
2-day: >=95:15.0%…>=90:23.4%…>=80:37.4%…>=50:67.4%…<=20:12.2%…<=10:7.0%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:72.7%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:73.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170720 3:09 pm ET)
29.6% above previous 1 highs, 16.7% below previous 1 lows
26.2% above previous 2 highs, 10.6% below previous 2 lows
21.5% above previous 3 highs, 9.6% below previous 3 lows
19.9% above previous 4 highs, 8.3% below previous 4 lows
19.0% above previous 5 highs, 6.7% below previous 5 lows
18.5% above previous 6 highs, 6.3% below previous 6 lows
18.3% above previous 7 highs, 5.0% below previous 7 lows
17.8% above previous 8 highs, 4.9% below previous 8 lows
16.9% above previous 9 highs, 4.7% below previous 9 lows
16.7% above previous 10 highs, 4.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170720 3:09 pm ET)
51.2% are above or equal to 7/19 close (1 days ago), 48.8% are below.
72.0% are above or equal to 7/18 close (2 days ago), 28.0% are below.
66.7% are above or equal to 7/17 close (3 days ago), 33.3% are below.
68.1% are above or equal to 7/14 close (4 days ago), 31.9% are below.
71.7% are above or equal to 7/13 close (5 days ago), 28.3% are below.
72.6% are above or equal to 7/12 close (6 days ago), 27.4% are below.
78.3% are above or equal to 7/11 close (7 days ago), 21.7% are below.
76.8% are above or equal to 7/10 close (8 days ago), 23.2% are below.
73.0% are above or equal to 7/7 close (9 days ago), 27.0% are below.
79.4% are above or equal to 7/6 close (10 days ago), 20.6% are below.
68.1% are above or equal to 7/5 close (11 days ago), 31.9% are below.
63.2% are above or equal to 7/3 close (12 days ago), 36.8% are below.
69.5% are above or equal to 6/30 close (13 days ago), 30.5% are below.
71.5% are above or equal to 6/29 close (14 days ago), 28.5% are below.
65.6% are above or equal to 6/28 close (15 days ago), 34.4% are below.
72.6% are above or equal to 6/27 close (16 days ago), 27.4% are below.
65.5% are above or equal to 6/26 close (17 days ago), 34.5% are below.
66.9% are above or equal to 6/23 close (18 days ago), 33.1% are below.
72.2% are above or equal to 6/22 close (19 days ago), 27.8% are below.
72.1% are above or equal to 6/21 close (20 days ago), 27.9% are below.
68.8% are above or equal to 6/20 close (21 days ago), 31.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170720 3:09 pm ET)
20d: 27.7% new highs, 4.2% new lows
21d: 26.9% new highs, 4.2% new lows
42d: 16.2% new highs, 2.1% new lows
63d: 13.0% new highs, 1.1% new lows
126d: 10.1% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170720 3:09 pm ET)
2-day: 50.1% above, 49.9% below
3-day: 66.6% above, 33.4% below
4-day: 68.5% above, 31.5% below
5-day: 69.0% above, 31.0% below
8-day: 72.6% above, 27.4% below
10-day: 73.7% above, 26.3% below
20-day: 71.2% above, 28.8% below
50-day: 71.1% above, 28.9% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170720 3:09 pm ET)
COHW(39): 0.49% Top=FTR CNSL INFN CTL VZ HPQ TDS LVLT ….. SYNA CDW CCI PANW ANET TMUS VIAV QCOM=Bottom (Computer Hardware/Telecom)
ELEC(58): 0.34% Top=HIMX PI MTSI MSCC SWKS IPHI CY FSLR ….. TTMI SIMO CTRL UCTT ICHR AAOI CSIQ KEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): 0.31% Top=THC ABT DVA UNH MOH ACHC MD CNC ….. BSX A OSUR VAR ZBH OPK XRAY IRWD=Bottom (Health)
RETA(59): 0.26% Top=CHS GNC TLRD AAP DDS AZO AN DSW ….. FIVE LL BURL CVNA BBY HD LOW FND=Bottom (Retail & Specialty Retail)
LEIS(40): 0.25% Top=MGM RCL PLNT SHAK YUMC WEN PLAY EAT ….. EXPE WYNN SIX H SONC PK MLCO CMG=Bottom (Leisure)
DISV(48): 0.18% Top=URI AMN RCII AL WTW YY ZTO HRB ….. ACM AAN R MYGN SBAC JEC ZG ADS=Bottom (Diversified Services)
INSU(30): 0.14% Top=PGR CINF AJG AFSI AON MMC XL ACGL ….. FNF AFL L LNC MET MTG UNM TRV=Bottom (Insurance)
META(25): -0.06% Top=CENX WPM FNV CMC AEM PAAS ABX CCJ ….. SCCO X CNX TECK NUE AKS CLF SLCA=Bottom (Metals & Mining)
CONS(55): -0.15% Top=FOSL GIII VFC NKE GOOS PVH WWW RL ….. IRBT FBHS CCK PKG SCSS SON WHR BC=Bottom (Consumer)
REAL(102): -0.16% Top=NRZ CBL WPG UNIT SKT AMT PEI SRC ….. GOV PEB DRE HST SHO HPT LHO SLG=Bottom (Real Estate)
FINA(88): -0.18% Top=BBT BK PYPL AMP USB FHN IBKR AMTD ….. BX MTB NTRS NAVI FNB KEY YRD SLM=Bottom (Banks/Financials)
COSW(87): -0.35% Top=CSOD COUP SABR TWTR NCR MANH CSRA HPE ….. IAC MTCH HQY NEWR TRIP NUAN CHKP PTC=Bottom (Computer Software/Internet)
MATE(29): -0.42% Top=WY FAST SRCL TPH SUM MLM DY JELD ….. TMHC OC GMS PWR USG MDC MAS MDR=Bottom (Materials & Construction)
MANU(38): -0.62% Top=CFX ATI RS MIDD DCI FLS BWXT RXN ….. KMT AOS JKS DOV DDD DHR MRC SNA=Bottom (Manufacturing)
CHEM(27): -0.70% Top=TROX CF VSM AGU POT HUN APD ASH ….. GRA ALB PAH RPM CE AXTA SHW PPG=Bottom (Chemicals/Fertilizers)
TRAN(23): -0.72% Top=TK SWFT CP JBLU KSU XPO EXPD JBHT ….. LUV DAL NSC WAB SAVE CSX UAL CHRW=Bottom (Transportation)
ENER(81): -0.98% Top=VNOM NFG VVV SU PAGP WMB ETE CVX ….. PTEN OAS DO SPN RDC XOG SN CRZO=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 3:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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