daytrend

07/21/2017

Filed under: Market Stats — daytrend @ 12:58 pm

Market Stats at 1:56 pm ET
by daytrend on 20170721. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20170721 1:56 pm ET)
13.9% of stocks are above yesterday’s high.
37.4% are above yesterday’s midpoint. (62.6% are below.)
32.8% are below yesterday’s low.
53.3% are inside yesterday’s range.
33.4% of stocks with today’s high > yesterday’s high. (66.6% less than).
58.3% of stocks with today’s low < yesterday’s low. (41.7% greater than).

EVIDENCE OF INTRADAY TREND (20170721 1:56 pm ET)
42.6% of stocks are above today’s open. (56.7% are below).
33.1% of stocks are above today’s open and yesterday’s close.
51.0% are below both.
7.1% of stocks opened above yesterday’s high.
41.0% of stocks opened above yesterday’s close. (55.6% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170721 1:56 pm ET)
6.7% of stocks are in the top 10% of today’s range.
17.6% are in the top 20%.
49.0% are in the top half. 51.0% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20170721 1:56 pm ET)
39.8% of stocks are above yesterday’s close. (60.2% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
1.0% are up 3.5% or more. 1.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170721 1:56 pm ET)
2-day: >=95:10.1%…>=90:14.4%…>=80:23.1%…>=50:45.3%…<=20:20.9%…<=10:9.3%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:65.7%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:67.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170721 1:56 pm ET)
13.9% above previous 1 highs, 32.8% below previous 1 lows
12.1% above previous 2 highs, 19.6% below previous 2 lows
11.7% above previous 3 highs, 13.1% below previous 3 lows
10.6% above previous 4 highs, 12.2% below previous 4 lows
9.9% above previous 5 highs, 10.5% below previous 5 lows
9.3% above previous 6 highs, 8.6% below previous 6 lows
9.0% above previous 7 highs, 7.9% below previous 7 lows
9.0% above previous 8 highs, 5.6% below previous 8 lows
8.7% above previous 9 highs, 5.1% below previous 9 lows
8.7% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170721 1:56 pm ET)
39.8% are above or equal to 7/20 close (1 days ago), 60.2% are below.
40.4% are above or equal to 7/19 close (2 days ago), 59.6% are below.
61.0% are above or equal to 7/18 close (3 days ago), 39.0% are below.
56.4% are above or equal to 7/17 close (4 days ago), 43.6% are below.
58.1% are above or equal to 7/14 close (5 days ago), 41.9% are below.
65.7% are above or equal to 7/13 close (6 days ago), 34.3% are below.
66.7% are above or equal to 7/12 close (7 days ago), 33.3% are below.
75.0% are above or equal to 7/11 close (8 days ago), 25.0% are below.
73.2% are above or equal to 7/10 close (9 days ago), 26.8% are below.
70.4% are above or equal to 7/7 close (10 days ago), 29.6% are below.
76.2% are above or equal to 7/6 close (11 days ago), 23.8% are below.
64.9% are above or equal to 7/5 close (12 days ago), 35.1% are below.
59.1% are above or equal to 7/3 close (13 days ago), 40.9% are below.
65.8% are above or equal to 6/30 close (14 days ago), 34.2% are below.
68.0% are above or equal to 6/29 close (15 days ago), 32.0% are below.
62.4% are above or equal to 6/28 close (16 days ago), 37.6% are below.
69.0% are above or equal to 6/27 close (17 days ago), 31.0% are below.
62.0% are above or equal to 6/26 close (18 days ago), 38.0% are below.
64.2% are above or equal to 6/23 close (19 days ago), 35.8% are below.
67.9% are above or equal to 6/22 close (20 days ago), 32.1% are below.
69.2% are above or equal to 6/21 close (21 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170721 1:56 pm ET)
20d: 14.2% new highs, 5.1% new lows
21d: 13.8% new highs, 4.5% new lows
42d: 10.7% new highs, 3.0% new lows
63d: 8.5% new highs, 2.3% new lows
126d: 6.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170721 1:56 pm ET)
2-day: 38.6% above, 61.4% below
3-day: 38.4% above, 61.6% below
4-day: 47.3% above, 52.7% below
5-day: 51.6% above, 48.4% below
8-day: 59.0% above, 41.0% below
10-day: 65.6% above, 34.4% below
20-day: 66.1% above, 33.9% below
50-day: 67.5% above, 32.5% below
200-day: 66.9% above, 33.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170721 1:56 pm ET)
COHW(40): 0.36% Top=ACIA VIAV TMUS ZAYO S CCI HPQ INFN ….. CDW BBRY CUDA PANW PSTG SYNA FTR ANET=Bottom (Computer Hardware/Telecom)
INSU(29): 0.17% Top=FNF MTG RDN AJG UNM PRU CINF FAF ….. AFL CNO AIG SLF PGR ORI AFSI MBI=Bottom (Insurance)
CONS(55): 0.08% Top=IRBT RL VFC COH CRI PVH NKE HBI ….. UFS WWW GT FOSL SCSS VSTO FL SON=Bottom (Consumer)
CHEM(27): 0.07% Top=PAH TROX GRA OLN VSM ASH MON ALB ….. DOW POT UNVR APD AGU MOS AXTA HUN=Bottom (Chemicals/Fertilizers)
FINA(86): 0.07% Top=COF ETFC SYF FITB IBKR DFS UMPQ CME ….. OZRK FNB KEY WDR YRD FII HBAN WBS=Bottom (Banks/Financials)
DISV(47): 0.04% Top=ATHN MCO V HCSG RCII RBA KTOS TRU ….. KBR CAR CXW ADS ULTA HRB URI ZTO=Bottom (Diversified Services)
MATE(29): -0.15% Top=CAA SRCL DHI PWR WY MAS SUM JELD ….. WCN TMHC FLR DY FAST MDR CBI GMS=Bottom (Materials & Construction)
LEIS(40): -0.21% Top=MLCO WYNN MGM TXRH LVS GPRO MAR DPZ ….. EXPE SEAS YUMC PLAY SIX CAKE PLNT CMG=Bottom (Leisure)
TRAN(23): -0.21% Top=SWFT CSX KSU CHRW JBLU UPS JBHT EXPD ….. UAL ALK NSC UNP DAL WAB SAVE TK=Bottom (Transportation)
HEAL(46): -0.26% Top=OPK IRWD MD LH A CYH AET BDX ….. DVA OSUR RMD EW NUVA BKD MOH COO=Bottom (Health)
META(25): -0.38% Top=AGI NEM RGLD AEM NUE TECK PAAS SCCO ….. CMC CENX CCJ X CNX SLCA AKS CLF=Bottom (Metals & Mining)
REAL(101): -0.42% Top=RLJ ALLY SBRA NSA CIM BXMT TWO AGNC ….. SRC LHO WRE HST GGP GOV CBL PEI=Bottom (Real Estate)
RETA(60): -0.43% Top=DDS AZO KMX NFLX LOW AAP KORS KAR ….. TJX EBAY FND AEO RH BURL SHLD GNC=Bottom (Retail & Specialty Retail)
COSW(84): -0.57% Top=NUAN SQ PTC VIPS ADP TTWO MDRX VEEV ….. TWTR TRIP CSOD SNAP TTD COUP NCR MANH=Bottom (Computer Software/Internet)
MANU(38): -0.57% Top=HON XYL CFX TTC BWXT AGCO ITW CMI ….. FLS CAT PH KMT ATI JKS MRC GE=Bottom (Manufacturing)
ELEC(58): -0.66% Top=AAOI CGNX HIMX BRKR IPHI AMD JBL QRVO ….. XPER CY ADI MCHP CSIQ SIMO ON KEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(81): -1.16% Top=ECA LPI HK NFG PSX SM MDU MMP ….. CRZO CLR PDCE SN OAS PTEN HP SPN=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 1:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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