daytrend

07/24/2017

Filed under: Market Stats — daytrend @ 1:44 pm

Market Stats at 2:44 pm ET
by daytrend on 20170724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20170724 2:44 pm ET)
21.4% of stocks are above yesterday’s high.
52.3% are above yesterday’s midpoint. (47.7% are below.)
19.5% are below yesterday’s low.
59.1% are inside yesterday’s range.
39.3% of stocks with today’s high > yesterday’s high. (60.7% less than).
40.8% of stocks with today’s low < yesterday’s low. (59.2% greater than).

EVIDENCE OF INTRADAY TREND (20170724 2:44 pm ET)
49.6% of stocks are above today’s open. (49.0% are below).
45.3% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
5.3% of stocks opened above yesterday’s high.
46.8% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170724 2:44 pm ET)
13.0% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
56.4% are in the top half. 43.6% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20170724 2:44 pm ET)
51.2% of stocks are above yesterday’s close. (48.8% are below.)
0.3% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.3% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20170724 2:44 pm ET)
2-day: >=95:7.4%…>=90:13.0%…>=80:23.1%…>=50:49.9%…<=20:21.5%…<=10:10.0%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.3%…>=50:63.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:64.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170724 2:44 pm ET)
21.4% above previous 1 highs, 19.5% below previous 1 lows
12.7% above previous 2 highs, 16.0% below previous 2 lows
11.4% above previous 3 highs, 12.4% below previous 3 lows
10.7% above previous 4 highs, 10.6% below previous 4 lows
9.6% above previous 5 highs, 9.5% below previous 5 lows
9.4% above previous 6 highs, 9.2% below previous 6 lows
8.8% above previous 7 highs, 7.3% below previous 7 lows
8.6% above previous 8 highs, 6.9% below previous 8 lows
8.6% above previous 9 highs, 6.0% below previous 9 lows
8.6% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170724 2:44 pm ET)
51.2% are above or equal to 7/21 close (1 days ago), 48.8% are below.
44.3% are above or equal to 7/20 close (2 days ago), 55.7% are below.
42.7% are above or equal to 7/19 close (3 days ago), 57.3% are below.
61.7% are above or equal to 7/18 close (4 days ago), 38.3% are below.
57.3% are above or equal to 7/17 close (5 days ago), 42.7% are below.
58.1% are above or equal to 7/14 close (6 days ago), 41.9% are below.
64.8% are above or equal to 7/13 close (7 days ago), 35.2% are below.
66.4% are above or equal to 7/12 close (8 days ago), 33.6% are below.
72.5% are above or equal to 7/11 close (9 days ago), 27.5% are below.
72.9% are above or equal to 7/10 close (10 days ago), 27.1% are below.
69.7% are above or equal to 7/7 close (11 days ago), 30.3% are below.
73.2% are above or equal to 7/6 close (12 days ago), 26.8% are below.
63.3% are above or equal to 7/5 close (13 days ago), 36.7% are below.
57.7% are above or equal to 7/3 close (14 days ago), 42.3% are below.
63.9% are above or equal to 6/30 close (15 days ago), 36.1% are below.
66.3% are above or equal to 6/29 close (16 days ago), 33.7% are below.
62.7% are above or equal to 6/28 close (17 days ago), 37.3% are below.
67.6% are above or equal to 6/27 close (18 days ago), 32.4% are below.
62.0% are above or equal to 6/26 close (19 days ago), 38.0% are below.
63.1% are above or equal to 6/23 close (20 days ago), 36.9% are below.
67.8% are above or equal to 6/22 close (21 days ago), 32.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170724 2:44 pm ET)
20d: 11.4% new highs, 4.9% new lows
21d: 11.4% new highs, 4.6% new lows
42d: 7.9% new highs, 3.0% new lows
63d: 7.3% new highs, 2.6% new lows
126d: 6.2% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170724 2:44 pm ET)
2-day: 49.9% above, 50.1% below
3-day: 47.0% above, 53.0% below
4-day: 44.4% above, 55.6% below
5-day: 49.7% above, 50.3% below
8-day: 56.2% above, 43.8% below
10-day: 61.3% above, 38.7% below
20-day: 63.1% above, 36.9% below
50-day: 65.9% above, 34.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170724 2:44 pm ET)
FINA(86): 0.70% Top=YRD SLM CFG LPLA HBAN KEY FNB WAL ….. WETF CME SCHW AXP GS COF ESNT AMTD=Bottom (Banks/Financials)
COSW(81): 0.57% Top=VEEV TTD MANH SHOP BIDU PAYC HQY ZEN ….. MSFT IBM HPE TWTR NTNX ADP SNAP VIPS=Bottom (Computer Software/Internet)
HEAL(45): 0.49% Top=CYH OSUR ISRG GKOS THC MASI ACHC NUVA ….. HLS XRAY DVA DGX ZBH EW IRWD OPK=Bottom (Health)
INSU(28): 0.28% Top=AFSI LNC WLTW UNM PGR SLF TRV ALL ….. AFL ORI HIG ACGL MTG RDN FNF MBI=Bottom (Insurance)
ELEC(58): 0.28% Top=AAOI CGNX COHR KEM ICHR AMD FLEX TER ….. AMBA CAVM NVDA CREE MXL SWKS BRKR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): 0.03% Top=FNSR ANET VIAV VRSN AAPL CIEN S SYNA ….. TDS QCOM LVLT ZAYO FTR CNSL INFN CTL=Bottom (Computer Hardware/Telecom)
LEIS(40): -0.01% Top=WYNN MLCO RRR BYD PK DPZ LVS RCL ….. SEAS QSR EAT CAKE MCD PZZA BLMN DRI=Bottom (Leisure)
CHEM(27): -0.04% Top=PAH CC TROX HUN FMC WLK PX DD ….. POT APD OLN PPG AXTA MOS CF RPM=Bottom (Chemicals/Fertilizers)
DISV(48): -0.08% Top=YY WTW ZTO ADS MCO GPN CHGG FDC ….. CTAS URI CXW RHI KBR RCII ACM MAN=Bottom (Diversified Services)
REAL(98): -0.14% Top=PLD GLPI CBG DFT NLY DLR MAA FCH ….. GGP VTR AIV HCN CCP MPW SC PEI=Bottom (Real Estate)
MANU(37): -0.26% Top=JKS CAT DOV TEX DDD HON CMI KMT ….. RXN MRC ATI AOS SNA GE SWK ITW=Bottom (Manufacturing)
ENER(80): -0.40% Top=MTDR PAA VNOM LPI EGN PAGP WPX HES ….. RRC SPN HK PTEN CRZO HAL FRAC SM=Bottom (Energy)
MATE(29): -0.40% Top=PWR FAST PHM MLM DY JELD VMC MDC ….. LEN MDR WY TMHC MAS SRCL USG CBI=Bottom (Materials & Construction)
TRAN(23): -0.42% Top=TK XPO SWFT FDX CHRW EXPD JBHT TRN ….. UNP DAL ALK UAL CP CSX SAVE JBLU=Bottom (Transportation)
CONS(56): -0.88% Top=FN IRBT LEG COTY PBI IP GPK CCK ….. CL UAA WWW RL FOSL MAT FL HAS=Bottom (Consumer)
RETA(60): -1.14% Top=BBY RH AMZN WBA WMT CPRT LOW FND ….. AEO DSW CHS BBBY SHLD TLRD DKS FINL=Bottom (Retail & Specialty Retail)
META(25): -1.37% Top=CLF CNX TECK CCJ SCCO NUE AA RGLD ….. GG WPM PAAS AKS AGI AG ABX SLCA=Bottom (Metals & Mining)

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 2:44 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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