daytrend

07/25/2017

Filed under: Market Stats — daytrend @ 11:09 am

Market Stats at 12:08 pm ET
by daytrend on 20170725. 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 (20170725 12:08 pm ET)
53.1% of stocks are above yesterday’s high.
74.6% are above yesterday’s midpoint. (25.4% are below.)
9.9% are below yesterday’s low.
37.0% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
26.5% of stocks with today’s low < yesterday’s low. (73.5% greater than).

EVIDENCE OF INTRADAY TREND (20170725 12:08 pm ET)
61.7% of stocks are above today’s open. (36.9% are below).
59.9% of stocks are above today’s open and yesterday’s close.
21.6% are below both.
36.2% of stocks opened above yesterday’s high.
82.7% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170725 12:08 pm ET)
31.0% of stocks are in the top 10% of today’s range.
48.0% are in the top 20%.
72.1% are in the top half. 27.9% of stocks are in the bottom half of today’s range.
8.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170725 12:08 pm ET)
76.4% of stocks are above yesterday’s close. (23.6% are below.)
5.2% are up 4.5% or more. 0.8% are down 4.5% or more.
10.0% are up 3.5% or more. 1.0% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY (20170725 12:08 pm ET)
2-day: >=95:13.0%…>=90:25.9%…>=80:43.2%…>=50:73.5%…<=20:10.2%…<=10:5.0%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.2%…>=50:72.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:72.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170725 12:08 pm ET)
53.1% above previous 1 highs, 9.9% below previous 1 lows
41.1% above previous 2 highs, 7.1% below previous 2 lows
30.8% above previous 3 highs, 6.0% below previous 3 lows
29.5% above previous 4 highs, 4.5% below previous 4 lows
28.9% above previous 5 highs, 3.6% below previous 5 lows
27.3% above previous 6 highs, 3.0% below previous 6 lows
26.2% above previous 7 highs, 2.9% below previous 7 lows
25.4% above previous 8 highs, 2.7% below previous 8 lows
24.7% above previous 9 highs, 2.2% below previous 9 lows
24.5% above previous 10 highs, 1.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170725 12:08 pm ET)
76.4% are above or equal to 7/24 close (1 days ago), 23.6% are below.
70.0% are above or equal to 7/21 close (2 days ago), 30.0% are below.
65.2% are above or equal to 7/20 close (3 days ago), 34.8% are below.
59.2% are above or equal to 7/19 close (4 days ago), 40.8% are below.
69.8% are above or equal to 7/18 close (5 days ago), 30.2% are below.
68.4% are above or equal to 7/17 close (6 days ago), 31.6% are below.
70.4% are above or equal to 7/14 close (7 days ago), 29.6% are below.
74.6% are above or equal to 7/13 close (8 days ago), 25.4% are below.
74.7% are above or equal to 7/12 close (9 days ago), 25.3% are below.
78.7% are above or equal to 7/11 close (10 days ago), 21.3% are below.
77.8% are above or equal to 7/10 close (11 days ago), 22.2% are below.
75.1% are above or equal to 7/7 close (12 days ago), 24.9% are below.
79.1% are above or equal to 7/6 close (13 days ago), 20.9% are below.
70.0% are above or equal to 7/5 close (14 days ago), 30.0% are below.
66.3% are above or equal to 7/3 close (15 days ago), 33.7% are below.
71.9% are above or equal to 6/30 close (16 days ago), 28.1% are below.
71.9% are above or equal to 6/29 close (17 days ago), 28.1% are below.
67.5% are above or equal to 6/28 close (18 days ago), 32.5% are below.
71.3% are above or equal to 6/27 close (19 days ago), 28.7% are below.
67.1% are above or equal to 6/26 close (20 days ago), 32.9% are below.
67.6% are above or equal to 6/23 close (21 days ago), 32.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170725 12:08 pm ET)
20d: 27.3% new highs, 3.5% new lows
21d: 27.3% new highs, 3.4% new lows
42d: 19.0% new highs, 2.2% new lows
63d: 15.2% new highs, 1.2% new lows
126d: 11.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170725 12:08 pm ET)
2-day: 75.7% above, 24.3% below
3-day: 73.3% above, 26.7% below
4-day: 72.0% above, 28.0% below
5-day: 67.8% above, 32.2% below
8-day: 69.5% above, 30.5% below
10-day: 72.5% above, 27.5% below
20-day: 73.3% above, 26.7% below
50-day: 71.2% above, 28.8% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170725 12:08 pm ET)
ENER(81): 3.22% Top=CRC SM RRC SWN PDCE OAS DO NBR ….. EPD EEP PAGP WPZ MMP WES MPLX FTI=Bottom (Energy)
META(25): 3.05% Top=FCX AKS NEM TECK CNX X CLF CMC ….. WPM RGLD SSRI GG AGI AEM PAAS FNV=Bottom (Metals & Mining)
RETA(59): 2.66% Top=DDS DSW TLRD URBN SHLD GNC FINL SIG ….. CPRT W EBAY AMZN BABA NFLX MELI RH=Bottom (Retail & Specialty Retail)
FINA(88): 1.63% Top=TROW C SBNY VLY BAC MBFI NYCB OZRK ….. APO TD IBKR PYPL ATH TWNK CBOE ICE=Bottom (Banks/Financials)
MATE(28): 1.43% Top=CBI FAST FLR PWR USG DY CAA DHI ….. MDR WCN MDC MAS SUM WY OC PHM=Bottom (Materials & Construction)
CONS(57): 1.11% Top=FOSL SKX GIII VFC DECK RL COTY PVH ….. FN CL CCK HAS GOOS IRBT AVY GPK=Bottom (Consumer)
INSU(27): 0.93% Top=AFSI ORI LNC MET CNO SLF PRU UNM ….. AGO MTG FAF MBI PGR XL FNF RDN=Bottom (Insurance)
CHEM(27): 0.91% Top=CC RPM OLN PAH PPG UNVR DD WLK ….. POT MOS AGU ALB MON CF SHW CE=Bottom (Chemicals/Fertilizers)
MANU(36): 0.90% Top=ATI CAT MRC RS FLS KMT TEX RXN ….. IR XYL HON DHR SWK JKS PNR LECO=Bottom (Manufacturing)
DISV(46): 0.83% Top=CAR KBR ACM URI R AAN YY JEC ….. VRSK SBAC MCO CTAS ATHN MYGN TRU WTW=Bottom (Diversified Services)
TRAN(23): 0.63% Top=TK SWFT JBHT CSX XPO TRN UPS EXPD ….. DAL LUV CP AAL KSU UAL CNI WAB=Bottom (Transportation)
LEIS(40): 0.45% Top=MCD CMG EAT CAKE SHAK GPRO QSR SONC ….. WYNN YUMC RCL DNKN LVS PLAY MLCO DPZ=Bottom (Leisure)
COSW(81): 0.44% Top=CDNS TTD TRIP NCR TWLO JD MANH MTCH ….. NTES PAYC PFPT NTNX SNAP VEEV SHOP GOOG=Bottom (Computer Software/Internet)
COHW(40): 0.41% Top=FTR TDS ACIA JNPR S HPQ SYNA CNSL ….. BCE KN CCI INFN RCI BBRY PSTG STX=Bottom (Computer Hardware/Telecom)
REAL(98): 0.24% Top=DDR KIM GEO CBL GTY RPAI PEI BRX ….. HCN AVB UDR DFT EDR VTR EQR ACC=Bottom (Real Estate)
ELEC(59): 0.24% Top=MTSI CREE IDTI ADI TEL AMBA OCLR KLIC ….. NVDA IPHI BRKR PI COHR CTRL ICHR WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): -0.82% Top=GKOS RMD GMED ESRX NVRO AET STE ACHC ….. OSUR A MD MOH DGX HCA THC CYH=Bottom (Health)

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 12:08 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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