daytrend

07/26/2017

Filed under: Market Stats — daytrend @ 1:18 pm

Market Stats at 2:18 pm ET
by daytrend on 20170726. 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 (20170726 2:18 pm ET)
22.3% of stocks are above yesterday’s high.
51.4% are above yesterday’s midpoint. (48.6% are below.)
24.5% are below yesterday’s low.
53.2% are inside yesterday’s range.
44.9% of stocks with today’s high > yesterday’s high. (55.1% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND (20170726 2:18 pm ET)
39.4% of stocks are above today’s open. (59.5% are below).
36.6% of stocks are above today’s open and yesterday’s close.
50.7% are below both.
14.2% of stocks opened above yesterday’s high.
68.0% of stocks opened above yesterday’s close. (25.2% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170726 2:18 pm ET)
10.9% of stocks are in the top 10% of today’s range.
19.0% are in the top 20%.
47.0% are in the top half. 53.0% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20170726 2:18 pm ET)
46.3% of stocks are above yesterday’s close. (53.7% are below.)
1.5% are up 4.5% or more. 2.1% are down 4.5% or more.
2.2% are up 3.5% or more. 2.9% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20170726 2:18 pm ET)
2-day: >=95:9.4%…>=90:17.8%…>=80:29.0%…>=50:59.3%…<=20:15.8%…<=10:8.2%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.4%…>=50:68.2%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:69.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170726 2:18 pm ET)
22.3% above previous 1 highs, 24.5% below previous 1 lows
19.2% above previous 2 highs, 12.9% below previous 2 lows
16.5% above previous 3 highs, 11.4% below previous 3 lows
13.5% above previous 4 highs, 10.2% below previous 4 lows
12.5% above previous 5 highs, 9.0% below previous 5 lows
12.5% above previous 6 highs, 7.1% below previous 6 lows
12.3% above previous 7 highs, 6.7% below previous 7 lows
12.0% above previous 8 highs, 6.7% below previous 8 lows
11.6% above previous 9 highs, 6.0% below previous 9 lows
11.6% above previous 10 highs, 5.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170726 2:18 pm ET)
46.3% are above or equal to 7/25 close (1 days ago), 53.7% are below.
66.2% are above or equal to 7/24 close (2 days ago), 33.8% are below.
63.2% are above or equal to 7/21 close (3 days ago), 36.8% are below.
59.5% are above or equal to 7/20 close (4 days ago), 40.5% are below.
57.0% are above or equal to 7/19 close (5 days ago), 43.0% are below.
66.2% are above or equal to 7/18 close (6 days ago), 33.8% are below.
63.9% are above or equal to 7/17 close (7 days ago), 36.1% are below.
64.4% are above or equal to 7/14 close (8 days ago), 35.6% are below.
68.6% are above or equal to 7/13 close (9 days ago), 31.4% are below.
69.2% are above or equal to 7/12 close (10 days ago), 30.8% are below.
73.6% are above or equal to 7/11 close (11 days ago), 26.4% are below.
73.9% are above or equal to 7/10 close (12 days ago), 26.1% are below.
71.0% are above or equal to 7/7 close (13 days ago), 29.0% are below.
74.9% are above or equal to 7/6 close (14 days ago), 25.1% are below.
66.5% are above or equal to 7/5 close (15 days ago), 33.5% are below.
60.8% are above or equal to 7/3 close (16 days ago), 39.2% are below.
68.0% are above or equal to 6/30 close (17 days ago), 32.0% are below.
68.9% are above or equal to 6/29 close (18 days ago), 31.1% are below.
64.9% are above or equal to 6/28 close (19 days ago), 35.1% are below.
69.2% are above or equal to 6/27 close (20 days ago), 30.8% are below.
64.7% are above or equal to 6/26 close (21 days ago), 35.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170726 2:18 pm ET)
20d: 18.4% new highs, 6.2% new lows
21d: 18.1% new highs, 6.1% new lows
42d: 12.5% new highs, 3.3% new lows
63d: 10.4% new highs, 1.8% new lows
126d: 7.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170726 2:18 pm ET)
2-day: 45.3% above, 54.7% below
3-day: 60.1% above, 39.9% below
4-day: 61.8% above, 38.2% below
5-day: 61.4% above, 38.6% below
8-day: 61.7% above, 38.3% below
10-day: 64.4% above, 35.6% below
20-day: 68.8% above, 31.2% below
50-day: 69.2% above, 30.8% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170726 2:18 pm ET)
ENER(79): 0.94% Top=SPN GPOR OAS FRAC SM WPX REN CLR ….. NBL VLO BPL VVV DO RIG HP HES=Bottom (Energy)
META(24): 0.65% Top=X SLCA AEM PAAS AG TECK NEM FCX ….. CCJ AA CENX CLF STLD NUE CMC AKS=Bottom (Metals & Mining)
REAL(99): 0.55% Top=DDR DRE EQR HIW PEI SRC GOV AVB ….. RLJ HPT SHO HST DRH ALLY RLGY LHO=Bottom (Real Estate)
ELEC(59): 0.32% Top=AMD UCTT ON KEM ICHR AMAT MCHP KLAC ….. COHR WAT AYI BRKR OCLR APH TEL GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.27% Top=BBBY W KORS ETSY SBH BABA DKS MELI ….. CASY AN FINL WBA BIG FND RH AEO=Bottom (Retail & Specialty Retail)
COSW(82): 0.00% Top=JD EA OTEX VIPS ZEN SQ ADP TEAM ….. FEYE MDSO NTNX MANH TWTR SNAP NCR AKAM=Bottom (Computer Software/Internet)
DISV(46): -0.03% Top=CHGG SERV ROL R FLT WTW PAYX INFO ….. KBR AMN CXW MAN ULTA YY ATHN RHI=Bottom (Diversified Services)
CONS(57): -0.03% Top=IRBT POOL AVY SCSS COTY GIII VSTO FL ….. ENR UAA KMB DECK UFS CSL FOSL LEG=Bottom (Consumer)
MATE(28): -0.39% Top=OC MDR WCN DY JELD CBI TPH MAS ….. DAR WM SUM PWR VMC DHI KBH USG=Bottom (Materials & Construction)
COHW(40): -0.48% Top=T VZ FTR BCE AAPL VRSN TU TMUS ….. NTAP INFN CSCO ACIA CIEN PSTG STX JNPR=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.50% Top=LUV CSX UAL XPO ALK AAL ODFL EXPD ….. UPS SWFT TK CNI NSC JBLU TRN WAB=Bottom (Transportation)
FINA(91): -0.51% Top=AMP BKU ZION STT NDAQ TROW CBOE RJF ….. WTFC FHN PB NAVI BOFI NYCB VLY BGCP=Bottom (Banks/Financials)
INSU(30): -0.54% Top=MTG RDN FNF FAF AIG SLF LNC UNM ….. TRV AGO HIG MET CNO MBI ORI RE=Bottom (Insurance)
MANU(38): -0.83% Top=JKS GE HON MIDD SNA WBT DHR XYL ….. SWK ATI RXN CR RS KMT IR DDD=Bottom (Manufacturing)
LEIS(40): -0.90% Top=SIX SEAS PLNT EXPE GPRO RRR HGV PK ….. SONC CMG TXRH MLCO CAKE DPZ WYNN BLMN=Bottom (Leisure)
HEAL(45): -1.14% Top=ESRX LH CNC MOH DGX IRWD UNH OPK ….. CYH THC PKI ACHC TMO HLS UHS IART=Bottom (Health)
CHEM(28): -1.29% Top=RPM MON PPG APD WLK PAH SHW AXTA ….. ALB GRA OLN CE VSM MOS CF TROX=Bottom (Chemicals/Fertilizers)

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 2:18 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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