daytrend

07/26/2017

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

Market Stats at 3:10 pm ET
by daytrend on 20170726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20170726 3:10 pm ET)
21.0% of stocks are above yesterday’s high.
49.1% are above yesterday’s midpoint. (50.9% are below.)
26.8% are below yesterday’s low.
52.2% are inside yesterday’s range.
46.2% of stocks with today’s high > yesterday’s high. (53.8% less than).
43.3% of stocks with today’s low < yesterday’s low. (56.7% greater than).

EVIDENCE OF INTRADAY TREND (20170726 3:10 pm ET)
37.0% of stocks are above today’s open. (60.8% are below).
34.4% of stocks are above today’s open and yesterday’s close.
53.1% are below both.
14.2% of stocks opened above yesterday’s high.
67.9% of stocks opened above yesterday’s close. (25.1% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170726 3:10 pm ET)
8.1% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
40.1% are in the top half. 59.9% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170726 3:10 pm ET)
44.1% of stocks are above yesterday’s close. (55.9% are below.)
1.3% are up 4.5% or more. 2.0% are down 4.5% or more.
2.4% are up 3.5% or more. 3.3% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY (20170726 3:10 pm ET)
2-day: >=95:8.8%…>=90:16.4%…>=80:28.3%…>=50:55.3%…<=20:16.0%…<=10:8.8%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.5%…>=50:66.4%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:67.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170726 3:10 pm ET)
21.0% above previous 1 highs, 26.8% below previous 1 lows
18.3% above previous 2 highs, 15.2% below previous 2 lows
16.4% above previous 3 highs, 13.4% below previous 3 lows
13.7% above previous 4 highs, 11.8% below previous 4 lows
12.4% above previous 5 highs, 10.4% below previous 5 lows
12.4% above previous 6 highs, 9.0% below previous 6 lows
12.1% above previous 7 highs, 8.5% below previous 7 lows
11.9% above previous 8 highs, 8.3% below previous 8 lows
11.8% above previous 9 highs, 7.5% below previous 9 lows
11.5% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170726 3:10 pm ET)
44.1% are above or equal to 7/25 close (1 days ago), 55.9% are below.
64.4% are above or equal to 7/24 close (2 days ago), 35.6% are below.
63.0% are above or equal to 7/21 close (3 days ago), 37.0% are below.
58.2% are above or equal to 7/20 close (4 days ago), 41.8% are below.
54.4% are above or equal to 7/19 close (5 days ago), 45.6% are below.
65.0% are above or equal to 7/18 close (6 days ago), 35.0% are below.
62.7% are above or equal to 7/17 close (7 days ago), 37.3% are below.
63.4% are above or equal to 7/14 close (8 days ago), 36.6% are below.
66.4% are above or equal to 7/13 close (9 days ago), 33.6% are below.
68.5% are above or equal to 7/12 close (10 days ago), 31.5% are below.
72.7% are above or equal to 7/11 close (11 days ago), 27.3% are below.
71.9% are above or equal to 7/10 close (12 days ago), 28.1% are below.
70.6% are above or equal to 7/7 close (13 days ago), 29.4% are below.
74.2% are above or equal to 7/6 close (14 days ago), 25.8% are below.
65.7% are above or equal to 7/5 close (15 days ago), 34.3% are below.
59.7% are above or equal to 7/3 close (16 days ago), 40.3% are below.
67.5% are above or equal to 6/30 close (17 days ago), 32.5% are below.
68.5% are above or equal to 6/29 close (18 days ago), 31.5% are below.
64.2% are above or equal to 6/28 close (19 days ago), 35.8% are below.
68.4% are above or equal to 6/27 close (20 days ago), 31.6% are below.
63.8% are above or equal to 6/26 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170726 3:10 pm ET)
20d: 19.7% new highs, 6.8% new lows
21d: 19.2% new highs, 6.8% new lows
42d: 13.1% new highs, 3.7% new lows
63d: 11.1% new highs, 2.1% new lows
126d: 8.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170726 3:10 pm ET)
2-day: 42.6% above, 57.4% below
3-day: 56.7% above, 43.3% below
4-day: 60.5% above, 39.5% below
5-day: 59.3% above, 40.7% below
8-day: 60.7% above, 39.3% below
10-day: 62.6% above, 37.4% below
20-day: 67.2% above, 32.8% below
50-day: 68.5% above, 31.5% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170726 3:10 pm ET)
META(24): 1.29% Top=X AG AEM PAAS SLCA WPM FNV GG ….. CNX CENX AA CLF NUE STLD CMC AKS=Bottom (Metals & Mining)
ENER(78): 0.57% Top=SPN GPOR FRAC OAS SM CVE VNOM REN ….. MUR LPI BPL VVV RIG HP DO HES=Bottom (Energy)
REAL(99): 0.49% Top=DDR DRE HIW EQR CBL GOV SRC AVB ….. APLE HPT HST SHO ALLY DRH RLGY LHO=Bottom (Real Estate)
ELEC(59): 0.37% Top=AMD UCTT ON KEM LRCX AMAT MCHP KLAC ….. FTV BRKR AYI WAT APH OCLR TEL GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.20% Top=BBBY SBH W KORS MELI ETSY DKS AAP ….. FINL SIG CASY WBA BIG FND RH AEO=Bottom (Retail & Specialty Retail)
DISV(46): -0.01% Top=CHGG SERV ROL R FLT PAYX WTW ZTO ….. SCI AMN CXW MAN YY ULTA ATHN RHI=Bottom (Diversified Services)
COSW(82): -0.03% Top=EA OTEX JD ADP VIPS ZEN ATVI BIDU ….. MDSO FEYE MANH TWTR NCR NTNX SNAP AKAM=Bottom (Computer Software/Internet)
CONS(57): -0.12% Top=IRBT POOL VSTO AVY COTY SCSS CRI CHD ….. UFS SKX UAA KMB SLGN DECK CSL LEG=Bottom (Consumer)
MATE(28): -0.52% Top=OC MDR WCN DY JELD GMS WY FLR ….. TOL VMC SUM PWR DAR DHI KBH USG=Bottom (Materials & Construction)
COHW(40): -0.55% Top=T VZ BCE FTR VRSN TU AAPL RCI ….. INFN TDS CSCO STX CIEN PSTG ACIA JNPR=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.60% Top=CSX LUV ALK UAL AAL EXPD XPO CHRW ….. CP UPS SAVE CNI NSC JBLU TRN WAB=Bottom (Transportation)
INSU(30): -0.69% Top=FNF RDN MTG MET SLF AIG ACGL BRO ….. ORI TRV AGO AEL MBI HIG CNO RE=Bottom (Insurance)
FINA(91): -0.79% Top=AMP BKU ZION NDAQ STT TROW CBOE PYPL ….. KEY PB OZRK WBS FHN NYCB VLY BGCP=Bottom (Banks/Financials)
MANU(38): -0.90% Top=JKS GE HON WBT SNA MIDD CR DHR ….. ATI TEX MRC RXN RS KMT IR DDD=Bottom (Manufacturing)
LEIS(40): -1.05% Top=SIX SEAS EXPE PLNT GPRO RRR QSR PLAY ….. SONC MCD MLCO TXRH CAKE DPZ WYNN BLMN=Bottom (Leisure)
CHEM(28): -1.25% Top=RPM MON PPG SHW PX APD AXTA PAH ….. ALB GRA CE OLN VSM MOS TROX CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.27% Top=LH ESRX CNC IRWD MOH DGX XRAY NVRO ….. ANTM CYH PKI ACHC TMO HLS UHS IART=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 3:10 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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