daytrend

07/28/2017

Filed under: Market Stats — daytrend @ 1:35 pm

Market Stats at 2:34 pm ET
by daytrend on 20170728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY’S RANGE (20170728 2:34 pm ET)
13.6% of stocks are above yesterday’s high.
46.2% are above yesterday’s midpoint. (53.8% are below.)
18.5% are below yesterday’s low.
67.9% are inside yesterday’s range.
31.8% of stocks with today’s high > yesterday’s high. (68.2% less than).
37.8% of stocks with today’s low < yesterday’s low. (62.2% greater than).

EVIDENCE OF INTRADAY TREND (20170728 2:34 pm ET)
50.3% of stocks are above today’s open. (48.5% are below).
39.8% of stocks are above today’s open and yesterday’s close.
46.7% are below both.
5.3% of stocks opened above yesterday’s high.
26.5% of stocks opened above yesterday’s close. (67.4% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170728 2:34 pm ET)
13.5% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
51.5% are in the top half. 48.5% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170728 2:34 pm ET)
43.7% of stocks are above yesterday’s close. (56.3% are below.)
1.1% are up 4.5% or more. 3.4% are down 4.5% or more.
1.4% are up 3.5% or more. 4.6% are down 3.5% or more.
60.3% are between +1% and -1%.

RSI on DAILY (20170728 2:34 pm ET)
2-day: >=95:4.6%…>=90:8.8%…>=80:14.3%…>=50:41.0%…<=20:29.3%…<=10:15.6%…<=5:9.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:54.3%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:57.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170728 2:34 pm ET)
13.6% above previous 1 highs, 18.5% below previous 1 lows
8.0% above previous 2 highs, 16.4% below previous 2 lows
7.0% above previous 3 highs, 14.8% below previous 3 lows
6.6% above previous 4 highs, 13.1% below previous 4 lows
6.4% above previous 5 highs, 12.4% below previous 5 lows
5.5% above previous 6 highs, 11.8% below previous 6 lows
5.3% above previous 7 highs, 11.3% below previous 7 lows
5.1% above previous 8 highs, 10.3% below previous 8 lows
4.9% above previous 9 highs, 9.9% below previous 9 lows
4.8% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170728 2:34 pm ET)
43.7% are above or equal to 7/27 close (1 days ago), 56.3% are below.
39.8% are above or equal to 7/26 close (2 days ago), 60.2% are below.
34.7% are above or equal to 7/25 close (3 days ago), 65.3% are below.
47.1% are above or equal to 7/24 close (4 days ago), 52.9% are below.
47.8% are above or equal to 7/21 close (5 days ago), 52.2% are below.
47.1% are above or equal to 7/20 close (6 days ago), 52.9% are below.
43.9% are above or equal to 7/19 close (7 days ago), 56.1% are below.
52.5% are above or equal to 7/18 close (8 days ago), 47.5% are below.
52.4% are above or equal to 7/17 close (9 days ago), 47.6% are below.
53.8% are above or equal to 7/14 close (10 days ago), 46.2% are below.
57.6% are above or equal to 7/13 close (11 days ago), 42.4% are below.
58.3% are above or equal to 7/12 close (12 days ago), 41.7% are below.
63.6% are above or equal to 7/11 close (13 days ago), 36.4% are below.
63.5% are above or equal to 7/10 close (14 days ago), 36.5% are below.
62.3% are above or equal to 7/7 close (15 days ago), 37.7% are below.
67.1% are above or equal to 7/6 close (16 days ago), 32.9% are below.
59.1% are above or equal to 7/5 close (17 days ago), 40.9% are below.
54.8% are above or equal to 7/3 close (18 days ago), 45.2% are below.
60.4% are above or equal to 6/30 close (19 days ago), 39.6% are below.
62.3% are above or equal to 6/29 close (20 days ago), 37.7% are below.
57.4% are above or equal to 6/28 close (21 days ago), 42.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170728 2:34 pm ET)
20d: 11.4% new highs, 10.6% new lows
21d: 11.2% new highs, 10.0% new lows
42d: 8.0% new highs, 5.7% new lows
63d: 6.4% new highs, 3.7% new lows
126d: 3.9% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170728 2:34 pm ET)
2-day: 42.0% above, 58.0% below
3-day: 40.0% above, 60.0% below
4-day: 36.5% above, 63.5% below
5-day: 40.2% above, 59.8% below
8-day: 42.6% above, 57.4% below
10-day: 46.0% above, 54.0% below
20-day: 57.5% above, 42.5% below
50-day: 60.7% above, 39.3% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170728 2:34 pm ET)
INSU(33): 0.93% Top=HIG VR AJG AFL UNM AON PGR WLTW ….. AFSI AGO ORI MBI CNO RDN CLGX MTG=Bottom (Insurance)
COSW(80): 0.53% Top=BIDU VEEV SHOP TRIP SINA MDSO FFIV CSOD ….. NCR ZEN FEYE DST FTNT SNAP NATI TEAM=Bottom (Computer Software/Internet)
TRAN(25): 0.13% Top=TK UNP ODFL XPO UPS CP KSU NSC ….. CHRW DAL LUV UAL WAB TRN SAVE ALK=Bottom (Transportation)
CHEM(28): 0.04% Top=CC UNVR WLK CE TROX MOS CF VSM ….. DOW PX DD PAH OLN SHW ASH EMN=Bottom (Chemicals/Fertilizers)
DISV(49): -0.02% Top=AAN RHI YY WTW CNDT RCII SBAC BAH ….. SCI FDC SERV JEC CXW ZTO PAYX KTOS=Bottom (Diversified Services)
HEAL(47): -0.07% Top=ALGN ACHC IRWD MDXG ANTM MOH CYH SYK ….. EW PODD VAR WST GMED HRC NUVA MD=Bottom (Health)
ELEC(57): -0.09% Top=FSLR SPWR CSIQ FTV NVDA HIMX XPER TEL ….. KLIC CRUS JBL MSCC BRKS FLEX KLAC TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(93): -0.23% Top=BOFI SF BSAC LPLA IBKR EFX MTB AMP ….. HOMB TCF WFC ISBC WETF BEN FII OZRK=Bottom (Banks/Financials)
ENER(77): -0.41% Top=QEP SU CVX MUR COP COG FTI HES ….. VLO GPOR HP CVE HFC PBF CVI DK=Bottom (Energy)
REAL(99): -0.42% Top=AMT AIV WRE CUBE PSA PEB CPT UDR ….. SC DDR SKT WPG MAC GGP PEI CBL=Bottom (Real Estate)
MANU(38): -0.44% Top=MHK JKS PNR PH IR CMI RXN DHR ….. EMR AGCO GE SNA KMT ITT RS FLS=Bottom (Manufacturing)
META(23): -0.57% Top=PAAS AG WPM GG NEM CCJ SSRI ABX ….. CNX AA NUE CLF STLD CMC CENX X=Bottom (Metals & Mining)
COHW(40): -0.68% Top=VRSN QCOM COMM CCI TU HRS S RCI ….. LVLT T CNSL NTAP CTL KN SYNA WDC=Bottom (Computer Hardware/Telecom)
RETA(60): -0.82% Top=BABA W PAG FRED NFLX BBY WBA TIF ….. FINL RH CHS DSW TLRD BBBY GNC FND=Bottom (Retail & Specialty Retail)
CONS(59): -1.09% Top=VFC IRBT SKX NKE UFS COH LULU HBI ….. FL WRK BMS IP TPX LEG GT MAT=Bottom (Consumer)
MATE(28): -1.12% Top=MAS SUM CBI GMS MLM VMC PHM MDC ….. TMHC LEN FLR RSG TPH WY EXP CAA=Bottom (Materials & Construction)
LEIS(40): -1.30% Top=EXPE SIX GPRO H PLNT RCL CCL WYNN ….. PZZA BYD SHAK PLAY JACK EAT BLMN SBUX=Bottom (Leisure)

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 2:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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