daytrend

07/31/2017

Filed under: Market Stats — daytrend @ 9:12 am

Market Stats at 10:12 am ET
by daytrend on 20170731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20170731 10:12 am ET)
13.6% of stocks are above yesterday’s high.
45.6% are above yesterday’s midpoint. (54.4% are below.)
17.6% are below yesterday’s low.
68.8% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
28.2% of stocks with today’s low < yesterday’s low. (71.8% greater than).

EVIDENCE OF INTRADAY TREND (20170731 10:12 am ET)
26.3% of stocks are above today’s open. (72.9% are below).
24.7% of stocks are above today’s open and yesterday’s close.
56.9% are below both.
17.4% of stocks opened above yesterday’s high.
76.1% of stocks opened above yesterday’s close. (19.4% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170731 10:12 am ET)
5.1% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
26.6% are in the top half. 73.4% of stocks are in the bottom half of today’s range.
38.1% are in the bottom 20%.
19.2% are in the bottom 10%.

GAIN (20170731 10:12 am ET)
41.8% of stocks are above yesterday’s close. (58.2% are below.)
0.3% are up 4.5% or more. 0.2% are down 4.5% or more.
0.6% are up 3.5% or more. 0.8% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20170731 10:12 am ET)
2-day: >=95:2.4%…>=90:4.5%…>=80:11.3%…>=50:37.8%…<=20:28.0%…<=10:15.9%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:50.4%…<=20:2.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170731 10:12 am ET)
13.6% above previous 1 highs, 17.6% below previous 1 lows
6.7% above previous 2 highs, 9.7% below previous 2 lows
3.5% above previous 3 highs, 8.5% below previous 3 lows
2.7% above previous 4 highs, 7.0% below previous 4 lows
2.7% above previous 5 highs, 6.2% below previous 5 lows
2.6% above previous 6 highs, 5.7% below previous 6 lows
2.3% above previous 7 highs, 5.5% below previous 7 lows
2.3% above previous 8 highs, 5.1% below previous 8 lows
2.3% above previous 9 highs, 4.9% below previous 9 lows
2.3% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170731 10:12 am ET)
41.8% are above or equal to 7/28 close (1 days ago), 58.2% are below.
42.2% are above or equal to 7/27 close (2 days ago), 57.8% are below.
38.7% are above or equal to 7/26 close (3 days ago), 61.3% are below.
34.3% are above or equal to 7/25 close (4 days ago), 65.7% are below.
46.9% are above or equal to 7/24 close (5 days ago), 53.1% are below.
46.7% are above or equal to 7/21 close (6 days ago), 53.3% are below.
43.1% are above or equal to 7/20 close (7 days ago), 56.9% are below.
41.1% are above or equal to 7/19 close (8 days ago), 58.9% are below.
50.1% are above or equal to 7/18 close (9 days ago), 49.9% are below.
49.3% are above or equal to 7/17 close (10 days ago), 50.7% are below.
52.5% are above or equal to 7/14 close (11 days ago), 47.5% are below.
54.2% are above or equal to 7/13 close (12 days ago), 45.8% are below.
56.3% are above or equal to 7/12 close (13 days ago), 43.7% are below.
62.5% are above or equal to 7/11 close (14 days ago), 37.5% are below.
62.2% are above or equal to 7/10 close (15 days ago), 37.8% are below.
59.9% are above or equal to 7/7 close (16 days ago), 40.1% are below.
65.7% are above or equal to 7/6 close (17 days ago), 34.3% are below.
57.8% are above or equal to 7/5 close (18 days ago), 42.2% are below.
53.1% are above or equal to 7/3 close (19 days ago), 46.9% are below.
58.1% are above or equal to 6/30 close (20 days ago), 41.9% are below.
60.1% are above or equal to 6/29 close (21 days ago), 39.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170731 10:12 am ET)
20d: 5.6% new highs, 4.6% new lows
21d: 5.5% new highs, 4.3% new lows
42d: 4.3% new highs, 3.2% new lows
63d: 3.9% new highs, 2.1% new lows
126d: 3.4% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170731 10:12 am ET)
2-day: 40.0% above, 60.0% below
3-day: 38.7% above, 61.3% below
4-day: 37.9% above, 62.1% below
5-day: 34.9% above, 65.1% below
8-day: 41.5% above, 58.5% below
10-day: 42.5% above, 57.5% below
20-day: 54.7% above, 45.3% below
50-day: 60.1% above, 39.9% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170731 10:12 am ET)
FINA(93): 0.38% Top=BOFI WETF YRD OZRK SF SYF KEY WFC ….. LPLA FII TWNK SEIC ATH ARCC BGCP BX=Bottom (Banks/Financials)
META(23): 0.38% Top=CLF AG TECK AA X FNV FCX GG ….. WPM NUE SCCO AEM STLD CCJ CNX SLCA=Bottom (Metals & Mining)
INSU(34): 0.37% Top=UNM ORI XL AFSI MTG RDN HIG CINF ….. VR MET AIG CNO FAF AJG CLGX AEL=Bottom (Insurance)
LEIS(40): 0.16% Top=GPRO CCL MLCO LVS WYNN RCL RRR DPZ ….. SONC TXRH SIX QSR CMG WEN SHAK EXPE=Bottom (Leisure)
MANU(38): 0.03% Top=CFX FLS TEX CMI RS PH ROK HON ….. XYL CR RXN KMT DDD AOS SNA JKS=Bottom (Manufacturing)
MATE(28): -0.07% Top=EXP PWR SRCL MLM DY SUM FLR WM ….. KBH GMS WCN MAS MDR USG CAA FAST=Bottom (Materials & Construction)
DISV(48): -0.08% Top=SERV JEC FDC ACM MYGN FISV TRU G ….. WEX ULTA CHGG ATGE CAR AAN ATHN KTOS=Bottom (Diversified Services)
CONS(59): -0.21% Top=UAA FL FOSL NWL PG AVY KMB EL ….. TPX LEG FN SKX KS DECK GT COH=Bottom (Consumer)
TRAN(25): -0.21% Top=TK SWFT JBHT UPS EXPD WAB GWR CHRW ….. AAL DAL ALK JBLU SAVE CSX ODFL LUV=Bottom (Transportation)
CHEM(27): -0.22% Top=CE CF EMN POT AGU PAH UNVR MOS ….. WLK HUN SHW AXTA CC PX TROX OLN=Bottom (Chemicals/Fertilizers)
COHW(40): -0.23% Top=FTR WDC CIEN QCOM HPQ JNPR ACIA FNSR ….. PSTG VIAV BBRY SYNA CUDA PANW KN S=Bottom (Computer Hardware/Telecom)
ELEC(54): -0.25% Top=UCTT KEM TER INTC ADI CGNX TXN AAOI ….. IDTI CRUS SIMO MTSI CSIQ CY SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(100): -0.56% Top=NRZ DFT DLR CUBE ESRT ARI OHI TWO ….. TCO WRI WPG RPAI KIM CBL GOV PEI=Bottom (Real Estate)
HEAL(49): -0.59% Top=IRWD AMED OPK RMD IART ESRX TMO AET ….. BKD THC WST ALGN NUVA TVTY CNC CYH=Bottom (Health)
RETA(59): -0.62% Top=COST BBBY WBA BBY WMT SFM CVS AAP ….. AMZN AN TLRD RH PAG SHLD FND GNC=Bottom (Retail & Specialty Retail)
COSW(81): -0.63% Top=BIDU ADP SQ HPE VIPS SABR FIS INTU ….. NCR TWLO TEAM MULE TWTR FEYE ELLI PFPT=Bottom (Computer Software/Internet)
ENER(77): -0.86% Top=PBF VLO DK CVX TSO HFC QEP MPC ….. REN CPE CRZO HK SM CRC GPOR SPN=Bottom (Energy)

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 10:12 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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