daytrend

08/01/2017

Filed under: Market Stats — daytrend @ 12:26 pm

Market Stats at 1:25 pm ET
by daytrend on 20170801. 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 (20170801 1:25 pm ET)
26.8% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
16.7% are below yesterday’s low.
56.5% are inside yesterday’s range.
52.7% of stocks with today’s high > yesterday’s high. (47.3% less than).
38.4% of stocks with today’s low < yesterday’s low. (61.6% greater than).

EVIDENCE OF INTRADAY TREND (20170801 1:25 pm ET)
42.2% of stocks are above today’s open. (56.5% are below).
41.0% of stocks are above today’s open and yesterday’s close.
36.6% are below both.
23.9% of stocks opened above yesterday’s high.
82.3% of stocks opened above yesterday’s close. (14.6% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170801 1:25 pm ET)
10.2% of stocks are in the top 10% of today’s range.
21.2% are in the top 20%.
53.0% are in the top half. 47.0% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170801 1:25 pm ET)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
1.4% are up 4.5% or more. 1.6% are down 4.5% or more.
1.6% are up 3.5% or more. 2.5% are down 3.5% or more.
65.2% are between +1% and -1%.

RSI on DAILY (20170801 1:25 pm ET)
2-day: >=95:4.8%…>=90:10.7%…>=80:22.9%…>=50:52.7%…<=20:19.3%…<=10:11.5%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.4%…>=50:54.1%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170801 1:25 pm ET)
26.8% above previous 1 highs, 16.7% below previous 1 lows
20.3% above previous 2 highs, 12.0% below previous 2 lows
13.9% above previous 3 highs, 8.9% below previous 3 lows
11.0% above previous 4 highs, 7.8% below previous 4 lows
9.5% above previous 5 highs, 7.1% below previous 5 lows
9.4% above previous 6 highs, 5.8% below previous 6 lows
8.9% above previous 7 highs, 5.6% below previous 7 lows
8.0% above previous 8 highs, 5.5% below previous 8 lows
7.8% above previous 9 highs, 4.9% below previous 9 lows
7.5% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170801 1:25 pm ET)
62.0% are above or equal to 7/31 close (1 days ago), 38.0% are below.
54.0% are above or equal to 7/28 close (2 days ago), 46.0% are below.
49.9% are above or equal to 7/27 close (3 days ago), 50.1% are below.
45.2% are above or equal to 7/26 close (4 days ago), 54.8% are below.
39.4% are above or equal to 7/25 close (5 days ago), 60.6% are below.
50.5% are above or equal to 7/24 close (6 days ago), 49.5% are below.
50.9% are above or equal to 7/21 close (7 days ago), 49.1% are below.
48.3% are above or equal to 7/20 close (8 days ago), 51.7% are below.
44.3% are above or equal to 7/19 close (9 days ago), 55.7% are below.
53.3% are above or equal to 7/18 close (10 days ago), 46.7% are below.
52.2% are above or equal to 7/17 close (11 days ago), 47.8% are below.
53.9% are above or equal to 7/14 close (12 days ago), 46.1% are below.
57.2% are above or equal to 7/13 close (13 days ago), 42.8% are below.
59.6% are above or equal to 7/12 close (14 days ago), 40.4% are below.
64.0% are above or equal to 7/11 close (15 days ago), 36.0% are below.
64.4% are above or equal to 7/10 close (16 days ago), 35.6% are below.
62.8% are above or equal to 7/7 close (17 days ago), 37.2% are below.
66.7% are above or equal to 7/6 close (18 days ago), 33.3% are below.
58.7% are above or equal to 7/5 close (19 days ago), 41.3% are below.
56.8% are above or equal to 7/3 close (20 days ago), 43.2% are below.
60.4% are above or equal to 6/30 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170801 1:25 pm ET)
20d: 12.4% new highs, 7.4% new lows
21d: 12.3% new highs, 7.3% new lows
42d: 9.4% new highs, 4.3% new lows
63d: 8.4% new highs, 2.9% new lows
126d: 6.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170801 1:25 pm ET)
2-day: 61.2% above, 38.8% below
3-day: 57.0% above, 43.0% below
4-day: 53.0% above, 47.0% below
5-day: 49.2% above, 50.8% below
8-day: 47.6% above, 52.4% below
10-day: 47.4% above, 52.6% below
20-day: 56.7% above, 43.3% below
50-day: 61.4% above, 38.6% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170801 1:25 pm ET)
COHW(40): 1.10% Top=S ACIA TMUS FNSR FTR PSTG KN CIEN ….. RCI INFN HPQ T NTAP ANET ZAYO VRSN=Bottom (Computer Hardware/Telecom)
ELEC(54): 0.78% Top=CGNX SIMO AAOI MSCC OCLR INTC COHR CRUS ….. SWKS LRCX QRVO TEL XPER AYI UCTT IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.63% Top=LL DDS FIVE ORLY BIG DSW GNC AMZN ….. W PAG WSM AN RH GME DKS SHLD=Bottom (Retail & Specialty Retail)
MATE(28): 0.58% Top=GVA MDC TMHC PHM KBH TOL TPH LEN ….. USG FAST MDR SUM CBI EXP VMC MLM=Bottom (Materials & Construction)
INSU(35): 0.46% Top=AFL MTG HIG MET L CNO AGO AON ….. ALL AIG BRO CLGX SLF VR FNF ORI=Bottom (Insurance)
LEIS(40): 0.44% Top=RCL TXRH YUMC PLAY H DRI CAKE SHAK ….. RRR QSR DNKN WYNN MGM EXPE SEAS GPRO=Bottom (Leisure)
REAL(100): 0.28% Top=SPG CUZ NNN DFT DLR SKT KIM REG ….. EXR DOC OHI PSA HTA HCN VTR HCP=Bottom (Real Estate)
COSW(82): 0.26% Top=SHOP TRI GRUB YELP PFPT NATI RHT VEEV ….. ELLI BIDU ADP CDK SOHU SNAP TRIP SABR=Bottom (Computer Software/Internet)
FINA(93): 0.24% Top=SIVB OZRK JHG EWBC C BOFI BAC KKR ….. FII WBS LPLA LAZ TD LM TWNK YRD=Bottom (Banks/Financials)
DISV(48): 0.20% Top=ATHN CNDT CAR ULTA MA RCII V ILG ….. AAN MAN CHGG URI PAYX ZTO R RBA=Bottom (Diversified Services)
CHEM(28): 0.19% Top=APD TROX VSM PAH OLN CC AXTA ALB ….. HUN WLK UNVR CE CF AGU POT MOS=Bottom (Chemicals/Fertilizers)
CONS(60): -0.15% Top=OI ENR TPX KS CRI ATR SLGN IRBT ….. FL BC COTY GT UFS MAT UAA PBI=Bottom (Consumer)
TRAN(25): -0.20% Top=SAVE TK CNI DAL JBLU UAL LUV TRN ….. CSX WAB CHRW SWFT ODFL JBHT KSU XPO=Bottom (Transportation)
HEAL(47): -0.25% Top=HLS ALGN CNC MOH VAR MASI ANTM UHS ….. ACHC IRWD MD OPK NVRO NUVA CYH BKD=Bottom (Health)
MANU(37): -0.70% Top=XYL MHK DDD HON DE KMT FLS JKS ….. ITT GGG TEX EMR IR ATI CMI ETN=Bottom (Manufacturing)
ENER(77): -0.73% Top=ETP FRAC COG INT PSX GPOR HFC PBF ….. HES NBR OAS CVE HP SPN CRC DO=Bottom (Energy)
META(23): -0.74% Top=ABX FNV RGLD SCCO SSRI AG PAAS CENX ….. TECK NUE FCX STLD CLF X CNX SLCA=Bottom (Metals & Mining)

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 1:25 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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