daytrend

08/02/2017

Filed under: Market Stats — daytrend @ 9:27 am

Market Stats at 10:27 am ET
by daytrend on 20170802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 879.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170802 10:27 am ET)
8.5% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
33.1% are below yesterday’s low.
58.4% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20170802 10:27 am ET)
27.1% of stocks are above today’s open. (71.4% are below).
19.1% of stocks are above today’s open and yesterday’s close.
67.5% are below both.
10.4% of stocks opened above yesterday’s high.
36.7% of stocks opened above yesterday’s close. (59.6% opened below yesterday’s close).
12.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170802 10:27 am ET)
2.5% of stocks are in the top 10% of today’s range.
5.9% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
46.0% are in the bottom 20%.
25.3% are in the bottom 10%.

GAIN (20170802 10:27 am ET)
23.9% of stocks are above yesterday’s close. (76.1% are below.)
0.8% are up 4.5% or more. 3.4% are down 4.5% or more.
1.3% are up 3.5% or more. 5.6% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY (20170802 10:27 am ET)
2-day: >=95:3.8%…>=90:6.9%…>=80:12.9%…>=50:34.2%…<=20:33.1%…<=10:17.9%…<=5:11.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:45.5%…<=20:3.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:49.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170802 10:27 am ET)
8.5% above previous 1 highs, 33.1% below previous 1 lows
6.9% above previous 2 highs, 23.7% below previous 2 lows
6.3% above previous 3 highs, 20.0% below previous 3 lows
5.3% above previous 4 highs, 16.8% below previous 4 lows
4.4% above previous 5 highs, 16.0% below previous 5 lows
4.3% above previous 6 highs, 15.1% below previous 6 lows
4.1% above previous 7 highs, 13.7% below previous 7 lows
4.0% above previous 8 highs, 12.7% below previous 8 lows
3.9% above previous 9 highs, 12.1% below previous 9 lows
3.8% above previous 10 highs, 11.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170802 10:27 am ET)
23.9% are above or equal to 8/1 close (1 days ago), 76.1% are below.
44.3% are above or equal to 7/31 close (2 days ago), 55.7% are below.
43.5% are above or equal to 7/28 close (3 days ago), 56.5% are below.
41.3% are above or equal to 7/27 close (4 days ago), 58.7% are below.
39.7% are above or equal to 7/26 close (5 days ago), 60.3% are below.
34.8% are above or equal to 7/25 close (6 days ago), 65.2% are below.
44.0% are above or equal to 7/24 close (7 days ago), 56.0% are below.
44.1% are above or equal to 7/21 close (8 days ago), 55.9% are below.
42.8% are above or equal to 7/20 close (9 days ago), 57.2% are below.
39.2% are above or equal to 7/19 close (10 days ago), 60.8% are below.
47.1% are above or equal to 7/18 close (11 days ago), 52.9% are below.
46.0% are above or equal to 7/17 close (12 days ago), 54.0% are below.
46.3% are above or equal to 7/14 close (13 days ago), 53.7% are below.
51.0% are above or equal to 7/13 close (14 days ago), 49.0% are below.
52.9% are above or equal to 7/12 close (15 days ago), 47.1% are below.
59.4% are above or equal to 7/11 close (16 days ago), 40.6% are below.
58.2% are above or equal to 7/10 close (17 days ago), 41.8% are below.
58.5% are above or equal to 7/7 close (18 days ago), 41.5% are below.
63.5% are above or equal to 7/6 close (19 days ago), 36.5% are below.
54.6% are above or equal to 7/5 close (20 days ago), 45.4% are below.
51.1% are above or equal to 7/3 close (21 days ago), 48.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170802 10:27 am ET)
20d: 9.0% new highs, 8.0% new lows
21d: 8.6% new highs, 8.0% new lows
42d: 6.7% new highs, 5.6% new lows
63d: 5.7% new highs, 3.8% new lows
126d: 4.2% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170802 10:27 am ET)
2-day: 22.9% above, 77.1% below
3-day: 34.4% above, 65.6% below
4-day: 38.2% above, 61.8% below
5-day: 37.9% above, 62.1% below
8-day: 37.1% above, 62.9% below
10-day: 38.9% above, 61.1% below
20-day: 47.3% above, 52.7% below
50-day: 56.4% above, 43.6% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170802 10:27 am ET)
INSU(34): -0.12% Top=ALL CINF WRB VR ACGL L AGO XL ….. FAF PRU MBI CNO MTG AEL MET RDN=Bottom (Insurance)
MANU(37): -0.14% Top=AME XYL ROK HON WBT AOS SWK CMI ….. CFX FLS SNA KMT MRC ETN TEX JKS=Bottom (Manufacturing)
CHEM(29): -0.25% Top=FMC ALB SMG VSM CE PPG SHW MON ….. APD DOW AXTA CC HUN CF ASH MOS=Bottom (Chemicals/Fertilizers)
LEIS(40): -0.30% Top=PZZA DPZ SONC MCD SBUX PLNT CAKE STAY ….. HLT HGV MLCO H WYNN MAR WYN SEAS=Bottom (Leisure)
COHW(40): -0.37% Top=FTR AAPL PSTG COMM CTL TU BCE HRS ….. QCOM S CUDA VIAV INFN ACIA SYNA FNSR=Bottom (Computer Hardware/Telecom)
TRAN(25): -0.39% Top=CP CHRW UPS CNI EXPD UNP FDX GWR ….. TRN CSX NSC WAB UAL SAVE AAL TK=Bottom (Transportation)
FINA(93): -0.40% Top=VOYA APO BSAC DFS CFR ARCC STT AMP ….. TWNK LM FII NAVI JHG WETF WDR YRD=Bottom (Banks/Financials)
MATE(27): -0.50% Top=SUM CBI MAS PHM MLM WM RSG DHI ….. MDR CAA FAST WY VMC TMHC GVA MDC=Bottom (Materials & Construction)
DISV(49): -0.54% Top=KBR KTOS SERV RCII CNDT SBAC R YY ….. ILG ULTA AMN FISV CAR CXW VRSK WTW=Bottom (Diversified Services)
RETA(59): -0.66% Top=LL GNC GME CASY WSM WMT ORLY HD ….. LB FND RH TIF DDS BURL AN JWN=Bottom (Retail & Specialty Retail)
META(23): -0.68% Top=AA FNV CENX SLCA WPM CCJ X GG ….. STLD SSRI SCCO AEM NUE CLF AG FCX=Bottom (Metals & Mining)
CONS(60): -0.77% Top=HBI FL CRI NWL FBHS SON ECL LULU ….. DECK SCSS PBI COH IRBT FOSL FN ENR=Bottom (Consumer)
REAL(99): -0.83% Top=EXR CUBE BXP AMT MFA SBRA GOV PSA ….. MAC GPT CBL PEB SKT PEI EPR GGP=Bottom (Real Estate)
HEAL(47): -0.94% Top=DXCM ANTM AET TMO UNH HRC PKI BKD ….. HOLX IART MASI MD THC DVA CYH RMD=Bottom (Health)
COSW(83): -1.02% Top=MTCH SABR IAC FEYE SOHU ELLI TTD SSNC ….. CYBR CSOD HDP ZEN NTES SHOP MULE PAYC=Bottom (Computer Software/Internet)
ENER(77): -1.74% Top=HFC ETP PSX CVI WES SU PBF MMP ….. ECA REN LPI RSPP NFX PE RRC PXD=Bottom (Energy)
ELEC(57): -2.28% Top=GRMN HIMX CRUS JBL AVGO SWKS FTV GLW ….. CAVM UCTT OCLR IPHI KEM SPWR COHR MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 10:27 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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