daytrend

08/02/2017

Filed under: Market Stats — daytrend @ 11:57 am

Market Stats at 12:57 pm 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 12:57 pm ET)
7.5% of stocks are above yesterday’s high.
27.0% are above yesterday’s midpoint. (73.0% are below.)
44.8% are below yesterday’s low.
47.7% are inside yesterday’s range.
34.9% of stocks with today’s high > yesterday’s high. (65.1% less than).
63.5% of stocks with today’s low < yesterday’s low. (36.5% greater than).

EVIDENCE OF INTRADAY TREND (20170802 12:57 pm ET)
25.9% of stocks are above today’s open. (73.0% are below).
17.6% of stocks are above today’s open and yesterday’s close.
70.4% are below both.
10.4% of stocks opened above yesterday’s high.
36.9% 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 12:57 pm ET)
4.1% of stocks are in the top 10% of today’s range.
8.9% are in the top 20%.
29.1% are in the top half. 70.9% of stocks are in the bottom half of today’s range.
36.4% are in the bottom 20%.
18.8% are in the bottom 10%.

GAIN (20170802 12:57 pm ET)
21.3% of stocks are above yesterday’s close. (78.7% are below.)
0.7% are up 4.5% or more. 4.7% are down 4.5% or more.
0.9% are up 3.5% or more. 8.4% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20170802 12:57 pm ET)
2-day: >=95:3.3%…>=90:5.3%…>=80:10.1%…>=50:28.2%…<=20:39.0%…<=10:20.6%…<=5:10.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:41.6%…<=20:3.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170802 12:57 pm ET)
7.5% above previous 1 highs, 44.8% below previous 1 lows
6.1% above previous 2 highs, 33.6% below previous 2 lows
5.2% above previous 3 highs, 27.6% below previous 3 lows
4.4% above previous 4 highs, 23.0% below previous 4 lows
3.5% above previous 5 highs, 21.8% below previous 5 lows
3.3% above previous 6 highs, 20.6% below previous 6 lows
3.3% above previous 7 highs, 19.2% below previous 7 lows
3.1% above previous 8 highs, 18.0% below previous 8 lows
3.1% above previous 9 highs, 17.3% below previous 9 lows
3.1% above previous 10 highs, 16.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170802 12:57 pm ET)
21.3% are above or equal to 8/1 close (1 days ago), 78.7% are below.
36.2% are above or equal to 7/31 close (2 days ago), 63.8% are below.
38.1% are above or equal to 7/28 close (3 days ago), 61.9% are below.
36.9% are above or equal to 7/27 close (4 days ago), 63.1% are below.
34.8% are above or equal to 7/26 close (5 days ago), 65.2% are below.
31.7% are above or equal to 7/25 close (6 days ago), 68.3% are below.
41.3% are above or equal to 7/24 close (7 days ago), 58.7% are below.
41.5% are above or equal to 7/21 close (8 days ago), 58.5% are below.
40.5% are above or equal to 7/20 close (9 days ago), 59.5% are below.
37.1% are above or equal to 7/19 close (10 days ago), 62.9% are below.
44.6% are above or equal to 7/18 close (11 days ago), 55.4% are below.
44.0% are above or equal to 7/17 close (12 days ago), 56.0% are below.
43.8% are above or equal to 7/14 close (13 days ago), 56.2% are below.
47.3% are above or equal to 7/13 close (14 days ago), 52.7% are below.
51.0% are above or equal to 7/12 close (15 days ago), 49.0% are below.
56.8% are above or equal to 7/11 close (16 days ago), 43.2% are below.
57.9% are above or equal to 7/10 close (17 days ago), 42.1% are below.
57.1% are above or equal to 7/7 close (18 days ago), 42.9% are below.
61.5% are above or equal to 7/6 close (19 days ago), 38.5% are below.
53.8% are above or equal to 7/5 close (20 days ago), 46.2% are below.
50.5% are above or equal to 7/3 close (21 days ago), 49.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170802 12:57 pm ET)
20d: 9.7% new highs, 12.2% new lows
21d: 9.2% new highs, 12.2% new lows
42d: 7.4% new highs, 8.2% new lows
63d: 6.4% new highs, 5.8% new lows
126d: 5.0% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170802 12:57 pm ET)
2-day: 20.6% above, 79.4% below
3-day: 27.9% above, 72.1% below
4-day: 31.7% above, 68.3% below
5-day: 32.7% above, 67.3% below
8-day: 32.5% above, 67.5% below
10-day: 35.8% above, 64.2% below
20-day: 45.4% above, 54.6% below
50-day: 54.2% above, 45.8% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170802 12:57 pm ET)
CHEM(29): -0.08% Top=FMC OLN PPG ALB SMG CE POT SHW ….. GRA CF TROX UNVR HUN CC ASH MOS=Bottom (Chemicals/Fertilizers)
MANU(37): -0.26% Top=AME WBT DOV HON EMR XYL AOS ATI ….. SNA PH ITT DDD KMT MRC TEX JKS=Bottom (Manufacturing)
TRAN(25): -0.26% Top=CHRW FDX CP CNI UPS KSU UNP GWR ….. WAB CSX LUV NSC UAL AAL SAVE TRN=Bottom (Transportation)
META(23): -0.30% Top=FNV AA CENX X CNX NEM WPM CCJ ….. GG RGLD AEM FCX NUE STLD CLF AG=Bottom (Metals & Mining)
INSU(34): -0.34% Top=ALL CINF VR XL ACGL AFL AGO FNF ….. AFSI WLTW MTG MET CNO RDN AEL MBI=Bottom (Insurance)
MATE(27): -0.49% Top=SUM VMC MDR MLM EXP PHM DHI LEN ….. KBH CBI USG SRCL WY GVA TMHC MDC=Bottom (Materials & Construction)
LEIS(40): -0.68% Top=PZZA DPZ MCD YUM SBUX CMG YUMC SONC ….. H HLT WYNN MAR WYN SIX BLMN SEAS=Bottom (Leisure)
FINA(93): -0.75% Top=VOYA BSAC CFR SYF OZRK RF PB STT ….. BEN SF LM JHG BOFI WETF WDR YRD=Bottom (Banks/Financials)
COHW(40): -0.80% Top=AAPL FTR CTL TDC BCE COMM TMUS TU ….. WDC S PANW VIAV ACIA ANET FNSR SYNA=Bottom (Computer Hardware/Telecom)
ENER(77): -0.92% Top=HFC CVI FANG NOV RIG CVE NBR MRO ….. REN ECA GPOR PE SM NFX PXD RRC=Bottom (Energy)
DISV(49): -1.00% Top=KBR SERV ATGE R SBAC FLT MA ADS ….. ZTO YY CAR FISV ULTA VRSK CXW WTW=Bottom (Diversified Services)
CONS(60): -1.10% Top=HBI FL ECL VFC UAA EPC CRI CCK ….. DECK GOOS COH IRBT SCSS FN FOSL ENR=Bottom (Consumer)
HEAL(47): -1.34% Top=DXCM ANTM CNC PKI TMO UNH AET BKD ….. THC IART MDXG OSUR TVTY CYH RMD DVA=Bottom (Health)
REAL(99): -1.40% Top=AMT MFA KRC EXR EQR TWO DRE ARI ….. DDR GPT WPG SKT CBL EPR GGP PEI=Bottom (Real Estate)
RETA(59): -1.45% Top=LL COST WMT ORLY DKS GME HD AAP ….. LB BURL SHLD TIF JWN FND DDS AN=Bottom (Retail & Specialty Retail)
COSW(83): -1.97% Top=ELLI SABR MTCH IAC SSNC IBM DOX FIS ….. SQ TEAM VEEV PAYC SNAP CYBR SHOP MULE=Bottom (Computer Software/Internet)
ELEC(57): -2.91% Top=GRMN HIMX AVGO JBL FTV GLW CRUS APH ….. AAOI MXL KEM IPHI OCLR 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 12:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: