daytrend

08/07/2017

Filed under: Market Stats — daytrend @ 11:32 am

Market Stats at 12:32 pm ET
by daytrend on 20170807. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

COMPARED TO YESTERDAY’S RANGE (20170807 12:32 pm ET)
25.5% of stocks are above yesterday’s high.
56.4% are above yesterday’s midpoint. (43.6% are below.)
16.1% are below yesterday’s low.
58.4% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
34.9% of stocks with today’s low < yesterday’s low. (65.1% greater than).

EVIDENCE OF INTRADAY TREND (20170807 12:32 pm ET)
52.7% of stocks are above today’s open. (46.2% are below).
48.2% of stocks are above today’s open and yesterday’s close.
40.6% are below both.
8.9% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (40.7% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170807 12:32 pm ET)
15.7% of stocks are in the top 10% of today’s range.
28.4% are in the top 20%.
57.8% are in the top half. 42.2% of stocks are in the bottom half of today’s range.
13.9% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20170807 12:32 pm ET)
54.5% of stocks are above yesterday’s close. (45.5% are below.)
1.4% are up 4.5% or more. 0.9% are down 4.5% or more.
2.8% are up 3.5% or more. 2.0% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20170807 12:32 pm ET)
2-day: >=95:5.5%…>=90:11.5%…>=80:24.5%…>=50:56.6%…<=20:17.8%…<=10:10.0%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:50.3%…<=20:3.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:53.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170807 12:32 pm ET)
25.5% above previous 1 highs, 16.1% below previous 1 lows
18.6% above previous 2 highs, 9.2% below previous 2 lows
14.1% above previous 3 highs, 7.8% below previous 3 lows
11.7% above previous 4 highs, 7.5% below previous 4 lows
10.6% above previous 5 highs, 6.9% below previous 5 lows
8.7% above previous 6 highs, 6.2% below previous 6 lows
7.1% above previous 7 highs, 5.7% below previous 7 lows
6.3% above previous 8 highs, 5.3% below previous 8 lows
6.2% above previous 9 highs, 5.1% below previous 9 lows
6.1% above previous 10 highs, 4.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170807 12:32 pm ET)
54.5% are above or equal to 8/4 close (1 days ago), 45.5% are below.
64.2% are above or equal to 8/3 close (2 days ago), 35.8% are below.
54.8% are above or equal to 8/2 close (3 days ago), 45.2% are below.
43.9% are above or equal to 8/1 close (4 days ago), 56.1% are below.
49.7% are above or equal to 7/31 close (5 days ago), 50.3% are below.
49.2% are above or equal to 7/28 close (6 days ago), 50.8% are below.
46.1% are above or equal to 7/27 close (7 days ago), 53.9% are below.
45.1% are above or equal to 7/26 close (8 days ago), 54.9% are below.
39.7% are above or equal to 7/25 close (9 days ago), 60.3% are below.
47.7% are above or equal to 7/24 close (10 days ago), 52.3% are below.
47.6% are above or equal to 7/21 close (11 days ago), 52.4% are below.
47.1% are above or equal to 7/20 close (12 days ago), 52.9% are below.
43.5% are above or equal to 7/19 close (13 days ago), 56.5% are below.
49.2% are above or equal to 7/18 close (14 days ago), 50.8% are below.
48.7% are above or equal to 7/17 close (15 days ago), 51.3% are below.
49.8% are above or equal to 7/14 close (16 days ago), 50.2% are below.
53.3% are above or equal to 7/13 close (17 days ago), 46.7% are below.
53.6% are above or equal to 7/12 close (18 days ago), 46.4% are below.
58.1% are above or equal to 7/11 close (19 days ago), 41.9% are below.
59.2% are above or equal to 7/10 close (20 days ago), 40.8% are below.
58.3% are above or equal to 7/7 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170807 12:32 pm ET)
20d: 8.3% new highs, 7.5% new lows
21d: 8.2% new highs, 7.0% new lows
42d: 6.5% new highs, 5.2% new lows
63d: 5.3% new highs, 4.6% new lows
126d: 4.1% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170807 12:32 pm ET)
2-day: 53.6% above, 46.4% below
3-day: 61.5% above, 38.5% below
4-day: 57.4% above, 42.6% below
5-day: 53.3% above, 46.7% below
8-day: 50.2% above, 49.8% below
10-day: 47.3% above, 52.7% below
20-day: 48.3% above, 51.7% below
50-day: 54.8% above, 45.2% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170807 12:32 pm ET)
ELEC(58): 1.92% Top=AAOI KEM CSIQ HIMX TTMI ON UCTT TSEM ….. AMBA GLW MSCC WAT CRUS FTV BRKR AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 1.00% Top=RH SHLD BBBY BABA WSM TLRD MIK BBY ….. KAR URBN GNC CASY TIF MELI AAP DKS=Bottom (Retail & Specialty Retail)
META(23): 0.71% Top=X CMC CENX CLF FCX AA TECK AGI ….. AEM RGLD PAAS WPM FNV AG CNX SLCA=Bottom (Metals & Mining)
LEIS(42): 0.69% Top=GPRO EAT PZZA WING BYD MLCO TXRH WYNN ….. EXPE ARMK SIX RCL CMG WEN DNKN SEAS=Bottom (Leisure)
CONS(57): 0.57% Top=IRBT SCSS GIII PVH TPX RL PBI OI ….. CHD KS LEG SPB FL WRK MAT FOSL=Bottom (Consumer)
COHW(43): 0.42% Top=EFII FNSR ACIA TDS VIAV ANET CIEN CNSL ….. KN SYNA MSI CCI S INFN BBRY ATUS=Bottom (Computer Hardware/Telecom)
COSW(87): 0.37% Top=GRUB YELP TWLO SINA NTNX TTWO VIPS TTD ….. COTV SABR IBM ULTI OTEX CSOD ACXM ZEN=Bottom (Computer Software/Internet)
FINA(91): 0.21% Top=YRD NAVI APO OMF WDR ESNT SYF CBOE ….. PBCT ZION CFR WU PNC BKU NYCB UMPQ=Bottom (Banks/Financials)
DISV(53): 0.17% Top=YY WTW ZTO CAR MYGN KBR ATGE CATM ….. RCII RRD CNDT FLT RBA FDC BAH CXW=Bottom (Diversified Services)
TRAN(25): 0.16% Top=TK TRN NSC CSX SWFT GWR DAL CNI ….. CP AAL EXPD FDX WAB SAVE CHRW LUV=Bottom (Transportation)
REAL(102): -0.01% Top=UNIT SC DDR CBL PEI GGP WPG RLGY ….. RLJ PGRE HTA HCP BXP STAG OUT GEO=Bottom (Real Estate)
HEAL(47): -0.03% Top=OSUR ALGN PKI MASI OPK HLS IART TVTY ….. MOH MD DVA ESRX CYH THC IRWD BKD=Bottom (Health)
MANU(38): -0.08% Top=ATI JKS SNA CRS RS DOV GGG ROK ….. TEX PH ITT ITW HON FLS MRC DDD=Bottom (Manufacturing)
CHEM(30): -0.13% Top=ALB VSM HUN CC CE EMN OLN SMG ….. AXTA GRA PAH CF MOS AGU POT UNVR=Bottom (Chemicals/Fertilizers)
MATE(29): -0.21% Top=TMHC BECN MDR KBH SUM WCN MLM SRCL ….. DHI PHM FAST DY USG MDC FLR CBI=Bottom (Materials & Construction)
INSU(33): -0.27% Top=CNO RDN MBI AEL MTG AFSI AGO AON ….. UNM HIG TRV ACGL PRU LNC VR MET=Bottom (Insurance)
ENER(80): -1.50% Top=CRC XOG INT MDU MTDR VVV AR MMP ….. DVN HP PXD NFX QEP HK SPN SM=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 12:32 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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