daytrend

08/07/2017

Filed under: Market Stats — daytrend @ 1:48 pm

Market Stats at 2:47 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 2:47 pm ET)
26.4% of stocks are above yesterday’s high.
53.8% are above yesterday’s midpoint. (46.2% are below.)
17.4% are below yesterday’s low.
56.3% are inside yesterday’s range.
44.9% of stocks with today’s high > yesterday’s high. (55.1% less than).
37.7% of stocks with today’s low < yesterday’s low. (62.3% greater than).

EVIDENCE OF INTRADAY TREND (20170807 2:47 pm ET)
52.4% of stocks are above today’s open. (46.8% are below).
48.9% of stocks are above today’s open and yesterday’s close.
41.3% 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 2:47 pm ET)
11.2% of stocks are in the top 10% of today’s range.
23.1% are in the top 20%.
57.4% are in the top half. 42.6% of stocks are in the bottom half of today’s range.
17.2% are in the bottom 20%.
10.6% are in the bottom 10%.

GAIN (20170807 2:47 pm ET)
55.3% of stocks are above yesterday’s close. (44.7% are below.)
1.4% are up 4.5% or more. 1.4% are down 4.5% or more.
2.7% are up 3.5% or more. 3.6% are down 3.5% or more.
61.8% are between +1% and -1%.

RSI on DAILY (20170807 2:47 pm ET)
2-day: >=95:5.3%…>=90:11.5%…>=80:25.4%…>=50:54.4%…<=20:18.6%…<=10:10.9%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:49.4%…<=20:3.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:52.1%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170807 2:47 pm ET)
26.4% above previous 1 highs, 17.4% below previous 1 lows
19.0% above previous 2 highs, 11.3% below previous 2 lows
14.6% above previous 3 highs, 9.3% below previous 3 lows
11.8% above previous 4 highs, 8.7% below previous 4 lows
10.6% above previous 5 highs, 7.8% below previous 5 lows
8.9% above previous 6 highs, 7.0% below previous 6 lows
7.3% above previous 7 highs, 6.3% below previous 7 lows
6.2% above previous 8 highs, 6.1% below previous 8 lows
5.9% above previous 9 highs, 5.9% below previous 9 lows
5.8% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170807 2:47 pm ET)
55.3% are above or equal to 8/4 close (1 days ago), 44.7% are below.
64.5% are above or equal to 8/3 close (2 days ago), 35.5% are below.
53.9% are above or equal to 8/2 close (3 days ago), 46.1% are below.
43.4% are above or equal to 8/1 close (4 days ago), 56.6% are below.
49.5% are above or equal to 7/31 close (5 days ago), 50.5% are below.
49.2% are above or equal to 7/28 close (6 days ago), 50.8% are below.
45.9% are above or equal to 7/27 close (7 days ago), 54.1% are below.
43.9% are above or equal to 7/26 close (8 days ago), 56.1% are below.
39.6% are above or equal to 7/25 close (9 days ago), 60.4% are below.
46.8% are above or equal to 7/24 close (10 days ago), 53.2% are below.
47.1% are above or equal to 7/21 close (11 days ago), 52.9% are below.
46.3% are above or equal to 7/20 close (12 days ago), 53.7% are below.
42.9% are above or equal to 7/19 close (13 days ago), 57.1% are below.
48.9% are above or equal to 7/18 close (14 days ago), 51.1% are below.
48.1% are above or equal to 7/17 close (15 days ago), 51.9% are below.
49.7% are above or equal to 7/14 close (16 days ago), 50.3% are below.
52.5% are above or equal to 7/13 close (17 days ago), 47.5% are below.
53.4% are above or equal to 7/12 close (18 days ago), 46.6% are below.
57.6% are above or equal to 7/11 close (19 days ago), 42.4% are below.
58.8% are above or equal to 7/10 close (20 days ago), 41.2% are below.
58.0% are above or equal to 7/7 close (21 days ago), 42.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170807 2:47 pm ET)
20d: 9.2% new highs, 8.2% new lows
21d: 9.1% new highs, 7.6% new lows
42d: 7.0% new highs, 5.6% new lows
63d: 5.9% new highs, 4.9% new lows
126d: 4.6% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170807 2:47 pm ET)
2-day: 54.2% above, 45.8% below
3-day: 59.2% above, 40.8% below
4-day: 56.7% above, 43.3% below
5-day: 53.1% above, 46.9% below
8-day: 50.4% above, 49.6% below
10-day: 46.3% above, 53.7% below
20-day: 47.1% above, 52.9% below
50-day: 54.5% above, 45.5% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170807 2:47 pm ET)
ELEC(58): 1.88% Top=ON AAOI KEM HIMX CSIQ TTMI UCTT SPWR ….. CRUS GLW SIMO MSCC FTV BRKR AYI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 0.89% Top=SFM BABA RH WSM KSS SHLD AN BBBY ….. ROST CHS BID MELI TIF URBN AAP DKS=Bottom (Retail & Specialty Retail)
LEIS(42): 0.59% Top=GPRO EAT PZZA MLCO WING BYD TXRH WYNN ….. DPZ EXPE RCL SIX WEN CMG DNKN SEAS=Bottom (Leisure)
CONS(57): 0.50% Top=IRBT SCSS PBI PVH RL EL OI COTY ….. FL LEG SKX SPB VSTO ECL MAT FOSL=Bottom (Consumer)
COSW(87): 0.45% Top=GRUB TTD YELP SINA TWLO NTNX TTWO VIPS ….. SYMC DATA CSOD IAC SABR OTEX ACXM ZEN=Bottom (Computer Software/Internet)
META(23): 0.34% Top=CENX X FCX CMC TECK CLF STLD AA ….. ABX WPM RGLD FNV PAAS CNX AG SLCA=Bottom (Metals & Mining)
FINA(91): 0.31% Top=YRD APO ESNT NAVI BGCP OMF LM WDR ….. FMBI PBCT PNC UMPQ FNB WU BKU NYCB=Bottom (Banks/Financials)
COHW(43): 0.31% Top=EFII FNSR ACIA TDS VIAV ANET CNSL AAPL ….. MSI CTL CCI S KN INFN BBRY ATUS=Bottom (Computer Hardware/Telecom)
DISV(53): 0.30% Top=WTW YY ZTO CAR KBR VNTV AMN ILG ….. RBA FLT RRD RCII FDC CNDT BAH CXW=Bottom (Diversified Services)
TRAN(25): 0.08% Top=TRN CSX NSC SWFT XPO GWR CNI KSU ….. CP WAB UAL EXPD JBLU CHRW SAVE LUV=Bottom (Transportation)
HEAL(47): 0.06% Top=OSUR GKOS IART ALGN PKI HLS OPK MASI ….. MD UHS THC DVA MOH NUVA IRWD BKD=Bottom (Health)
REAL(102): -0.08% Top=UNIT SC GGP CBL PEI DDR MAC TCO ….. PGRE KRC PLD REXR FR OUT STAG GEO=Bottom (Real Estate)
MANU(38): -0.17% Top=JKS ATI SNA RS CRS DOV GGG ROK ….. ITW HON RXN PH FLS ITT MRC DDD=Bottom (Manufacturing)
CHEM(30): -0.24% Top=ALB VSM HUN CE TROX CC EMN WLK ….. AXTA CF GRA PAH POT AGU MOS UNVR=Bottom (Chemicals/Fertilizers)
MATE(29): -0.37% Top=BECN TMHC WCN SRCL KBH MLM LEN TPH ….. VMC PHM DY MDC FLR FAST USG CBI=Bottom (Materials & Construction)
INSU(33): -0.42% Top=CNO AEL RDN AFSI XL CLGX MTG MBI ….. PRU BRO WRB ORI TRV ACGL VR MET=Bottom (Insurance)
ENER(80): -1.88% Top=CRC XOG INT MTDR MDU VVV FANG MMP ….. PTEN HK PE CRZO QEP NFX SM NBR=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 2:47 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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