daytrend

08/08/2017

Filed under: Market Stats — daytrend @ 2:41 pm

Market Stats at 3:41 pm ET
by daytrend on 20170808. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20170808 3:41 pm ET)
13.7% of stocks are above yesterday’s high.
36.2% are above yesterday’s midpoint. (63.8% are below.)
34.0% are below yesterday’s low.
52.3% are inside yesterday’s range.
51.1% of stocks with today’s high > yesterday’s high. (48.9% less than).
55.8% of stocks with today’s low < yesterday’s low. (44.2% greater than).

EVIDENCE OF INTRADAY TREND (20170808 3:41 pm ET)
38.6% of stocks are above today’s open. (60.6% are below).
28.2% of stocks are above today’s open and yesterday’s close.
57.7% are below both.
5.8% of stocks opened above yesterday’s high.
21.6% of stocks opened above yesterday’s close. (71.5% opened below yesterday’s close).
14.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170808 3:41 pm ET)
0.9% of stocks are in the top 10% of today’s range.
4.3% are in the top 20%.
23.5% are in the top half. 76.5% of stocks are in the bottom half of today’s range.
41.5% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20170808 3:41 pm ET)
32.3% of stocks are above yesterday’s close. (67.7% are below.)
1.5% are up 4.5% or more. 1.5% are down 4.5% or more.
2.1% are up 3.5% or more. 2.9% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20170808 3:41 pm ET)
2-day: >=95:4.5%…>=90:9.0%…>=80:15.2%…>=50:38.7%…<=20:30.4%…<=10:15.6%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:44.1%…<=20:4.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170808 3:41 pm ET)
13.7% above previous 1 highs, 34.0% below previous 1 lows
9.4% above previous 2 highs, 25.3% below previous 2 lows
7.5% above previous 3 highs, 18.9% below previous 3 lows
6.4% above previous 4 highs, 15.2% below previous 4 lows
5.9% above previous 5 highs, 13.9% below previous 5 lows
5.4% above previous 6 highs, 12.9% below previous 6 lows
5.2% above previous 7 highs, 12.4% below previous 7 lows
4.3% above previous 8 highs, 11.2% below previous 8 lows
3.9% above previous 9 highs, 10.8% below previous 9 lows
3.8% above previous 10 highs, 10.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170808 3:41 pm ET)
32.3% are above or equal to 8/7 close (1 days ago), 67.7% are below.
42.5% are above or equal to 8/4 close (2 days ago), 57.5% are below.
52.1% are above or equal to 8/3 close (3 days ago), 47.9% are below.
46.2% are above or equal to 8/2 close (4 days ago), 53.8% are below.
38.7% are above or equal to 8/1 close (5 days ago), 61.3% are below.
42.9% are above or equal to 7/31 close (6 days ago), 57.1% are below.
44.9% are above or equal to 7/28 close (7 days ago), 55.1% are below.
40.8% are above or equal to 7/27 close (8 days ago), 59.2% are below.
41.3% are above or equal to 7/26 close (9 days ago), 58.7% are below.
36.3% are above or equal to 7/25 close (10 days ago), 63.7% are below.
42.8% are above or equal to 7/24 close (11 days ago), 57.2% are below.
43.0% are above or equal to 7/21 close (12 days ago), 57.0% are below.
42.7% are above or equal to 7/20 close (13 days ago), 57.3% are below.
40.0% are above or equal to 7/19 close (14 days ago), 60.0% are below.
46.1% are above or equal to 7/18 close (15 days ago), 53.9% are below.
45.8% are above or equal to 7/17 close (16 days ago), 54.2% are below.
46.5% are above or equal to 7/14 close (17 days ago), 53.5% are below.
49.3% are above or equal to 7/13 close (18 days ago), 50.7% are below.
50.6% are above or equal to 7/12 close (19 days ago), 49.4% are below.
55.4% are above or equal to 7/11 close (20 days ago), 44.6% are below.
55.6% are above or equal to 7/10 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170808 3:41 pm ET)
20d: 12.2% new highs, 11.7% new lows
21d: 12.2% new highs, 11.4% new lows
42d: 10.0% new highs, 7.9% new lows
63d: 8.6% new highs, 6.6% new lows
126d: 6.5% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170808 3:41 pm ET)
2-day: 31.3% above, 68.7% below
3-day: 36.8% above, 63.2% below
4-day: 43.6% above, 56.4% below
5-day: 43.7% above, 56.3% below
8-day: 41.2% above, 58.8% below
10-day: 40.9% above, 59.1% below
20-day: 42.5% above, 57.5% below
50-day: 51.7% above, 48.3% below
200-day: 61.4% above, 38.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170808 3:41 pm ET)
CONS(59): 0.40% Top=RL FOSL UAA SKX SEE EPC FL ELY ….. NWL CHD FBHS SPB KS HAS SCSS MAT=Bottom (Consumer)
DISV(54): 0.26% Top=ACM RBA WTW KTOS JEC AMN MYGN CXW ….. INFO MCO WEX ADS PAYX SSTK CNDT CAR=Bottom (Diversified Services)
FINA(91): 0.08% Top=JHG FITB BOFI PNC SYF AMP DFS FHN ….. LM ISBC WDR TWNK FII EFX ESNT WETF=Bottom (Banks/Financials)
INSU(33): -0.08% Top=AEL LNC MTG FNF MET CNO UNM ORI ….. AJG BRO AIG MMC AFSI RDN WRB MBI=Bottom (Insurance)
RETA(61): -0.20% Top=KORS DSW SHLD GPS CHS GES TGT TJX ….. LB AZO KAR LL RH GNC PAG W=Bottom (Retail & Specialty Retail)
ELEC(59): -0.28% Top=OCLR MTSI IPHI COHR AAOI KEM AMBA PI ….. NVDA FSLR BRKS AMD XPER CREE TTMI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(23): -0.28% Top=CENX AA SCCO STLD CCJ WPM TECK GG ….. AG CMC AEM NEM AGI FCX CLF SLCA=Bottom (Metals & Mining)
COHW(43): -0.29% Top=EFII VG UBNT FNSR ACIA VIAV ZAYO CIEN ….. ANET CUDA COMM CTL CNSL S FTR SYNA=Bottom (Computer Hardware/Telecom)
MATE(29): -0.40% Top=DY CBI PWR TMHC OC TPH GVA LEN ….. KBH WY FAST MAS MLM SRCL VMC EXP=Bottom (Materials & Construction)
MANU(36): -0.47% Top=AGCO BWXT DE RXN MHK HON CMI ROK ….. KMT SWK ETN DHR FLS JKS ATI DDD=Bottom (Manufacturing)
TRAN(25): -0.50% Top=NSC CSX KSU UNP ODFL JBHT CNI SWFT ….. TK CP ALK AAL LUV JBLU WAB EXPD=Bottom (Transportation)
HEAL(50): -0.51% Top=BKD NVRO GKOS MDXG OSUR MD ANTM AMED ….. NXTM XRAY TMO ZBH PKI OPK CYH THC=Bottom (Health)
COSW(88): -0.53% Top=LC TWLO BL ULTI JD SQ TTWO BIDU ….. MULE CTXS OTEX COTV IT SNAP ADP ZEN=Bottom (Computer Software/Internet)
REAL(101): -0.60% Top=GEO SC BXMT TWO DRE EDR AIV NLY ….. CBG PGRE SHO LHO CONE HST DRH INN=Bottom (Real Estate)
LEIS(43): -1.09% Top=GPRO RCL LQ SHAK ARMK BLMN DNKN TVPT ….. EXPE WYN HLT MAR DRI H SONC SEAS=Bottom (Leisure)
CHEM(30): -1.35% Top=AXTA AGU IFF MON POT CE VSM FMC ….. ASH MOS HUN UNVR OLN PAH CC ALB=Bottom (Chemicals/Fertilizers)
ENER(79): -1.53% Top=PXD RSPP OAS EGN PE EOG ECA SM ….. OII ETE CRZO REN SPN PDCE PAGP PAA=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 3:41 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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