daytrend

08/09/2017

Filed under: Market Stats — daytrend @ 9:40 am

Market Stats at 10:40 am ET
by daytrend on 20170809. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20170809 10:40 am ET)
5.8% of stocks are above yesterday’s high.
26.5% are above yesterday’s midpoint. (73.5% are below.)
34.2% are below yesterday’s low.
60.0% are inside yesterday’s range.
13.0% of stocks with today’s high > yesterday’s high. (87.0% less than).
66.3% of stocks with today’s low < yesterday’s low. (33.7% greater than).

EVIDENCE OF INTRADAY TREND (20170809 10:40 am ET)
55.4% of stocks are above today’s open. (43.3% are below).
27.9% of stocks are above today’s open and yesterday’s close.
39.9% are below both.
3.2% of stocks opened above yesterday’s high.
18.4% of stocks opened above yesterday’s close. (79.3% opened below yesterday’s close).
38.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170809 10:40 am ET)
13.2% of stocks are in the top 10% of today’s range.
25.7% are in the top 20%.
59.5% are in the top half. 40.5% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170809 10:40 am ET)
32.7% of stocks are above yesterday’s close. (67.3% are below.)
1.3% are up 4.5% or more. 1.2% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
75.1% are between +1% and -1%.

RSI on DAILY (20170809 10:40 am ET)
2-day: >=95:2.4%…>=90:5.3%…>=80:10.7%…>=50:31.1%…<=20:35.0%…<=10:17.8%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:41.5%…<=20:3.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:44.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170809 10:40 am ET)
5.8% above previous 1 highs, 34.2% below previous 1 lows
4.5% above previous 2 highs, 25.3% below previous 2 lows
3.9% above previous 3 highs, 20.5% below previous 3 lows
3.5% above previous 4 highs, 15.1% below previous 4 lows
3.1% above previous 5 highs, 13.1% below previous 5 lows
3.1% above previous 6 highs, 11.8% below previous 6 lows
2.8% above previous 7 highs, 10.2% below previous 7 lows
2.5% above previous 8 highs, 9.6% below previous 8 lows
2.5% above previous 9 highs, 9.0% below previous 9 lows
2.5% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170809 10:40 am ET)
32.7% are above or equal to 8/8 close (1 days ago), 67.3% are below.
29.3% are above or equal to 8/7 close (2 days ago), 70.7% are below.
38.2% are above or equal to 8/4 close (3 days ago), 61.8% are below.
45.7% are above or equal to 8/3 close (4 days ago), 54.3% are below.
43.0% are above or equal to 8/2 close (5 days ago), 57.0% are below.
35.0% are above or equal to 8/1 close (6 days ago), 65.0% are below.
39.8% are above or equal to 7/31 close (7 days ago), 60.2% are below.
41.5% are above or equal to 7/28 close (8 days ago), 58.5% are below.
38.7% are above or equal to 7/27 close (9 days ago), 61.3% are below.
38.1% are above or equal to 7/26 close (10 days ago), 61.9% are below.
34.5% are above or equal to 7/25 close (11 days ago), 65.5% are below.
41.0% are above or equal to 7/24 close (12 days ago), 59.0% are below.
41.5% are above or equal to 7/21 close (13 days ago), 58.5% are below.
39.5% are above or equal to 7/20 close (14 days ago), 60.5% are below.
38.7% are above or equal to 7/19 close (15 days ago), 61.3% are below.
45.1% are above or equal to 7/18 close (16 days ago), 54.9% are below.
42.9% are above or equal to 7/17 close (17 days ago), 57.1% are below.
43.9% are above or equal to 7/14 close (18 days ago), 56.1% are below.
47.7% are above or equal to 7/13 close (19 days ago), 52.3% are below.
49.2% are above or equal to 7/12 close (20 days ago), 50.8% are below.
53.5% are above or equal to 7/11 close (21 days ago), 46.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170809 10:40 am ET)
20d: 2.9% new highs, 15.0% new lows
21d: 2.9% new highs, 13.6% new lows
42d: 2.3% new highs, 8.7% new lows
63d: 2.0% new highs, 6.4% new lows
126d: 1.5% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170809 10:40 am ET)
2-day: 31.6% above, 68.4% below
3-day: 28.2% above, 71.8% below
4-day: 31.5% above, 68.5% below
5-day: 35.2% above, 64.8% below
8-day: 36.9% above, 63.1% below
10-day: 36.6% above, 63.4% below
20-day: 40.9% above, 59.1% below
50-day: 49.3% above, 50.7% below
200-day: 60.0% above, 40.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170809 10:40 am ET)
ENER(81): 0.44% Top=GPOR XEC ETE PAA ETP CLR PAGP RSPP ….. VLO RIG HFC CVI REN RDC DO CJ=Bottom (Energy)
META(23): 0.25% Top=FNV AGI GG PAAS ABX AG X AEM ….. CENX SLCA CMC STLD CLF NUE TECK AA=Bottom (Metals & Mining)
MATE(30): -0.12% Top=MLM DHI PWR WY FAST DY PHM MDR ….. USG BECN CBI TPH MDC VMC WCN SRCL=Bottom (Materials & Construction)
DISV(54): -0.14% Top=CAR MYGN CNDT YY KTOS HRB MAN VNTV ….. CATM URI ACM BAH CXW AL ZTO RBA=Bottom (Diversified Services)
TRAN(25): -0.25% Top=LUV UPS CP CSX CNI SWFT TRN WAB ….. ODFL AAL FDX CHRW EXPD DAL ALK TK=Bottom (Transportation)
CHEM(30): -0.26% Top=IFF TROX WLK FMC CE HUN SHW DD ….. VSM AGU POT ASH GRA OLN UNVR ALB=Bottom (Chemicals/Fertilizers)
COSW(90): -0.31% Top=DXC GDDY SNAP VEEV HDP CYBR PAYC BL ….. MTCH IT ACXM VIPS LC NUAN SINA TRIP=Bottom (Computer Software/Internet)
COHW(42): -0.31% Top=ZAYO KN VG HRS JNPR QCOM AAPL CCI ….. ANET CSCO PSTG CDW S FTR EFII ACIA=Bottom (Computer Hardware/Telecom)
MANU(37): -0.31% Top=BWXT CAT XYL MHK SNA PNR GE ETN ….. EMR CR PH RS ATI TEX ITT ZBRA=Bottom (Manufacturing)
INSU(33): -0.32% Top=MBI WRB AON TRV RDN PGR AJG MMC ….. AGO FAF CNO LNC AIG MET PRU AFSI=Bottom (Insurance)
REAL(102): -0.38% Top=DDR STWD OUT AMT NLY PGRE AGNC UDR ….. MPW DRH PEB CCP SBRA HPT HR LGIH=Bottom (Real Estate)
LEIS(43): -0.44% Top=WEN DPZ CMG CCL SEAS YUM WYN TXRH ….. HLT EAT HGV SBUX GPRO H MAR RRR=Bottom (Leisure)
ELEC(58): -0.55% Top=TSEM IPHI SIMO KLAC GRMN MTSI XPER GLW ….. CRUS CAVM COHR AMKR AMD HIMX OCLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -0.57% Top=KAR SHLD LL HD CPRT LB LOW KORS ….. CHS URBN NFLX SBH GES GPS DSW AEO=Bottom (Retail & Specialty Retail)
HEAL(52): -0.61% Top=OPK IRWD DGX ALGN VAR HLS LH MOH ….. MASI ZBH MD ESRX CYH PRAH THC XRAY=Bottom (Health)
CONS(58): -0.76% Top=RL EL ENR SCSS UAA SPB NKE CHD ….. BLL TUP MAT OI DECK PBI WWW FOSL=Bottom (Consumer)
FINA(91): -0.81% Top=ICE EFX CBOE APO STI JHG CME OMF ….. SF WBS UMPQ SIVB SCHW VOYA CLNS TWNK=Bottom (Banks/Financials)

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 10:40 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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