daytrend

08/09/2017

Filed under: Market Stats — daytrend @ 2:30 pm

Market Stats at 3:30 pm 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 3:30 pm ET)
7.6% of stocks are above yesterday’s high.
23.8% are above yesterday’s midpoint. (76.2% are below.)
44.3% are below yesterday’s low.
48.1% are inside yesterday’s range.
17.5% of stocks with today’s high > yesterday’s high. (82.5% less than).
74.0% of stocks with today’s low < yesterday’s low. (26.0% greater than).

EVIDENCE OF INTRADAY TREND (20170809 3:30 pm ET)
44.8% of stocks are above today’s open. (54.0% are below).
25.4% of stocks are above today’s open and yesterday’s close.
51.5% 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 3:30 pm ET)
7.7% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
43.9% are in the top half. 56.1% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
9.8% are in the bottom 10%.

GAIN (20170809 3:30 pm ET)
29.2% of stocks are above yesterday’s close. (70.8% are below.)
1.1% are up 4.5% or more. 2.2% are down 4.5% or more.
1.8% are up 3.5% or more. 3.3% are down 3.5% or more.
59.7% are between +1% and -1%.

RSI on DAILY (20170809 3:30 pm ET)
2-day: >=95:2.9%…>=90:5.8%…>=80:10.5%…>=50:27.6%…<=20:40.8%…<=10:21.8%…<=5:10.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:39.7%…<=20:4.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:42.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170809 3:30 pm ET)
7.6% above previous 1 highs, 44.3% below previous 1 lows
5.5% above previous 2 highs, 34.9% below previous 2 lows
5.2% above previous 3 highs, 29.0% below previous 3 lows
4.4% above previous 4 highs, 22.7% below previous 4 lows
3.6% above previous 5 highs, 19.8% below previous 5 lows
3.4% above previous 6 highs, 18.3% below previous 6 lows
3.3% above previous 7 highs, 16.4% below previous 7 lows
3.1% above previous 8 highs, 15.3% below previous 8 lows
2.6% above previous 9 highs, 14.3% below previous 9 lows
2.6% above previous 10 highs, 13.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170809 3:30 pm ET)
29.2% are above or equal to 8/8 close (1 days ago), 70.8% are below.
25.2% are above or equal to 8/7 close (2 days ago), 74.8% are below.
34.8% are above or equal to 8/4 close (3 days ago), 65.2% are below.
43.2% are above or equal to 8/3 close (4 days ago), 56.8% are below.
41.3% are above or equal to 8/2 close (5 days ago), 58.7% are below.
33.0% are above or equal to 8/1 close (6 days ago), 67.0% are below.
38.6% are above or equal to 7/31 close (7 days ago), 61.4% are below.
38.7% are above or equal to 7/28 close (8 days ago), 61.3% are below.
36.2% are above or equal to 7/27 close (9 days ago), 63.8% are below.
36.5% are above or equal to 7/26 close (10 days ago), 63.5% are below.
33.7% are above or equal to 7/25 close (11 days ago), 66.3% are below.
39.2% are above or equal to 7/24 close (12 days ago), 60.8% are below.
39.7% are above or equal to 7/21 close (13 days ago), 60.3% are below.
38.8% are above or equal to 7/20 close (14 days ago), 61.2% are below.
37.2% are above or equal to 7/19 close (15 days ago), 62.8% are below.
42.8% are above or equal to 7/18 close (16 days ago), 57.2% are below.
41.5% are above or equal to 7/17 close (17 days ago), 58.5% are below.
41.9% are above or equal to 7/14 close (18 days ago), 58.1% are below.
46.3% are above or equal to 7/13 close (19 days ago), 53.7% are below.
47.7% are above or equal to 7/12 close (20 days ago), 52.3% are below.
53.1% are above or equal to 7/11 close (21 days ago), 46.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170809 3:30 pm ET)
20d: 4.1% new highs, 20.0% new lows
21d: 4.1% new highs, 18.5% new lows
42d: 3.4% new highs, 11.6% new lows
63d: 3.0% new highs, 8.4% new lows
126d: 2.5% new highs, 6.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170809 3:30 pm ET)
2-day: 28.3% above, 71.7% below
3-day: 24.4% above, 75.6% below
4-day: 27.5% above, 72.5% below
5-day: 31.5% above, 68.5% below
8-day: 33.2% above, 66.8% below
10-day: 34.3% above, 65.7% below
20-day: 38.3% above, 61.7% below
50-day: 48.0% above, 52.0% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170809 3:30 pm ET)
META(23): 0.38% Top=FNV AGI AG ABX PAAS SLCA WPM GG ….. X CENX NUE STLD CMC TECK CLF AA=Bottom (Metals & Mining)
ENER(81): -0.05% Top=XEC CLR ETE GPOR REN RSPP ETP PAA ….. RIG MPC DK DO RDC SPN CVI CJ=Bottom (Energy)
INSU(33): -0.15% Top=MBI WRB RDN AON TRV VR MTG PGR ….. AGO FNF AIG MET FAF LNC PRU AFSI=Bottom (Insurance)
DISV(54): -0.21% Top=MYGN CAR CNDT KTOS VNTV YY HRB WEX ….. AMN ATGE ACM BAH CXW AL ZTO RBA=Bottom (Diversified Services)
TRAN(25): -0.33% Top=SWFT CSX JBHT CP UNP UPS GWR NSC ….. WAB XPO CHRW ALK UAL DAL AAL TK=Bottom (Transportation)
COSW(90): -0.44% Top=DXC SNAP GDDY TRIP EQIX VEEV NTES ADP ….. IT SSNC ACXM SABR VIPS MDRX TWOU LC=Bottom (Computer Software/Internet)
MATE(30): -0.54% Top=FAST MLM PWR TPH DHI PHM OC EXP ….. WCN MDR KBH MAS TMHC CBI MDC SRCL=Bottom (Materials & Construction)
COHW(42): -0.56% Top=VG ZAYO HRS QCOM VRSN CCI AAPL JNPR ….. ANET CDW INFN EFII CIEN S FNSR ACIA=Bottom (Computer Hardware/Telecom)
MANU(37): -0.63% Top=MRC SNA GE DDD BWXT ETN HON DOV ….. CR ATI ITT LECO TEX FLS KMT ZBRA=Bottom (Manufacturing)
LEIS(43): -0.63% Top=WEN YUM TVPT YUMC EXPE DPZ RCL CCL ….. EAT SBUX STAY MAR H HGV RRR GPRO=Bottom (Leisure)
RETA(60): -0.65% Top=KAR SHLD LL CPRT AN HD LOW ETSY ….. SIG SBH TLRD CHS GPS URBN W DSW=Bottom (Retail & Specialty Retail)
REAL(102): -0.66% Top=STWD DDR SRC AGNC NLY MAA TWO MFA ….. CCP RLJ HR DRH SBRA UNIT HPT LGIH=Bottom (Real Estate)
CHEM(30): -0.71% Top=IFF CF SHW WLK FMC PX DD DOW ….. MOS ASH VSM CC ALB OLN UNVR PAH=Bottom (Chemicals/Fertilizers)
ELEC(58): -0.94% Top=IPHI TSEM UCTT GRMN BRKS IPGP SIMO KLAC ….. MTSI CAVM COHR HIMX AMKR AAOI OCLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(91): -1.06% Top=ICE CBOE NDAQ CME BOFI JHG BLK APO ….. KKR SIVB VOYA ATH WETF WDR CLNS TWNK=Bottom (Banks/Financials)
HEAL(52): -1.06% Top=OPK ALGN BAX BDX ANTM DGX CNC LH ….. AMED NVRO CYH MD GKOS THC PRAH XRAY=Bottom (Health)
CONS(58): -1.29% Top=EL ECL NKE CHD GPK PG EPC BERY ….. OI BLL DECK MAT PBI GIII WWW FOSL=Bottom (Consumer)

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 3:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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