daytrend

08/10/2017

Filed under: Market Stats — daytrend @ 9:48 am

Market Stats at 10:47 am ET
by daytrend on 20170810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20170810 10:47 am ET)
6.1% of stocks are above yesterday’s high.
23.0% are above yesterday’s midpoint. (77.0% are below.)
45.4% are below yesterday’s low.
48.5% are inside yesterday’s range.
14.8% of stocks with today’s high > yesterday’s high. (85.2% less than).
64.8% of stocks with today’s low < yesterday’s low. (35.2% greater than).

EVIDENCE OF INTRADAY TREND (20170810 10:47 am ET)
29.9% of stocks are above today’s open. (69.0% are below).
15.4% of stocks are above today’s open and yesterday’s close.
67.0% are below both.
3.4% of stocks opened above yesterday’s high.
12.5% of stocks opened above yesterday’s close. (85.2% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170810 10:47 am ET)
3.9% of stocks are in the top 10% of today’s range.
8.4% are in the top 20%.
33.1% are in the top half. 66.9% of stocks are in the bottom half of today’s range.
27.0% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20170810 10:47 am ET)
18.3% of stocks are above yesterday’s close. (81.7% are below.)
0.9% are up 4.5% or more. 1.9% are down 4.5% or more.
1.0% are up 3.5% or more. 3.1% are down 3.5% or more.
53.2% are between +1% and -1%.

RSI on DAILY (20170810 10:47 am ET)
2-day: >=95:1.4%…>=90:3.1%…>=80:5.9%…>=50:17.5%…<=20:57.6%…<=10:37.4%…<=5:18.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:30.2%…<=20:5.4%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.8%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 10:47 am ET)
6.1% above previous 1 highs, 45.4% below previous 1 lows
4.1% above previous 2 highs, 41.8% below previous 2 lows
3.8% above previous 3 highs, 37.8% below previous 3 lows
3.4% above previous 4 highs, 34.5% below previous 4 lows
2.4% above previous 5 highs, 29.7% below previous 5 lows
2.2% above previous 6 highs, 27.1% below previous 6 lows
2.2% above previous 7 highs, 25.5% below previous 7 lows
2.0% above previous 8 highs, 23.9% below previous 8 lows
2.0% above previous 9 highs, 21.3% below previous 9 lows
1.9% above previous 10 highs, 19.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 10:47 am ET)
18.3% are above or equal to 8/9 close (1 days ago), 81.7% are below.
22.3% are above or equal to 8/8 close (2 days ago), 77.7% are below.
20.0% are above or equal to 8/7 close (3 days ago), 80.0% are below.
24.7% are above or equal to 8/4 close (4 days ago), 75.3% are below.
32.9% are above or equal to 8/3 close (5 days ago), 67.1% are below.
31.0% are above or equal to 8/2 close (6 days ago), 69.0% are below.
24.5% are above or equal to 8/1 close (7 days ago), 75.5% are below.
30.8% are above or equal to 7/31 close (8 days ago), 69.2% are below.
31.9% are above or equal to 7/28 close (9 days ago), 68.1% are below.
31.5% are above or equal to 7/27 close (10 days ago), 68.5% are below.
29.3% are above or equal to 7/26 close (11 days ago), 70.7% are below.
29.6% are above or equal to 7/25 close (12 days ago), 70.4% are below.
34.9% are above or equal to 7/24 close (13 days ago), 65.1% are below.
35.1% are above or equal to 7/21 close (14 days ago), 64.9% are below.
34.6% are above or equal to 7/20 close (15 days ago), 65.4% are below.
34.1% are above or equal to 7/19 close (16 days ago), 65.9% are below.
40.1% are above or equal to 7/18 close (17 days ago), 59.9% are below.
37.7% are above or equal to 7/17 close (18 days ago), 62.3% are below.
38.5% are above or equal to 7/14 close (19 days ago), 61.5% are below.
42.7% are above or equal to 7/13 close (20 days ago), 57.3% are below.
44.1% are above or equal to 7/12 close (21 days ago), 55.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 10:47 am ET)
20d: 3.3% new highs, 21.5% new lows
21d: 3.3% new highs, 20.8% new lows
42d: 2.5% new highs, 12.4% new lows
63d: 2.2% new highs, 8.0% new lows
126d: 1.4% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 10:47 am ET)
2-day: 17.1% above, 82.9% below
3-day: 17.9% above, 82.1% below
4-day: 18.4% above, 81.6% below
5-day: 19.1% above, 80.9% below
8-day: 22.7% above, 77.3% below
10-day: 24.7% above, 75.3% below
20-day: 31.1% above, 68.9% below
50-day: 41.6% above, 58.4% below
200-day: 57.2% above, 42.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 10:47 am ET)
META(23): 1.44% Top=PAAS AG AEM RGLD FNV SLCA ABX X ….. STLD WPM NUE AA FCX TECK SCCO CCJ=Bottom (Metals & Mining)
ENER(81): 0.66% Top=CRZO XOG PAGP HK WPX CLR GPOR REN ….. MDU VLO PBF XOM BPL DK ANDV HFC=Bottom (Energy)
REAL(103): -0.36% Top=SFR AMH DDR HR INN OHI OFC GOV ….. SC ACC MAC CBG UNIT PEI WPG CBL=Bottom (Real Estate)
LEIS(43): -0.41% Top=PLNT SONC JACK DRI PZZA MCD BLMN EAT ….. MGM MAR WEN RCL CMG RRR GPRO SEAS=Bottom (Leisure)
CHEM(29): -0.49% Top=CF PAH WLK MOS SMG POL ASH TROX ….. AXTA IFF CE ALB RPM PPG UNVR CC=Bottom (Chemicals/Fertilizers)
DISV(56): -0.70% Top=VNTV MYGN WTW CXW BAH LDOS CNDT JEC ….. RBA ZTO YY SSTK ADS RRD KBR ZG=Bottom (Diversified Services)
INSU(33): -0.70% Top=MBI AGO FAF CINF AEL ALL WLTW MMC ….. UNM FNF AIG AFSI LNC PRU MTG MET=Bottom (Insurance)
TRAN(25): -0.74% Top=UNP JBHT NSC DAL TRN ALK SWFT FDX ….. EXPD GWR CNI SAVE UAL JBLU AAL XPO=Bottom (Transportation)
CONS(58): -0.78% Top=VSTO FOSL UFS EPC PG SPB ENR CL ….. PAY OI WWW IRBT PBI HBI CRI SCSS=Bottom (Consumer)
HEAL(52): -0.84% Top=PRAH MD BDX VAR HCA BCR HLS MOH ….. HOLX NUVA WST OSUR MASI OPK MDXG NVRO=Bottom (Health)
COHW(44): -1.07% Top=SSYS CNSL VSAT UBNT T CTL HRS LVLT ….. WDC EFII FNSR INFN VIAV VG ACIA SYNA=Bottom (Computer Hardware/Telecom)
MANU(38): -1.09% Top=MRC ATI CRS BWXT DDD EMR AOS CFX ….. ITW CMI IR ITT PH KMT ATKR JKS=Bottom (Manufacturing)
FINA(89): -1.30% Top=ATH NDAQ TWNK APO CBOE TROW LPLA ICE ….. PB ESNT CMA CLNS SIVB SYF EWBC YRD=Bottom (Banks/Financials)
COSW(90): -1.39% Top=TRIP FIS IBM CYBR CSRA NUAN ALRM DST ….. PFPT IAC BOX SINA SHOP TWLO GDDY NTES=Bottom (Computer Software/Internet)
ELEC(58): -1.73% Top=TTMI WAT IPGP INTC BRKR KEM APH FLEX ….. CAVM HIMX AMKR ICHR AMBA AAOI TSEM PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -2.28% Top=DY RSG WM FLR MDR VMC DHI WY ….. TPH TOL KBH EXP TMHC JELD SRCL CBI=Bottom (Materials & Construction)
RETA(60): -2.40% Top=CVS COST AN HD AZO WMT SFM CPRT ….. TLRD SIG AEO SHLD KSS DKS M DDS=Bottom (Retail & Specialty Retail)

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 10:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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