daytrend

08/10/2017

Filed under: Market Stats — daytrend @ 10:48 am

Market Stats at 11:48 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 11:48 am ET)
5.2% of stocks are above yesterday’s high.
20.1% are above yesterday’s midpoint. (79.9% are below.)
52.7% are below yesterday’s low.
42.1% are inside yesterday’s range.
15.5% of stocks with today’s high > yesterday’s high. (84.5% less than).
68.4% of stocks with today’s low < yesterday’s low. (31.6% greater than).

EVIDENCE OF INTRADAY TREND (20170810 11:48 am ET)
22.1% of stocks are above today’s open. (75.7% are below).
11.1% of stocks are above today’s open and yesterday’s close.
73.4% 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 11:48 am ET)
2.6% of stocks are in the top 10% of today’s range.
6.9% are in the top 20%.
22.0% are in the top half. 78.0% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
21.3% are in the bottom 10%.

GAIN (20170810 11:48 am ET)
14.7% of stocks are above yesterday’s close. (85.3% are below.)
0.7% are up 4.5% or more. 2.7% are down 4.5% or more.
1.2% are up 3.5% or more. 4.3% are down 3.5% or more.
45.2% are between +1% and -1%.

RSI on DAILY (20170810 11:48 am ET)
2-day: >=95:0.8%…>=90:2.1%…>=80:5.0%…>=50:15.7%…<=20:61.4%…<=10:41.1%…<=5:22.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:27.5%…<=20:5.7%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:33.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 11:48 am ET)
5.2% above previous 1 highs, 52.7% below previous 1 lows
3.5% above previous 2 highs, 49.6% below previous 2 lows
3.3% above previous 3 highs, 45.1% below previous 3 lows
2.7% above previous 4 highs, 38.7% below previous 4 lows
2.0% above previous 5 highs, 34.1% below previous 5 lows
1.6% above previous 6 highs, 31.3% below previous 6 lows
1.6% above previous 7 highs, 28.9% below previous 7 lows
1.5% above previous 8 highs, 27.1% below previous 8 lows
1.5% above previous 9 highs, 24.5% below previous 9 lows
1.4% above previous 10 highs, 22.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 11:48 am ET)
14.7% are above or equal to 8/9 close (1 days ago), 85.3% are below.
19.3% are above or equal to 8/8 close (2 days ago), 80.7% are below.
18.1% are above or equal to 8/7 close (3 days ago), 81.9% are below.
21.9% are above or equal to 8/4 close (4 days ago), 78.1% are below.
30.4% are above or equal to 8/3 close (5 days ago), 69.6% are below.
29.3% are above or equal to 8/2 close (6 days ago), 70.7% are below.
22.7% are above or equal to 8/1 close (7 days ago), 77.3% are below.
27.9% are above or equal to 7/31 close (8 days ago), 72.1% are below.
30.5% are above or equal to 7/28 close (9 days ago), 69.5% are below.
29.3% are above or equal to 7/27 close (10 days ago), 70.7% are below.
28.1% are above or equal to 7/26 close (11 days ago), 71.9% are below.
28.7% are above or equal to 7/25 close (12 days ago), 71.3% are below.
33.7% are above or equal to 7/24 close (13 days ago), 66.3% are below.
33.7% are above or equal to 7/21 close (14 days ago), 66.3% are below.
33.3% are above or equal to 7/20 close (15 days ago), 66.7% are below.
32.7% are above or equal to 7/19 close (16 days ago), 67.3% are below.
38.0% are above or equal to 7/18 close (17 days ago), 62.0% are below.
36.0% are above or equal to 7/17 close (18 days ago), 64.0% are below.
37.0% are above or equal to 7/14 close (19 days ago), 63.0% are below.
41.6% are above or equal to 7/13 close (20 days ago), 58.4% are below.
42.0% are above or equal to 7/12 close (21 days ago), 58.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 11:48 am ET)
20d: 3.5% new highs, 23.9% new lows
21d: 3.5% new highs, 22.9% new lows
42d: 2.9% new highs, 14.1% new lows
63d: 2.3% new highs, 9.0% new lows
126d: 1.4% new highs, 6.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 11:48 am ET)
2-day: 13.9% above, 86.1% below
3-day: 16.1% above, 83.9% below
4-day: 16.4% above, 83.6% below
5-day: 17.1% above, 82.9% below
8-day: 20.0% above, 80.0% below
10-day: 21.7% above, 78.3% below
20-day: 29.6% above, 70.4% below
50-day: 40.0% above, 60.0% below
200-day: 56.7% above, 43.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 11:48 am ET)
META(23): 1.28% Top=PAAS AG AEM FNV RGLD ABX NEM CMC ….. CNX NUE CENX FCX AA SCCO TECK CCJ=Bottom (Metals & Mining)
ENER(81): 0.16% Top=CRZO GPOR REN PAGP WPX CLR XOG MTDR ….. DK VLO PTEN MUSA PBF BPL ANDV HFC=Bottom (Energy)
LEIS(43): -0.33% Top=PLNT SONC JACK EAT PZZA DRI BLMN MCD ….. WYNN CMG MGM GPRO RRR WEN RCL SEAS=Bottom (Leisure)
REAL(103): -0.47% Top=SFR INN AMH LGIH STAG WRE CONE OFC ….. SC ALLY CBG MAC UNIT PEI WPG CBL=Bottom (Real Estate)
INSU(33): -0.69% Top=MBI WRB ALL AGO MMC FAF WLTW XL ….. CLGX AIG RDN LNC AFSI PRU MTG MET=Bottom (Insurance)
CHEM(29): -0.79% Top=CF PAH POL SMG WLK MON AGU PX ….. OLN RPM UNVR HUN ALB CE IFF CC=Bottom (Chemicals/Fertilizers)
DISV(56): -0.86% Top=VNTV CNDT WTW BAH LDOS AMN CXW SBAC ….. RCII PCLN ZTO RRD SSTK ADS KBR ZG=Bottom (Diversified Services)
CONS(58): -0.94% Top=VSTO FOSL SPB UFS PG SKX EPC BERY ….. OI TPX RL LULU WWW PBI CRI SCSS=Bottom (Consumer)
HEAL(52): -0.97% Top=HLS CYH THC VAR PRAH BDX HCA BCR ….. GKOS WST A OSUR MASI OPK MDXG NVRO=Bottom (Health)
TRAN(25): -1.12% Top=JBHT UNP NSC CP FDX SWFT TRN DAL ….. SAVE TK CSX UAL GWR JBLU AAL XPO=Bottom (Transportation)
MANU(38): -1.30% Top=MRC ATI BWXT AOS CRS RS DOV CFX ….. AGCO CMI ITT DDD PH ATKR KMT JKS=Bottom (Manufacturing)
COHW(44): -1.36% Top=VSAT HRS UBNT ATUS CCI LVLT T CTL ….. VG ANET FNSR EFII INFN VIAV ACIA SYNA=Bottom (Computer Hardware/Telecom)
FINA(89): -1.63% Top=ATH APO NDAQ TROW CBOE IBKR EFX ICE ….. LAZ CFG EWBC ESNT BK SYF CLNS BX=Bottom (Banks/Financials)
COSW(90): -1.67% Top=TRIP MDRX SNAP IBM FIS NUAN CSRA ADP ….. BOX IAC SINA SHOP TTD GDDY TWLO NTES=Bottom (Computer Software/Internet)
ELEC(58): -2.04% Top=TTMI IPGP WAT FLEX INTC AEIS SIMO KEM ….. ON CSIQ ICHR HIMX AMD TSEM AAOI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -2.59% Top=RSG WY WM BECN DY DHI WCN CAA ….. TOL USG GVA EXP TMHC JELD SRCL CBI=Bottom (Materials & Construction)
RETA(60): -2.72% Top=CVS AN COST HD CARS ETSY AZO WBA ….. DSW AEO SHLD SIG 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 11:48 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: