daytrend

08/10/2017

Filed under: Market Stats — daytrend @ 11:25 am

Market Stats at 12:24 pm 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 12:24 pm ET)
3.9% of stocks are above yesterday’s high.
15.7% are above yesterday’s midpoint. (84.3% are below.)
58.6% are below yesterday’s low.
37.5% are inside yesterday’s range.
15.6% of stocks with today’s high > yesterday’s high. (84.4% less than).
70.5% of stocks with today’s low < yesterday’s low. (29.5% greater than).

EVIDENCE OF INTRADAY TREND (20170810 12:24 pm ET)
16.3% of stocks are above today’s open. (82.7% are below).
8.0% of stocks are above today’s open and yesterday’s close.
79.7% 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 12:24 pm ET)
2.5% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
15.6% are in the top half. 84.4% of stocks are in the bottom half of today’s range.
56.6% are in the bottom 20%.
34.2% are in the bottom 10%.

GAIN (20170810 12:24 pm ET)
11.6% of stocks are above yesterday’s close. (88.4% are below.)
0.7% are up 4.5% or more. 3.4% are down 4.5% or more.
0.9% are up 3.5% or more. 7.1% are down 3.5% or more.
37.7% are between +1% and -1%.

RSI on DAILY (20170810 12:24 pm ET)
2-day: >=95:0.8%…>=90:1.5%…>=80:3.9%…>=50:12.5%…<=20:65.8%…<=10:44.5%…<=5:25.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:25.7%…<=20:6.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:30.9%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 12:24 pm ET)
3.9% above previous 1 highs, 58.6% below previous 1 lows
2.4% above previous 2 highs, 54.8% below previous 2 lows
2.3% above previous 3 highs, 50.1% below previous 3 lows
2.1% above previous 4 highs, 45.0% below previous 4 lows
1.6% above previous 5 highs, 40.2% below previous 5 lows
1.3% above previous 6 highs, 36.0% below previous 6 lows
1.3% above previous 7 highs, 34.3% below previous 7 lows
1.2% above previous 8 highs, 31.8% below previous 8 lows
1.2% above previous 9 highs, 29.7% below previous 9 lows
1.1% above previous 10 highs, 27.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 12:24 pm ET)
11.6% are above or equal to 8/9 close (1 days ago), 88.4% are below.
16.7% are above or equal to 8/8 close (2 days ago), 83.3% are below.
16.1% are above or equal to 8/7 close (3 days ago), 83.9% are below.
19.0% are above or equal to 8/4 close (4 days ago), 81.0% are below.
28.2% are above or equal to 8/3 close (5 days ago), 71.8% are below.
25.9% are above or equal to 8/2 close (6 days ago), 74.1% are below.
21.5% are above or equal to 8/1 close (7 days ago), 78.5% are below.
26.1% are above or equal to 7/31 close (8 days ago), 73.9% are below.
28.7% are above or equal to 7/28 close (9 days ago), 71.3% are below.
28.3% are above or equal to 7/27 close (10 days ago), 71.7% are below.
27.1% are above or equal to 7/26 close (11 days ago), 72.9% are below.
27.4% are above or equal to 7/25 close (12 days ago), 72.6% are below.
31.5% are above or equal to 7/24 close (13 days ago), 68.5% are below.
31.8% are above or equal to 7/21 close (14 days ago), 68.2% are below.
32.1% are above or equal to 7/20 close (15 days ago), 67.9% are below.
30.8% are above or equal to 7/19 close (16 days ago), 69.2% are below.
36.8% are above or equal to 7/18 close (17 days ago), 63.2% are below.
35.1% are above or equal to 7/17 close (18 days ago), 64.9% are below.
36.6% are above or equal to 7/14 close (19 days ago), 63.4% are below.
40.1% are above or equal to 7/13 close (20 days ago), 59.9% are below.
40.7% are above or equal to 7/12 close (21 days ago), 59.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 12:24 pm ET)
20d: 3.5% new highs, 25.8% new lows
21d: 3.5% new highs, 24.8% new lows
42d: 2.9% new highs, 15.5% new lows
63d: 2.3% new highs, 9.9% new lows
126d: 1.4% new highs, 7.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 12:24 pm ET)
2-day: 10.9% above, 89.1% below
3-day: 12.5% above, 87.5% below
4-day: 13.7% above, 86.3% below
5-day: 14.8% above, 85.2% below
8-day: 18.0% above, 82.0% below
10-day: 19.4% above, 80.6% below
20-day: 27.6% above, 72.4% below
50-day: 38.9% above, 61.1% below
200-day: 56.1% above, 43.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 12:24 pm ET)
META(23): 0.80% Top=PAAS AG AEM FNV ABX RGLD GG NEM ….. CNX CENX AA TECK SCCO FCX SLCA CCJ=Bottom (Metals & Mining)
ENER(81): -0.28% Top=CRZO GPOR CLR FRAC WPX XOG PAGP MTDR ….. PBF QEP PTEN CVE MUSA BPL HFC ANDV=Bottom (Energy)
LEIS(43): -0.56% Top=PLNT EAT SONC DRI PZZA MCD JACK BLMN ….. MGM EXPE RRR CMG RCL GPRO WEN SEAS=Bottom (Leisure)
REAL(103): -0.62% Top=SFR INN AMH FCH STAG CONE RLJ CCP ….. SC ALLY MAC CBG PEI UNIT WPG CBL=Bottom (Real Estate)
INSU(33): -0.82% Top=MBI WRB FAF MMC WLTW ALL TRV CINF ….. RDN CNO SLF LNC AFSI MTG PRU MET=Bottom (Insurance)
CONS(58): -1.06% Top=VSTO FOSL BERY SKX PG EPC CL GPK ….. TPX IRBT LULU PBI WWW CRI RL SCSS=Bottom (Consumer)
DISV(56): -1.18% Top=VNTV CNDT WTW CXW LDOS BAH MMS G ….. ZTO MYGN KTOS SSTK ADS RRD KBR ZG=Bottom (Diversified Services)
TRAN(25): -1.29% Top=JBHT UNP CHRW FDX CP SWFT TRN DAL ….. CNI LUV AAL JBLU UAL XPO GWR TK=Bottom (Transportation)
HEAL(52): -1.30% Top=VAR HLS BDX BCR PRAH NXTM HCA THC ….. HOLX A EW MASI OSUR NVRO MDXG OPK=Bottom (Health)
CHEM(29): -1.32% Top=POL SMG MON ASH GRA SHW PAH AGU ….. UNVR OLN IFF TROX HUN MOS CF CC=Bottom (Chemicals/Fertilizers)
MANU(38): -1.47% Top=ATI MRC BWXT AOS DOV CRS CFX AME ….. CMI PH DE ATKR AGCO DDD KMT JKS=Bottom (Manufacturing)
COHW(44): -1.60% Top=ATUS VSAT UBNT LVLT T CTL VZ CCI ….. VG WDC ANET VIAV INFN FNSR SYNA ACIA=Bottom (Computer Hardware/Telecom)
FINA(89): -1.76% Top=ATH NDAQ CBOE IBKR TROW APO ICE LPLA ….. TCF BK ESNT PB YRD CLNS LAZ BX=Bottom (Banks/Financials)
COSW(90): -2.10% Top=TRIP MDRX FIS IBM ACN CSRA ADP DST ….. BOX GDDY NTNX TTD SINA SHOP TWLO NTES=Bottom (Computer Software/Internet)
ELEC(58): -2.38% Top=KEM IPGP FLEX WAT TTMI APH INTC SIMO ….. CSIQ UCTT ICHR AMD HIMX TSEM AAOI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -2.85% Top=RSG WM WY WCN DHI BECN DY MDC ….. TOL KBH GVA EXP TMHC JELD SRCL CBI=Bottom (Materials & Construction)
RETA(60): -2.90% Top=CVS CARS COST HD AZO AN SFM WBA ….. AEO MELI SIG KSS SHLD 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 12:24 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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