daytrend

08/10/2017

Filed under: Market Stats — daytrend @ 12:04 pm

Market Stats at 1:04 pm ET
by daytrend on 20170810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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 1:04 pm ET)
4.1% of stocks are above yesterday’s high.
16.2% are above yesterday’s midpoint. (83.8% are below.)
57.0% are below yesterday’s low.
39.0% are inside yesterday’s range.
15.7% of stocks with today’s high > yesterday’s high. (84.3% less than).
74.2% of stocks with today’s low < yesterday’s low. (25.8% greater than).

EVIDENCE OF INTRADAY TREND (20170810 1:04 pm ET)
19.5% of stocks are above today’s open. (79.2% are below).
9.3% of stocks are above today’s open and yesterday’s close.
77.3% are below both.
3.4% of stocks opened above yesterday’s high.
12.5% of stocks opened above yesterday’s close. (85.1% opened below yesterday’s close).
22.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170810 1:04 pm ET)
4.7% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
21.1% are in the top half. 78.9% of stocks are in the bottom half of today’s range.
31.8% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20170810 1:04 pm ET)
11.5% of stocks are above yesterday’s close. (88.5% are below.)
0.5% are up 4.5% or more. 3.3% are down 4.5% or more.
0.9% are up 3.5% or more. 6.6% are down 3.5% or more.
39.8% are between +1% and -1%.

RSI on DAILY (20170810 1:04 pm ET)
2-day: >=95:1.1%…>=90:2.1%…>=80:4.3%…>=50:13.6%…<=20:64.2%…<=10:42.9%…<=5:23.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:25.8%…<=20:6.5%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:31.7%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 1:04 pm ET)
4.1% above previous 1 highs, 57.0% below previous 1 lows
2.7% above previous 2 highs, 53.0% below previous 2 lows
2.7% above previous 3 highs, 48.3% below previous 3 lows
2.4% above previous 4 highs, 42.6% below previous 4 lows
2.0% above previous 5 highs, 37.5% below previous 5 lows
1.5% above previous 6 highs, 34.3% below previous 6 lows
1.4% above previous 7 highs, 32.7% below previous 7 lows
1.4% above previous 8 highs, 30.3% below previous 8 lows
1.4% above previous 9 highs, 27.7% below previous 9 lows
1.2% above previous 10 highs, 25.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 1:04 pm ET)
11.5% are above or equal to 8/9 close (1 days ago), 88.5% are below.
16.6% are above or equal to 8/8 close (2 days ago), 83.4% are below.
16.4% are above or equal to 8/7 close (3 days ago), 83.6% are below.
19.8% are above or equal to 8/4 close (4 days ago), 80.2% are below.
28.3% are above or equal to 8/3 close (5 days ago), 71.7% are below.
27.1% are above or equal to 8/2 close (6 days ago), 72.9% are below.
22.2% are above or equal to 8/1 close (7 days ago), 77.8% are below.
28.1% are above or equal to 7/31 close (8 days ago), 71.9% are below.
29.7% are above or equal to 7/28 close (9 days ago), 70.3% are below.
28.7% are above or equal to 7/27 close (10 days ago), 71.3% are below.
28.6% are above or equal to 7/26 close (11 days ago), 71.4% are below.
28.7% are above or equal to 7/25 close (12 days ago), 71.3% are below.
32.6% are above or equal to 7/24 close (13 days ago), 67.4% are below.
32.1% are above or equal to 7/21 close (14 days ago), 67.9% are below.
32.6% are above or equal to 7/20 close (15 days ago), 67.4% are below.
31.3% are above or equal to 7/19 close (16 days ago), 68.7% are below.
38.2% are above or equal to 7/18 close (17 days ago), 61.8% are below.
35.7% are above or equal to 7/17 close (18 days ago), 64.3% are below.
36.9% are above or equal to 7/14 close (19 days ago), 63.1% are below.
40.7% are above or equal to 7/13 close (20 days ago), 59.3% are below.
42.1% are above or equal to 7/12 close (21 days ago), 57.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 1:04 pm ET)
20d: 3.6% new highs, 28.9% new lows
21d: 3.6% new highs, 27.9% new lows
42d: 2.8% new highs, 17.0% new lows
63d: 2.3% new highs, 11.2% new lows
126d: 1.4% new highs, 7.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 1:04 pm ET)
2-day: 11.1% above, 88.9% below
3-day: 13.5% above, 86.5% below
4-day: 13.9% above, 86.1% below
5-day: 15.2% above, 84.8% below
8-day: 18.4% above, 81.6% below
10-day: 20.3% above, 79.7% below
20-day: 28.5% above, 71.5% below
50-day: 39.6% above, 60.4% below
200-day: 56.5% above, 43.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 1:04 pm ET)
META(23): 0.91% Top=PAAS AG AEM FNV ABX RGLD GG NEM ….. CNX AA CENX FCX SCCO TECK SLCA CCJ=Bottom (Metals & Mining)
REAL(103): -0.41% Top=SFR INN AMH STAG SBRA CCP REXR OFC ….. SC ALLY MAC CBG PEI CBL WPG UNIT=Bottom (Real Estate)
LEIS(43): -0.54% Top=PLNT EAT DRI JACK SONC MCD PZZA YUMC ….. EXPE WYNN CMG RCL GPRO RRR WEN SEAS=Bottom (Leisure)
INSU(33): -0.68% Top=MBI WRB WLTW MMC FAF XL ALL CINF ….. AIG LNC SLF RDN PRU MTG AFSI MET=Bottom (Insurance)
ENER(81): -0.88% Top=GPOR CRZO CLR PAGP MTDR PE COG AR ….. ANDV RDC PTEN CVE BPL NBR HFC QEP=Bottom (Energy)
CONS(58): -1.09% Top=VSTO FOSL UFS BERY GPK SKX CL PG ….. IRBT LULU TPX PBI CRI SCSS WWW RL=Bottom (Consumer)
DISV(56): -1.09% Top=VNTV CNDT WTW CXW LDOS BAH MMS FISV ….. ACM KTOS SSTK RRD ADS MYGN KBR ZG=Bottom (Diversified Services)
TRAN(25): -1.24% Top=JBHT CHRW UNP FDX SWFT DAL TRN ALK ….. CNI AAL CSX JBLU UAL GWR XPO TK=Bottom (Transportation)
HEAL(52): -1.28% Top=BDX VAR BCR HLS NXTM HCA PRAH SYK ….. HOLX WST EW MASI OSUR MDXG NVRO OPK=Bottom (Health)
CHEM(29): -1.28% Top=POL SMG MON PX GRA ASH SHW APD ….. UNVR ALB IFF OLN CF TROX MOS CC=Bottom (Chemicals/Fertilizers)
MANU(38): -1.38% Top=ATI BWXT AOS CRS DOV XYL AME GE ….. CMI DE PH ATKR DDD AGCO KMT JKS=Bottom (Manufacturing)
FINA(89): -1.51% Top=ATH NDAQ IBKR CBOE TROW APO SEIC LPLA ….. TCF YRD LAZ PB SLM BX CLNS ESNT=Bottom (Banks/Financials)
COHW(44): -1.53% Top=FTR VSAT ATUS T LVLT CCI CTL HRS ….. STX CDW VIAV ANET INFN FNSR SYNA ACIA=Bottom (Computer Hardware/Telecom)
COSW(91): -1.91% Top=MDRX FIS CSRA SNAP TRIP IBM ACN ADP ….. NTNX SINA VEEV GDDY SHOP TTD TWLO NTES=Bottom (Computer Software/Internet)
ELEC(58): -2.12% Top=IPGP KEM TTMI AEIS FLEX WAT APH INTC ….. UCTT ON MTSI AAOI TSEM HIMX ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -3.04% Top=CVS COST ETSY CARS HD SFM CPRT AZO ….. CHS AEO SIG KSS DKS SHLD M DDS=Bottom (Retail & Specialty Retail)
MATE(30): -3.14% Top=RSG WM WY WCN DHI DY CAA BECN ….. TOL GVA TMHC MDR EXP SRCL JELD CBI=Bottom (Materials & Construction)

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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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