daytrend

08/10/2017

Filed under: Market Stats — daytrend @ 1:06 pm

Market Stats at 2:06 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 2:06 pm ET)
4.2% of stocks are above yesterday’s high.
15.6% are above yesterday’s midpoint. (84.4% are below.)
61.1% are below yesterday’s low.
34.7% are inside yesterday’s range.
16.5% of stocks with today’s high > yesterday’s high. (83.5% less than).
75.6% of stocks with today’s low < yesterday’s low. (24.4% greater than).

EVIDENCE OF INTRADAY TREND (20170810 2:06 pm ET)
15.6% of stocks are above today’s open. (84.0% are below).
8.0% of stocks are above today’s open and yesterday’s close.
81.3% 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 2:06 pm ET)
1.4% of stocks are in the top 10% of today’s range.
3.6% are in the top 20%.
17.1% are in the top half. 82.9% of stocks are in the bottom half of today’s range.
43.9% are in the bottom 20%.
21.9% are in the bottom 10%.

GAIN (20170810 2:06 pm ET)
11.4% of stocks are above yesterday’s close. (88.6% are below.)
0.4% are up 4.5% or more. 4.1% are down 4.5% or more.
1.0% are up 3.5% or more. 8.2% are down 3.5% or more.
36.1% are between +1% and -1%.

RSI on DAILY (20170810 2:06 pm ET)
2-day: >=95:0.8%…>=90:2.2%…>=80:3.9%…>=50:12.5%…<=20:66.6%…<=10:45.7%…<=5:25.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:24.2%…<=20:6.9%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:30.8%…<=20:1.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 2:06 pm ET)
4.2% above previous 1 highs, 61.1% below previous 1 lows
2.7% above previous 2 highs, 56.3% below previous 2 lows
2.6% above previous 3 highs, 51.5% below previous 3 lows
2.4% above previous 4 highs, 46.1% below previous 4 lows
1.9% above previous 5 highs, 40.9% below previous 5 lows
1.5% above previous 6 highs, 37.0% below previous 6 lows
1.4% above previous 7 highs, 34.8% below previous 7 lows
1.3% above previous 8 highs, 32.1% below previous 8 lows
1.3% above previous 9 highs, 29.7% below previous 9 lows
1.1% above previous 10 highs, 27.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 2:06 pm ET)
11.4% are above or equal to 8/9 close (1 days ago), 88.6% are below.
16.0% are above or equal to 8/8 close (2 days ago), 84.0% are below.
15.7% are above or equal to 8/7 close (3 days ago), 84.3% are below.
19.6% are above or equal to 8/4 close (4 days ago), 80.4% are below.
27.4% are above or equal to 8/3 close (5 days ago), 72.6% are below.
26.0% are above or equal to 8/2 close (6 days ago), 74.0% are below.
21.4% are above or equal to 8/1 close (7 days ago), 78.6% are below.
26.6% are above or equal to 7/31 close (8 days ago), 73.4% are below.
28.4% are above or equal to 7/28 close (9 days ago), 71.6% are below.
26.7% are above or equal to 7/27 close (10 days ago), 73.3% are below.
27.5% are above or equal to 7/26 close (11 days ago), 72.5% are below.
27.2% are above or equal to 7/25 close (12 days ago), 72.8% are below.
31.2% are above or equal to 7/24 close (13 days ago), 68.8% are below.
31.9% are above or equal to 7/21 close (14 days ago), 68.1% are below.
31.5% are above or equal to 7/20 close (15 days ago), 68.5% are below.
30.1% are above or equal to 7/19 close (16 days ago), 69.9% are below.
36.5% are above or equal to 7/18 close (17 days ago), 63.5% are below.
35.3% are above or equal to 7/17 close (18 days ago), 64.7% are below.
36.3% are above or equal to 7/14 close (19 days ago), 63.7% are below.
39.9% are above or equal to 7/13 close (20 days ago), 60.1% are below.
40.6% are above or equal to 7/12 close (21 days ago), 59.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 2:06 pm ET)
20d: 3.6% new highs, 29.8% new lows
21d: 3.6% new highs, 28.7% new lows
42d: 2.8% new highs, 17.7% new lows
63d: 2.3% new highs, 11.8% new lows
126d: 1.4% new highs, 8.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 2:06 pm ET)
2-day: 10.6% above, 89.4% below
3-day: 12.9% above, 87.1% below
4-day: 12.4% above, 87.6% below
5-day: 13.9% above, 86.1% below
8-day: 16.8% above, 83.2% below
10-day: 18.6% above, 81.4% below
20-day: 26.9% above, 73.1% below
50-day: 38.0% above, 62.0% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 2:06 pm ET)
META(23): 0.91% Top=PAAS AG AEM FNV ABX RGLD AGI GG ….. CNX SLCA CENX AA SCCO TECK FCX CCJ=Bottom (Metals & Mining)
REAL(103): -0.63% Top=SFR INN AMH STAG FCH CONE REXR RLJ ….. SKT MAC ALLY CBG CBL WPG PEI UNIT=Bottom (Real Estate)
LEIS(43): -0.63% Top=PLNT EAT DRI JACK MCD SONC BYD PZZA ….. WYNN RRR CMG HGV RCL WEN GPRO SEAS=Bottom (Leisure)
INSU(33): -0.84% Top=MBI WRB FAF MMC WLTW XL L BRO ….. FNF SLF LNC RDN PRU MET MTG AFSI=Bottom (Insurance)
ENER(81): -0.86% Top=CRZO GPOR CLR PDCE PE WPX MTDR COG ….. HFC NBR CVE QEP RDC OII WES BPL=Bottom (Energy)
DISV(56): -1.20% Top=VNTV CNDT WTW BAH LDOS YY CXW MMS ….. RCII RRD SSTK KTOS ADS MYGN KBR ZG=Bottom (Diversified Services)
CONS(58): -1.27% Top=VSTO BERY FOSL CL SKX SPB EPC PG ….. CSL IRBT LULU CRI PBI SCSS WWW RL=Bottom (Consumer)
TRAN(25): -1.36% Top=JBHT CHRW FDX UNP CP ALK DAL TRN ….. LUV CSX AAL JBLU UAL GWR XPO TK=Bottom (Transportation)
HEAL(52): -1.37% Top=VAR BDX NUVA BCR HLS HCA NXTM BAX ….. DXCM A ZBH MASI OSUR OPK MDXG NVRO=Bottom (Health)
CHEM(29): -1.44% Top=SMG MON POL ASH PAH GRA PX SHW ….. UNVR IFF TROX ALB OLN CF MOS CC=Bottom (Chemicals/Fertilizers)
MANU(38): -1.50% Top=BWXT MRC AOS XYL CRS DOV ATI CAT ….. ITW IR ATKR DE PH AGCO KMT JKS=Bottom (Manufacturing)
COHW(44): -1.55% Top=VSAT FTR SSYS T ATUS HRS VZ CCI ….. STX CDW CIEN VIAV INFN FNSR SYNA ACIA=Bottom (Computer Hardware/Telecom)
FINA(89): -1.65% Top=ATH NDAQ IBKR TROW CBOE LPLA ICE SEIC ….. TCF BK SLM PB CLNS BX ESNT YRD=Bottom (Banks/Financials)
COSW(91): -2.07% Top=CSRA SNAP FIS MDRX IBM ADP ACN WUBA ….. SHOP GDDY VEEV SINA MDSO TTD TWLO NTES=Bottom (Computer Software/Internet)
ELEC(58): -2.40% Top=KEM IPGP TTMI AEIS FLEX INTC APH SIMO ….. AMD UCTT AAOI TSEM MTSI HIMX ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -3.10% Top=RSG WM WY WCN DHI TPH DY FLR ….. TOL TMHC GVA EXP JELD MDR SRCL CBI=Bottom (Materials & Construction)
RETA(60): -3.38% Top=CVS CARS ETSY COST HD SFM AN CPRT ….. CHS DSW KSS SIG DKS SHLD 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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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