daytrend

08/30/2017

Filed under: Market Stats — daytrend @ 11:35 am

Market Stats at 12:34 pm ET
by daytrend on 20170830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20170830 12:34 pm ET)
39.7% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
6.9% are below yesterday’s low.
53.4% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
25.0% of stocks with today’s low < yesterday’s low. (75.0% greater than).

EVIDENCE OF INTRADAY TREND (20170830 12:34 pm ET)
71.1% of stocks are above today’s open. (27.4% are below).
63.3% of stocks are above today’s open and yesterday’s close.
24.3% are below both.
7.5% of stocks opened above yesterday’s high.
37.9% of stocks opened above yesterday’s close. (54.3% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170830 12:34 pm ET)
22.1% of stocks are in the top 10% of today’s range.
41.1% are in the top 20%.
74.4% are in the top half. 25.6% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.2% are in the bottom 10%.

GAIN (20170830 12:34 pm ET)
67.7% of stocks are above yesterday’s close. (32.3% are below.)
1.3% are up 4.5% or more. 0.2% are down 4.5% or more.
2.6% are up 3.5% or more. 0.8% are down 3.5% or more.
72.3% are between +1% and -1%.

RSI on DAILY (20170830 12:34 pm ET)
2-day: >=95:10.8%…>=90:18.5%…>=80:29.0%…>=50:60.1%…<=20:13.5%…<=10:6.7%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:48.1%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170830 12:34 pm ET)
39.7% above previous 1 highs, 6.9% below previous 1 lows
24.3% above previous 2 highs, 5.7% below previous 2 lows
18.5% above previous 3 highs, 4.5% below previous 3 lows
17.0% above previous 4 highs, 3.4% below previous 4 lows
15.9% above previous 5 highs, 2.8% below previous 5 lows
15.0% above previous 6 highs, 2.7% below previous 6 lows
14.4% above previous 7 highs, 2.2% below previous 7 lows
14.0% above previous 8 highs, 2.1% below previous 8 lows
11.2% above previous 9 highs, 2.1% below previous 9 lows
10.2% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170830 12:34 pm ET)
67.7% are above or equal to 8/29 close (1 days ago), 32.3% are below.
55.9% are above or equal to 8/28 close (2 days ago), 44.1% are below.
49.9% are above or equal to 8/25 close (3 days ago), 50.1% are below.
59.5% are above or equal to 8/24 close (4 days ago), 40.5% are below.
56.9% are above or equal to 8/23 close (5 days ago), 43.1% are below.
56.2% are above or equal to 8/22 close (6 days ago), 43.8% are below.
69.0% are above or equal to 8/21 close (7 days ago), 31.0% are below.
67.7% are above or equal to 8/18 close (8 days ago), 32.3% are below.
65.6% are above or equal to 8/17 close (9 days ago), 34.4% are below.
44.1% are above or equal to 8/16 close (10 days ago), 55.9% are below.
47.3% are above or equal to 8/15 close (11 days ago), 52.7% are below.
43.8% are above or equal to 8/14 close (12 days ago), 56.2% are below.
55.8% are above or equal to 8/11 close (13 days ago), 44.2% are below.
56.1% are above or equal to 8/10 close (14 days ago), 43.9% are below.
42.0% are above or equal to 8/9 close (15 days ago), 58.0% are below.
40.0% are above or equal to 8/8 close (16 days ago), 60.0% are below.
37.5% are above or equal to 8/7 close (17 days ago), 62.5% are below.
38.0% are above or equal to 8/4 close (18 days ago), 62.0% are below.
39.7% are above or equal to 8/3 close (19 days ago), 60.3% are below.
38.6% are above or equal to 8/2 close (20 days ago), 61.4% are below.
36.2% are above or equal to 8/1 close (21 days ago), 63.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170830 12:34 pm ET)
20d: 7.9% new highs, 7.2% new lows
21d: 7.7% new highs, 7.1% new lows
42d: 5.8% new highs, 5.1% new lows
63d: 5.3% new highs, 4.0% new lows
126d: 4.4% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170830 12:34 pm ET)
2-day: 66.2% above, 33.8% below
3-day: 60.7% above, 39.3% below
4-day: 54.2% above, 45.8% below
5-day: 56.4% above, 43.6% below
8-day: 60.2% above, 39.8% below
10-day: 63.7% above, 36.3% below
20-day: 46.9% above, 53.1% below
50-day: 41.9% above, 58.1% below
200-day: 53.6% above, 46.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170830 12:34 pm ET)
MATE(30): 1.47% Top=CBI EXP SUM USG MLM VMC MDC OC ….. TMHC RSG BECN WM SRCL WY DAR DY=Bottom (Materials & Construction)
ELEC(52): 1.18% Top=KEM CTRL HIMX ON ADI TSEM UCTT AMD ….. APH TEL INTC BRKR CY IPHI FSLR AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(86): 0.81% Top=MTCH NTES SHOP TRIP SQ NOW VIPS ATVI ….. IBM TWTR NTNX BR HPE ULTI CYBR CMCM=Bottom (Computer Software/Internet)
LEIS(42): 0.64% Top=HTHT MAR STAY PLAY HLT CAKE TXRH H ….. QSR RRR MLCO LVS PZZA GPRO SEAS MGM=Bottom (Leisure)
MANU(33): 0.52% Top=GNRC JKS KMT TEX IR CMI AGCO ATI ….. DHR NDSN ITW SNA DE PNR FLS GE=Bottom (Manufacturing)
RETA(60): 0.50% Top=CVNA CAL AN NFLX BABA AAP KMX FIVE ….. BBY DKS CARS SBH AEO CHS FINL LL=Bottom (Retail & Specialty Retail)
DISV(48): 0.43% Top=TEDU URI YY KBR CAR ZTO KTOS R ….. BAH AMN G SCI CHGG VNTV RHI HRB=Bottom (Diversified Services)
FINA(81): 0.34% Top=KKR ESNT CLNS PACW BAC GS LM SYF ….. TD FNB BOFI TWNK WU IBKR PSEC NAVI=Bottom (Banks/Financials)
CHEM(25): 0.32% Top=PAH OLN WLK EMN SHW CF CC DD ….. TROX MOS AXTA PX GRA UNVR ASH CE=Bottom (Chemicals/Fertilizers)
COHW(42): 0.29% Top=CIEN CUDA ANET CSCO EXTR PSTG PANW VG ….. T VZ HPQ STX FTR WDC INFN ACIA=Bottom (Computer Hardware/Telecom)
REAL(100): 0.28% Top=SHO PEB SC TCO REXR HPT LHO DRH ….. O PSA NRZ AVB CUBE SBRA EXR WPG=Bottom (Real Estate)
INSU(30): 0.27% Top=MBI LNC RDN PRU AGO ACGL MET VR ….. AIG MTG AFSI XL AJG ALL TRV PGR=Bottom (Insurance)
META(23): 0.19% Top=CLF X CMC SLCA AA NUE STLD IAG ….. CCJ TECK RGLD GG SCCO CNX FCX AG=Bottom (Metals & Mining)
TRAN(23): 0.16% Top=XPO CHRW NSC SWFT CSX CNI FDX EXPD ….. TRN WAB LUV ALK AAL UAL SSW SAVE=Bottom (Transportation)
ENER(76): 0.12% Top=CRZO GPOR PBF DK MPC ANDV XOG PAGP ….. HP REN DO RES OII RIG NBR RDC=Bottom (Energy)
HEAL(45): 0.01% Top=MDXG GMED MASI BKD NUVA TMO DVA OSUR ….. BDX ANTM UNH MOH UHS DXCM THC CYH=Bottom (Health)
CONS(53): -0.02% Top=BMS KS PKG LEG TPX GPK WRK OI ….. GT SCSS ENR HBI LULU SKX FOSL VSTO=Bottom (Consumer)

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 12:34 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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