daytrend

06/19/2018

Filed under: Market Stats — daytrend @ 10:52 am

Market Stats at 11:51 am ET
by daytrend on 20180619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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 (20180619 11:51 am ET)
9.8% of stocks are above yesterday’s high.
40.2% are above yesterday’s midpoint. (59.8% are below.)
29.9% are below yesterday’s low.
60.3% are inside yesterday’s range.
20.0% of stocks with today’s high > yesterday’s high. (80.0% less than).
59.6% of stocks with today’s low < yesterday’s low. (40.4% greater than).

EVIDENCE OF INTRADAY TREND (20180619 11:51 am ET)
55.8% of stocks are above today’s open. (41.9% are below).
24.2% of stocks are above today’s open and yesterday’s close.
41.6% are below both.
0.4% of stocks opened above yesterday’s high.
2.4% of stocks opened above yesterday’s close. (96.8% opened below yesterday’s close).
29.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180619 11:51 am ET)
16.3% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
62.4% are in the top half. 37.6% of stocks are in the bottom half of today’s range.
6.6% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20180619 11:51 am ET)
25.4% of stocks are above yesterday’s close. (74.6% are below.)
0.2% are up 4.5% or more. 2.3% are down 4.5% or more.
0.5% are up 3.5% or more. 5.0% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20180619 11:51 am ET)
2-day: >=95:3.2%…>=90:4.4%…>=80:9.4%…>=50:29.5%…<=20:37.3%…<=10:22.8%…<=5:12.8%…
9-day: >=95:0.1%…>=90:0.4%…>=80:2.8%…>=50:51.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:58.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180619 11:51 am ET)
9.8% above previous 1 highs, 29.9% below previous 1 lows
6.9% above previous 2 highs, 23.7% below previous 2 lows
5.2% above previous 3 highs, 22.1% below previous 3 lows
4.0% above previous 4 highs, 20.6% below previous 4 lows
3.3% above previous 5 highs, 18.9% below previous 5 lows
3.2% above previous 6 highs, 17.3% below previous 6 lows
3.2% above previous 7 highs, 14.6% below previous 7 lows
3.1% above previous 8 highs, 13.7% below previous 8 lows
3.0% above previous 9 highs, 12.5% below previous 9 lows
3.0% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180619 11:51 am ET)
25.4% are above or equal to 6/18 close (1 days ago), 74.6% are below.
37.6% are above or equal to 6/15 close (2 days ago), 62.4% are below.
35.6% are above or equal to 6/14 close (3 days ago), 64.4% are below.
40.2% are above or equal to 6/13 close (4 days ago), 59.8% are below.
31.0% are above or equal to 6/12 close (5 days ago), 69.0% are below.
36.0% are above or equal to 6/11 close (6 days ago), 64.0% are below.
40.5% are above or equal to 6/8 close (7 days ago), 59.5% are below.
44.8% are above or equal to 6/7 close (8 days ago), 55.2% are below.
44.2% are above or equal to 6/6 close (9 days ago), 55.8% are below.
52.4% are above or equal to 6/5 close (10 days ago), 47.6% are below.
53.9% are above or equal to 6/4 close (11 days ago), 46.1% are below.
60.2% are above or equal to 6/1 close (12 days ago), 39.8% are below.
67.5% are above or equal to 5/31 close (13 days ago), 32.5% are below.
58.4% are above or equal to 5/30 close (14 days ago), 41.6% are below.
70.7% are above or equal to 5/29 close (15 days ago), 29.3% are below.
62.7% are above or equal to 5/25 close (16 days ago), 37.3% are below.
60.4% are above or equal to 5/24 close (17 days ago), 39.6% are below.
59.7% are above or equal to 5/23 close (18 days ago), 40.3% are below.
59.9% are above or equal to 5/22 close (19 days ago), 40.1% are below.
56.9% are above or equal to 5/21 close (20 days ago), 43.1% are below.
60.8% are above or equal to 5/18 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180619 11:51 am ET)
20d: 4.9% new highs, 11.9% new lows
21d: 4.9% new highs, 11.5% new lows
42d: 3.9% new highs, 4.2% new lows
63d: 3.5% new highs, 2.8% new lows
126d: 2.5% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180619 11:51 am ET)
2-day: 24.6% above, 75.4% below
3-day: 30.7% above, 69.3% below
4-day: 31.6% above, 68.4% below
5-day: 33.3% above, 66.7% below
8-day: 33.9% above, 66.1% below
10-day: 36.3% above, 63.7% below
20-day: 53.5% above, 46.5% below
50-day: 66.6% above, 33.4% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180619 11:51 am ET)
CHEM(29): 0.59% Top=GEVO AXTA ASH IFF SHW VSM RYAM UNVR ….. WLK DWDP CF CC TROX OLN HUN MOS=Bottom (Chemicals/Fertilizers)
ENER(97): 0.17% Top=FANG XEC MTDR PUMP JAG CPE CXO VNOM ….. CVI ENLK PXD INT LBRT SLB RES DO=Bottom (Energy)
INSU(35): -0.00% Top=AIZ PGR HTH ALL AMBC AXS TRV AIG ….. WLTW CNO RGA AGO MET FAF LNC MBI=Bottom (Insurance)
REAL(107): -0.03% Top=HR PSA AMH WELL AMT DLR NNN MAA ….. REXR BAM CBRE PEB ALLY QTS CONE AKR=Bottom (Real Estate)
FINA(98): -0.26% Top=CDEV CBOE JHG AMG SBCF FII HOPE FRC ….. APO MS IBKR PYPL SIVB PBCT LAZ YRD=Bottom (Banks/Financials)
MATE(29): -0.36% Top=BECN OC DAR KBH RYN LEN SUM WY ….. MLM WM EXP SRCL PWR FLR MDR MAS=Bottom (Materials & Construction)
RETA(61): -0.59% Top=CVS GME NFLX SBH EBAY AN AAP COST ….. MELI DLTR CVNA FND BABA ETSY KORS SFIX=Bottom (Retail & Specialty Retail)
HEAL(46): -0.60% Top=AET PINC NUVA XRAY EW DXCM ANTM MD ….. COO IART ALGN TMO PODD PKI A TTOO=Bottom (Health)
CONS(59): -0.87% Top=ENR KMB CHD NWL SPB COTY CL GOOS ….. WHR HAS AVY OI UAA BOOT FOSL MAT=Bottom (Consumer)
DISV(51): -0.96% Top=HRB CXW BAH SBAC FLT FDC ULTA INFO ….. R ZG HCSG KTOS URI ALLE YY ZTO=Bottom (Diversified Services)
COHW(43): -0.96% Top=VZ CTL CCI T TDS TMUS WDC FTR ….. AAPL IMMR TDC FNSR STX BB CASA ACIA=Bottom (Computer Hardware/Telecom)
LEIS(42): -1.06% Top=DPZ DRI SHAK CMG SONC TXRH QSR CAKE ….. LVS YUM TSG YUMC MGM ARMK GPRO WING=Bottom (Leisure)
TRAN(25): -1.68% Top=BRS ALK WAB JBLU CHRW CP CSX CNI ….. DAL UNP SAVE AAL UAL XPO SNDR EXPD=Bottom (Transportation)
ELEC(60): -1.87% Top=AMAT FSLR UCTT LRCX SPWR JBL TXN MU ….. TSEM MTSI CREE PI SGH IPHI AAOI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(119): -1.91% Top=COTV IQ BKI GLUU MDSO SABR SSNC CSOD ….. BOX DBX ZUO CMCM ZS SNAP CBLK SMAR=Bottom (Computer Software/Internet)
META(22): -1.96% Top=SLCA RGLD ABX NEM CNX AG FNV WPM ….. NUE STLD TECK X FCX CMC AA CENX=Bottom (Metals & Mining)
MANU(45): -2.08% Top=CIR WTTR MHK MRC ATKR AQUA SNA WBT ….. AGCO DDD DE CAT XYL GTLS ESIO JKS=Bottom (Manufacturing)

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 11:51 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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