daytrend

06/21/2018

Filed under: Market Stats — daytrend @ 12:48 pm

Market Stats at 1:48 pm ET
by daytrend on 20180621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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

COMPARED TO YESTERDAY’S RANGE (20180621 1:48 pm ET)
15.3% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
35.5% are below yesterday’s low.
49.2% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
58.7% of stocks with today’s low < yesterday’s low. (41.3% greater than).

EVIDENCE OF INTRADAY TREND (20180621 1:48 pm ET)
33.9% of stocks are above today’s open. (64.5% are below).
28.7% of stocks are above today’s open and yesterday’s close.
60.2% are below both.
5.8% of stocks opened above yesterday’s high.
42.9% of stocks opened above yesterday’s close. (51.7% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180621 1:48 pm ET)
11.7% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
42.5% are in the top half. 57.5% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
8.5% are in the bottom 10%.

GAIN (20180621 1:48 pm ET)
34.5% of stocks are above yesterday’s close. (65.5% are below.)
0.7% are up 4.5% or more. 2.1% are down 4.5% or more.
0.9% are up 3.5% or more. 3.8% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20180621 1:48 pm ET)
2-day: >=95:7.1%…>=90:12.6%…>=80:20.3%…>=50:39.5%…<=20:30.8%…<=10:19.2%…<=5:12.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:53.2%…<=20:1.6%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:59.0%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180621 1:48 pm ET)
15.3% above previous 1 highs, 35.5% below previous 1 lows
13.7% above previous 2 highs, 19.6% below previous 2 lows
12.4% above previous 3 highs, 16.8% below previous 3 lows
11.3% above previous 4 highs, 15.4% below previous 4 lows
10.5% above previous 5 highs, 14.6% below previous 5 lows
8.4% above previous 6 highs, 13.6% below previous 6 lows
7.6% above previous 7 highs, 12.8% below previous 7 lows
7.3% above previous 8 highs, 12.7% below previous 8 lows
7.2% above previous 9 highs, 12.0% below previous 9 lows
7.0% above previous 10 highs, 11.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180621 1:48 pm ET)
34.5% are above or equal to 6/20 close (1 days ago), 65.5% are below.
50.2% are above or equal to 6/19 close (2 days ago), 49.8% are below.
41.9% are above or equal to 6/18 close (3 days ago), 58.1% are below.
45.8% are above or equal to 6/15 close (4 days ago), 54.2% are below.
42.3% are above or equal to 6/14 close (5 days ago), 57.7% are below.
43.9% are above or equal to 6/13 close (6 days ago), 56.1% are below.
38.1% are above or equal to 6/12 close (7 days ago), 61.9% are below.
43.3% are above or equal to 6/11 close (8 days ago), 56.7% are below.
44.9% are above or equal to 6/8 close (9 days ago), 55.1% are below.
48.6% are above or equal to 6/7 close (10 days ago), 51.4% are below.
46.9% are above or equal to 6/6 close (11 days ago), 53.1% are below.
54.6% are above or equal to 6/5 close (12 days ago), 45.4% are below.
56.1% are above or equal to 6/4 close (13 days ago), 43.9% are below.
60.3% are above or equal to 6/1 close (14 days ago), 39.7% are below.
67.2% are above or equal to 5/31 close (15 days ago), 32.8% are below.
60.1% are above or equal to 5/30 close (16 days ago), 39.9% are below.
70.2% are above or equal to 5/29 close (17 days ago), 29.8% are below.
62.8% are above or equal to 5/25 close (18 days ago), 37.2% are below.
61.1% are above or equal to 5/24 close (19 days ago), 38.9% are below.
61.0% are above or equal to 5/23 close (20 days ago), 39.0% are below.
59.6% are above or equal to 5/22 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180621 1:48 pm ET)
20d: 14.2% new highs, 9.9% new lows
21d: 13.9% new highs, 9.7% new lows
42d: 12.2% new highs, 4.0% new lows
63d: 11.4% new highs, 2.7% new lows
126d: 6.3% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180621 1:48 pm ET)
2-day: 33.1% above, 66.9% below
3-day: 42.8% above, 57.2% below
4-day: 40.6% above, 59.4% below
5-day: 41.6% above, 58.4% below
8-day: 40.4% above, 59.6% below
10-day: 41.9% above, 58.1% below
20-day: 53.8% above, 46.2% below
50-day: 65.2% above, 34.8% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180621 1:48 pm ET)
RETA(62): 0.43% Top=SFIX KR SFM FRAN AEO BIG MIK CAL ….. BABA KMX EBAY CARS MELI ETSY FND BLDR=Bottom (Retail & Specialty Retail)
LEIS(42): 0.37% Top=DRI TSG CAKE BLMN WING TXRH PZZA GPRO ….. MAR WYNN YUM MCD MLCO H PLNT SBUX=Bottom (Leisure)
REAL(109): 0.20% Top=TCO AKR DDR GEO KIM ROIC KRG REG ….. REXR EPR WPC CLI KRC SRG LGIH RLGY=Bottom (Real Estate)
FINA(99): 0.14% Top=BGCP HBAN SBNY KEY CLNS SBCF HOMB ISBC ….. EV CDEV CNNE FBP HWC BX YRD LAZ=Bottom (Banks/Financials)
TRAN(24): 0.08% Top=LUV ALK JBLU UAL KSU JBHT SAVE EXPD ….. NSC WAB CNI CSX SNDR ODFL FDX CP=Bottom (Transportation)
META(22): -0.38% Top=CENX CNX FCX PAAS AG ABX AEM CLF ….. WPM NUE SLCA NEM RGLD TECK CCJ CMC=Bottom (Metals & Mining)
HEAL(47): -0.50% Top=HAE BDX ACHC COO MOH THC BKD BAX ….. PKI EW ABMD DXCM XRAY PODD NUVA TTOO=Bottom (Health)
CONS(59): -0.52% Top=SKX DESP FOSL HBI TPR SNBR TPX BOOT ….. SEE KMB RL PBI IRBT VSTO IP TUP=Bottom (Consumer)
ELEC(60): -0.65% Top=MU CSIQ AAOI KLIC FSLR FLEX AMAT LRCX ….. MCHP MTSI IPHI FIT HIMX BRKR INTC AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.78% Top=CXW ABM SBAC WP AAN LAUR MYGN ROL ….. GPN YY ALLE HRB ZTO ZG URI CHGG=Bottom (Diversified Services)
MATE(30): -0.90% Top=SRCL WCN RSG MDR TOL DY ADSW TPH ….. FLR SUM MDC PWR VMC WY OC FAST=Bottom (Materials & Construction)
COHW(43): -0.92% Top=WDC STX MRCY VZ MSI HPQ RCI NTAP ….. CASA BB VG ACIA SYNA ATUS FTR INFN=Bottom (Computer Hardware/Telecom)
MANU(47): -0.99% Top=JKS WBT TEX WTTR BDC MHK MIDD ESIO ….. DCI AOS PNR XYL CIR PH KMT DDD=Bottom (Manufacturing)
CHEM(29): -1.15% Top=MOS SMG CF WLK OLN NTR ALB VSM ….. CBT HUN PAH EMN UNVR RYAM TROX GEVO=Bottom (Chemicals/Fertilizers)
ENER(98): -1.34% Top=GPOR AR RES NS TUSK MUSA RRC WLL ….. CPE MRO CVI REN FANG CXO ENBL WTI=Bottom (Energy)
COSW(119): -1.39% Top=MTCH SNAP FSCT EQIX GLUU HPE SAIC ORCL ….. ZS CMCM APPN ZUO CBLK SYNT DOCU IQ=Bottom (Computer Software/Internet)
INSU(35): -2.22% Top=AIZ RDN FAF MTG AMBC LNC ALL TMK ….. AEL BHF HIG AXS ORI AIG MBI ACGL=Bottom (Insurance)

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 1:48 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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