daytrend

06/26/2018

Filed under: Market Stats — daytrend @ 9:52 am

Market Stats at 10:52 am ET
by daytrend on 20180626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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 (20180626 10:52 am ET)
9.5% of stocks are above yesterday’s high.
39.2% are above yesterday’s midpoint. (60.8% are below.)
13.6% are below yesterday’s low.
76.9% are inside yesterday’s range.
23.1% of stocks with today’s high > yesterday’s high. (76.9% less than).
31.7% of stocks with today’s low < yesterday’s low. (68.3% greater than).

EVIDENCE OF INTRADAY TREND (20180626 10:52 am ET)
40.2% of stocks are above today’s open. (58.1% are below).
37.7% of stocks are above today’s open and yesterday’s close.
42.9% are below both.
4.9% of stocks opened above yesterday’s high.
75.0% of stocks opened above yesterday’s close. (19.4% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180626 10:52 am ET)
8.3% of stocks are in the top 10% of today’s range.
15.7% are in the top 20%.
43.7% are in the top half. 56.3% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20180626 10:52 am ET)
54.9% of stocks are above yesterday’s close. (45.1% are below.)
0.6% are up 4.5% or more. 0.3% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
75.9% are between +1% and -1%.

RSI on DAILY (20180626 10:52 am ET)
2-day: >=95:2.9%…>=90:4.4%…>=80:8.2%…>=50:24.9%…<=20:38.2%…<=10:22.5%…<=5:14.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:32.5%…<=20:2.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:40.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180626 10:52 am ET)
9.5% above previous 1 highs, 13.6% below previous 1 lows
4.8% above previous 2 highs, 13.0% below previous 2 lows
3.9% above previous 3 highs, 11.1% below previous 3 lows
3.6% above previous 4 highs, 10.2% below previous 4 lows
3.3% above previous 5 highs, 9.1% below previous 5 lows
2.9% above previous 6 highs, 8.3% below previous 6 lows
2.9% above previous 7 highs, 7.9% below previous 7 lows
2.6% above previous 8 highs, 7.7% below previous 8 lows
2.4% above previous 9 highs, 7.4% below previous 9 lows
2.4% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180626 10:52 am ET)
54.9% are above or equal to 6/25 close (1 days ago), 45.1% are below.
18.2% are above or equal to 6/22 close (2 days ago), 81.8% are below.
29.3% are above or equal to 6/21 close (3 days ago), 70.7% are below.
22.4% are above or equal to 6/20 close (4 days ago), 77.6% are below.
28.8% are above or equal to 6/19 close (5 days ago), 71.2% are below.
26.6% are above or equal to 6/18 close (6 days ago), 73.4% are below.
29.5% are above or equal to 6/15 close (7 days ago), 70.5% are below.
28.5% are above or equal to 6/14 close (8 days ago), 71.5% are below.
31.1% are above or equal to 6/13 close (9 days ago), 68.9% are below.
26.2% are above or equal to 6/12 close (10 days ago), 73.8% are below.
30.4% are above or equal to 6/11 close (11 days ago), 69.6% are below.
33.4% are above or equal to 6/8 close (12 days ago), 66.6% are below.
35.4% are above or equal to 6/7 close (13 days ago), 64.6% are below.
36.0% are above or equal to 6/6 close (14 days ago), 64.0% are below.
40.9% are above or equal to 6/5 close (15 days ago), 59.1% are below.
44.4% are above or equal to 6/4 close (16 days ago), 55.6% are below.
47.9% are above or equal to 6/1 close (17 days ago), 52.1% are below.
53.5% are above or equal to 5/31 close (18 days ago), 46.5% are below.
48.0% are above or equal to 5/30 close (19 days ago), 52.0% are below.
58.7% are above or equal to 5/29 close (20 days ago), 41.3% are below.
52.2% are above or equal to 5/25 close (21 days ago), 47.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180626 10:52 am ET)
20d: 4.4% new highs, 8.9% new lows
21d: 4.4% new highs, 8.7% new lows
42d: 2.8% new highs, 4.2% new lows
63d: 2.5% new highs, 3.2% new lows
126d: 1.4% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180626 10:52 am ET)
2-day: 53.4% above, 46.6% below
3-day: 24.5% above, 75.5% below
4-day: 25.2% above, 74.8% below
5-day: 22.0% above, 78.0% below
8-day: 24.5% above, 75.5% below
10-day: 25.6% above, 74.4% below
20-day: 33.9% above, 66.1% below
50-day: 53.2% above, 46.8% below
200-day: 58.0% above, 42.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180626 10:52 am ET)
MANU(48): 0.56% Top=GE WTTR ESIO CIR KMT DDD JKS MIDD ….. PNR IR DOV HUBB ETN WBT CAT TPIC=Bottom (Manufacturing)
COSW(123): 0.49% Top=IQ AYX APPN TTGT DBX PVTL DATA EQIX ….. CVG PFPT ACXM NCR ZS CLDR MDB AKAM=Bottom (Computer Software/Internet)
MATE(28): 0.31% Top=LEN TMHC KBH MDC WY DHI RYN PHM ….. DY FAST MDR SRCL BECN VMC MLM PWR=Bottom (Materials & Construction)
RETA(64): 0.25% Top=HOME NFLX SFIX MELI CVNA FIVE BLDR BBY ….. AN KMX CARS GME CVS KR WBA CPRT=Bottom (Retail & Specialty Retail)
CONS(60): 0.22% Top=PVH SNBR BC FOSL VFC WWW LULU AVY ….. CYRX WHR PBI GT TPX MAT DESP GOOS=Bottom (Consumer)
COHW(47): 0.20% Top=UBNT INFN AAPL CCI RCI TDC CSCO PANW ….. COMM T SYNA TMUS TDS CNSL FTR BB=Bottom (Computer Hardware/Telecom)
LEIS(43): 0.17% Top=WING FCPT YUMC JACK CMG LVS PLNT ARMK ….. SEAS PLAY TSG MGM PZZA EXPE TVPT BLMN=Bottom (Leisure)
HEAL(53): 0.16% Top=GKOS THC GHDX ACHC MASI ALGN ISRG HAE ….. DGX PODD ESRX SYNH KANG LH MOH PRAH=Bottom (Health)
REAL(112): 0.10% Top=QTS CUBE GEO EXR DLR CONE HIW PSA ….. UNIT DRH WPG CBL SNH SRG PEI IVR=Bottom (Real Estate)
ELEC(61): 0.08% Top=DQ AAOI FLEX LRCX KLIC KEM MU KEYS ….. CREE FTV PI SPWR HIMX FSLR CSIQ SGH=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 0.06% Top=BWP WRD OII JAG SU SEP SOI ENBL ….. DO HAL INT WLL NBR OAS QEP KOS=Bottom (Energy)
DISV(52): -0.07% Top=INFO ZTO WTW CHGG V LDOS MA CXW ….. ADS CNDT HCSG ABM ULTA YY R CAR=Bottom (Diversified Services)
INSU(37): -0.34% Top=FAF FNF MBI ALL FG AFSI AMBC PGR ….. TRV ACGL AIG UNM CINF AEL BHF AIZ=Bottom (Insurance)
META(22): -0.40% Top=FNV AA RGLD WPM CENX NUE FCX CLF ….. AEM SLCA TECK X CMC GG ABX CCJ=Bottom (Metals & Mining)
FINA(102): -0.52% Top=CBOE ESNT ICE CME SEIC IBKR CISN YRD ….. BKU FITB CFG KEY OZRK AMP FBC UCBI=Bottom (Banks/Financials)
TRAN(26): -0.59% Top=CNI CSX WAB FDX JBLU GWR UNP DAL ….. ALK CHRW SNDR NSC XPO SSW SAVE DRYS=Bottom (Transportation)
CHEM(29): -0.97% Top=NTR PPG SHW PAH AXTA RPM APD RYAM ….. SMG UNVR TROX WLK HUN OLN CC GEVO=Bottom (Chemicals/Fertilizers)

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 10:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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