daytrend

06/26/2018

Filed under: Market Stats — daytrend @ 1:19 pm

Market Stats at 2:19 pm ET
by daytrend on 20180626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1008.

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

COMPARED TO YESTERDAY’S RANGE (20180626 2:19 pm ET)
18.4% of stocks are above yesterday’s high.
55.8% are above yesterday’s midpoint. (44.2% are below.)
7.5% are below yesterday’s low.
74.1% are inside yesterday’s range.
32.3% of stocks with today’s high > yesterday’s high. (67.7% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20180626 2:19 pm ET)
61.2% of stocks are above today’s open. (37.9% are below).
58.2% of stocks are above today’s open and yesterday’s close.
26.8% are below both.
4.9% of stocks opened above yesterday’s high.
74.9% of stocks opened above yesterday’s close. (19.5% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180626 2:19 pm ET)
17.6% of stocks are in the top 10% of today’s range.
34.6% are in the top 20%.
71.3% are in the top half. 28.7% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN (20180626 2:19 pm ET)
70.1% of stocks are above yesterday’s close. (29.9% are below.)
1.6% are up 4.5% or more. 0.2% are down 4.5% or more.
3.1% are up 3.5% or more. 0.3% are down 3.5% or more.
60.6% are between +1% and -1%.

RSI on DAILY (20180626 2:19 pm ET)
2-day: >=95:3.2%…>=90:4.8%…>=80:10.2%…>=50:40.0%…<=20:24.4%…<=10:15.5%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:38.9%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:46.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180626 2:19 pm ET)
18.4% above previous 1 highs, 7.5% below previous 1 lows
7.7% above previous 2 highs, 7.0% below previous 2 lows
6.3% above previous 3 highs, 5.7% below previous 3 lows
5.4% above previous 4 highs, 5.0% below previous 4 lows
5.0% above previous 5 highs, 4.3% below previous 5 lows
4.7% above previous 6 highs, 4.0% below previous 6 lows
4.2% above previous 7 highs, 3.7% below previous 7 lows
4.0% above previous 8 highs, 3.6% below previous 8 lows
3.9% above previous 9 highs, 3.5% below previous 9 lows
3.8% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180626 2:19 pm ET)
70.1% are above or equal to 6/25 close (1 days ago), 29.9% are below.
26.6% are above or equal to 6/22 close (2 days ago), 73.4% are below.
36.1% are above or equal to 6/21 close (3 days ago), 63.9% are below.
27.4% are above or equal to 6/20 close (4 days ago), 72.6% are below.
33.9% are above or equal to 6/19 close (5 days ago), 66.1% are below.
30.6% are above or equal to 6/18 close (6 days ago), 69.4% are below.
34.1% are above or equal to 6/15 close (7 days ago), 65.9% are below.
32.2% are above or equal to 6/14 close (8 days ago), 67.8% are below.
34.8% are above or equal to 6/13 close (9 days ago), 65.2% are below.
29.9% are above or equal to 6/12 close (10 days ago), 70.1% are below.
34.6% are above or equal to 6/11 close (11 days ago), 65.4% are below.
37.0% are above or equal to 6/8 close (12 days ago), 63.0% are below.
39.7% are above or equal to 6/7 close (13 days ago), 60.3% are below.
39.0% are above or equal to 6/6 close (14 days ago), 61.0% are below.
44.0% are above or equal to 6/5 close (15 days ago), 56.0% are below.
47.1% are above or equal to 6/4 close (16 days ago), 52.9% are below.
51.1% are above or equal to 6/1 close (17 days ago), 48.9% are below.
58.4% are above or equal to 5/31 close (18 days ago), 41.6% are below.
51.6% are above or equal to 5/30 close (19 days ago), 48.4% are below.
62.1% are above or equal to 5/29 close (20 days ago), 37.9% are below.
55.4% are above or equal to 5/25 close (21 days ago), 44.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180626 2:19 pm ET)
20d: 6.0% new highs, 9.8% new lows
21d: 6.0% new highs, 9.6% new lows
42d: 4.1% new highs, 4.5% new lows
63d: 3.7% new highs, 3.5% new lows
126d: 1.7% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180626 2:19 pm ET)
2-day: 68.8% above, 31.3% below
3-day: 39.0% above, 61.0% below
4-day: 36.1% above, 63.9% below
5-day: 32.5% above, 67.5% below
8-day: 31.0% above, 69.0% below
10-day: 31.0% above, 69.0% below
20-day: 38.9% above, 61.1% below
50-day: 57.5% above, 42.5% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180626 2:19 pm ET)
ENER(101): 1.68% Top=BWP WRD MTDR CXO WTI EGN FANG CPE ….. MDU QEP OAS ANDX HAL INT MUSA KOS=Bottom (Energy)
META(22): 1.08% Top=AA X FCX WPM FNV CLF SLCA AG ….. SCCO RGLD AEM PAAS GG CMC CCJ ABX=Bottom (Metals & Mining)
COSW(123): 1.07% Top=IQ CBLK APPN SAIL AYX TWLO TTGT DATA ….. CLDR SNAP PFPT MSCI ZS MDB AKAM ZUO=Bottom (Computer Software/Internet)
HEAL(54): 1.01% Top=MDXG HAE GHDX TVTY ABMD MASI ALGN BDX ….. DGX PRAH XRAY ANTM AET MOH ESRX LH=Bottom (Health)
MANU(48): 0.89% Top=GE WTTR ESIO KMT LFUS JKS CIR TEX ….. AQUA GTLS DOV PNR IR ETN HUBB TPIC=Bottom (Manufacturing)
MATE(28): 0.85% Top=LEN TMHC KBH MDC WY DAR SUM ADSW ….. WM PWR VMC SRCL RSG FAST MLM BECN=Bottom (Materials & Construction)
ELEC(61): 0.83% Top=DQ AAOI ENPH MTSI FLEX MPWR MU KEM ….. CAVM MRVL FTV FSLR INTC SPWR SGH CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(47): 0.82% Top=ACIA INFN VG UBNT AAPL CCI KN PSTG ….. IMMR MSI VZ QCOM TMUS T CNSL CASA=Bottom (Computer Hardware/Telecom)
RETA(64): 0.69% Top=HOME NFLX SFIX MELI BLDR DDS FIVE W ….. AEO WBA CHS GME KMX CVS DLTR CPRT=Bottom (Retail & Specialty Retail)
CONS(60): 0.53% Top=SKX PVH UAA IRBT WWW FOSL COLM SNBR ….. GT CLX COTY MAT PBI CYRX TPX GOOS=Bottom (Consumer)
LEIS(43): 0.52% Top=FCPT BYD CMG YUMC DPZ WING YUM ARMK ….. WYND SBUX PLAY SEAS EXPE EAT BLMN TSG=Bottom (Leisure)
REAL(112): 0.28% Top=CUBE QTS EXR DLR PSA SRC PEB CONE ….. CLI PDM UNIT BDN SKT SRG RLGY IVR=Bottom (Real Estate)
DISV(52): 0.22% Top=INFO ZTO WTW KBR LOPE FICO V CHGG ….. ADS PAYX MYGN CXW CNDT ULTA HCSG CAR=Bottom (Diversified Services)
TRAN(25): -0.09% Top=CNI GWR FDX TRN CSX UAL UNP CP ….. AAL NSC CHRW ALK JBHT SSW XPO SAVE=Bottom (Transportation)
FINA(102): -0.18% Top=CDEV CBOE YRD KKR CISN BX APO IBKR ….. BOFI PACW ZION FRC FITB FII UCBI AMP=Bottom (Banks/Financials)
INSU(37): -0.19% Top=FAF FNF ALL HTH AMBC CNO MTG TRUP ….. ACGL AGO AIG AEL PFG AIZ CINF BHF=Bottom (Insurance)
CHEM(29): -0.50% Top=NTR AXTA SHW PAH RPM ALB CF PPG ….. MOS WLK UNVR HUN TROX 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 2:19 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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