daytrend

06/27/2018

Filed under: Market Stats — daytrend @ 1:10 pm

Market Stats at 2:09 pm ET
by daytrend on 20180627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1013.

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 (20180627 2:09 pm ET)
11.5% of stocks are above yesterday’s high.
31.3% are above yesterday’s midpoint. (68.7% are below.)
41.5% are below yesterday’s low.
47.0% are inside yesterday’s range.
55.8% of stocks with today’s high > yesterday’s high. (44.2% less than).
49.5% of stocks with today’s low < yesterday’s low. (50.5% greater than).

EVIDENCE OF INTRADAY TREND (20180627 2:09 pm ET)
18.2% of stocks are above today’s open. (80.9% are below).
16.8% of stocks are above today’s open and yesterday’s close.
72.4% are below both.
15.8% of stocks opened above yesterday’s high.
69.5% of stocks opened above yesterday’s close. (25.5% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180627 2:09 pm ET)
0.9% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
11.1% are in the top half. 88.9% of stocks are in the bottom half of today’s range.
68.1% are in the bottom 20%.
51.5% are in the bottom 10%.

GAIN (20180627 2:09 pm ET)
25.9% of stocks are above yesterday’s close. (74.1% are below.)
1.1% are up 4.5% or more. 1.9% are down 4.5% or more.
2.3% are up 3.5% or more. 3.5% are down 3.5% or more.
49.0% are between +1% and -1%.

RSI on DAILY (20180627 2:09 pm ET)
2-day: >=95:1.2%…>=90:2.9%…>=80:8.4%…>=50:25.6%…<=20:44.6%…<=10:27.7%…<=5:20.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:33.0%…<=20:4.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:39.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180627 2:09 pm ET)
11.5% above previous 1 highs, 41.5% below previous 1 lows
7.6% above previous 2 highs, 29.7% below previous 2 lows
4.9% above previous 3 highs, 28.7% below previous 3 lows
4.4% above previous 4 highs, 27.4% below previous 4 lows
4.4% above previous 5 highs, 26.9% below previous 5 lows
4.4% above previous 6 highs, 25.0% below previous 6 lows
4.3% above previous 7 highs, 24.6% below previous 7 lows
4.3% above previous 8 highs, 23.4% below previous 8 lows
3.8% above previous 9 highs, 23.2% below previous 9 lows
3.7% above previous 10 highs, 22.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180627 2:09 pm ET)
25.9% are above or equal to 6/26 close (1 days ago), 74.1% are below.
41.3% are above or equal to 6/25 close (2 days ago), 58.7% are below.
20.6% are above or equal to 6/22 close (3 days ago), 79.4% are below.
28.3% are above or equal to 6/21 close (4 days ago), 71.7% are below.
24.9% are above or equal to 6/20 close (5 days ago), 75.1% are below.
28.4% are above or equal to 6/19 close (6 days ago), 71.6% are below.
26.9% are above or equal to 6/18 close (7 days ago), 73.1% are below.
29.1% are above or equal to 6/15 close (8 days ago), 70.9% are below.
28.7% are above or equal to 6/14 close (9 days ago), 71.3% are below.
30.0% are above or equal to 6/13 close (10 days ago), 70.0% are below.
26.8% are above or equal to 6/12 close (11 days ago), 73.2% are below.
30.2% are above or equal to 6/11 close (12 days ago), 69.8% are below.
33.1% are above or equal to 6/8 close (13 days ago), 66.9% are below.
35.4% are above or equal to 6/7 close (14 days ago), 64.6% are below.
34.4% are above or equal to 6/6 close (15 days ago), 65.6% are below.
39.5% are above or equal to 6/5 close (16 days ago), 60.5% are below.
43.1% are above or equal to 6/4 close (17 days ago), 56.9% are below.
46.0% are above or equal to 6/1 close (18 days ago), 54.0% are below.
51.8% are above or equal to 5/31 close (19 days ago), 48.2% are below.
46.3% are above or equal to 5/30 close (20 days ago), 53.7% are below.
54.8% are above or equal to 5/29 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180627 2:09 pm ET)
20d: 7.3% new highs, 17.2% new lows
21d: 7.2% new highs, 15.4% new lows
42d: 5.3% new highs, 7.0% new lows
63d: 4.6% new highs, 5.1% new lows
126d: 2.8% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180627 2:09 pm ET)
2-day: 24.8% above, 75.2% below
3-day: 31.6% above, 68.4% below
4-day: 24.8% above, 75.2% below
5-day: 25.9% above, 74.1% below
8-day: 25.4% above, 74.6% below
10-day: 25.6% above, 74.4% below
20-day: 31.9% above, 68.1% below
50-day: 53.6% above, 46.4% below
200-day: 57.5% above, 42.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180627 2:09 pm ET)
ENER(102): 1.41% Top=DO RIG CRC HPR CXO SM RES PTEN ….. ANDX EEP PBF MUSA GPOR EQM NS TUSK=Bottom (Energy)
CHEM(30): 0.09% Top=TROX RPM PX WLK RYAM ALB CBT FMC ….. OLN GRA AXTA NTR ASH CC VSM HUN=Bottom (Chemicals/Fertilizers)
MANU(49): -0.04% Top=GE FLS KMT MRC WTTR ROK SNA TPIC ….. DDD LFUS MIDD MHK RS CIR ESIO JKS=Bottom (Manufacturing)
REAL(112): -0.16% Top=SC CONE SKT WELL SRG VTR GGP REXR ….. OHI SHO ALLY RLGY GLPI KIM COLD UNIT=Bottom (Real Estate)
TRAN(25): -0.27% Top=SSW WAB EXPD TRN NSC CSX JBHT UNP ….. XPO ALK UAL SNDR FDX DAL LUV AAL=Bottom (Transportation)
COHW(46): -0.68% Top=ATUS MAXR JNPR VSAT T CTL CCI AAPL ….. SSYS IMMR PSTG CNSL SYNA ANET BB EXTR=Bottom (Computer Hardware/Telecom)
RETA(64): -0.72% Top=MIK DDS TSCO TLRD CARS TGT WMT CVNA ….. BBY AN ORLY BABA ETSY MELI SFIX BLDR=Bottom (Retail & Specialty Retail)
CONS(60): -0.78% Top=CROX IRBT SPB UAA ECL WHR BERY HAS ….. TPR SKX DESP FBHS SNBR BC LULU FOSL=Bottom (Consumer)
META(22): -0.80% Top=FCX SLCA FNV CCJ WPM PAAS AA ABX ….. GG NUE SCCO STLD X CLF CMC CENX=Bottom (Metals & Mining)
DISV(52): -0.86% Top=HCSG ALLE ACM TRTN JEC URI SBAC VRSK ….. RHI CNDT WTW AAN PAYX KFY CAR YY=Bottom (Diversified Services)
MATE(28): -0.91% Top=MDR VMC FLR ADSW LEN DY KBH BECN ….. PHM MDC WM TPH TOL MAS SUM TMHC=Bottom (Materials & Construction)
INSU(38): -1.00% Top=AIZ AFSI FAF AEL ACGL FNF BRO MBI ….. RDN ALL UNM PFG LNC MTG HTH BHF=Bottom (Insurance)
FINA(103): -1.09% Top=CDEV BX GS LM FII APO WFC NAVI ….. ESNT SF CMA JHG SBCF BKU SIVB CLNY=Bottom (Banks/Financials)
ELEC(61): -1.40% Top=MRVL CAVM AYI HIMX CW DQ WAT AAOI ….. MTSI UCTT MU KLAC AMBA FIT ICHR ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(43): -1.55% Top=SHAK DNKN DPZ RRR PZZA PK FCPT TVPT ….. WING SEAS PLAY TSG GPRO BLMN YUMC SONC=Bottom (Leisure)
HEAL(55): -1.70% Top=PINC ESRX SIEN AET BSX XRAY ANTM KANG ….. EW ACHC ABMD GHDX THC PODD NTRA GMED=Bottom (Health)
COSW(123): -1.82% Top=GRUB EVBG BSTI ALRM FSCT TRIP WIFI SNAP ….. TWLO SOHU MDB DOCU BOX CBLK SHOP IQ=Bottom (Computer Software/Internet)

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 2:09 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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