daytrend

06/28/2018

Filed under: Market Stats — daytrend @ 11:31 am

Market Stats at 12:30 pm ET
by daytrend on 20180628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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 (20180628 12:30 pm ET)
3.0% of stocks are above yesterday’s high.
12.0% are above yesterday’s midpoint. (88.0% are below.)
44.8% are below yesterday’s low.
52.1% are inside yesterday’s range.
6.2% of stocks with today’s high > yesterday’s high. (93.8% less than).
81.7% of stocks with today’s low < yesterday’s low. (18.3% greater than).

EVIDENCE OF INTRADAY TREND (20180628 12:30 pm ET)
47.0% of stocks are above today’s open. (51.9% are below).
37.4% of stocks are above today’s open and yesterday’s close.
47.1% are below both.
0.7% of stocks opened above yesterday’s high.
35.0% of stocks opened above yesterday’s close. (60.3% opened below yesterday’s close).
38.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180628 12:30 pm ET)
6.3% of stocks are in the top 10% of today’s range.
14.4% are in the top 20%.
46.5% are in the top half. 53.5% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
7.5% are in the bottom 10%.

GAIN (20180628 12:30 pm ET)
43.8% of stocks are above yesterday’s close. (56.2% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.1% are up 3.5% or more. 1.7% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20180628 12:30 pm ET)
2-day: >=95:1.0%…>=90:2.2%…>=80:5.8%…>=50:23.9%…<=20:45.3%…<=10:30.7%…<=5:20.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:28.5%…<=20:7.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:33.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180628 12:30 pm ET)
3.0% above previous 1 highs, 44.8% below previous 1 lows
2.3% above previous 2 highs, 37.3% below previous 2 lows
2.0% above previous 3 highs, 30.9% below previous 3 lows
1.6% above previous 4 highs, 30.3% below previous 4 lows
1.6% above previous 5 highs, 28.8% below previous 5 lows
1.6% above previous 6 highs, 28.3% below previous 6 lows
1.6% above previous 7 highs, 27.5% below previous 7 lows
1.6% above previous 8 highs, 27.0% below previous 8 lows
1.6% above previous 9 highs, 26.7% below previous 9 lows
1.5% above previous 10 highs, 26.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180628 12:30 pm ET)
43.8% are above or equal to 6/27 close (1 days ago), 56.2% are below.
17.9% are above or equal to 6/26 close (2 days ago), 82.1% are below.
28.1% are above or equal to 6/25 close (3 days ago), 71.9% are below.
17.4% are above or equal to 6/22 close (4 days ago), 82.6% are below.
22.7% are above or equal to 6/21 close (5 days ago), 77.3% are below.
21.2% are above or equal to 6/20 close (6 days ago), 78.8% are below.
25.5% are above or equal to 6/19 close (7 days ago), 74.5% are below.
24.0% are above or equal to 6/18 close (8 days ago), 76.0% are below.
26.1% are above or equal to 6/15 close (9 days ago), 73.9% are below.
24.6% are above or equal to 6/14 close (10 days ago), 75.4% are below.
26.8% are above or equal to 6/13 close (11 days ago), 73.2% are below.
23.8% are above or equal to 6/12 close (12 days ago), 76.2% are below.
27.0% are above or equal to 6/11 close (13 days ago), 73.0% are below.
29.4% are above or equal to 6/8 close (14 days ago), 70.6% are below.
31.5% are above or equal to 6/7 close (15 days ago), 68.5% are below.
31.6% are above or equal to 6/6 close (16 days ago), 68.4% are below.
36.3% are above or equal to 6/5 close (17 days ago), 63.7% are below.
40.4% are above or equal to 6/4 close (18 days ago), 59.6% are below.
41.7% are above or equal to 6/1 close (19 days ago), 58.3% are below.
46.9% are above or equal to 5/31 close (20 days ago), 53.1% are below.
42.9% are above or equal to 5/30 close (21 days ago), 57.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180628 12:30 pm ET)
20d: 2.1% new highs, 34.8% new lows
21d: 2.1% new highs, 33.4% new lows
42d: 1.4% new highs, 15.7% new lows
63d: 1.4% new highs, 11.8% new lows
126d: 0.8% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180628 12:30 pm ET)
2-day: 42.0% above, 58.0% below
3-day: 22.9% above, 77.1% below
4-day: 24.6% above, 75.4% below
5-day: 21.4% above, 78.6% below
8-day: 20.5% above, 79.5% below
10-day: 21.4% above, 78.6% below
20-day: 26.8% above, 73.2% below
50-day: 47.2% above, 52.8% below
200-day: 55.5% above, 44.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180628 12:30 pm ET)
COSW(122): 0.46% Top=ACN AYX EVBG COUP TTWO ACXM MDB ZEN ….. NUAN MANH BIDU HDP HPE SABR SMAR FEYE=Bottom (Computer Software/Internet)
HEAL(57): 0.22% Top=NTRA MDXG IRTC BKD BSX DXCM NUVA SIEN ….. HCA ESRX DVA UNH ANTM AET VAR ACHC=Bottom (Health)
INSU(37): 0.14% Top=AIZ AMBC AXS PGR CINF ORI TRV RDN ….. LNC TMK CNO AFL TRUP FG AEL BHF=Bottom (Insurance)
COHW(45): 0.02% Top=VZ VG FNSR PSTG SSYS QCOM VSAT JNPR ….. EFII CNSL COMM ACIA HPQ EXTR ATUS CASA=Bottom (Computer Hardware/Telecom)
REAL(113): -0.12% Top=ABR WELL HCP OHI VTR DDR ALLY CUZ ….. PEB NLY RLJ CIM ARI VER SRC UNIT=Bottom (Real Estate)
FINA(103): -0.16% Top=FBC MS C EFX BAC GS JPM PYPL ….. BEN SF VOYA RJF YRD KKR WETF CLNY=Bottom (Banks/Financials)
RETA(64): -0.26% Top=SFIX W AEO MELI ORLY AMZN CHS DDS ….. EYE BBBY TGT RH LL CARS CVS WBA=Bottom (Retail & Specialty Retail)
ENER(104): -0.27% Top=HLX KOS BCEI GPOR OII CRC SEP RRC ….. SOI INT PTEN BHGE NBL MRO TUSK REN=Bottom (Energy)
CONS(60): -0.39% Top=CYRX UAA GOOS CLX CHD ENR KMB HBI ….. GPK NWL FOSL GT EPC MAT EL PBI=Bottom (Consumer)
META(22): -0.42% Top=FNV AEM ABX GG PAAS AG CCJ CLF ….. CENX CNX TECK SCCO CMC NUE FCX SLCA=Bottom (Metals & Mining)
DISV(53): -0.46% Top=ADS PAYX AAN MYGN ULTA CXW INFO CNDT ….. KBR LAUR MAN LOPE RHI ACM ZG CAR=Bottom (Diversified Services)
ELEC(61): -0.55% Top=CAVM MRVL AAOI ORBK FSLR GRMN NVDA MU ….. HIMX ICHR ON TEL AMBA KEM CREE AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): -0.68% Top=RPM CF MOS GRA SMG ASH AXTA APD ….. TROX OLN CBT CC HUN PAH FUL GEVO=Bottom (Chemicals/Fertilizers)
MANU(49): -0.71% Top=JKS TPIC DDD AGCO AQUA ZBRA DHR CAT ….. MIDD HUBB ETN RXN CIR RS ITW WTTR=Bottom (Manufacturing)
TRAN(25): -0.86% Top=CNI SSW EXPD LUV CP SNDR ALK UNP ….. CSX NSC UAL SAVE AAL FDX TRN UPS=Bottom (Transportation)
LEIS(43): -0.89% Top=YUMC TSG DRI SEAS SONC WING GPRO QSR ….. HLT MAR ARMK WYND SHAK PK SBUX CMG=Bottom (Leisure)
MATE(28): -0.90% Top=SRCL ADSW RSG WM WCN LEN RYN WY ….. MDR MAS FLR VMC SUM JELD OC BECN=Bottom (Materials & Construction)

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 12:30 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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