daytrend

07/03/2018

Filed under: Market Stats — daytrend @ 12:05 pm

Market Stats at 1:04 pm ET
by daytrend on 20180703. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 998.

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

COMPARED TO YESTERDAY’S RANGE (20180703 1:04 pm ET)
30.5% of stocks are above yesterday’s high.
72.7% are above yesterday’s midpoint. (27.3% are below.)
5.1% are below yesterday’s low.
64.4% are inside yesterday’s range.
88.4% of stocks with today’s high > yesterday’s high. (11.6% less than).
9.5% of stocks with today’s low < yesterday’s low. (90.5% greater than).

EVIDENCE OF INTRADAY TREND (20180703 1:04 pm ET)
35.9% of stocks are above today’s open. (63.0% are below).
34.9% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
53.0% of stocks opened above yesterday’s high.
87.1% of stocks opened above yesterday’s close. (8.3% opened below yesterday’s close).
0.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180703 1:04 pm ET)
2.2% of stocks are in the top 10% of today’s range.
6.1% are in the top 20%.
27.0% are in the top half. 73.0% of stocks are in the bottom half of today’s range.
42.3% are in the bottom 20%.
24.7% are in the bottom 10%.

GAIN (20180703 1:04 pm ET)
53.2% of stocks are above yesterday’s close. (46.8% are below.)
0.7% are up 4.5% or more. 0.3% are down 4.5% or more.
1.2% are up 3.5% or more. 0.6% are down 3.5% or more.
62.7% are between +1% and -1%.

RSI on DAILY (20180703 1:04 pm ET)
2-day: >=95:2.7%…>=90:7.0%…>=80:19.2%…>=50:53.1%…<=20:15.4%…<=10:5.7%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:40.3%…<=20:2.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:45.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180703 1:04 pm ET)
30.5% above previous 1 highs, 5.1% below previous 1 lows
13.4% above previous 2 highs, 4.8% below previous 2 lows
11.9% above previous 3 highs, 2.7% below previous 3 lows
7.7% above previous 4 highs, 2.7% below previous 4 lows
7.1% above previous 5 highs, 2.5% below previous 5 lows
5.9% above previous 6 highs, 2.4% below previous 6 lows
4.4% above previous 7 highs, 2.4% below previous 7 lows
4.1% above previous 8 highs, 2.3% below previous 8 lows
3.8% above previous 9 highs, 2.3% below previous 9 lows
3.5% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180703 1:04 pm ET)
53.2% are above or equal to 7/2 close (1 days ago), 46.8% are below.
55.4% are above or equal to 6/29 close (2 days ago), 44.6% are below.
56.0% are above or equal to 6/28 close (3 days ago), 44.0% are below.
64.0% are above or equal to 6/27 close (4 days ago), 36.0% are below.
41.7% are above or equal to 6/26 close (5 days ago), 58.3% are below.
49.3% are above or equal to 6/25 close (6 days ago), 50.7% are below.
30.4% are above or equal to 6/22 close (7 days ago), 69.6% are below.
33.8% are above or equal to 6/21 close (8 days ago), 66.2% are below.
28.7% are above or equal to 6/20 close (9 days ago), 71.3% are below.
32.7% are above or equal to 6/19 close (10 days ago), 67.3% are below.
30.4% are above or equal to 6/18 close (11 days ago), 69.6% are below.
33.1% are above or equal to 6/15 close (12 days ago), 66.9% are below.
32.2% are above or equal to 6/14 close (13 days ago), 67.8% are below.
34.5% are above or equal to 6/13 close (14 days ago), 65.5% are below.
30.7% are above or equal to 6/12 close (15 days ago), 69.3% are below.
33.2% are above or equal to 6/11 close (16 days ago), 66.8% are below.
35.5% are above or equal to 6/8 close (17 days ago), 64.5% are below.
38.7% are above or equal to 6/7 close (18 days ago), 61.3% are below.
38.7% are above or equal to 6/6 close (19 days ago), 61.3% are below.
42.6% are above or equal to 6/5 close (20 days ago), 57.4% are below.
45.9% are above or equal to 6/4 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180703 1:04 pm ET)
20d: 7.5% new highs, 3.1% new lows
21d: 7.5% new highs, 3.0% new lows
42d: 5.8% new highs, 1.6% new lows
63d: 5.1% new highs, 1.3% new lows
126d: 3.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180703 1:04 pm ET)
2-day: 51.5% above, 48.5% below
3-day: 54.1% above, 45.9% below
4-day: 53.8% above, 46.2% below
5-day: 58.4% above, 41.6% below
8-day: 47.4% above, 52.6% below
10-day: 39.3% above, 60.7% below
20-day: 33.5% above, 66.5% below
50-day: 54.3% above, 45.7% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180703 1:04 pm ET)
ENER(102): 1.12% Top=REN RES FRAC WPX JAG SPN MRO PDCE ….. MMP PAA BPL HLX COG INT WTI VLO=Bottom (Energy)
REAL(110): 0.96% Top=PEI KRG XHR CLI CONE DOC OHI HR ….. ESS EDR BXP CBRE ALLY BAM GEO AMT=Bottom (Real Estate)
HEAL(54): 0.39% Top=BKD ESRX NTRA THC NVRO ACHC XRAY BSX ….. EW DVA ALGN LH ISRG IRWD ABMD BAX=Bottom (Health)
RETA(63): 0.39% Top=FRAN BBBY URBN LL DSW CHS KR TLRD ….. KORS BBY CVS AMZN BIG NFLX CVNA SFIX=Bottom (Retail & Specialty Retail)
META(22): 0.23% Top=AG IAG PAAS GG AEM FNV WPM ABX ….. CMC CNX SCCO NUE STLD CENX X CLF=Bottom (Metals & Mining)
MATE(28): 0.20% Top=RYN KBH TMHC TPH SUM EXP MLM VMC ….. WM FLR DAR FAST RSG OC BECN MDR=Bottom (Materials & Construction)
LEIS(44): 0.19% Top=VAC BYD PK FCPT CMG RRR EXPE PLNT ….. MGM CCL DRI EAT BLMN WYNN MAR YUMC=Bottom (Leisure)
INSU(37): 0.14% Top=AIZ MBI RGA PFG BRO CNO AIG CINF ….. PRU AXS MET BHF FAF PGR AEL AMBC=Bottom (Insurance)
CONS(61): 0.12% Top=SPB CYRX PBI TPX BOOT ENR CRI BLL ….. GIL UFS ELY PVH BC FOSL DESP NKE=Bottom (Consumer)
CHEM(30): 0.07% Top=ALB RPM CF UNVR FMC NTR PAH FUL ….. WLK CC HUN EMN OLN DWDP CBT VSM=Bottom (Chemicals/Fertilizers)
MANU(47): -0.03% Top=WTTR CIR HUBB GTLS BWXT MIDD MRC PNR ….. XYL DDD CMI EMR ATI TTC CAT ESIO=Bottom (Manufacturing)
DISV(53): -0.11% Top=ILG BAH MMS ULTA CNDT SERV CXW FICO ….. ACM YY NCI TRTN GPN R SBAC JEC=Bottom (Diversified Services)
COSW(119): -0.24% Top=ACXM SMAR SE EPAY TTGT CDAY FSCT IT ….. MTCH SYNT FB TWTR DBX CBLK PVTL TTD=Bottom (Computer Software/Internet)
FINA(101): -0.50% Top=BX KKR CLNY APO CISN CDEV FBC FBP ….. BK NDAQ CME BAC RF SCHW AMTD IBKR=Bottom (Banks/Financials)
COHW(43): -0.50% Top=CTL ZAYO TDS IMMR T VSAT BCE CCI ….. JNPR ANET NTAP CASA ACIA SYNA UBNT VIAV=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.79% Top=SSW ALK WAB JBLU LUV UPS SAVE JBHT ….. UNP CNI EXPD SNDR AAL XPO KSU DAL=Bottom (Transportation)
ELEC(60): -1.00% Top=AYI CREE DQ KEM MXL MTSI CRUS BRKR ….. KLIC SGH QRVO LRCX UCTT SPWR ICHR MU=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 1:04 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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