daytrend

07/05/2018

Filed under: Market Stats — daytrend @ 9:16 am

Market Stats at 10:16 am ET
by daytrend on 20180705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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 (20180705 10:16 am ET)
6.4% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
16.4% are below yesterday’s low.
77.1% are inside yesterday’s range.
25.8% of stocks with today’s high > yesterday’s high. (74.2% less than).
30.9% of stocks with today’s low < yesterday’s low. (69.1% greater than).

EVIDENCE OF INTRADAY TREND (20180705 10:16 am ET)
25.1% of stocks are above today’s open. (73.7% are below).
24.6% of stocks are above today’s open and yesterday’s close.
40.6% are below both.
6.7% of stocks opened above yesterday’s high.
94.5% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180705 10:16 am ET)
2.9% of stocks are in the top 10% of today’s range.
7.8% are in the top 20%.
31.1% are in the top half. 68.9% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
20.1% are in the bottom 10%.

GAIN (20180705 10:16 am ET)
58.9% of stocks are above yesterday’s close. (41.1% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.4% are up 3.5% or more. 0.5% are down 3.5% or more.
80.8% are between +1% and -1%.

RSI on DAILY (20180705 10:16 am ET)
2-day: >=95:2.2%…>=90:7.6%…>=80:19.2%…>=50:59.2%…<=20:11.5%…<=10:4.4%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:42.0%…<=20:2.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180705 10:16 am ET)
6.4% above previous 1 highs, 16.4% below previous 1 lows
5.9% above previous 2 highs, 3.3% below previous 2 lows
4.3% above previous 3 highs, 3.2% below previous 3 lows
4.1% above previous 4 highs, 2.2% below previous 4 lows
2.8% above previous 5 highs, 2.1% below previous 5 lows
2.7% above previous 6 highs, 2.0% below previous 6 lows
2.3% above previous 7 highs, 1.7% below previous 7 lows
2.1% above previous 8 highs, 1.7% below previous 8 lows
1.9% above previous 9 highs, 1.7% below previous 9 lows
1.9% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180705 10:16 am ET)
58.9% are above or equal to 7/3 close (1 days ago), 41.1% are below.
55.7% are above or equal to 7/2 close (2 days ago), 44.3% are below.
58.1% are above or equal to 6/29 close (3 days ago), 41.9% are below.
59.1% are above or equal to 6/28 close (4 days ago), 40.9% are below.
66.3% are above or equal to 6/27 close (5 days ago), 33.7% are below.
44.9% are above or equal to 6/26 close (6 days ago), 55.1% are below.
48.6% are above or equal to 6/25 close (7 days ago), 51.4% are below.
31.7% are above or equal to 6/22 close (8 days ago), 68.3% are below.
34.9% are above or equal to 6/21 close (9 days ago), 65.1% are below.
30.2% are above or equal to 6/20 close (10 days ago), 69.8% are below.
33.9% are above or equal to 6/19 close (11 days ago), 66.1% are below.
31.4% are above or equal to 6/18 close (12 days ago), 68.6% are below.
33.2% are above or equal to 6/15 close (13 days ago), 66.8% are below.
32.3% are above or equal to 6/14 close (14 days ago), 67.7% are below.
35.1% are above or equal to 6/13 close (15 days ago), 64.9% are below.
30.7% are above or equal to 6/12 close (16 days ago), 69.3% are below.
34.4% are above or equal to 6/11 close (17 days ago), 65.6% are below.
36.5% are above or equal to 6/8 close (18 days ago), 63.5% are below.
39.1% are above or equal to 6/7 close (19 days ago), 60.9% are below.
39.1% are above or equal to 6/6 close (20 days ago), 60.9% are below.
43.6% are above or equal to 6/5 close (21 days ago), 56.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180705 10:16 am ET)
20d: 3.3% new highs, 3.5% new lows
21d: 3.2% new highs, 3.5% new lows
42d: 2.3% new highs, 2.4% new lows
63d: 1.9% new highs, 1.8% new lows
126d: 1.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180705 10:16 am ET)
2-day: 56.5% above, 43.5% below
3-day: 57.3% above, 42.7% below
4-day: 59.5% above, 40.5% below
5-day: 59.5% above, 40.5% below
8-day: 55.3% above, 44.7% below
10-day: 46.4% above, 53.6% below
20-day: 35.6% above, 64.4% below
50-day: 54.2% above, 45.8% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180705 10:16 am ET)
META(22): 1.13% Top=CLF AA STLD X AEM NEM CENX NUE ….. ABX IAG WPM FNV PAAS CNX CCJ FCX=Bottom (Metals & Mining)
ELEC(59): 0.84% Top=DQ QRVO MTSI IDTI ICHR CREE TER LRCX ….. KEYS FIT FSLR GRMN CW RUN MXL AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(101): 0.42% Top=KOS NS VNOM LBRT FANG CRZO RES WPZ ….. LPI WRD ANDV DK MPC HFC REN CVI=Bottom (Energy)
MANU(46): 0.37% Top=SNA WBT ATI DDD BDC CAT CIR TEX ….. TTC AQUA BWXT HUBB DE DOV JKS GE=Bottom (Manufacturing)
CHEM(29): 0.29% Top=PX FUL CE EMN VSM AXTA DWDP GRA ….. RYAM SMG RPM FMC SHW NTR ALB CF=Bottom (Chemicals/Fertilizers)
COHW(42): 0.19% Top=QCOM SSYS MAXR UBNT ATUS CTL ZAYO VRSN ….. CDW ANET HRS CASA CSCO PANW PSTG EXTR=Bottom (Computer Hardware/Telecom)
COSW(118): 0.08% Top=TTGT EVBG MDRX CDAY EQIX SE MDB SQ ….. SINA ACXM ZS VIPS FSCT VNET APPN IQ=Bottom (Computer Software/Internet)
FINA(100): 0.07% Top=JHG BX ESNT AMP FII CISN C BBT ….. NYCB FBC RJF LAZ SCHW LPLA SEIC IBKR=Bottom (Banks/Financials)
TRAN(24): 0.07% Top=SSW NSC SNDR CP ALK UAL CSX LUV ….. TRN XPO CNI FDX JBHT CHRW EXPD ODFL=Bottom (Transportation)
LEIS(43): 0.03% Top=WING ARMK LVS TVPT MGM EAT MAR WYNN ….. CMG GPRO PLNT MLCO VAC DPZ WYND YUMC=Bottom (Leisure)
RETA(62): 0.01% Top=SFIX MIK JWN GME CORE ETSY CVNA SBH ….. DKS LB URBN TLRD AEO GES DDS CPRT=Bottom (Retail & Specialty Retail)
INSU(33): -0.02% Top=FNF FAF AIG AGO WLTW CNO HIG L ….. PGR BHF TRV AFL AMBC AEL FG AIZ=Bottom (Insurance)
HEAL(53): -0.08% Top=RMD PINC CNC HOLX UNH BAX GKOS BDX ….. BKD BSX NVRO ALGN GMED CMD NTRA ABMD=Bottom (Health)
CONS(60): -0.08% Top=GT IRBT CYRX MAT KMB PG EPC CL ….. FOSL ELY DECK PKG SKX CROX TUP GIII=Bottom (Consumer)
MATE(28): -0.19% Top=MDC BECN DAR OC WM RSG ADSW LEN ….. PWR VMC SUM TOL MLM EXP KBH MDR=Bottom (Materials & Construction)
REAL(110): -0.23% Top=AMT BAM DLR UNIT SRC ALLY CONE PLD ….. KIM XHR GEO HR WRI BDN BRX KRG=Bottom (Real Estate)
DISV(50): -0.26% Top=SNX JEC MA INFO SBAC PAYX FDC URI ….. CNDT R ULTA BAH LAUR CHGG YY ZTO=Bottom (Diversified Services)

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 10:16 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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