daytrend

07/05/2018

Filed under: Market Stats — daytrend @ 10:27 am

Market Stats at 11:26 am ET
by daytrend on 20180705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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

COMPARED TO YESTERDAY’S RANGE (20180705 11:26 am ET)
11.1% of stocks are above yesterday’s high.
47.9% are above yesterday’s midpoint. (52.1% are below.)
13.1% are below yesterday’s low.
75.8% are inside yesterday’s range.
29.8% of stocks with today’s high > yesterday’s high. (70.2% less than).
38.7% of stocks with today’s low < yesterday’s low. (61.3% greater than).

EVIDENCE OF INTRADAY TREND (20180705 11:26 am ET)
35.5% of stocks are above today’s open. (63.0% are below).
35.1% of stocks are above today’s open and yesterday’s close.
31.9% 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 11:26 am ET)
10.1% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
47.3% are in the top half. 52.7% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20180705 11:26 am ET)
67.8% of stocks are above yesterday’s close. (32.2% are below.)
0.2% are up 4.5% or more. 0.3% are down 4.5% or more.
0.6% are up 3.5% or more. 0.5% are down 3.5% or more.
74.1% are between +1% and -1%.

RSI on DAILY (20180705 11:26 am ET)
2-day: >=95:4.0%…>=90:9.8%…>=80:25.5%…>=50:66.6%…<=20:9.4%…<=10:3.5%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:45.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:47.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180705 11:26 am ET)
11.1% above previous 1 highs, 13.1% below previous 1 lows
10.6% above previous 2 highs, 3.1% below previous 2 lows
8.0% above previous 3 highs, 3.0% below previous 3 lows
7.7% above previous 4 highs, 1.6% below previous 4 lows
5.7% above previous 5 highs, 1.6% below previous 5 lows
5.3% above previous 6 highs, 1.4% below previous 6 lows
4.8% above previous 7 highs, 1.3% below previous 7 lows
4.2% above previous 8 highs, 1.3% below previous 8 lows
3.7% above previous 9 highs, 1.3% below previous 9 lows
3.3% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180705 11:26 am ET)
67.8% are above or equal to 7/3 close (1 days ago), 32.2% are below.
62.3% are above or equal to 7/2 close (2 days ago), 37.7% are below.
61.6% are above or equal to 6/29 close (3 days ago), 38.4% are below.
62.0% are above or equal to 6/28 close (4 days ago), 38.0% are below.
67.2% are above or equal to 6/27 close (5 days ago), 32.8% are below.
46.5% are above or equal to 6/26 close (6 days ago), 53.5% are below.
51.9% are above or equal to 6/25 close (7 days ago), 48.1% are below.
32.7% are above or equal to 6/22 close (8 days ago), 67.3% are below.
36.8% are above or equal to 6/21 close (9 days ago), 63.2% are below.
30.7% are above or equal to 6/20 close (10 days ago), 69.3% are below.
34.7% are above or equal to 6/19 close (11 days ago), 65.3% are below.
31.8% are above or equal to 6/18 close (12 days ago), 68.2% are below.
35.0% are above or equal to 6/15 close (13 days ago), 65.0% are below.
33.8% are above or equal to 6/14 close (14 days ago), 66.2% are below.
36.0% are above or equal to 6/13 close (15 days ago), 64.0% are below.
31.9% are above or equal to 6/12 close (16 days ago), 68.1% are below.
34.6% are above or equal to 6/11 close (17 days ago), 65.4% are below.
37.0% are above or equal to 6/8 close (18 days ago), 63.0% are below.
39.4% are above or equal to 6/7 close (19 days ago), 60.6% are below.
39.9% are above or equal to 6/6 close (20 days ago), 60.1% are below.
43.9% are above or equal to 6/5 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180705 11:26 am ET)
20d: 4.0% new highs, 4.4% new lows
21d: 3.9% new highs, 4.4% new lows
42d: 3.0% new highs, 2.8% new lows
63d: 2.4% new highs, 2.1% new lows
126d: 1.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180705 11:26 am ET)
2-day: 65.5% above, 34.5% below
3-day: 66.5% above, 33.5% below
4-day: 65.8% above, 34.2% below
5-day: 64.9% above, 35.1% below
8-day: 58.8% above, 41.2% below
10-day: 49.7% above, 50.3% below
20-day: 37.7% above, 62.3% below
50-day: 55.2% above, 44.8% below
200-day: 57.0% above, 43.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180705 11:26 am ET)
ELEC(59): 1.31% Top=DQ QRVO ICHR IDTI MTSI AMD SWKS CRUS ….. TEL CAVM CW GRMN MXL KEYS AAOI AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): 1.08% Top=AEM X NEM STLD AA CLF CMC AG ….. IAG PAAS WPM FNV SLCA CNX FCX CCJ=Bottom (Metals & Mining)
COHW(42): 0.40% Top=ATUS MAXR QCOM ACIA UBNT SSYS ZAYO VSAT ….. CDW CASA BB CSCO HRS PANW PSTG EXTR=Bottom (Computer Hardware/Telecom)
MANU(46): 0.38% Top=WBT SNA DDD TEX CIR ATI ROK ATKR ….. MIDD BWXT AGCO GE DE DOV HUBB JKS=Bottom (Manufacturing)
COSW(118): 0.32% Top=TTGT SQ CVG MDRX SYNT CDAY COUP EVBG ….. DBX BSTI SOHU ZUO CBLK APPN VNET IQ=Bottom (Computer Software/Internet)
RETA(62): 0.27% Top=MIK SFIX GME JWN CORE CVNA SIG BBBY ….. DKS AEO M CPRT GPS DDS RH LB=Bottom (Retail & Specialty Retail)
ENER(101): 0.26% Top=LBRT NS FRAC WPZ WMB SPN KOS EEP ….. CPE ANDV WRD MRO HFC REN MPC LPI=Bottom (Energy)
CONS(60): 0.24% Top=IRBT GT FOSL NWL WHR CL PG EPC ….. COLM ELY CROX PKG BMS GIII DECK UAA=Bottom (Consumer)
LEIS(43): 0.24% Top=TVPT SONC LVS PLAY EAT DRI WING MGM ….. YUM HLT SBUX TSG SHAK DPZ VAC YUMC=Bottom (Leisure)
FINA(100): 0.23% Top=JHG BX FII WDR FBP ESNT LM HWC ….. SEIC ETFC SCHW MS LPLA NYCB CDEV IBKR=Bottom (Banks/Financials)
CHEM(29): 0.16% Top=PX FUL OLN VSM CC WLK DWDP CE ….. RYAM SHW RPM FMC NTR TROX ALB CF=Bottom (Chemicals/Fertilizers)
DISV(50): 0.14% Top=SNX JEC NCI URI PAYX KBR SBAC CAR ….. MMS AAN CHGG FLT ILG LAUR YY ZTO=Bottom (Diversified Services)
MATE(28): 0.12% Top=MDC LEN OC PHM MAS WY ADSW FAST ….. TOL KBH RYN VMC PWR EXP MLM MDR=Bottom (Materials & Construction)
TRAN(24): 0.11% Top=UAL SNDR NSC ALK SAVE CP JBLU LUV ….. XPO UPS CNI FDX CHRW EXPD ODFL JBHT=Bottom (Transportation)
HEAL(53): 0.08% Top=GKOS PINC NTRA RMD UNH CNC VAR MD ….. BSX BKD HCA AVNS DXCM NVRO CMD ABMD=Bottom (Health)
REAL(110): 0.03% Top=UNIT BAM SRC AMT ALLY DLR CONE BXMT ….. GEO WRI HR HPT BDN XHR BRX KRG=Bottom (Real Estate)
INSU(33): 0.01% Top=AGO FNF FAF FG AXS WLTW HIG BHF ….. MTG PGR CINF ORI ALL TRV AEL AIZ=Bottom (Insurance)

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 11:26 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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