daytrend

07/11/2018

Filed under: Market Stats — daytrend @ 9:50 am

Market Stats at 10:50 am ET
by daytrend on 20180711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 946.

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 (20180711 10:50 am ET)
9.0% of stocks are above yesterday’s high.
28.4% are above yesterday’s midpoint. (71.6% are below.)
33.5% are below yesterday’s low.
57.5% are inside yesterday’s range.
17.5% of stocks with today’s high > yesterday’s high. (82.5% less than).
72.1% of stocks with today’s low < yesterday’s low. (27.9% greater than).

EVIDENCE OF INTRADAY TREND (20180711 10:50 am ET)
60.9% of stocks are above today’s open. (37.9% are below).
30.7% of stocks are above today’s open and yesterday’s close.
37.4% are below both.
1.1% of stocks opened above yesterday’s high.
3.8% of stocks opened above yesterday’s close. (94.3% opened below yesterday’s close).
44.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180711 10:50 am ET)
7.6% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
58.9% are in the top half. 41.1% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20180711 10:50 am ET)
32.5% of stocks are above yesterday’s close. (67.5% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.6% are up 3.5% or more. 2.0% are down 3.5% or more.
65.0% are between +1% and -1%.

RSI on DAILY (20180711 10:50 am ET)
2-day: >=95:8.0%…>=90:11.3%…>=80:18.2%…>=50:45.3%…<=20:11.0%…<=10:2.2%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:65.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:63.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180711 10:50 am ET)
9.0% above previous 1 highs, 33.5% below previous 1 lows
5.9% above previous 2 highs, 17.0% below previous 2 lows
5.5% above previous 3 highs, 7.3% below previous 3 lows
5.4% above previous 4 highs, 4.2% below previous 4 lows
5.2% above previous 5 highs, 3.4% below previous 5 lows
5.2% above previous 6 highs, 1.8% below previous 6 lows
5.0% above previous 7 highs, 1.8% below previous 7 lows
5.0% above previous 8 highs, 1.5% below previous 8 lows
4.8% above previous 9 highs, 1.5% below previous 9 lows
4.5% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180711 10:50 am ET)
32.5% are above or equal to 7/10 close (1 days ago), 67.5% are below.
33.7% are above or equal to 7/9 close (2 days ago), 66.3% are below.
60.9% are above or equal to 7/6 close (3 days ago), 39.1% are below.
73.3% are above or equal to 7/5 close (4 days ago), 26.7% are below.
83.3% are above or equal to 7/3 close (5 days ago), 16.7% are below.
84.4% are above or equal to 7/2 close (6 days ago), 15.6% are below.
82.2% are above or equal to 6/29 close (7 days ago), 17.8% are below.
81.7% are above or equal to 6/28 close (8 days ago), 18.3% are below.
82.9% are above or equal to 6/27 close (9 days ago), 17.1% are below.
69.7% are above or equal to 6/26 close (10 days ago), 30.3% are below.
71.7% are above or equal to 6/25 close (11 days ago), 28.3% are below.
56.4% are above or equal to 6/22 close (12 days ago), 43.6% are below.
55.2% are above or equal to 6/21 close (13 days ago), 44.8% are below.
47.8% are above or equal to 6/20 close (14 days ago), 52.2% are below.
51.5% are above or equal to 6/19 close (15 days ago), 48.5% are below.
47.1% are above or equal to 6/18 close (16 days ago), 52.9% are below.
49.5% are above or equal to 6/15 close (17 days ago), 50.5% are below.
48.0% are above or equal to 6/14 close (18 days ago), 52.0% are below.
50.2% are above or equal to 6/13 close (19 days ago), 49.8% are below.
44.7% are above or equal to 6/12 close (20 days ago), 55.3% are below.
47.3% are above or equal to 6/11 close (21 days ago), 52.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180711 10:50 am ET)
20d: 5.6% new highs, 3.6% new lows
21d: 5.4% new highs, 3.4% new lows
42d: 4.7% new highs, 1.0% new lows
63d: 4.5% new highs, 0.7% new lows
126d: 3.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180711 10:50 am ET)
2-day: 31.1% above, 68.9% below
3-day: 30.8% above, 69.2% below
4-day: 42.8% above, 57.2% below
5-day: 54.3% above, 45.7% below
8-day: 74.3% above, 25.7% below
10-day: 79.3% above, 20.7% below
20-day: 60.8% above, 39.2% below
50-day: 64.4% above, 35.6% below
200-day: 62.3% above, 37.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180711 10:50 am ET)
DISV(48): 0.36% Top=MYGN CXW GPN SERV HRB FDC MA V ….. ULTA KTOS JEC URI ACM YY ZTO CAR=Bottom (Diversified Services)
COSW(116): 0.17% Top=TRIP NTNX CHKP PFPT DATA PAYC RPD DOCU ….. ADSK MDRX SE HPE PS JD FFIV VIPS=Bottom (Computer Software/Internet)
REAL(107): 0.17% Top=GEO WPG QTS OUT STAG CLI ABR GOV ….. RLGY UNIT HST PEB SPG DRH BAM CBRE=Bottom (Real Estate)
MATE(27): -0.02% Top=FAST VMC ADSW MLM MDC WM RSG WCN ….. TPH JELD PWR FLR OC BECN MDR MAS=Bottom (Materials & Construction)
HEAL(49): -0.16% Top=NVRO DXCM NTRA COO THC MOH HAE ANTM ….. DVA PINC BKD A PKI TMO EW PODD=Bottom (Health)
FINA(96): -0.34% Top=SMPL CME FITB AXP CBSH SIVB OZRK OMF ….. IVZ AMG VOYA ESNT WETF JHG LM FII=Bottom (Banks/Financials)
LEIS(42): -0.43% Top=DPZ JACK QSR RRR BYD EAT DRI CMG ….. LVS EXPE SHAK SIX WYNN MLCO GPRO PZZA=Bottom (Leisure)
INSU(31): -0.65% Top=FG FNF AXS AGO AIZ AJG FAF ORI ….. MET AIG PFG AFL AEL UNM RDN MTG=Bottom (Insurance)
CONS(58): -0.66% Top=TPX CROX CLX KMB VFC CHD WHR HAS ….. TUP CRI OI COTY EL SPB TPR FOSL=Bottom (Consumer)
ENER(97): -0.81% Top=NS XOG COG SHLX BPL JAG FRAC MDU ….. PXD NBL LPI CVX CVE HES TUSK VNOM=Bottom (Energy)
COHW(41): -0.96% Top=MSI PANW VG CCI NTAP VZ COMM ANET ….. ATUS HPQ STX QCOM MAXR IMMR WDC TDS=Bottom (Computer Hardware/Telecom)
RETA(60): -1.11% Top=CARS JWN CHS DSW NFLX TJX SIG AMZN ….. BBBY WSM TLRD W LL RH HOME FND=Bottom (Retail & Specialty Retail)
MANU(42): -1.20% Top=MHK WTTR ESIO WBT ATKR GE AQUA ATI ….. CFX DE ETN TEX CAT SWK AOS AGCO=Bottom (Manufacturing)
META(23): -1.36% Top=IAG RGLD SLCA CENX AA FNV NUE CCJ ….. STLD GG X CLF SCCO FCX PAAS TECK=Bottom (Metals & Mining)
TRAN(24): -1.65% Top=CHRW WAB EXPD CNI TRN UPS JBLU JBHT ….. SNDR NSC DAL UNP SAVE UAL ALK AAL=Bottom (Transportation)
ELEC(57): -1.70% Top=KLIC AYI RUN SNPS FTV CSIQ GRMN KEYS ….. AVGO TRMB MU ICHR MRVL UCTT DQ ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -1.73% Top=SHW GRA IFF ASH FUL RYAM PPG UNVR ….. PAH NTR HUN MOS CC TROX OLN WLK=Bottom (Chemicals/Fertilizers)

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 10:50 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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