daytrend

07/11/2018

Filed under: Market Stats — daytrend @ 1:17 pm

Market Stats at 2:16 pm ET
by daytrend on 20180711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20180711 2:16 pm ET)
9.4% of stocks are above yesterday’s high.
21.6% are above yesterday’s midpoint. (78.4% are below.)
51.1% are below yesterday’s low.
39.5% are inside yesterday’s range.
21.5% of stocks with today’s high > yesterday’s high. (78.5% less than).
78.0% of stocks with today’s low < yesterday’s low. (22.0% greater than).

EVIDENCE OF INTRADAY TREND (20180711 2:16 pm ET)
40.8% of stocks are above today’s open. (57.6% are below).
23.4% of stocks are above today’s open and yesterday’s close.
57.0% 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 2:16 pm ET)
3.6% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
35.9% are in the top half. 64.1% of stocks are in the bottom half of today’s range.
40.5% are in the bottom 20%.
29.8% are in the bottom 10%.

GAIN (20180711 2:16 pm ET)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
0.3% are up 4.5% or more. 3.6% are down 4.5% or more.
0.6% are up 3.5% or more. 7.8% are down 3.5% or more.
51.0% are between +1% and -1%.

RSI on DAILY (20180711 2:16 pm ET)
2-day: >=95:7.7%…>=90:9.9%…>=80:15.8%…>=50:31.3%…<=20:20.6%…<=10:4.2%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:56.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180711 2:16 pm ET)
9.4% above previous 1 highs, 51.1% below previous 1 lows
7.2% above previous 2 highs, 33.0% below previous 2 lows
6.5% above previous 3 highs, 15.0% below previous 3 lows
6.3% above previous 4 highs, 8.8% below previous 4 lows
6.3% above previous 5 highs, 7.5% below previous 5 lows
6.3% above previous 6 highs, 4.7% below previous 6 lows
6.2% above previous 7 highs, 4.3% below previous 7 lows
6.2% above previous 8 highs, 3.3% below previous 8 lows
5.9% above previous 9 highs, 3.3% below previous 9 lows
5.6% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180711 2:16 pm ET)
25.0% are above or equal to 7/10 close (1 days ago), 75.0% are below.
26.2% are above or equal to 7/9 close (2 days ago), 73.8% are below.
48.1% are above or equal to 7/6 close (3 days ago), 51.9% are below.
63.6% are above or equal to 7/5 close (4 days ago), 36.4% are below.
76.4% are above or equal to 7/3 close (5 days ago), 23.6% are below.
77.4% are above or equal to 7/2 close (6 days ago), 22.6% are below.
75.0% are above or equal to 6/29 close (7 days ago), 25.0% are below.
74.8% are above or equal to 6/28 close (8 days ago), 25.2% are below.
76.4% are above or equal to 6/27 close (9 days ago), 23.6% are below.
62.1% are above or equal to 6/26 close (10 days ago), 37.9% are below.
64.6% are above or equal to 6/25 close (11 days ago), 35.4% are below.
49.8% are above or equal to 6/22 close (12 days ago), 50.2% are below.
51.0% are above or equal to 6/21 close (13 days ago), 49.0% are below.
43.1% are above or equal to 6/20 close (14 days ago), 56.9% are below.
47.4% are above or equal to 6/19 close (15 days ago), 52.6% are below.
43.6% are above or equal to 6/18 close (16 days ago), 56.4% are below.
46.1% are above or equal to 6/15 close (17 days ago), 53.9% are below.
44.3% are above or equal to 6/14 close (18 days ago), 55.7% are below.
46.1% are above or equal to 6/13 close (19 days ago), 53.9% are below.
41.1% are above or equal to 6/12 close (20 days ago), 58.9% are below.
44.2% are above or equal to 6/11 close (21 days ago), 55.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180711 2:16 pm ET)
20d: 7.0% new highs, 4.7% new lows
21d: 6.9% new highs, 4.4% new lows
42d: 6.0% new highs, 1.9% new lows
63d: 5.8% new highs, 1.2% new lows
126d: 4.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180711 2:16 pm ET)
2-day: 23.8% above, 76.2% below
3-day: 23.2% above, 76.8% below
4-day: 30.4% above, 69.6% below
5-day: 40.0% above, 60.0% below
8-day: 60.6% above, 39.4% below
10-day: 66.1% above, 33.9% below
20-day: 54.8% above, 45.2% below
50-day: 61.2% above, 38.8% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180711 2:16 pm ET)
DISV(48): 0.14% Top=MYGN GPN CXW SERV V ZG WP MA ….. R MAN ULTA URI JEC ZTO ACM CAR=Bottom (Diversified Services)
COSW(116): 0.12% Top=CBLK CHKP NTNX ATVI PFPT SYNT TWOU DATA ….. JD MDRX ZUO FFIV PS BSTI HPE VIPS=Bottom (Computer Software/Internet)
REAL(107): -0.04% Top=AIV CPT AMH ABR INVH ESS GEO SRC ….. PEI SPG CUZ DRH HST BAM DDR CBRE=Bottom (Real Estate)
HEAL(49): -0.34% Top=NVRO DXCM MOH COO CNC HAE NUVA DGX ….. PKI XRAY DVA PODD EW TMO BKD NTRA=Bottom (Health)
MATE(27): -0.36% Top=FAST RSG SRCL WCN WM MDC VMC ADSW ….. KBH OC TMHC FLR MAS PWR BECN MDR=Bottom (Materials & Construction)
LEIS(42): -0.62% Top=BLMN DPZ QSR JACK TXRH CMG DRI ARMK ….. SIX LVS CCL EXPE PZZA WYNN MLCO GPRO=Bottom (Leisure)
FINA(96): -0.82% Top=SMPL CME AXP NDAQ ICE ARCC SYF OMF ….. VOYA CDEV IVZ SLM WETF LM JHG FII=Bottom (Banks/Financials)
CONS(58): -0.96% Top=TPX CROX CLX CHD CCK KMB BERY WHR ….. PVH BOOT FL TPR GT COTY EL FOSL=Bottom (Consumer)
INSU(31): -1.10% Top=AIZ FAF FNF AJG AGO FG AXS ORI ….. MTG BHF RDN AFL MET PFG AEL UNM=Bottom (Insurance)
COHW(41): -1.18% Top=VG MSI ACIA PANW ZAYO VRSN NTAP ANET ….. BB MAXR WDC CASA STX HPQ IMMR TDS=Bottom (Computer Hardware/Telecom)
RETA(60): -1.43% Top=CARS JWN CHS DSW SFIX WBA SIG NFLX ….. MIK AEO W RH LL TLRD FND HOME=Bottom (Retail & Specialty Retail)
MANU(42): -1.86% Top=MHK WBT DDD ATKR AQUA BWXT TTC MIDD ….. KMT CFX EMR MRC ETN CAT AOS AGCO=Bottom (Manufacturing)
TRAN(24): -2.24% Top=WAB CHRW JBLU SSW EXPD TRN LUV CNI ….. CP SNDR SAVE UNP UAL XPO ALK AAL=Bottom (Transportation)
ELEC(57): -2.27% Top=AYI RUN KEM SPWR KLIC SNPS AAOI CSIQ ….. AMAT ON AMBA LRCX FIT UCTT BRKS ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(28): -2.44% Top=GRA IFF SHW ASH PPG RYAM AXTA FUL ….. EMN HUN NTR MOS OLN CC WLK TROX=Bottom (Chemicals/Fertilizers)
ENER(97): -2.81% Top=BPL MDU EQM TEP BWP NS COG MUSA ….. HES DO NBR TUSK PTEN WTI LBRT CRC=Bottom (Energy)
META(22): -2.97% Top=RGLD FNV AA NUE X SLCA NEM CCJ ….. ABX FCX CENX SCCO GG TECK AG PAAS=Bottom (Metals & Mining)

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 2:16 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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