daytrend

07/13/2018

Filed under: Market Stats — daytrend @ 9:55 am

Market Stats at 10:54 am ET
by daytrend on 20180713. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 922.

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 (20180713 10:54 am ET)
27.5% of stocks are above yesterday’s high.
69.6% are above yesterday’s midpoint. (30.4% are below.)
7.2% are below yesterday’s low.
65.3% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20180713 10:54 am ET)
61.0% of stocks are above today’s open. (37.1% are below).
53.4% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
8.4% of stocks opened above yesterday’s high.
45.9% of stocks opened above yesterday’s close. (48.5% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180713 10:54 am ET)
21.1% of stocks are in the top 10% of today’s range.
34.2% are in the top 20%.
66.3% are in the top half. 33.7% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20180713 10:54 am ET)
60.4% of stocks are above yesterday’s close. (39.6% are below.)
0.2% are up 4.5% or more. 0.2% are down 4.5% or more.
0.3% are up 3.5% or more. 0.4% are down 3.5% or more.
77.2% are between +1% and -1%.

RSI on DAILY (20180713 10:54 am ET)
2-day: >=95:7.4%…>=90:13.1%…>=80:25.2%…>=50:66.2%…<=20:11.1%…<=10:4.0%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.6%…>=50:70.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:68.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180713 10:54 am ET)
27.5% above previous 1 highs, 7.2% below previous 1 lows
20.4% above previous 2 highs, 4.7% below previous 2 lows
12.9% above previous 3 highs, 4.2% below previous 3 lows
11.7% above previous 4 highs, 3.5% below previous 4 lows
11.7% above previous 5 highs, 1.7% below previous 5 lows
11.7% above previous 6 highs, 1.2% below previous 6 lows
11.1% above previous 7 highs, 1.2% below previous 7 lows
11.0% above previous 8 highs, 1.0% below previous 8 lows
10.6% above previous 9 highs, 1.0% below previous 9 lows
10.5% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180713 10:54 am ET)
60.4% are above or equal to 7/12 close (1 days ago), 39.6% are below.
73.8% are above or equal to 7/11 close (2 days ago), 26.2% are below.
47.5% are above or equal to 7/10 close (3 days ago), 52.5% are below.
48.9% are above or equal to 7/9 close (4 days ago), 51.1% are below.
64.0% are above or equal to 7/6 close (5 days ago), 36.0% are below.
73.3% are above or equal to 7/5 close (6 days ago), 26.7% are below.
80.4% are above or equal to 7/3 close (7 days ago), 19.6% are below.
82.9% are above or equal to 7/2 close (8 days ago), 17.1% are below.
79.9% are above or equal to 6/29 close (9 days ago), 20.1% are below.
80.0% are above or equal to 6/28 close (10 days ago), 20.0% are below.
81.5% are above or equal to 6/27 close (11 days ago), 18.5% are below.
68.5% are above or equal to 6/26 close (12 days ago), 31.5% are below.
72.8% are above or equal to 6/25 close (13 days ago), 27.2% are below.
58.2% are above or equal to 6/22 close (14 days ago), 41.8% are below.
59.3% are above or equal to 6/21 close (15 days ago), 40.7% are below.
53.0% are above or equal to 6/20 close (16 days ago), 47.0% are below.
56.5% are above or equal to 6/19 close (17 days ago), 43.5% are below.
50.8% are above or equal to 6/18 close (18 days ago), 49.2% are below.
53.4% are above or equal to 6/15 close (19 days ago), 46.6% are below.
51.5% are above or equal to 6/14 close (20 days ago), 48.5% are below.
53.3% are above or equal to 6/13 close (21 days ago), 46.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180713 10:54 am ET)
20d: 13.3% new highs, 2.9% new lows
21d: 12.5% new highs, 2.9% new lows
42d: 11.0% new highs, 2.3% new lows
63d: 10.3% new highs, 1.2% new lows
126d: 8.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180713 10:54 am ET)
2-day: 58.9% above, 41.1% below
3-day: 71.3% above, 28.7% below
4-day: 61.5% above, 38.5% below
5-day: 56.8% above, 43.2% below
8-day: 67.7% above, 32.3% below
10-day: 73.5% above, 26.5% below
20-day: 68.0% above, 32.0% below
50-day: 65.9% above, 34.1% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180713 10:54 am ET)
MANU(40): 0.90% Top=KMT TEX WTTR MRC PH CFX CMI FLS ….. WBT HON TTC DDD GE AGCO DE ESIO=Bottom (Manufacturing)
TRAN(24): 0.81% Top=SAVE SSW ODFL CP NSC JBHT UAL CHRW ….. ALK LUV CNI WAB UPS AAL UNP DAL=Bottom (Transportation)
RETA(59): 0.79% Top=RH SFIX SFM BBY HOME WSM LOW FIVE ….. BLDR GPS JWN TLRD SIG LB CVNA NFLX=Bottom (Retail & Specialty Retail)
ENER(93): 0.76% Top=NFX JAG OII FRAC DVN ECA RES DO ….. SEP PTEN WRD ENBL OXY ETE NBR RIG=Bottom (Energy)
CONS(56): 0.47% Top=TPX TUP TPR CROX EL FL RL VFC ….. BLL OI DECK BERY HAS CCK MAT FOSL=Bottom (Consumer)
CHEM(29): 0.45% Top=UNVR HUN SHW WLK KRO AXTA RPM VSM ….. FUL APD ASH CE FMC SMG PAH CF=Bottom (Chemicals/Fertilizers)
DISV(47): 0.32% Top=URI ULTA R KBR ALLE ACM CXW BAH ….. INFO ZG ADS ZTO V FDC MA WTW=Bottom (Diversified Services)
MATE(26): 0.26% Top=OC BECN FLR MLM MAS ADSW SRCL PWR ….. TPH WCN VMC TMHC KBH PHM DAR DHI=Bottom (Materials & Construction)
LEIS(42): 0.25% Top=PZZA SBUX SEAS DNKN DPZ SONC WEN PK ….. JACK TSG WYNN GPRO QSR TVPT MLCO MCD=Bottom (Leisure)
COHW(39): 0.22% Top=CASA WDC EXTR MRCY BB NTAP SSYS HPQ ….. VZ ATUS VG TMUS ANET ZAYO CTL T=Bottom (Computer Hardware/Telecom)
INSU(31): 0.16% Top=AEL CNO FAF ACGL FNF AFL TMK MMC ….. MTG AIG AFSI FG RDN BHF AXS AGO=Bottom (Insurance)
ELEC(54): 0.03% Top=DQ AYI MU FLEX KLIC MTSI GRMN GLW ….. CRUS TER AVGO FSLR AMD AAOI ICHR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(106): 0.02% Top=CBRE OUT RLGY DRH SHO GEO MGP RLJ ….. EXR DDR TCO VTR SNH WELL SBRA BAM=Bottom (Real Estate)
META(22): -0.09% Top=CNX CLF CMC X STLD NUE CCJ SCCO ….. FNV ABX NEM CENX WPM AEM RGLD FCX=Bottom (Metals & Mining)
FINA(94): -0.16% Top=CISN CBSH CDEV BX RJF FRC IBKR FII ….. EFX DFS PYPL SYF WFC SLM C BOFI=Bottom (Banks/Financials)
HEAL(49): -0.23% Top=ABT ALGN DGX ISRG CNC MD IRWD ABMD ….. ESRX EHC PODD NTRA HAE DXCM BKD NVRO=Bottom (Health)
COSW(111): -0.51% Top=APPN ACXM MDRX NCR AYX CDAY GOOG HPE ….. VIPS TWTR SNAP NOW SYNT IQ ZUO CBLK=Bottom (Computer Software/Internet)

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 10:54 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: