daytrend

07/16/2018

Filed under: Market Stats — daytrend @ 12:46 pm

Market Stats at 1:45 pm ET
by daytrend on 20180716. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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 (20180716 1:45 pm ET)
14.8% of stocks are above yesterday’s high.
34.7% are above yesterday’s midpoint. (65.3% are below.)
35.8% are below yesterday’s low.
49.3% are inside yesterday’s range.
31.9% of stocks with today’s high > yesterday’s high. (68.1% less than).
59.4% of stocks with today’s low < yesterday’s low. (40.6% greater than).

EVIDENCE OF INTRADAY TREND (20180716 1:45 pm ET)
37.4% of stocks are above today’s open. (60.8% are below).
31.4% of stocks are above today’s open and yesterday’s close.
56.1% are below both.
5.7% of stocks opened above yesterday’s high.
45.9% of stocks opened above yesterday’s close. (48.0% opened below yesterday’s close).
12.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180716 1:45 pm ET)
7.3% of stocks are in the top 10% of today’s range.
17.9% are in the top 20%.
45.4% are in the top half. 54.6% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20180716 1:45 pm ET)
37.4% of stocks are above yesterday’s close. (62.6% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
0.9% are up 3.5% or more. 3.4% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20180716 1:45 pm ET)
2-day: >=95:3.1%…>=90:6.6%…>=80:13.9%…>=50:43.1%…<=20:24.9%…<=10:12.4%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:59.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:61.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180716 1:45 pm ET)
14.8% above previous 1 highs, 35.8% below previous 1 lows
9.5% above previous 2 highs, 22.3% below previous 2 lows
7.4% above previous 3 highs, 16.7% below previous 3 lows
5.1% above previous 4 highs, 16.1% below previous 4 lows
5.1% above previous 5 highs, 15.0% below previous 5 lows
4.9% above previous 6 highs, 11.3% below previous 6 lows
4.8% above previous 7 highs, 7.7% below previous 7 lows
4.7% above previous 8 highs, 6.2% below previous 8 lows
4.7% above previous 9 highs, 4.4% below previous 9 lows
4.2% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180716 1:45 pm ET)
37.4% are above or equal to 7/13 close (1 days ago), 62.6% are below.
38.9% are above or equal to 7/12 close (2 days ago), 61.1% are below.
56.8% are above or equal to 7/11 close (3 days ago), 43.2% are below.
38.5% are above or equal to 7/10 close (4 days ago), 61.5% are below.
40.2% are above or equal to 7/9 close (5 days ago), 59.8% are below.
53.1% are above or equal to 7/6 close (6 days ago), 46.9% are below.
62.4% are above or equal to 7/5 close (7 days ago), 37.6% are below.
72.5% are above or equal to 7/3 close (8 days ago), 27.5% are below.
75.8% are above or equal to 7/2 close (9 days ago), 24.2% are below.
72.0% are above or equal to 6/29 close (10 days ago), 28.0% are below.
72.2% are above or equal to 6/28 close (11 days ago), 27.8% are below.
73.7% are above or equal to 6/27 close (12 days ago), 26.3% are below.
63.0% are above or equal to 6/26 close (13 days ago), 37.0% are below.
66.6% are above or equal to 6/25 close (14 days ago), 33.4% are below.
51.1% are above or equal to 6/22 close (15 days ago), 48.9% are below.
53.7% are above or equal to 6/21 close (16 days ago), 46.3% are below.
46.9% are above or equal to 6/20 close (17 days ago), 53.1% are below.
50.5% are above or equal to 6/19 close (18 days ago), 49.5% are below.
46.2% are above or equal to 6/18 close (19 days ago), 53.8% are below.
48.8% are above or equal to 6/15 close (20 days ago), 51.2% are below.
48.1% are above or equal to 6/14 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180716 1:45 pm ET)
20d: 6.0% new highs, 4.8% new lows
21d: 5.7% new highs, 4.7% new lows
42d: 4.8% new highs, 2.8% new lows
63d: 4.2% new highs, 1.4% new lows
126d: 3.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180716 1:45 pm ET)
2-day: 35.9% above, 64.1% below
3-day: 37.1% above, 62.9% below
4-day: 46.2% above, 53.8% below
5-day: 44.0% above, 56.0% below
8-day: 49.7% above, 50.3% below
10-day: 55.9% above, 44.1% below
20-day: 60.1% above, 39.9% below
50-day: 61.7% above, 38.3% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180716 1:45 pm ET)
FINA(94): 0.97% Top=BAC C JPM WDR TWNK WFC SIVB NAVI ….. JHG FRC WU BLK CISN CLNY SMPL CDEV=Bottom (Banks/Financials)
INSU(31): 0.77% Top=RDN MTG PFG BHF LNC TMK UNM PRU ….. AIZ MMC ACGL FAF AFSI AGO AEL FG=Bottom (Insurance)
ELEC(54): -0.06% Top=SGH HIMX KEM MXL AMD AAOI RUN AVGO ….. BRKR CRUS WAT KLIC AYI MRVL DQ ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.16% Top=VFC GIII CRI RL LULU TPR GOOS DECK ….. GT WHR CHD MAT HAS PBI TUP SPB=Bottom (Consumer)
COSW(112): -0.19% Top=IQ PVTL PS PRGS ZS MTCH YELP CDAY ….. TTGT BSTI GLUU SNAP SE FEYE ZUO CBLK=Bottom (Computer Software/Internet)
RETA(59): -0.30% Top=MELI KSS CHS GES FIVE W CVNA M ….. DKS CARS TLRD HOME BBBY LL RH SBH=Bottom (Retail & Specialty Retail)
LEIS(42): -0.38% Top=TSG SHAK MLCO SEAS PLNT WYND RCL WYNN ….. CMG JACK DRI CAKE EAT PLAY BLMN PZZA=Bottom (Leisure)
COHW(38): -0.39% Top=ANET CSCO HRS T VIAV VRSN TDC QCOM ….. STX CTL WDC TDS MAXR ATUS SYNA ACIA=Bottom (Computer Hardware/Telecom)
REAL(106): -0.42% Top=ESRT OUT BAM MFA HTA ACC ALLY NSA ….. HPP CUBE GOV RLGY VER WPG PEI GEO=Bottom (Real Estate)
MATE(26): -0.44% Top=PHM TMHC DHI TPH LEN TOL KBH FAST ….. SRCL BECN PWR SUM ADSW FLR VMC MDR=Bottom (Materials & Construction)
HEAL(48): -0.46% Top=NTRA ANGO NVRO THC ABMD EHC HCA PKI ….. NUVA VAR ABT ISRG BAX HOLX TVTY ZBH=Bottom (Health)
DISV(47): -0.58% Top=ZTO KTOS CHGG TRU ZG ILG SCI YY ….. ACM MYGN URI HCSG KBR R ABM ADS=Bottom (Diversified Services)
META(22): -0.63% Top=FNV AEM WPM CENX RGLD NUE CNX AA ….. STLD SCCO CMC TECK CCJ AG CLF PAAS=Bottom (Metals & Mining)
TRAN(24): -1.06% Top=UPS CHRW JBLU AAL UAL ALK LUV DAL ….. FDX KSU SSW XPO NSC ODFL SAVE SNDR=Bottom (Transportation)
MANU(39): -1.20% Top=ESIO RXN BWXT AQUA EAF GE DDD ETN ….. FLS PH AGCO WBT WTTR MRC CFX TEX=Bottom (Manufacturing)
CHEM(28): -1.22% Top=RYAM PX MOS CF ALB UNVR SHW NTR ….. FMC CE HUN OLN WLK KRO CC TROX=Bottom (Chemicals/Fertilizers)
ENER(92): -1.90% Top=EQM HFC COG ETP MUSA CVI MPLX PSX ….. APA HES REN OAS XOG QEP MRO WLL=Bottom (Energy)

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 1:45 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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