daytrend

07/16/2018

Filed under: Market Stats — daytrend @ 2:22 pm

Market Stats at 3:22 pm ET
by daytrend on 20180716. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 919.

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 3:22 pm ET)
11.5% of stocks are above yesterday’s high.
31.8% are above yesterday’s midpoint. (68.2% are below.)
40.6% are below yesterday’s low.
47.9% are inside yesterday’s range.
32.2% of stocks with today’s high > yesterday’s high. (67.8% less than).
62.2% of stocks with today’s low < yesterday’s low. (37.8% greater than).

EVIDENCE OF INTRADAY TREND (20180716 3:22 pm ET)
33.5% of stocks are above today’s open. (65.0% are below).
26.7% of stocks are above today’s open and yesterday’s close.
60.0% are below both.
5.7% of stocks opened above yesterday’s high.
45.8% of stocks opened above yesterday’s close. (48.1% opened below yesterday’s close).
12.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180716 3:22 pm ET)
5.5% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
38.3% are in the top half. 61.7% of stocks are in the bottom half of today’s range.
28.5% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20180716 3:22 pm ET)
32.5% of stocks are above yesterday’s close. (67.5% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.2% are up 3.5% or more. 3.5% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20180716 3:22 pm ET)
2-day: >=95:2.8%…>=90:6.0%…>=80:12.6%…>=50:37.1%…<=20:27.1%…<=10:14.0%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:55.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:59.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180716 3:22 pm ET)
11.5% above previous 1 highs, 40.6% below previous 1 lows
7.4% above previous 2 highs, 25.4% below previous 2 lows
6.4% above previous 3 highs, 18.7% below previous 3 lows
4.7% above previous 4 highs, 17.7% below previous 4 lows
4.7% above previous 5 highs, 16.9% below previous 5 lows
4.6% above previous 6 highs, 12.1% below previous 6 lows
4.5% above previous 7 highs, 8.6% below previous 7 lows
4.4% above previous 8 highs, 6.9% below previous 8 lows
4.4% above previous 9 highs, 4.6% below previous 9 lows
3.8% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180716 3:22 pm ET)
32.5% are above or equal to 7/13 close (1 days ago), 67.5% are below.
35.7% are above or equal to 7/12 close (2 days ago), 64.3% are below.
53.8% are above or equal to 7/11 close (3 days ago), 46.2% are below.
36.1% are above or equal to 7/10 close (4 days ago), 63.9% are below.
37.6% are above or equal to 7/9 close (5 days ago), 62.4% are below.
50.7% are above or equal to 7/6 close (6 days ago), 49.3% are below.
61.4% are above or equal to 7/5 close (7 days ago), 38.6% are below.
70.6% are above or equal to 7/3 close (8 days ago), 29.4% are below.
73.8% are above or equal to 7/2 close (9 days ago), 26.2% are below.
70.2% are above or equal to 6/29 close (10 days ago), 29.8% are below.
71.2% are above or equal to 6/28 close (11 days ago), 28.8% are below.
73.0% are above or equal to 6/27 close (12 days ago), 27.0% are below.
61.3% are above or equal to 6/26 close (13 days ago), 38.7% are below.
65.3% are above or equal to 6/25 close (14 days ago), 34.7% are below.
49.4% are above or equal to 6/22 close (15 days ago), 50.6% are below.
52.0% are above or equal to 6/21 close (16 days ago), 48.0% are below.
44.8% are above or equal to 6/20 close (17 days ago), 55.2% are below.
49.3% are above or equal to 6/19 close (18 days ago), 50.7% are below.
45.4% are above or equal to 6/18 close (19 days ago), 54.6% are below.
48.4% are above or equal to 6/15 close (20 days ago), 51.6% are below.
46.8% are above or equal to 6/14 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180716 3:22 pm ET)
20d: 6.0% new highs, 5.4% new lows
21d: 5.8% new highs, 5.4% new lows
42d: 4.8% new highs, 3.2% new lows
63d: 4.2% new highs, 1.6% new lows
126d: 3.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180716 3:22 pm ET)
2-day: 31.9% above, 68.1% below
3-day: 32.3% above, 67.7% below
4-day: 42.7% above, 57.3% below
5-day: 39.5% above, 60.5% below
8-day: 46.1% above, 53.9% below
10-day: 54.3% above, 45.7% below
20-day: 57.2% above, 42.8% below
50-day: 59.8% above, 40.2% below
200-day: 60.3% above, 39.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180716 3:22 pm ET)
FINA(94): 0.69% Top=BAC JPM C WFC NAVI WDR TWNK UMPQ ….. BLK IVZ BEN FRC JHG SMPL CLNY CDEV=Bottom (Banks/Financials)
INSU(31): 0.67% Top=MTG RDN BHF PFG CINF PRU LNC UNM ….. PGR AFSI FAF MMC AIZ AGO FG AEL=Bottom (Insurance)
RETA(59): -0.21% Top=MELI CHS GES KSS FIVE CVNA M W ….. BLDR TLRD CARS LL BBBY RH HOME SBH=Bottom (Retail & Specialty Retail)
ELEC(54): -0.28% Top=HIMX SGH MXL KEM AMD AAOI RUN TER ….. BRKR MTSI COHR CSIQ WAT MRVL ENPH DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.30% Top=VFC GIII RL CRI GOOS LULU TPR BOOT ….. IRBT MAT CHD WHR HAS PBI TUP SPB=Bottom (Consumer)
COSW(112): -0.44% Top=IQ ZS PS PVTL CDAY MTCH PRGS ALRM ….. VIPS FIVN NCR GLUU SNAP FEYE ZUO CBLK=Bottom (Computer Software/Internet)
REAL(106): -0.49% Top=RLJ NSA HTA OUT CTRE ESRT MFA ACC ….. HPP RLGY SC VER GEO GOV PEI WPG=Bottom (Real Estate)
LEIS(42): -0.50% Top=TSG SHAK WYND SONC SEAS MLCO WYNN RCL ….. JACK CAKE BLMN EAT RRR WING PLAY PZZA=Bottom (Leisure)
HEAL(48): -0.55% Top=NTRA NVRO ANGO THC HAE HCA ABMD PODD ….. VAR ABT ISRG NUVA HOLX ZBH BKD TVTY=Bottom (Health)
MATE(26): -0.63% Top=PHM DHI TMHC TPH FAST LEN TOL KBH ….. RSG PWR SRCL ADSW SUM MDR VMC FLR=Bottom (Materials & Construction)
COHW(38): -0.66% Top=CSCO ANET T HRS MSI VZ BCE VRSN ….. COMM CTL CASA SSYS MAXR SYNA ATUS ACIA=Bottom (Computer Hardware/Telecom)
DISV(47): -0.80% Top=ZTO KTOS CHGG SCI ILG HRB TRU KFY ….. ULTA URI R AAN KBR HCSG ABM ADS=Bottom (Diversified Services)
META(22): -0.81% Top=FNV AA CNX WPM AEM CENX SLCA RGLD ….. STLD NEM TECK CMC CCJ CLF AG PAAS=Bottom (Metals & Mining)
TRAN(24): -1.23% Top=UPS JBLU CHRW AAL UAL LUV ALK DAL ….. FDX KSU XPO NSC SSW ODFL SAVE SNDR=Bottom (Transportation)
CHEM(28): -1.32% Top=RYAM PX CF PAH SHW UNVR MOS IFF ….. ASH CE FMC WLK OLN KRO CC TROX=Bottom (Chemicals/Fertilizers)
MANU(39): -1.39% Top=ESIO RXN AQUA GE BWXT ETN HON GGG ….. FLS MIDD WTTR CFX AGCO TEX MRC WBT=Bottom (Manufacturing)
ENER(93): -1.63% Top=COG EQM HFC CVI TUSK ETP MUSA MPLX ….. HES FRAC REN PDCE QEP OAS WLL MRO=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 3:22 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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