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.

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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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