daytrend

07/18/2018

Filed under: Market Stats — daytrend @ 8:57 am

Market Stats at 9:57 am ET
by daytrend on 20180718. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

COMPARED TO YESTERDAY’S RANGE (20180718 9:57 am ET)
21.5% of stocks are above yesterday’s high.
58.4% are above yesterday’s midpoint. (41.6% are below.)
18.2% are below yesterday’s low.
60.3% are inside yesterday’s range.
43.7% of stocks with today’s high > yesterday’s high. (56.3% less than).
28.4% of stocks with today’s low < yesterday’s low. (71.6% greater than).

EVIDENCE OF INTRADAY TREND (20180718 9:57 am ET)
41.8% of stocks are above today’s open. (56.7% are below).
34.3% of stocks are above today’s open and yesterday’s close.
48.8% are below both.
14.2% of stocks opened above yesterday’s high.
45.5% of stocks opened above yesterday’s close. (46.9% opened below yesterday’s close).
7.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180718 9:57 am ET)
7.7% of stocks are in the top 10% of today’s range.
15.6% are in the top 20%.
40.5% are in the top half. 59.5% of stocks are in the bottom half of today’s range.
29.4% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20180718 9:57 am ET)
43.6% of stocks are above yesterday’s close. (56.4% are below.)
0.6% are up 4.5% or more. 0.6% are down 4.5% or more.
1.3% are up 3.5% or more. 0.9% are down 3.5% or more.
73.0% are between +1% and -1%.

RSI on DAILY (20180718 9:57 am ET)
2-day: >=95:7.1%…>=90:13.5%…>=80:24.7%…>=50:53.5%…<=20:22.4%…<=10:15.2%…<=5:10.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:60.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:59.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180718 9:57 am ET)
21.5% above previous 1 highs, 18.2% below previous 1 lows
16.2% above previous 2 highs, 13.1% below previous 2 lows
13.9% above previous 3 highs, 12.4% below previous 3 lows
11.8% above previous 4 highs, 11.3% below previous 4 lows
11.5% above previous 5 highs, 10.3% below previous 5 lows
9.3% above previous 6 highs, 10.2% below previous 6 lows
9.1% above previous 7 highs, 9.7% below previous 7 lows
9.1% above previous 8 highs, 8.4% below previous 8 lows
9.1% above previous 9 highs, 7.9% below previous 9 lows
9.1% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180718 9:57 am ET)
43.6% are above or equal to 7/17 close (1 days ago), 56.4% are below.
61.9% are above or equal to 7/16 close (2 days ago), 38.1% are below.
51.0% are above or equal to 7/13 close (3 days ago), 49.0% are below.
49.7% are above or equal to 7/12 close (4 days ago), 50.3% are below.
59.6% are above or equal to 7/11 close (5 days ago), 40.4% are below.
46.8% are above or equal to 7/10 close (6 days ago), 53.2% are below.
46.1% are above or equal to 7/9 close (7 days ago), 53.9% are below.
57.7% are above or equal to 7/6 close (8 days ago), 42.3% are below.
63.8% are above or equal to 7/5 close (9 days ago), 36.2% are below.
70.4% are above or equal to 7/3 close (10 days ago), 29.6% are below.
74.0% are above or equal to 7/2 close (11 days ago), 26.0% are below.
71.2% are above or equal to 6/29 close (12 days ago), 28.8% are below.
70.4% are above or equal to 6/28 close (13 days ago), 29.6% are below.
73.8% are above or equal to 6/27 close (14 days ago), 26.2% are below.
64.3% are above or equal to 6/26 close (15 days ago), 35.7% are below.
66.4% are above or equal to 6/25 close (16 days ago), 33.6% are below.
53.4% are above or equal to 6/22 close (17 days ago), 46.6% are below.
55.0% are above or equal to 6/21 close (18 days ago), 45.0% are below.
49.7% are above or equal to 6/20 close (19 days ago), 50.3% are below.
53.1% are above or equal to 6/19 close (20 days ago), 46.9% are below.
48.2% are above or equal to 6/18 close (21 days ago), 51.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180718 9:57 am ET)
20d: 10.3% new highs, 3.6% new lows
21d: 9.7% new highs, 3.6% new lows
42d: 6.6% new highs, 1.8% new lows
63d: 5.5% new highs, 1.0% new lows
126d: 3.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180718 9:57 am ET)
2-day: 42.2% above, 57.8% below
3-day: 55.5% above, 44.5% below
4-day: 54.9% above, 45.1% below
5-day: 52.2% above, 47.8% below
8-day: 51.8% above, 48.2% below
10-day: 56.5% above, 43.5% below
20-day: 62.1% above, 37.9% below
50-day: 61.9% above, 38.1% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180718 9:57 am ET)
TRAN(25): 1.92% Top=UAL CSX AAL DAL ALK NSC SAVE LUV ….. CNI UPS SNDR WAB CHRW JBHT TRN SSW=Bottom (Transportation)
INSU(31): 0.62% Top=MTG FNF RDN FAF ACGL TMK PRU MET ….. BHF HIG AGO PFG AIG CNO FG UNM=Bottom (Insurance)
FINA(95): 0.54% Top=HWC MS NTRS WTFC ESNT ETFC CMA LPLA ….. WU WFC FHN PYPL USB IBKR CDEV HOPE=Bottom (Banks/Financials)
CHEM(27): 0.51% Top=RYAM CC PPG CF RPM AXTA EMN TROX ….. APD WLK PX GRA DWDP SMG ALB FMC=Bottom (Chemicals/Fertilizers)
LEIS(42): 0.46% Top=RCL BLMN TXRH PLAY STAY H CCL SEAS ….. TSG EXPE CMG MCD WYNN RRR LVS MLCO=Bottom (Leisure)
MANU(38): 0.22% Top=SWK EAF PNR PH IR ATI DDD CMI ….. AGCO MIDD KMT TEX AOS MRC DOV FLS=Bottom (Manufacturing)
ELEC(51): 0.17% Top=KLAC SGH TER AMAT MU LRCX BRKS DQ ….. FIT NVDA AMD ICHR MXL FSLR HIMX AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -0.01% Top=CLF X STLD NUE CMC FNV PAAS SCCO ….. WPM AEM CCJ CENX CNX ABX FCX SLCA=Bottom (Metals & Mining)
DISV(47): -0.09% Top=YY RHI AL R AAN FDC HRB SERV ….. PAYX GPN G ULTA SBAC MYGN ZG HCSG=Bottom (Diversified Services)
CONS(55): -0.20% Top=SKX BC SEE WRK UAA BERY AVY GT ….. LULU SPB TPX MAT KMB WHR COTY CLX=Bottom (Consumer)
RETA(58): -0.27% Top=CVNA SIG WBA BIG MELI DKS CHS WMT ….. RH BBBY BLDR HOME ETSY SFIX GES AN=Bottom (Retail & Specialty Retail)
COHW(38): -0.31% Top=CDW CASA STX SSYS COMM ATUS ANET T ….. VRSN NTAP PSTG INFN ACIA TDS VG CIEN=Bottom (Computer Hardware/Telecom)
HEAL(49): -0.40% Top=ABT UNH ANTM ZBH VAR ABMD LH DXCM ….. ANGO OPK NTRA NUVA THC UHS XRAY IRWD=Bottom (Health)
REAL(103): -0.44% Top=ALLY COLD HST INVH AMH SC AVB EQR ….. KIM PLD OHI OUT GGP DDR ABR UNIT=Bottom (Real Estate)
COSW(111): -0.51% Top=IQ APPN ZS SYNT MSCI FFIV CBLK NATI ….. PS NTES TWLO CSOD PVTL BSTI MTCH TWTR=Bottom (Computer Software/Internet)
MATE(24): -0.86% Top=MAS SUM VMC SRCL BECN FAST DAR FLR ….. MDR WY LEN PHM TOL KBH TPH RYN=Bottom (Materials & Construction)
ENER(90): -1.45% Top=PAA ENLK MPLX PAGP VVV WPZ INT BPL ….. XEC RES LBRT SPN OAS WLL REN CRC=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 9:57 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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