daytrend

07/20/2018

Filed under: Market Stats — daytrend @ 2:16 pm

Market Stats at 3:15 pm ET
by daytrend on 20180720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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 (20180720 3:15 pm ET)
15.6% of stocks are above yesterday’s high.
48.5% are above yesterday’s midpoint. (51.5% are below.)
21.5% are below yesterday’s low.
62.9% are inside yesterday’s range.
39.2% of stocks with today’s high > yesterday’s high. (60.8% less than).
43.2% of stocks with today’s low < yesterday’s low. (56.8% greater than).

EVIDENCE OF INTRADAY TREND (20180720 3:15 pm ET)
43.0% of stocks are above today’s open. (55.8% are below).
35.4% of stocks are above today’s open and yesterday’s close.
51.1% are below both.
5.2% of stocks opened above yesterday’s high.
36.3% of stocks opened above yesterday’s close. (59.1% opened below yesterday’s close).
8.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180720 3:15 pm ET)
5.8% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
45.9% are in the top half. 54.1% of stocks are in the bottom half of today’s range.
21.4% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20180720 3:15 pm ET)
41.2% of stocks are above yesterday’s close. (58.8% are below.)
0.8% are up 4.5% or more. 1.8% are down 4.5% or more.
1.0% are up 3.5% or more. 2.8% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20180720 3:15 pm ET)
2-day: >=95:7.2%…>=90:11.5%…>=80:20.6%…>=50:47.6%…<=20:16.3%…<=10:6.7%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:60.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:62.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180720 3:15 pm ET)
15.6% above previous 1 highs, 21.5% below previous 1 lows
12.7% above previous 2 highs, 13.9% below previous 2 lows
11.2% above previous 3 highs, 9.7% below previous 3 lows
10.0% above previous 4 highs, 8.4% below previous 4 lows
9.0% above previous 5 highs, 8.0% below previous 5 lows
8.6% above previous 6 highs, 6.8% below previous 6 lows
8.3% above previous 7 highs, 6.5% below previous 7 lows
8.0% above previous 8 highs, 6.4% below previous 8 lows
8.0% above previous 9 highs, 6.4% below previous 9 lows
8.0% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180720 3:15 pm ET)
41.2% are above or equal to 7/19 close (1 days ago), 58.8% are below.
48.6% are above or equal to 7/18 close (2 days ago), 51.4% are below.
54.9% are above or equal to 7/17 close (3 days ago), 45.1% are below.
65.4% are above or equal to 7/16 close (4 days ago), 34.6% are below.
55.3% are above or equal to 7/13 close (5 days ago), 44.7% are below.
53.4% are above or equal to 7/12 close (6 days ago), 46.6% are below.
63.3% are above or equal to 7/11 close (7 days ago), 36.7% are below.
51.4% are above or equal to 7/10 close (8 days ago), 48.6% are below.
50.7% are above or equal to 7/9 close (9 days ago), 49.3% are below.
59.6% are above or equal to 7/6 close (10 days ago), 40.4% are below.
66.9% are above or equal to 7/5 close (11 days ago), 33.1% are below.
73.3% are above or equal to 7/3 close (12 days ago), 26.7% are below.
75.0% are above or equal to 7/2 close (13 days ago), 25.0% are below.
73.8% are above or equal to 6/29 close (14 days ago), 26.2% are below.
74.0% are above or equal to 6/28 close (15 days ago), 26.0% are below.
75.3% are above or equal to 6/27 close (16 days ago), 24.7% are below.
65.6% are above or equal to 6/26 close (17 days ago), 34.4% are below.
67.3% are above or equal to 6/25 close (18 days ago), 32.7% are below.
55.8% are above or equal to 6/22 close (19 days ago), 44.2% are below.
59.4% are above or equal to 6/21 close (20 days ago), 40.6% are below.
51.5% are above or equal to 6/20 close (21 days ago), 48.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180720 3:15 pm ET)
20d: 13.7% new highs, 4.7% new lows
21d: 12.7% new highs, 4.5% new lows
42d: 9.0% new highs, 3.0% new lows
63d: 8.2% new highs, 2.5% new lows
126d: 6.0% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180720 3:15 pm ET)
2-day: 40.2% above, 59.8% below
3-day: 44.0% above, 56.0% below
4-day: 48.6% above, 51.4% below
5-day: 54.8% above, 45.2% below
8-day: 56.0% above, 44.0% below
10-day: 55.3% above, 44.7% below
20-day: 65.7% above, 34.3% below
50-day: 62.8% above, 37.2% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180720 3:15 pm ET)
META(21): 0.92% Top=CLF CCJ NUE GG TECK CNX SCCO AEM ….. NEM FCX RGLD CMC AG CENX SLCA AA=Bottom (Metals & Mining)
TRAN(26): 0.43% Top=TRN HTLD KSU CP XPO UNP GWR NSC ….. AAL SAVE LUV UPS FDX SSW DAL ALK=Bottom (Transportation)
DISV(46): 0.24% Top=CTAS ADS YY MCO SERV ZTO KTOS ALLE ….. HCSG AAN JEC ULTA KBR ACM AL URI=Bottom (Diversified Services)
INSU(30): 0.23% Top=FAF RDN FNF MTG BRO PGR ORI AXS ….. CNO LNC PRU TMK HIG MET PFG AIG=Bottom (Insurance)
MANU(38): 0.15% Top=HON SWK DOV EAF WBT XYL ITW MIDD ….. CMI CAT CFX AGCO TEX DE DHR GE=Bottom (Manufacturing)
HEAL(46): 0.09% Top=SYNH PRAH EW ALGN NVRO TVTY ESRX MOH ….. ZBH ABMD XRAY ABT MD AET PODD NTRA=Bottom (Health)
FINA(92): -0.01% Top=FBP STI COF FHN BAC EWBC WAL HOPE ….. BBT FII CDEV CFG SCHW ETFC SEIC STT=Bottom (Banks/Financials)
COSW(105): -0.22% Top=AYX TTD CARG VIPS MSFT OKTA TTGT ELLI ….. PS IBM BSTI ZS MDRX JD TWOU SE=Bottom (Computer Software/Internet)
LEIS(41): -0.39% Top=PLNT MLCO PZZA QSR DNKN MGM SONC BYD ….. WEN CCL PLAY EXPE SEAS GPRO SIX YUMC=Bottom (Leisure)
ENER(93): -0.50% Top=RES TUSK FRAC WTI CLR SM VNOM SU ….. GEL NS CXO JAG EEP ENLK DO ENBL=Bottom (Energy)
MATE(25): -0.61% Top=BECN FAST SRCL MAS MDR DAR WM ADSW ….. LEN RYN DHI TOL WY TMHC TPH KBH=Bottom (Materials & Construction)
CONS(56): -0.63% Top=VFC SON ELY RL CHD EPC CLX SPB ….. UAA UFS TUP CROX CCK FNKO IRBT SKX=Bottom (Consumer)
COHW(38): -0.64% Top=SYNA VIAV VRSN CASA HRS BCE CAMP PSTG ….. TDS ZAYO ACIA ATUS ANET FNSR CTL TDC=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.72% Top=CE NTR WLK CF MOS PX FMC AXTA ….. GRA SHW IFF PPG ALB RPM RYAM PAH=Bottom (Chemicals/Fertilizers)
REAL(101): -0.73% Top=RWT GGP WELL RLJ LHO NLY ABR AGNC ….. DRE HIW SPG MAA FR BDN DDR UNIT=Bottom (Real Estate)
RETA(58): -0.85% Top=GME ETSY COST TSCO EBAY W CHS WMT ….. JWN GES LL AEO RH LB TLRD FIVE=Bottom (Retail & Specialty Retail)
ELEC(51): -0.93% Top=BRKR IPHI MRVL ICHR TER TRMB TXN ON ….. MU KLIC AMBA SGH QRVO SWKS FIT RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 3:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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