daytrend

07/24/2018

Filed under: Market Stats — daytrend @ 10:44 am

Market Stats at 11:43 am ET
by daytrend on 20180724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 894.

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 (20180724 11:43 am ET)
24.7% of stocks are above yesterday’s high.
57.7% are above yesterday’s midpoint. (42.3% are below.)
18.2% are below yesterday’s low.
57.0% are inside yesterday’s range.
62.4% of stocks with today’s high > yesterday’s high. (37.6% less than).
32.3% of stocks with today’s low < yesterday’s low. (67.7% greater than).

EVIDENCE OF INTRADAY TREND (20180724 11:43 am ET)
34.1% of stocks are above today’s open. (64.5% are below).
32.2% of stocks are above today’s open and yesterday’s close.
47.5% are below both.
32.9% of stocks opened above yesterday’s high.
82.9% of stocks opened above yesterday’s close. (14.2% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180724 11:43 am ET)
4.1% of stocks are in the top 10% of today’s range.
9.8% are in the top 20%.
35.7% are in the top half. 64.3% of stocks are in the bottom half of today’s range.
32.1% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20180724 11:43 am ET)
50.4% of stocks are above yesterday’s close. (49.6% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
1.0% are up 3.5% or more. 1.8% are down 3.5% or more.
62.1% are between +1% and -1%.

RSI on DAILY (20180724 11:43 am ET)
2-day: >=95:4.8%…>=90:11.5%…>=80:22.6%…>=50:49.9%…<=20:23.7%…<=10:12.8%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180724 11:43 am ET)
24.7% above previous 1 highs, 18.2% below previous 1 lows
17.6% above previous 2 highs, 15.5% below previous 2 lows
13.5% above previous 3 highs, 12.6% below previous 3 lows
11.7% above previous 4 highs, 10.0% below previous 4 lows
11.5% above previous 5 highs, 7.5% below previous 5 lows
10.4% above previous 6 highs, 6.6% below previous 6 lows
9.5% above previous 7 highs, 6.5% below previous 7 lows
9.2% above previous 8 highs, 5.8% below previous 8 lows
8.3% above previous 9 highs, 5.0% below previous 9 lows
7.4% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180724 11:43 am ET)
50.4% are above or equal to 7/23 close (1 days ago), 49.6% are below.
51.6% are above or equal to 7/20 close (2 days ago), 48.4% are below.
45.4% are above or equal to 7/19 close (3 days ago), 54.6% are below.
49.0% are above or equal to 7/18 close (4 days ago), 51.0% are below.
55.4% are above or equal to 7/17 close (5 days ago), 44.6% are below.
61.7% are above or equal to 7/16 close (6 days ago), 38.3% are below.
54.0% are above or equal to 7/13 close (7 days ago), 46.0% are below.
52.9% are above or equal to 7/12 close (8 days ago), 47.1% are below.
60.6% are above or equal to 7/11 close (9 days ago), 39.4% are below.
50.7% are above or equal to 7/10 close (10 days ago), 49.3% are below.
49.0% are above or equal to 7/9 close (11 days ago), 51.0% are below.
58.7% are above or equal to 7/6 close (12 days ago), 41.3% are below.
66.2% are above or equal to 7/5 close (13 days ago), 33.8% are below.
71.4% are above or equal to 7/3 close (14 days ago), 28.6% are below.
73.2% are above or equal to 7/2 close (15 days ago), 26.8% are below.
70.9% are above or equal to 6/29 close (16 days ago), 29.1% are below.
72.0% are above or equal to 6/28 close (17 days ago), 28.0% are below.
72.3% are above or equal to 6/27 close (18 days ago), 27.7% are below.
66.0% are above or equal to 6/26 close (19 days ago), 34.0% are below.
68.1% are above or equal to 6/25 close (20 days ago), 31.9% are below.
55.8% are above or equal to 6/22 close (21 days ago), 44.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180724 11:43 am ET)
20d: 19.0% new highs, 5.6% new lows
21d: 16.3% new highs, 5.5% new lows
42d: 9.8% new highs, 2.3% new lows
63d: 8.7% new highs, 1.3% new lows
126d: 5.8% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180724 11:43 am ET)
2-day: 48.5% above, 51.5% below
3-day: 50.8% above, 49.2% below
4-day: 47.4% above, 52.6% below
5-day: 46.9% above, 53.1% below
8-day: 53.6% above, 46.4% below
10-day: 55.5% above, 44.5% below
20-day: 64.3% above, 35.7% below
50-day: 62.1% above, 37.9% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180724 11:43 am ET)
META(20): 1.73% Top=SCCO STLD TECK AA X NUE CMC SLCA ….. CLF CENX WPM ABX AEM GG CCJ CNX=Bottom (Metals & Mining)
MANU(39): 1.34% Top=ATI HUBB DE CFX EAF FLS ITT CAT ….. MHK GE MRC BWXT MIDD WBT DDD SNA=Bottom (Manufacturing)
CHEM(26): 1.12% Top=PAH MOS SHW CF DWDP PPG FMC CE ….. OLN AXTA UNVR WLK RYAM CC SMG TROX=Bottom (Chemicals/Fertilizers)
ENER(93): 1.10% Top=PXD OAS WLL CLR WRD EOG NBL MUR ….. RRC RMP NS PUMP MDU DK WTI HAL=Bottom (Energy)
INSU(30): 0.38% Top=PRU FNF LNC BHF AGO AIG CNO RDN ….. AJG ACGL TMK AFSI ORI PGR HIG BRO=Bottom (Insurance)
ELEC(51): 0.25% Top=WAT RUN TEL GLW ENPH BRKR FTV TRMB ….. AMBA CRUS SWKS AAOI BRKS KLAC AMD HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(95): -0.09% Top=PYPL CDEV BK NAVI BKU ATH VOYA C ….. CFG TCF SEIC OMF TWNK ZION FNB SNV=Bottom (Banks/Financials)
COHW(38): -0.15% Top=INFN T COMM EXTR CSCO VIAV CIEN VZ ….. PSTG ATUS PANW NTAP CCI CASA TDC ACIA=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.22% Top=ABT A TMO PKI ZBH HOLX VAR ESRX ….. THC MD SYNH LH BKD PODD CNC DGX=Bottom (Health)
DISV(47): -0.35% Top=JEC SERV AL ALLE MA HRB V MYGN ….. YY LDOS R ULTA TRU KTOS GPN WP=Bottom (Diversified Services)
REAL(101): -0.42% Top=GLPI SLG BAM KRC UNIT GOV HTA VNO ….. WELL ELS SBRA HST SHO TWO RWT ACC=Bottom (Real Estate)
COSW(105): -0.56% Top=GOOG NTES CDNS FB MDRX MTCH DOCU FSCT ….. DBX GSKY AYX TWOU APPN FIVN SE MDSO=Bottom (Computer Software/Internet)
CONS(56): -0.57% Top=OI AVY BLL PBI BMS FBHS GT MAT ….. TPX FL BOOT COTY UAA HAS GPK WHR=Bottom (Consumer)
LEIS(40): -0.61% Top=MLCO LVS TSG WYNN GPRO EXPE PLNT SBUX ….. DRI TXRH MAR CAKE EAT DPZ SHAK BLMN=Bottom (Leisure)
MATE(24): -0.66% Top=FLR MDR PWR WY SRCL SUM DAR RYN ….. FAST PHM LEN TPH DHI WCN KBH BECN=Bottom (Materials & Construction)
RETA(58): -0.71% Top=BABA AMZN CVNA KORS TGT HD DLTR MIK ….. GPS TSCO BURL HOME W FIVE DKS SFIX=Bottom (Retail & Specialty Retail)
TRAN(25): -1.51% Top=TRN FDX UPS CHRW WAB EXPD DAL KSU ….. JBHT XPO ALK SAVE SNDR ODFL HTLD JBLU=Bottom (Transportation)

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 11:43 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: