daytrend

07/24/2018

Filed under: Market Stats — daytrend @ 1:08 pm

Market Stats at 2:07 pm ET
by daytrend on 20180724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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 2:07 pm ET)
13.1% of stocks are above yesterday’s high.
36.5% are above yesterday’s midpoint. (63.5% are below.)
36.0% are below yesterday’s low.
50.9% are inside yesterday’s range.
63.6% of stocks with today’s high > yesterday’s high. (36.4% less than).
45.2% of stocks with today’s low < yesterday’s low. (54.8% greater than).

EVIDENCE OF INTRADAY TREND (20180724 2:07 pm ET)
18.8% of stocks are above today’s open. (80.3% are below).
17.2% of stocks are above today’s open and yesterday’s close.
67.5% are below both.
33.0% of stocks opened above yesterday’s high.
83.0% 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 2:07 pm ET)
0.7% of stocks are in the top 10% of today’s range.
1.8% are in the top 20%.
14.3% are in the top half. 85.7% of stocks are in the bottom half of today’s range.
63.3% are in the bottom 20%.
48.9% are in the bottom 10%.

GAIN (20180724 2:07 pm ET)
30.7% of stocks are above yesterday’s close. (69.3% are below.)
0.4% are up 4.5% or more. 3.1% are down 4.5% or more.
0.6% are up 3.5% or more. 6.6% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY (20180724 2:07 pm ET)
2-day: >=95:2.5%…>=90:6.2%…>=80:12.1%…>=50:31.4%…<=20:36.2%…<=10:20.2%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180724 2:07 pm ET)
13.1% above previous 1 highs, 36.0% below previous 1 lows
9.6% above previous 2 highs, 31.3% below previous 2 lows
8.0% above previous 3 highs, 25.9% below previous 3 lows
6.2% above previous 4 highs, 22.1% below previous 4 lows
5.9% above previous 5 highs, 16.5% below previous 5 lows
4.8% above previous 6 highs, 14.7% below previous 6 lows
4.5% above previous 7 highs, 13.7% below previous 7 lows
4.3% above previous 8 highs, 12.9% below previous 8 lows
3.9% above previous 9 highs, 10.4% below previous 9 lows
3.4% above previous 10 highs, 10.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180724 2:07 pm ET)
30.7% are above or equal to 7/23 close (1 days ago), 69.3% are below.
34.6% are above or equal to 7/20 close (2 days ago), 65.4% are below.
30.8% are above or equal to 7/19 close (3 days ago), 69.2% are below.
37.1% are above or equal to 7/18 close (4 days ago), 62.9% are below.
41.6% are above or equal to 7/17 close (5 days ago), 58.4% are below.
52.4% are above or equal to 7/16 close (6 days ago), 47.6% are below.
44.4% are above or equal to 7/13 close (7 days ago), 55.6% are below.
43.4% are above or equal to 7/12 close (8 days ago), 56.6% are below.
52.7% are above or equal to 7/11 close (9 days ago), 47.3% are below.
41.9% are above or equal to 7/10 close (10 days ago), 58.1% are below.
42.9% are above or equal to 7/9 close (11 days ago), 57.1% are below.
51.0% are above or equal to 7/6 close (12 days ago), 49.0% are below.
59.4% are above or equal to 7/5 close (13 days ago), 40.6% are below.
66.3% are above or equal to 7/3 close (14 days ago), 33.7% are below.
68.4% are above or equal to 7/2 close (15 days ago), 31.6% are below.
66.4% are above or equal to 6/29 close (16 days ago), 33.6% are below.
68.0% are above or equal to 6/28 close (17 days ago), 32.0% are below.
68.6% are above or equal to 6/27 close (18 days ago), 31.4% are below.
59.3% are above or equal to 6/26 close (19 days ago), 40.7% are below.
61.7% are above or equal to 6/25 close (20 days ago), 38.3% are below.
49.0% are above or equal to 6/22 close (21 days ago), 51.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180724 2:07 pm ET)
20d: 19.3% new highs, 7.4% new lows
21d: 16.6% new highs, 7.3% new lows
42d: 10.0% new highs, 3.4% new lows
63d: 8.9% new highs, 1.9% new lows
126d: 5.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180724 2:07 pm ET)
2-day: 30.0% above, 70.0% below
3-day: 31.8% above, 68.2% below
4-day: 29.3% above, 70.7% below
5-day: 31.1% above, 68.9% below
8-day: 37.6% above, 62.4% below
10-day: 39.6% above, 60.4% below
20-day: 55.4% above, 44.6% below
50-day: 57.0% above, 43.0% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180724 2:07 pm ET)
META(20): 0.84% Top=SCCO AA STLD AG SLCA FCX NUE TECK ….. GG WPM ABX AEM CENX CCJ CNX CLF=Bottom (Metals & Mining)
ENER(93): 0.49% Top=PXD CLR OAS WLL MUR EOG BHGE FANG ….. MDU DK CRC NS TUSK WTI PUMP HAL=Bottom (Energy)
CHEM(26): 0.48% Top=MOS PAH DWDP NTR SHW CF PPG IFF ….. AXTA HUN UNVR RYAM WLK CC SMG TROX=Bottom (Chemicals/Fertilizers)
MANU(39): 0.47% Top=ATI HUBB DE EAF CFX ITT FLS EMR ….. LII MRC DHR MIDD GTLS WBT SNA DDD=Bottom (Manufacturing)
INSU(30): 0.04% Top=PRU FNF AGO MET LNC AIG BHF WLTW ….. HIG MMC MTG AJG AEL PGR ORI BRO=Bottom (Insurance)
FINA(94): -0.69% Top=CDEV BK PYPL BKU ATH C LAZ GS ….. TCF WAL OZK LTXB OMF ZION FNB SNV=Bottom (Banks/Financials)
REAL(101): -0.75% Top=GLPI COLD SLG BXP VER GOV MFA VNO ….. SBRA REXR DRH PEB SHO ACC LPT RWT=Bottom (Real Estate)
COHW(38): -0.92% Top=INFN T TMUS AAPL COMM VZ CSCO BCE ….. CAMP PANW NTAP CASA SYNA TDC PSTG ACIA=Bottom (Computer Hardware/Telecom)
ELEC(50): -0.94% Top=GLW TEL FTV BRKR APH AYI AVGO RUN ….. CY SWKS KEM KLAC BRKS AMD HIMX AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): -0.97% Top=OI AVY PBI GT BLL TUP BMS NWL ….. COTY TPX UAA FOSL BOOT FL HAS WHR=Bottom (Consumer)
DISV(47): -0.97% Top=JEC HRB AL SERV ALLE MA CTAS FLT ….. R ULTA AAN LDOS TRU GPN KTOS WP=Bottom (Diversified Services)
HEAL(46): -1.16% Top=ABT ZBH A TMO HOLX PKI PRAH VAR ….. ABMD THC NTRA IRWD CNC BKD PODD DGX=Bottom (Health)
MATE(24): -1.34% Top=FLR MDR PWR SRCL WY SUM RSG VMC ….. BECN WCN JELD PHM LEN TPH DHI KBH=Bottom (Materials & Construction)
LEIS(40): -1.46% Top=MLCO EXPE LVS ARMK SBUX WYNN MCD PZZA ….. SONC SEAS PLAY STAY TXRH DPZ BLMN SHAK=Bottom (Leisure)
RETA(58): -1.71% Top=BABA AMZN TGT SBH WBA WMT DLTR LB ….. DKS BURL GES FIVE CHS W ETSY SFIX=Bottom (Retail & Specialty Retail)
COSW(105): -2.20% Top=GOOG FB NTES CHKP BSTI CDNS IBM MDRX ….. NTNX ZUO PVTL ZS TTGT TTD FIVN MDSO=Bottom (Computer Software/Internet)
TRAN(25): -2.32% Top=WAB FDX KSU TRN CHRW CNI EXPD UPS ….. SAVE JBHT ALK XPO SNDR HTLD ODFL 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 2:07 pm 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

Create a free website or blog at WordPress.com.

%d bloggers like this: