daytrend

07/24/2018

Filed under: Market Stats — daytrend @ 1:56 pm

Market Stats at 2:56 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 2:56 pm ET)
13.3% of stocks are above yesterday’s high.
36.5% are above yesterday’s midpoint. (63.5% are below.)
35.2% are below yesterday’s low.
51.5% are inside yesterday’s range.
63.7% of stocks with today’s high > yesterday’s high. (36.3% less than).
47.3% of stocks with today’s low < yesterday’s low. (52.7% greater than).

EVIDENCE OF INTRADAY TREND (20180724 2:56 pm ET)
18.7% of stocks are above today’s open. (79.7% are below).
16.9% of stocks are above today’s open and yesterday’s close.
66.7% 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 2:56 pm ET)
0.8% of stocks are in the top 10% of today’s range.
2.5% are in the top 20%.
13.9% are in the top half. 86.1% of stocks are in the bottom half of today’s range.
56.8% are in the bottom 20%.
28.1% are in the bottom 10%.

GAIN (20180724 2:56 pm ET)
31.7% of stocks are above yesterday’s close. (68.3% are below.)
0.4% are up 4.5% or more. 2.2% are down 4.5% or more.
0.4% are up 3.5% or more. 5.7% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20180724 2:56 pm ET)
2-day: >=95:2.6%…>=90:5.9%…>=80:12.2%…>=50:30.6%…<=20:36.0%…<=10:19.7%…<=5:9.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:47.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180724 2:56 pm ET)
13.3% above previous 1 highs, 35.2% below previous 1 lows
10.0% above previous 2 highs, 30.7% below previous 2 lows
8.1% above previous 3 highs, 25.3% below previous 3 lows
6.8% above previous 4 highs, 21.2% below previous 4 lows
6.4% above previous 5 highs, 16.5% below previous 5 lows
5.6% above previous 6 highs, 14.7% below previous 6 lows
5.0% above previous 7 highs, 13.5% below previous 7 lows
4.9% above previous 8 highs, 12.8% below previous 8 lows
4.6% above previous 9 highs, 10.4% below previous 9 lows
3.8% above previous 10 highs, 9.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180724 2:56 pm ET)
31.7% are above or equal to 7/23 close (1 days ago), 68.3% are below.
35.9% are above or equal to 7/20 close (2 days ago), 64.1% are below.
31.5% are above or equal to 7/19 close (3 days ago), 68.5% 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.
52.8% are above or equal to 7/16 close (6 days ago), 47.2% are below.
44.5% are above or equal to 7/13 close (7 days ago), 55.5% are below.
43.7% are above or equal to 7/12 close (8 days ago), 56.3% are below.
53.6% are above or equal to 7/11 close (9 days ago), 46.4% are below.
42.2% are above or equal to 7/10 close (10 days ago), 57.8% are below.
43.0% are above or equal to 7/9 close (11 days ago), 57.0% are below.
51.6% are above or equal to 7/6 close (12 days ago), 48.4% are below.
58.9% are above or equal to 7/5 close (13 days ago), 41.1% are below.
65.4% are above or equal to 7/3 close (14 days ago), 34.6% are below.
68.4% are above or equal to 7/2 close (15 days ago), 31.6% are below.
66.0% are above or equal to 6/29 close (16 days ago), 34.0% are below.
67.5% are above or equal to 6/28 close (17 days ago), 32.5% are below.
68.3% are above or equal to 6/27 close (18 days ago), 31.7% are below.
59.8% are above or equal to 6/26 close (19 days ago), 40.2% are below.
62.2% are above or equal to 6/25 close (20 days ago), 37.8% are below.
49.4% are above or equal to 6/22 close (21 days ago), 50.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180724 2:56 pm ET)
20d: 19.3% new highs, 8.0% new lows
21d: 16.6% new highs, 7.8% new lows
42d: 10.0% new highs, 3.6% new lows
63d: 8.9% new highs, 2.1% new lows
126d: 5.8% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180724 2:56 pm ET)
2-day: 30.5% above, 69.5% below
3-day: 31.5% above, 68.5% below
4-day: 29.3% above, 70.7% below
5-day: 30.8% above, 69.2% below
8-day: 38.1% above, 61.9% below
10-day: 39.8% above, 60.2% below
20-day: 55.4% above, 44.6% below
50-day: 57.5% above, 42.5% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180724 2:56 pm ET)
META(20): 0.75% Top=SCCO STLD AA SLCA FCX NUE AG TECK ….. WPM GG ABX AEM CENX CCJ CNX CLF=Bottom (Metals & Mining)
ENER(93): 0.43% Top=PXD OAS WLL CLR EOG HES CVX MUR ….. GEL EQM TUSK PUMP NS CRC WTI HAL=Bottom (Energy)
CHEM(26): 0.41% Top=MOS PAH DWDP NTR SHW PPG CF IFF ….. RYAM AXTA HUN UNVR TROX WLK CC SMG=Bottom (Chemicals/Fertilizers)
MANU(39): 0.40% Top=ATI HUBB DE EAF ITT ITW CAT ROK ….. DHR MRC MIDD LII GTLS WBT SNA DDD=Bottom (Manufacturing)
INSU(30): -0.05% Top=PRU FNF BHF AGO MET WLTW AIG LNC ….. AXS MTG AJG MMC PGR AEL ORI BRO=Bottom (Insurance)
FINA(94): -0.61% Top=PYPL CDEV BK BKU GS C NAVI ATH ….. TCF LTXB WAL OZK OMF ZION FNB SNV=Bottom (Banks/Financials)
REAL(101): -0.79% Top=GLPI COLD BXP SLG VER HTA VNO NLY ….. RLGY SHO HST NSA DRH ACC RWT LPT=Bottom (Real Estate)
ELEC(50): -0.84% Top=TEL GLW BRKR FTV APH WAT FSLR RUN ….. SWKS CRUS KEM KLAC AMD BRKS HIMX AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): -0.89% Top=HRB JEC ALLE CTAS SERV AL FLT MYGN ….. R AAN ULTA LDOS TRU GPN KTOS WP=Bottom (Diversified Services)
COHW(38): -0.93% Top=INFN T TMUS CSCO VZ AAPL COMM BCE ….. CDW CAMP CASA NTAP SYNA TDC PSTG ACIA=Bottom (Computer Hardware/Telecom)
HEAL(46): -0.95% Top=ABT ZBH A TMO PKI VAR PRAH BAX ….. DXCM LH MASI NTRA PODD CNC BKD DGX=Bottom (Health)
CONS(56): -0.99% Top=AVY OI PBI BLL BMS IP NWL GT ….. COTY UAA BOOT GPK TPX FL HAS WHR=Bottom (Consumer)
MATE(24): -1.43% Top=FLR MDR PWR SRCL WY RSG SUM MAS ….. WCN TPH JELD LEN TMHC DHI BECN KBH=Bottom (Materials & Construction)
LEIS(40): -1.48% Top=MLCO EXPE LVS WYNN SBUX TSG ARMK MCD ….. PLAY EAT STAY SONC TXRH DPZ BLMN SHAK=Bottom (Leisure)
RETA(58): -1.70% Top=BABA AMZN SBH TGT CVNA WMT WBA DLTR ….. W FIVE BURL CARS ETSY DKS GES SFIX=Bottom (Retail & Specialty Retail)
COSW(105): -1.98% Top=GOOG BSTI CHKP FB NTES CDNS IBM MDRX ….. PVTL ZUO CBLK TTD FIVN TTGT SE MDSO=Bottom (Computer Software/Internet)
TRAN(25): -2.52% Top=WAB KSU FDX TRN CHRW EXPD UPS CNI ….. SAVE JBHT ALK XPO 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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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