daytrend

07/25/2018

Filed under: Market Stats — daytrend @ 1:53 pm

Market Stats at 2:52 pm ET
by daytrend on 20180725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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

COMPARED TO YESTERDAY’S RANGE (20180725 2:52 pm ET)
21.5% of stocks are above yesterday’s high.
50.6% are above yesterday’s midpoint. (49.4% are below.)
20.6% are below yesterday’s low.
57.9% are inside yesterday’s range.
33.6% of stocks with today’s high > yesterday’s high. (66.4% less than).
51.7% of stocks with today’s low < yesterday’s low. (48.3% greater than).

EVIDENCE OF INTRADAY TREND (20180725 2:52 pm ET)
62.9% of stocks are above today’s open. (36.1% are below).
57.9% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
4.5% of stocks opened above yesterday’s high.
44.0% of stocks opened above yesterday’s close. (50.6% opened below yesterday’s close).
10.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180725 2:52 pm ET)
17.0% of stocks are in the top 10% of today’s range.
35.0% are in the top 20%.
66.9% are in the top half. 33.1% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20180725 2:52 pm ET)
62.9% of stocks are above yesterday’s close. (37.1% are below.)
2.0% are up 4.5% or more. 1.4% are down 4.5% or more.
4.2% are up 3.5% or more. 2.7% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20180725 2:52 pm ET)
2-day: >=95:6.7%…>=90:14.0%…>=80:24.3%…>=50:54.9%…<=20:22.0%…<=10:13.4%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:56.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:58.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180725 2:52 pm ET)
21.5% above previous 1 highs, 20.6% below previous 1 lows
18.9% above previous 2 highs, 15.1% below previous 2 lows
15.5% above previous 3 highs, 13.5% below previous 3 lows
13.7% above previous 4 highs, 12.1% below previous 4 lows
12.6% above previous 5 highs, 11.0% below previous 5 lows
12.2% above previous 6 highs, 9.6% below previous 6 lows
11.5% above previous 7 highs, 8.8% below previous 7 lows
10.6% above previous 8 highs, 8.7% below previous 8 lows
10.6% above previous 9 highs, 7.9% below previous 9 lows
10.2% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180725 2:52 pm ET)
62.9% are above or equal to 7/24 close (1 days ago), 37.1% are below.
48.3% are above or equal to 7/23 close (2 days ago), 51.7% are below.
52.3% are above or equal to 7/20 close (3 days ago), 47.7% are below.
44.7% are above or equal to 7/19 close (4 days ago), 55.3% are below.
48.3% are above or equal to 7/18 close (5 days ago), 51.7% are below.
52.7% are above or equal to 7/17 close (6 days ago), 47.3% are below.
57.7% are above or equal to 7/16 close (7 days ago), 42.3% are below.
52.8% are above or equal to 7/13 close (8 days ago), 47.2% are below.
51.0% are above or equal to 7/12 close (9 days ago), 49.0% are below.
59.0% are above or equal to 7/11 close (10 days ago), 41.0% are below.
49.2% are above or equal to 7/10 close (11 days ago), 50.8% are below.
49.7% are above or equal to 7/9 close (12 days ago), 50.3% are below.
55.9% are above or equal to 7/6 close (13 days ago), 44.1% are below.
63.9% are above or equal to 7/5 close (14 days ago), 36.1% are below.
68.6% are above or equal to 7/3 close (15 days ago), 31.4% are below.
69.2% are above or equal to 7/2 close (16 days ago), 30.8% are below.
68.6% are above or equal to 6/29 close (17 days ago), 31.4% are below.
67.9% are above or equal to 6/28 close (18 days ago), 32.1% are below.
69.5% are above or equal to 6/27 close (19 days ago), 30.5% are below.
62.2% are above or equal to 6/26 close (20 days ago), 37.8% are below.
64.1% are above or equal to 6/25 close (21 days ago), 35.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180725 2:52 pm ET)
20d: 13.5% new highs, 10.2% new lows
21d: 13.3% new highs, 10.1% new lows
42d: 9.2% new highs, 6.3% new lows
63d: 8.7% new highs, 4.3% new lows
126d: 5.2% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180725 2:52 pm ET)
2-day: 62.1% above, 37.9% below
3-day: 55.5% above, 44.5% below
4-day: 53.3% above, 46.7% below
5-day: 50.8% above, 49.2% below
8-day: 52.8% above, 47.2% below
10-day: 52.2% above, 47.8% below
20-day: 60.6% above, 39.4% below
50-day: 60.1% above, 39.9% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180725 2:52 pm ET)
COSW(106): 2.04% Top=GRUB CHKP TWTR FIVN IQ JD MTCH ZUO ….. SYNT TRI NATI IBM CVG CDK GSKY MDRX=Bottom (Computer Software/Internet)
HEAL(46): 1.71% Top=NVRO HCA THC TMO UHS ISRG ALGN SYNH ….. HOLX XRAY ESRX DVA SYK IRWD LH IART=Bottom (Health)
TRAN(25): 1.50% Top=UPS CNI NSC ODFL EXPD GWR UNP SAVE ….. FDX TRN UAL LUV DAL ALK HTLD JBLU=Bottom (Transportation)
DISV(48): 0.80% Top=RHI R YY CHGG FDC CNDT MA GPN ….. ALLE ZTO KBR ILG JEC MYGN URI AAN=Bottom (Diversified Services)
ENER(94): 0.50% Top=ENLK PDCE VNOM CRZO XOG HLX DO GEL ….. CRC HP PUMP WRD RES CLR WTI SPN=Bottom (Energy)
REAL(100): 0.46% Top=REG SC AKR PLD EQR DDR UDR HR ….. LHO RLJ UNIT HST OUT RWT SHO DRH=Bottom (Real Estate)
COHW(38): 0.45% Top=NTAP ANET PANW FNSR VG CASA ACIA MSI ….. ZAYO TDS INFN VZ ATUS CTL EXTR T=Bottom (Computer Hardware/Telecom)
RETA(58): 0.38% Top=BABA CVNA ETSY AEO MELI W TLRD GES ….. RH SFM LOW BBBY LB GME BLDR AN=Bottom (Retail & Specialty Retail)
CHEM(27): 0.37% Top=PPG PAH CF CC EMN RPM PX SHW ….. SMG OLN WLK CE HUN SXT TROX GRA=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.30% Top=GLW TER AVGO CRUS APH RUN TRMB FTV ….. ADI IDTI ENPH BRKS ON KEM ICHR UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(20): 0.28% Top=AG SLCA CCJ SCCO CLF WPM AA X ….. GG TECK CMC NUE ABX CNX CENX FCX=Bottom (Metals & Mining)
LEIS(41): 0.21% Top=GPRO MLCO ARMK MGM TVPT WYNN TSG SEAS ….. HLT SONC PLAY PK DRI BLMN YUMC PZZA=Bottom (Leisure)
MANU(39): 0.03% Top=ROK IR GGG AME HUBB DDD DOV ETN ….. MRC AQUA EAF AGCO LII DE AOS PNR=Bottom (Manufacturing)
CONS(59): -0.07% Top=IRBT CROX DECK UAA WWW RL BOOT SKX ….. AVY TPX OI NWL FBHS WHR FNKO TUP=Bottom (Consumer)
INSU(29): -0.43% Top=FNF ACGL TRV ORI AJG WLTW AIZ BRO ….. AIG TMK CNO MET UNM AEL PRU BHF=Bottom (Insurance)
FINA(93): -0.79% Top=TROW FBC TD ETFC CDEV AMP SMPL AMTD ….. WDR BOFI HOPE BKU FNB SLM NAVI NYCB=Bottom (Banks/Financials)
MATE(24): -1.06% Top=WM WCN RSG PWR RYN FAST SRCL FLR ….. DHI TMHC BECN PHM TOL JELD KBH OC=Bottom (Materials & Construction)

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 2:52 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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