daytrend

07/27/2018

Filed under: Market Stats — daytrend @ 1:51 pm

Market Stats at 2:51 pm ET
by daytrend on 20180727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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 (20180727 2:51 pm ET)
8.6% of stocks are above yesterday’s high.
26.0% are above yesterday’s midpoint. (74.0% are below.)
50.1% are below yesterday’s low.
41.3% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND (20180727 2:51 pm ET)
16.0% of stocks are above today’s open. (83.4% are below).
13.8% of stocks are above today’s open and yesterday’s close.
78.0% are below both.
11.0% of stocks opened above yesterday’s high.
66.4% of stocks opened above yesterday’s close. (29.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180727 2:51 pm ET)
2.0% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
13.7% are in the top half. 86.3% of stocks are in the bottom half of today’s range.
54.6% are in the bottom 20%.
30.4% are in the bottom 10%.

GAIN (20180727 2:51 pm ET)
19.6% of stocks are above yesterday’s close. (80.4% are below.)
1.8% are up 4.5% or more. 6.9% are down 4.5% or more.
2.4% are up 3.5% or more. 12.1% are down 3.5% or more.
38.3% are between +1% and -1%.

RSI on DAILY (20180727 2:51 pm ET)
2-day: >=95:4.2%…>=90:8.6%…>=80:15.5%…>=50:28.7%…<=20:37.5%…<=10:17.4%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:44.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180727 2:51 pm ET)
8.6% above previous 1 highs, 50.1% below previous 1 lows
7.7% above previous 2 highs, 32.9% below previous 2 lows
6.1% above previous 3 highs, 28.0% below previous 3 lows
5.9% above previous 4 highs, 24.8% below previous 4 lows
5.5% above previous 5 highs, 24.1% below previous 5 lows
5.4% above previous 6 highs, 22.7% below previous 6 lows
5.3% above previous 7 highs, 20.8% below previous 7 lows
5.2% above previous 8 highs, 19.5% below previous 8 lows
4.9% above previous 9 highs, 19.0% below previous 9 lows
4.5% above previous 10 highs, 18.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180727 2:51 pm ET)
19.6% are above or equal to 7/26 close (1 days ago), 80.4% are below.
34.6% are above or equal to 7/25 close (2 days ago), 65.4% are below.
44.2% are above or equal to 7/24 close (3 days ago), 55.8% are below.
40.6% are above or equal to 7/23 close (4 days ago), 59.4% are below.
42.1% are above or equal to 7/20 close (5 days ago), 57.9% are below.
38.9% are above or equal to 7/19 close (6 days ago), 61.1% are below.
41.1% are above or equal to 7/18 close (7 days ago), 58.9% are below.
44.4% are above or equal to 7/17 close (8 days ago), 55.6% are below.
47.9% are above or equal to 7/16 close (9 days ago), 52.1% are below.
43.2% are above or equal to 7/13 close (10 days ago), 56.8% are below.
42.9% are above or equal to 7/12 close (11 days ago), 57.1% are below.
49.5% are above or equal to 7/11 close (12 days ago), 50.5% are below.
43.1% are above or equal to 7/10 close (13 days ago), 56.9% are below.
43.4% are above or equal to 7/9 close (14 days ago), 56.6% are below.
50.3% are above or equal to 7/6 close (15 days ago), 49.7% are below.
57.7% are above or equal to 7/5 close (16 days ago), 42.3% are below.
62.2% are above or equal to 7/3 close (17 days ago), 37.8% are below.
63.3% are above or equal to 7/2 close (18 days ago), 36.7% are below.
62.6% are above or equal to 6/29 close (19 days ago), 37.4% are below.
62.8% are above or equal to 6/28 close (20 days ago), 37.2% are below.
64.6% are above or equal to 6/27 close (21 days ago), 35.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180727 2:51 pm ET)
20d: 16.3% new highs, 12.5% new lows
21d: 16.2% new highs, 12.5% new lows
42d: 9.0% new highs, 7.0% new lows
63d: 7.8% new highs, 3.6% new lows
126d: 4.4% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180727 2:51 pm ET)
2-day: 19.3% above, 80.7% below
3-day: 28.1% above, 71.9% below
4-day: 33.3% above, 66.7% below
5-day: 33.9% above, 66.1% below
8-day: 37.2% above, 62.8% below
10-day: 39.7% above, 60.3% below
20-day: 47.1% above, 52.9% below
50-day: 53.7% above, 46.3% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180727 2:51 pm ET)
INSU(31): 0.12% Top=AFL PFG CINF TMK TRV PRU FAF MET ….. BHF AIZ MTG WLTW AXS MMC CLGX HIG=Bottom (Insurance)
FINA(96): -0.21% Top=TCF ISBC NDAQ DFS FII LPLA CFR MTB ….. LADR BX CBOE WDR COF TROW BOFI PYPL=Bottom (Banks/Financials)
TRAN(26): -0.35% Top=LUV DAL UNP KSU SAVE JBLU TRN CP ….. SNDR NSC XPO CSX AAL GWR ALK UAL=Bottom (Transportation)
LEIS(41): -0.56% Top=EXPE CMG YUMC SBUX CCL MCD TXRH DPZ ….. MLCO H SONC TSG DNKN PLNT PZZA GPRO=Bottom (Leisure)
MATE(28): -0.57% Top=OC SUM EXP RSG VMC MAS WM BECN ….. DY TOL KBH PHM RYN WY TMHC TPH=Bottom (Materials & Construction)
MANU(40): -0.82% Top=MHK SWK ETN MIDD CMI CFX LII TEX ….. DE RXN AQUA ROP RS GGG ATI DDD=Bottom (Manufacturing)
CHEM(27): -0.88% Top=DWDP FMC PAH ALB PX APD OLN HUN ….. GRA PPG RYAM WLK EMN CF TROX SMG=Bottom (Chemicals/Fertilizers)
ELEC(50): -0.92% Top=ICHR LRCX CY AMAT KLAC AMD KLIC BRKS ….. AMBA TTMI RUN FSLR KEM AAOI FLEX INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(93): -0.95% Top=INT NOV SPN PTEN FRAC PUMP RES BHGE ….. WRD WPX CVI GPOR AR WTI COG RRC=Bottom (Energy)
META(22): -1.01% Top=SLCA AA ABX SCCO FNV NUE FCX GG ….. PAAS WPM CLF AEM NEM RGLD CCJ CNX=Bottom (Metals & Mining)
REAL(98): -1.35% Top=DLR OFC QTS CONE STWD NLY RWT CIM ….. CUBE WPG SNH KIM VTR WELL DDR GOV=Bottom (Real Estate)
CONS(60): -1.36% Top=GT FBHS CCK SEE TUP SKX SLGN CLX ….. LULU GOOS CRI GIII DECK SNBR UAA FOSL=Bottom (Consumer)
HEAL(48): -1.66% Top=ZBH ANTM AET XRAY NUVA HCA UHS LH ….. PODD IRWD CSII ABMD THC NVRO DXCM EW=Bottom (Health)
DISV(48): -1.76% Top=CXW KBR LDOS ALLE ABM AL MAN SBAC ….. CNDT GATX ZTO URI ADS MCO CHGG AAN=Bottom (Diversified Services)
RETA(61): -1.88% Top=WBA PAG SIG AMZN KR CVS TGT EYE ….. CVNA AEO GES LAD URBN HOME TLRD TSCO=Bottom (Retail & Specialty Retail)
COHW(38): -2.00% Top=T VZ HRS TMUS ZAYO COMM BCE ATUS ….. CAMP EXTR VG PANW STX INFN WDC JNPR=Bottom (Computer Hardware/Telecom)
COSW(105): -3.16% Top=TEAM NATI EQIX SYMC SYNT CARG BSTI MDRX ….. BOX ZS EA SAIL TWOU NCR PFPT TWTR=Bottom (Computer Software/Internet)

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 2:51 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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