daytrend

07/30/2018

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at 9:47 am ET
by daytrend on 20180730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20180730 9:47 am ET)
15.5% of stocks are above yesterday’s high.
38.0% are above yesterday’s midpoint. (62.0% are below.)
21.6% are below yesterday’s low.
62.9% are inside yesterday’s range.
20.4% of stocks with today’s high > yesterday’s high. (79.6% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20180730 9:47 am ET)
52.0% of stocks are above today’s open. (46.0% are below).
47.6% of stocks are above today’s open and yesterday’s close.
39.5% are below both.
4.3% of stocks opened above yesterday’s high.
55.7% of stocks opened above yesterday’s close. (38.3% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180730 9:47 am ET)
15.7% of stocks are in the top 10% of today’s range.
26.2% are in the top 20%.
48.8% are in the top half. 51.2% of stocks are in the bottom half of today’s range.
30.0% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20180730 9:47 am ET)
56.3% of stocks are above yesterday’s close. (43.7% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.2% are up 3.5% or more. 1.4% are down 3.5% or more.
63.7% are between +1% and -1%.

RSI on DAILY (20180730 9:47 am ET)
2-day: >=95:9.0%…>=90:15.2%…>=80:22.4%…>=50:44.1%…<=20:32.5%…<=10:18.7%…<=5:7.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.5%…>=50:47.7%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:51.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180730 9:47 am ET)
15.5% above previous 1 highs, 21.6% below previous 1 lows
11.3% above previous 2 highs, 19.5% below previous 2 lows
10.6% above previous 3 highs, 16.3% below previous 3 lows
9.1% above previous 4 highs, 15.4% below previous 4 lows
8.8% above previous 5 highs, 14.5% below previous 5 lows
8.6% above previous 6 highs, 14.0% below previous 6 lows
8.0% above previous 7 highs, 13.3% below previous 7 lows
8.0% above previous 8 highs, 12.9% below previous 8 lows
8.0% above previous 9 highs, 11.9% below previous 9 lows
7.8% above previous 10 highs, 11.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180730 9:47 am ET)
56.3% are above or equal to 7/27 close (1 days ago), 43.7% are below.
36.2% are above or equal to 7/26 close (2 days ago), 63.8% are below.
43.0% are above or equal to 7/25 close (3 days ago), 57.0% are below.
49.5% are above or equal to 7/24 close (4 days ago), 50.5% are below.
43.5% are above or equal to 7/23 close (5 days ago), 56.5% are below.
44.9% are above or equal to 7/20 close (6 days ago), 55.1% are below.
42.7% are above or equal to 7/19 close (7 days ago), 57.3% are below.
44.6% are above or equal to 7/18 close (8 days ago), 55.4% are below.
46.4% are above or equal to 7/17 close (9 days ago), 53.6% are below.
50.3% are above or equal to 7/16 close (10 days ago), 49.7% are below.
46.0% are above or equal to 7/13 close (11 days ago), 54.0% are below.
45.2% are above or equal to 7/12 close (12 days ago), 54.8% are below.
50.1% are above or equal to 7/11 close (13 days ago), 49.9% are below.
44.4% are above or equal to 7/10 close (14 days ago), 55.6% are below.
43.7% are above or equal to 7/9 close (15 days ago), 56.3% are below.
50.9% are above or equal to 7/6 close (16 days ago), 49.1% are below.
57.8% are above or equal to 7/5 close (17 days ago), 42.2% are below.
62.7% are above or equal to 7/3 close (18 days ago), 37.3% are below.
63.6% are above or equal to 7/2 close (19 days ago), 36.4% are below.
62.9% are above or equal to 6/29 close (20 days ago), 37.1% are below.
62.8% are above or equal to 6/28 close (21 days ago), 37.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180730 9:47 am ET)
20d: 7.8% new highs, 7.2% new lows
21d: 7.8% new highs, 6.2% new lows
42d: 5.0% new highs, 3.9% new lows
63d: 3.9% new highs, 1.4% new lows
126d: 2.0% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180730 9:47 am ET)
2-day: 55.0% above, 45.0% below
3-day: 42.6% above, 57.4% below
4-day: 43.2% above, 56.8% below
5-day: 45.2% above, 54.8% below
8-day: 42.1% above, 57.9% below
10-day: 43.0% above, 57.0% below
20-day: 49.1% above, 50.9% below
50-day: 54.2% above, 45.8% below
200-day: 61.7% above, 38.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180730 9:47 am ET)
ENER(93): 1.49% Top=SPN OII WRD HP RIG HLX FRAC NFX ….. ENLK MUSA WPX EQM COG XOM GEL EPD=Bottom (Energy)
INSU(31): 0.91% Top=HIG RDN CNO UNM BHF PRU MTG ORI ….. MMC BRO AFL PGR FAF FNF WLTW CLGX=Bottom (Insurance)
MANU(40): 0.78% Top=CFX KMT PNR MRC EAF FLS DOV IR ….. CAT ROP MIDD DHR AQUA TEX HON DDD=Bottom (Manufacturing)
TRAN(26): 0.49% Top=NSC CSX AAL SSW TRN FDX UNP SAVE ….. UAL CNI HTLD GWR JBLU XPO LUV ALK=Bottom (Transportation)
CHEM(27): 0.44% Top=WLK PPG EMN TROX APD CF OLN CE ….. SHW NTR CC ASH SMG PAH ALB GRA=Bottom (Chemicals/Fertilizers)
META(22): 0.39% Top=SLCA X FCX CMC CENX CLF STLD AEM ….. WPM RGLD PAAS ABX CNX NEM TECK CCJ=Bottom (Metals & Mining)
FINA(98): 0.35% Top=CDEV WDR IVZ BEN NAVI LM ATH CLNY ….. WU ISBC ETFC CBOE SMPL SYF PYPL AXP=Bottom (Banks/Financials)
MATE(28): 0.23% Top=OC BECN FLR MDR DHI TMHC PWR TOL ….. SRCL ADSW WCN RSG VMC SUM TPH EXP=Bottom (Materials & Construction)
RETA(61): 0.14% Top=BLDR LAD AN BBBY CHS EYE MIK SBH ….. AMZN SFIX CVNA RH HOME MELI W NFLX=Bottom (Retail & Specialty Retail)
CONS(61): 0.14% Top=GT TUP NWL SNBR IP OI BMS SLGN ….. NKE HAS DECK COLM CROX UAA IRBT GOOS=Bottom (Consumer)
HEAL(49): -0.15% Top=NVRO HOLX HCA XRAY NUVA UHS ZBH ACHC ….. NTRA HAE THC CSII PRAH ALGN ISRG ABMD=Bottom (Health)
REAL(99): -0.17% Top=ALLY RWT SC NRZ ABR DDR GOV STWD ….. CXP DOC WELL AMH SKT NNN QTS OHI=Bottom (Real Estate)
DISV(48): -0.21% Top=KBR CAR FDC R JEC ACM URI ADS ….. ULTA EEFT MCO MA WTW CHGG ZTO YY=Bottom (Diversified Services)
LEIS(40): -0.27% Top=BLMN MCD PLAY SBUX BYD PZZA WEN CCL ….. SEAS SIX CAKE SHAK LVS TXRH PLNT YUMC=Bottom (Leisure)
ELEC(49): -0.27% Top=AMD LSCC TSEM AVGO FTV FSLR GLW AYI ….. BRKS SNPS UCTT SGH INTC AAOI ON ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(36): -0.39% Top=T CTL TDS VZ JNPR SYNA TMUS KN ….. MSI VRSN PSTG TDC BB PANW ANET STX=Bottom (Computer Hardware/Telecom)
COSW(101): -1.81% Top=TRIP GSKY CHKP SABR IBM CARG CERN TRI ….. NEWR PVTL SQ OKTA TWTR SNAP IQ MDB=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 9:47 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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