daytrend

07/30/2018

Filed under: Market Stats — daytrend @ 11:08 am

Market Stats at 12:07 pm ET
by daytrend on 20180730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

COMPARED TO YESTERDAY’S RANGE (20180730 12:07 pm ET)
14.1% of stocks are above yesterday’s high.
34.4% are above yesterday’s midpoint. (65.6% are below.)
33.9% are below yesterday’s low.
52.0% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
46.9% of stocks with today’s low < yesterday’s low. (53.1% greater than).

EVIDENCE OF INTRADAY TREND (20180730 12:07 pm ET)
43.8% of stocks are above today’s open. (55.2% are below).
40.9% of stocks are above today’s open and yesterday’s close.
47.9% are below both.
4.3% of stocks opened above yesterday’s high.
55.7% of stocks opened above yesterday’s close. (38.2% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180730 12:07 pm ET)
2.5% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
36.3% are in the top half. 63.7% of stocks are in the bottom half of today’s range.
37.6% are in the bottom 20%.
27.1% are in the bottom 10%.

GAIN (20180730 12:07 pm ET)
49.1% of stocks are above yesterday’s close. (50.9% are below.)
0.8% are up 4.5% or more. 4.5% are down 4.5% or more.
1.7% are up 3.5% or more. 7.6% are down 3.5% or more.
53.0% are between +1% and -1%.

RSI on DAILY (20180730 12:07 pm ET)
2-day: >=95:7.4%…>=90:12.3%…>=80:19.4%…>=50:41.6%…<=20:35.7%…<=10:21.4%…<=5:9.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.9%…>=50:45.3%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:49.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180730 12:07 pm ET)
14.1% above previous 1 highs, 33.9% below previous 1 lows
10.6% above previous 2 highs, 29.5% below previous 2 lows
9.8% above previous 3 highs, 24.2% below previous 3 lows
8.6% above previous 4 highs, 23.3% below previous 4 lows
8.3% above previous 5 highs, 21.6% below previous 5 lows
8.0% above previous 6 highs, 21.0% below previous 6 lows
7.6% above previous 7 highs, 20.4% below previous 7 lows
7.4% above previous 8 highs, 19.8% below previous 8 lows
7.0% above previous 9 highs, 18.6% below previous 9 lows
6.8% above previous 10 highs, 17.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180730 12:07 pm ET)
49.1% are above or equal to 7/27 close (1 days ago), 50.9% are below.
31.3% are above or equal to 7/26 close (2 days ago), 68.7% are below.
40.1% are above or equal to 7/25 close (3 days ago), 59.9% are below.
46.0% are above or equal to 7/24 close (4 days ago), 54.0% are below.
42.4% are above or equal to 7/23 close (5 days ago), 57.6% are below.
43.3% are above or equal to 7/20 close (6 days ago), 56.7% are below.
40.1% are above or equal to 7/19 close (7 days ago), 59.9% are below.
42.5% are above or equal to 7/18 close (8 days ago), 57.5% are below.
45.7% are above or equal to 7/17 close (9 days ago), 54.3% are below.
48.0% are above or equal to 7/16 close (10 days ago), 52.0% are below.
44.7% are above or equal to 7/13 close (11 days ago), 55.3% are below.
44.3% are above or equal to 7/12 close (12 days ago), 55.7% are below.
47.8% are above or equal to 7/11 close (13 days ago), 52.2% are below.
41.3% are above or equal to 7/10 close (14 days ago), 58.7% are below.
42.1% are above or equal to 7/9 close (15 days ago), 57.9% are below.
50.1% are above or equal to 7/6 close (16 days ago), 49.9% are below.
55.4% are above or equal to 7/5 close (17 days ago), 44.6% are below.
60.7% are above or equal to 7/3 close (18 days ago), 39.3% are below.
61.5% are above or equal to 7/2 close (19 days ago), 38.5% are below.
61.0% are above or equal to 6/29 close (20 days ago), 39.0% are below.
60.9% are above or equal to 6/28 close (21 days ago), 39.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180730 12:07 pm ET)
20d: 11.0% new highs, 13.0% new lows
21d: 10.9% new highs, 11.8% new lows
42d: 6.7% new highs, 7.3% new lows
63d: 5.4% new highs, 2.5% new lows
126d: 2.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180730 12:07 pm ET)
2-day: 48.3% above, 51.7% below
3-day: 36.3% above, 63.7% below
4-day: 37.7% above, 62.3% below
5-day: 40.6% above, 59.4% below
8-day: 40.4% above, 59.6% below
10-day: 42.1% above, 57.9% below
20-day: 46.9% above, 53.1% below
50-day: 52.8% above, 47.2% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180730 12:07 pm ET)
ENER(93): 1.50% Top=SPN DO HP SM XOG RIG CLR NFX ….. MDU COG VNOM GEL XOM EQM BCEI EPD=Bottom (Energy)
INSU(31): 0.75% Top=BHF HIG RDN UNM CNO ORI CINF PRU ….. ALL AXS MMC PGR FNF WLTW FAF CLGX=Bottom (Insurance)
MANU(40): 0.48% Top=MRC KMT CAT CFX EAF GTLS WBT LII ….. DDD GGG AME ROP DHR HUBB ITT HON=Bottom (Manufacturing)
RETA(61): 0.32% Top=LAD BLDR CHS KR BBBY AN LL GPS ….. RH SFIX MELI BABA CVNA ETSY W NFLX=Bottom (Retail & Specialty Retail)
CONS(61): 0.30% Top=GT SNBR TUP WRK IP BC FL BMS ….. TPX LEG CROX NKE EL BOOT IRBT GOOS=Bottom (Consumer)
REAL(99): 0.17% Top=WPG ABR GOV DDR WRI CUBE NRZ RWT ….. RLGY VNO NNN CBRE AMT CONE OHI QTS=Bottom (Real Estate)
CHEM(27): 0.10% Top=RYAM SXT PAH APD CE FMC PPG OLN ….. NTR UNVR SHW ASH TROX ALB SMG GRA=Bottom (Chemicals/Fertilizers)
META(22): 0.07% Top=CNX CMC X SLCA FCX CLF SCCO AG ….. NEM TECK PAAS CCJ AEM WPM ABX RGLD=Bottom (Metals & Mining)
TRAN(26): 0.07% Top=WAB NSC TRN FDX HTLD SSW CP UPS ….. GWR DAL JBHT LUV JBLU AAL ALK XPO=Bottom (Transportation)
FINA(97): -0.14% Top=BEN CDEV LM IVZ FII WDR EFX LADR ….. AMTD NDAQ SLM AXP SIVB PYPL CBOE LPLA=Bottom (Banks/Financials)
MATE(28): -0.37% Top=MDR FLR OC RYN PWR TOL PHM WY ….. WCN FAST RSG SRCL VMC MLM SUM EXP=Bottom (Materials & Construction)
HEAL(49): -0.59% Top=NUVA NVRO HOLX ESRX ANTM HRC IRWD BKD ….. BSX SYK SYNH ALGN ISRG HAE ABMD PRAH=Bottom (Health)
LEIS(40): -0.62% Top=PLAY PZZA MCD CCL MLCO MGM TVPT BYD ….. CMG H HLT MAR STAY TXRH CAKE YUMC=Bottom (Leisure)
DISV(48): -0.77% Top=KBR CAR FDC ACM CXW HMSY HRB JEC ….. ULTA EEFT V MCO AAN ZTO CHGG YY=Bottom (Diversified Services)
COHW(36): -0.86% Top=T TDS VZ JNPR VIAV CTL COMM TMUS ….. MSI WDC VRSN BB PSTG ANET TDC PANW=Bottom (Computer Hardware/Telecom)
ELEC(49): -1.41% Top=AMD LSCC AYI AVGO MXL CRUS FTV TSEM ….. RUN CY NVDA IPHI SGH UCTT ICHR ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(101): -3.27% Top=CARG SE CVG TRIP CHKP IBM SABR CERN ….. SQ SPLK TWTR NEWR TTWO MDB PVTL OKTA=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 12:07 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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