daytrend

07/30/2018

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 2:57 pm ET
by daytrend on 20180730. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20180730 2:57 pm ET)
13.6% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
34.5% are below yesterday’s low.
51.8% are inside yesterday’s range.
29.9% of stocks with today’s high > yesterday’s high. (70.1% less than).
52.1% of stocks with today’s low < yesterday’s low. (47.9% greater than).

EVIDENCE OF INTRADAY TREND (20180730 2:57 pm ET)
42.8% of stocks are above today’s open. (56.7% are below).
39.6% of stocks are above today’s open and yesterday’s close.
50.6% 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 2:57 pm ET)
4.8% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
35.3% are in the top half. 64.7% of stocks are in the bottom half of today’s range.
28.8% are in the bottom 20%.
15.1% are in the bottom 10%.

GAIN (20180730 2:57 pm ET)
46.8% of stocks are above yesterday’s close. (53.2% are below.)
1.1% are up 4.5% or more. 5.0% are down 4.5% or more.
2.8% are up 3.5% or more. 7.4% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY (20180730 2:57 pm ET)
2-day: >=95:7.0%…>=90:11.7%…>=80:17.6%…>=50:38.8%…<=20:35.8%…<=10:23.2%…<=5:9.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.0%…>=50:44.3%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:48.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180730 2:57 pm ET)
13.6% above previous 1 highs, 34.5% below previous 1 lows
9.9% above previous 2 highs, 29.6% below previous 2 lows
9.0% above previous 3 highs, 24.5% below previous 3 lows
8.1% above previous 4 highs, 23.2% below previous 4 lows
7.6% above previous 5 highs, 21.3% below previous 5 lows
7.0% above previous 6 highs, 20.9% below previous 6 lows
6.5% above previous 7 highs, 20.4% below previous 7 lows
6.4% above previous 8 highs, 19.9% below previous 8 lows
6.2% above previous 9 highs, 19.0% below previous 9 lows
5.9% above previous 10 highs, 18.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180730 2:57 pm ET)
46.8% are above or equal to 7/27 close (1 days ago), 53.2% are below.
29.6% are above or equal to 7/26 close (2 days ago), 70.4% are below.
38.5% are above or equal to 7/25 close (3 days ago), 61.5% are below.
45.0% are above or equal to 7/24 close (4 days ago), 55.0% are below.
42.1% are above or equal to 7/23 close (5 days ago), 57.9% are below.
43.1% are above or equal to 7/20 close (6 days ago), 56.9% are below.
39.5% are above or equal to 7/19 close (7 days ago), 60.5% are below.
42.8% are above or equal to 7/18 close (8 days ago), 57.2% are below.
45.1% are above or equal to 7/17 close (9 days ago), 54.9% are below.
47.4% are above or equal to 7/16 close (10 days ago), 52.6% are below.
43.9% are above or equal to 7/13 close (11 days ago), 56.1% are below.
43.3% are above or equal to 7/12 close (12 days ago), 56.7% are below.
47.4% are above or equal to 7/11 close (13 days ago), 52.6% are below.
40.8% are above or equal to 7/10 close (14 days ago), 59.2% are below.
40.9% are above or equal to 7/9 close (15 days ago), 59.1% are below.
49.4% are above or equal to 7/6 close (16 days ago), 50.6% are below.
54.9% are above or equal to 7/5 close (17 days ago), 45.1% are below.
60.0% are above or equal to 7/3 close (18 days ago), 40.0% are below.
60.6% are above or equal to 7/2 close (19 days ago), 39.4% are below.
60.9% are above or equal to 6/29 close (20 days ago), 39.1% are below.
61.1% are above or equal to 6/28 close (21 days ago), 38.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180730 2:57 pm ET)
20d: 11.6% new highs, 15.7% new lows
21d: 11.4% new highs, 14.4% new lows
42d: 7.2% new highs, 8.9% new lows
63d: 5.8% new highs, 3.4% new lows
126d: 3.2% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180730 2:57 pm ET)
2-day: 45.3% above, 54.7% below
3-day: 33.8% above, 66.2% below
4-day: 37.1% above, 62.9% below
5-day: 39.9% above, 60.1% below
8-day: 39.7% above, 60.3% below
10-day: 40.9% above, 59.1% below
20-day: 45.8% above, 54.2% below
50-day: 52.4% above, 47.6% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180730 2:57 pm ET)
ENER(93): 1.66% Top=OII PUMP SPN XOG SM RIG CLR WRD ….. COG OXY EPD XOM MDU BCEI EQM VNOM=Bottom (Energy)
INSU(31): 0.56% Top=BHF RDN PRU CINF CNO PFG HIG UNM ….. L ALL MMC WLTW PGR FNF CLGX FAF=Bottom (Insurance)
RETA(61): 0.43% Top=LAD BLDR CHS KR BBBY AN SIG LL ….. AMZN SFIX BABA MELI ETSY W NFLX CVNA=Bottom (Retail & Specialty Retail)
REAL(99): 0.28% Top=WPG SPG GOV DDR TCO WRI CUBE ABR ….. OFC CONE RLGY CBRE AMT CXP OHI QTS=Bottom (Real Estate)
MANU(40): 0.13% Top=MRC GTLS EAF MHK CFX LII KMT GE ….. RXN DHR GGG ITT ROP HUBB TEX HON=Bottom (Manufacturing)
CONS(61): 0.08% Top=GT TUP FOSL BC SNBR WRK PKG FL ….. LEG EL HAS GIL UAA BOOT IRBT GOOS=Bottom (Consumer)
FINA(98): -0.02% Top=BEN IVZ LM FII CDEV JHG EFX FHN ….. AMTD AXP BGCP NDAQ LPLA PYPL SIVB CBOE=Bottom (Banks/Financials)
CHEM(27): -0.08% Top=RYAM SXT FMC PAH HUN OLN PPG EMN ….. CC CF SHW UNVR ALB SMG TROX GRA=Bottom (Chemicals/Fertilizers)
TRAN(26): -0.24% Top=WAB TRN NSC HTLD UAL CSX CP UPS ….. LUV KSU CNI DAL AAL CHRW ALK XPO=Bottom (Transportation)
MATE(28): -0.43% Top=MDR RYN OC FLR WY BECN TOL MAS ….. WCN PWR RSG MLM VMC SRCL SUM EXP=Bottom (Materials & Construction)
META(22): -0.43% Top=SLCA AG CMC FCX SCCO CNX GG FNV ….. NEM CENX WPM ABX TECK AA CCJ RGLD=Bottom (Metals & Mining)
HEAL(49): -0.59% Top=NUVA NVRO HRC ANTM IRWD THC HOLX XRAY ….. BSX DXCM SYK HAE TVTY ISRG ABMD PRAH=Bottom (Health)
COHW(36): -0.92% Top=T TDS VZ VIAV CTL SYNA CCI JNPR ….. HRS NTAP BB VRSN PSTG ANET TDC PANW=Bottom (Computer Hardware/Telecom)
LEIS(40): -0.98% Top=PLAY CCL BYD MCD TVPT MLCO PK MGM ….. STAY TSG SEAS SHAK CAKE TXRH YUMC WING=Bottom (Leisure)
DISV(48): -1.12% Top=FDC CAR KBR ACM CXW HRB HMSY ABM ….. EEFT GPN V YY MCO AAN ZTO CHGG=Bottom (Diversified Services)
ELEC(49): -1.13% Top=AMD LSCC AVGO AYI CRUS TSEM MXL INTC ….. NVDA SNPS IPHI ON ICHR SGH RUN UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(101): -3.34% Top=SE TRIP SABR IBM CVG CHKP NATI TRI ….. AYX SHOP DBX PVTL TTGT TWTR ZUO 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 2:57 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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