daytrend

08/01/2018

Filed under: Market Stats — daytrend @ 1:07 pm

Market Stats at 2:06 pm ET
by daytrend on 20180801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 933.

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 (20180801 2:06 pm ET)
15.0% of stocks are above yesterday’s high.
41.3% are above yesterday’s midpoint. (58.7% are below.)
29.0% are below yesterday’s low.
55.9% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20180801 2:06 pm ET)
38.2% of stocks are above today’s open. (60.8% are below).
27.9% of stocks are above today’s open and yesterday’s close.
55.2% are below both.
8.5% of stocks opened above yesterday’s high.
36.9% of stocks opened above yesterday’s close. (58.4% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180801 2:06 pm ET)
4.7% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
33.8% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20180801 2:06 pm ET)
34.5% of stocks are above yesterday’s close. (65.5% are below.)
1.7% are up 4.5% or more. 3.3% are down 4.5% or more.
2.5% are up 3.5% or more. 5.8% are down 3.5% or more.
51.3% are between +1% and -1%.

RSI on DAILY (20180801 2:06 pm ET)
2-day: >=95:2.7%…>=90:6.3%…>=80:12.4%…>=50:36.2%…<=20:22.9%…<=10:11.0%…<=5:5.7%…
9-day: >=95:0.1%…>=90:0.3%…>=80:1.9%…>=50:42.9%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:46.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180801 2:06 pm ET)
15.0% above previous 1 highs, 29.0% below previous 1 lows
9.5% above previous 2 highs, 20.5% below previous 2 lows
6.6% above previous 3 highs, 16.3% below previous 3 lows
5.7% above previous 4 highs, 13.8% below previous 4 lows
5.5% above previous 5 highs, 11.5% below previous 5 lows
4.7% above previous 6 highs, 11.0% below previous 6 lows
4.5% above previous 7 highs, 10.5% below previous 7 lows
4.3% above previous 8 highs, 9.6% below previous 8 lows
4.3% above previous 9 highs, 9.1% below previous 9 lows
4.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180801 2:06 pm ET)
34.5% are above or equal to 7/31 close (1 days ago), 65.5% are below.
54.4% are above or equal to 7/30 close (2 days ago), 45.6% are below.
44.8% are above or equal to 7/27 close (3 days ago), 55.2% are below.
34.0% are above or equal to 7/26 close (4 days ago), 66.0% are below.
39.4% are above or equal to 7/25 close (5 days ago), 60.6% are below.
46.3% are above or equal to 7/24 close (6 days ago), 53.7% are below.
41.8% are above or equal to 7/23 close (7 days ago), 58.2% are below.
43.3% are above or equal to 7/20 close (8 days ago), 56.7% are below.
39.1% are above or equal to 7/19 close (9 days ago), 60.9% are below.
42.1% are above or equal to 7/18 close (10 days ago), 57.9% are below.
44.7% are above or equal to 7/17 close (11 days ago), 55.3% are below.
47.6% are above or equal to 7/16 close (12 days ago), 52.4% are below.
44.3% are above or equal to 7/13 close (13 days ago), 55.7% are below.
43.9% are above or equal to 7/12 close (14 days ago), 56.1% are below.
47.4% are above or equal to 7/11 close (15 days ago), 52.6% are below.
40.9% are above or equal to 7/10 close (16 days ago), 59.1% are below.
40.9% are above or equal to 7/9 close (17 days ago), 59.1% are below.
47.9% are above or equal to 7/6 close (18 days ago), 52.1% are below.
53.4% are above or equal to 7/5 close (19 days ago), 46.6% are below.
59.4% are above or equal to 7/3 close (20 days ago), 40.6% are below.
59.7% are above or equal to 7/2 close (21 days ago), 40.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180801 2:06 pm ET)
20d: 9.3% new highs, 9.8% new lows
21d: 9.3% new highs, 8.4% new lows
42d: 7.5% new highs, 5.3% new lows
63d: 6.2% new highs, 3.2% new lows
126d: 3.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180801 2:06 pm ET)
2-day: 33.7% above, 66.3% below
3-day: 44.8% above, 55.2% below
4-day: 42.2% above, 57.8% below
5-day: 36.5% above, 63.5% below
8-day: 38.9% above, 61.1% below
10-day: 40.4% above, 59.6% below
20-day: 42.9% above, 57.1% below
50-day: 48.9% above, 51.1% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180801 2:06 pm ET)
COSW(110): 0.82% Top=PAYC SEND ZEN GSKY AYX SE FSCT SPLK ….. ADP TTGT HDP DOX PAGS NCR AKAM BIDU=Bottom (Computer Software/Internet)
HEAL(49): 0.47% Top=MOH NUVA NTRA NVRO ABMD ACHC CNC GMED ….. SYNH UHS XRAY A IRWD CSII HOLX BKD=Bottom (Health)
COHW(37): 0.42% Top=MRCY AAPL VG VRSN ANET INFN NTAP STX ….. BB WDC COMM TDC CSCO JNPR EXTR SYNA=Bottom (Computer Hardware/Telecom)
FINA(102): 0.09% Top=OMF LADR CFR UCBI ZION SIVB TCF RF ….. WDR AMG IVZ LM FII BLK BEN JHG=Bottom (Banks/Financials)
ELEC(53): 0.00% Top=COHR UCTT SPWR GRMN DQ FSLR AMD INTC ….. AEIS TEL AYI AVGO MXL LRCX KEM AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): -0.19% Top=AAN VRSK TRTN CHGG RHI ROL G TRU ….. FCN JEC R FISV HCSG URI ULTA CAR=Bottom (Diversified Services)
INSU(31): -0.37% Top=L CLGX BHF PGR ORI AFL AXS AGO ….. AIZ TMK RDN FNF MTG ACGL UNM PFG=Bottom (Insurance)
REAL(103): -0.60% Top=BXP SC AMT HST REXR QTS ESRT EQR ….. NLY RWT WPG GEO EQC AGNC EXR GLPI=Bottom (Real Estate)
TRAN(26): -0.91% Top=CHRW CP HTLD SNDR EXPD WAB TRN UPS ….. DAL SAVE FDX ALK LUV ODFL JBLU AAL=Bottom (Transportation)
MATE(29): -0.94% Top=MDR VMC MLM TREX SRCL TPH WCN PHM ….. OC EXP BECN TMHC FAST DY JELD SUM=Bottom (Materials & Construction)
ENER(92): -0.99% Top=NBR ENLK VNOM ECA EPD NS BPL ETP ….. WTI SPN MRO CRC DO APC MDU WLL=Bottom (Energy)
RETA(61): -1.38% Top=FND MELI ETSY GME SFIX AMZN KAR SIG ….. GPS DKS LAD JWN KSS M HOME AN=Bottom (Retail & Specialty Retail)
CHEM(26): -1.47% Top=TROX ASH WLK AXTA NTR OLN IFF CF ….. FMC GRA MOS HUN RYAM ALB SMG UNVR=Bottom (Chemicals/Fertilizers)
CONS(61): -1.60% Top=ECL BLL GIL NKE CSL SON WWW CRI ….. LEG FNKO UAA RL ENR GIII PBI HBI=Bottom (Consumer)
LEIS(41): -1.61% Top=DPZ CMG TVPT H PLNT PK PZZA QSR ….. LVS WYNN EAT BLMN BYD RRR MGM CAKE=Bottom (Leisure)
META(22): -1.71% Top=CENX CCJ FNV WPM PAAS NEM RGLD AG ….. CNX NUE CMC STLD SLCA SCCO TECK FCX=Bottom (Metals & Mining)
MANU(40): -1.72% Top=EAF DDD MHK MRC RS DHR ATI ROP ….. CFX ITW SWK PNR RXN KMT CAT TEX=Bottom (Manufacturing)

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 2:06 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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