daytrend

08/06/2018

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

Market Stats at 2:06 pm ET
by daytrend on 20180806. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 973.

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

COMPARED TO YESTERDAY’S RANGE (20180806 2:06 pm ET)
30.8% of stocks are above yesterday’s high.
66.0% are above yesterday’s midpoint. (34.0% are below.)
8.2% are below yesterday’s low.
60.9% are inside yesterday’s range.
55.3% of stocks with today’s high > yesterday’s high. (44.7% less than).
29.1% of stocks with today’s low < yesterday’s low. (70.9% greater than).

EVIDENCE OF INTRADAY TREND (20180806 2:06 pm ET)
68.2% of stocks are above today’s open. (30.3% are below).
61.5% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
9.1% of stocks opened above yesterday’s high.
44.1% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180806 2:06 pm ET)
10.0% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
66.4% are in the top half. 33.6% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20180806 2:06 pm ET)
68.8% of stocks are above yesterday’s close. (31.2% are below.)
1.4% are up 4.5% or more. 0.3% are down 4.5% or more.
2.8% are up 3.5% or more. 0.7% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20180806 2:06 pm ET)
2-day: >=95:10.0%…>=90:18.4%…>=80:34.8%…>=50:71.3%…<=20:8.4%…<=10:4.8%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.4%…>=50:61.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:60.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180806 2:06 pm ET)
30.8% above previous 1 highs, 8.2% below previous 1 lows
27.6% above previous 2 highs, 3.6% below previous 2 lows
20.7% above previous 3 highs, 2.9% below previous 3 lows
18.1% above previous 4 highs, 2.5% below previous 4 lows
15.3% above previous 5 highs, 2.2% below previous 5 lows
11.1% above previous 6 highs, 2.1% below previous 6 lows
10.0% above previous 7 highs, 2.0% below previous 7 lows
9.9% above previous 8 highs, 1.7% below previous 8 lows
9.5% above previous 9 highs, 1.7% below previous 9 lows
9.2% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180806 2:06 pm ET)
68.8% are above or equal to 8/3 close (1 days ago), 31.2% are below.
65.7% are above or equal to 8/2 close (2 days ago), 34.3% are below.
72.5% are above or equal to 8/1 close (3 days ago), 27.5% are below.
63.6% are above or equal to 7/31 close (4 days ago), 36.4% are below.
71.0% are above or equal to 7/30 close (5 days ago), 29.0% are below.
63.4% are above or equal to 7/27 close (6 days ago), 36.6% are below.
51.1% are above or equal to 7/26 close (7 days ago), 48.9% are below.
55.5% are above or equal to 7/25 close (8 days ago), 44.5% are below.
59.8% are above or equal to 7/24 close (9 days ago), 40.2% are below.
55.9% are above or equal to 7/23 close (10 days ago), 44.1% are below.
55.1% are above or equal to 7/20 close (11 days ago), 44.9% are below.
51.2% are above or equal to 7/19 close (12 days ago), 48.8% are below.
53.5% are above or equal to 7/18 close (13 days ago), 46.5% are below.
55.1% are above or equal to 7/17 close (14 days ago), 44.9% are below.
57.8% are above or equal to 7/16 close (15 days ago), 42.2% are below.
54.7% are above or equal to 7/13 close (16 days ago), 45.3% are below.
54.4% are above or equal to 7/12 close (17 days ago), 45.6% are below.
57.6% are above or equal to 7/11 close (18 days ago), 42.4% are below.
52.9% are above or equal to 7/10 close (19 days ago), 47.1% are below.
52.5% are above or equal to 7/9 close (20 days ago), 47.5% are below.
57.3% are above or equal to 7/6 close (21 days ago), 42.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180806 2:06 pm ET)
20d: 13.5% new highs, 3.5% new lows
21d: 13.4% new highs, 3.4% new lows
42d: 11.6% new highs, 2.4% new lows
63d: 10.6% new highs, 1.3% new lows
126d: 8.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180806 2:06 pm ET)
2-day: 67.1% above, 32.9% below
3-day: 67.4% above, 32.6% below
4-day: 72.8% above, 27.2% below
5-day: 70.6% above, 29.4% below
8-day: 67.5% above, 32.5% below
10-day: 64.5% above, 35.5% below
20-day: 58.0% above, 42.0% below
50-day: 59.7% above, 40.3% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180806 2:06 pm ET)
COHW(40): 1.39% Top=S TDS TMUS ANET ATUS EXTR VIAV TDC ….. JNPR BCE CTL HRS ACIA CCI COMM VG=Bottom (Computer Hardware/Telecom)
COSW(115): 1.15% Top=GSKY AVLR ZUO APPN WIFI DOCU GLUU SQ ….. JD ZS EA VIPS TTWO BIDU SSNC SOHU=Bottom (Computer Software/Internet)
LEIS(45): 0.91% Top=SEAS TVPT CMG WEN TXRH WYNN MGM DRI ….. SONC ARMK RCL CCL QSR RRR YUMC GPRO=Bottom (Leisure)
ENER(98): 0.79% Top=CRC BPL VNOM BCEI WHD WPX WRD FANG ….. NBL NS MMP EEP SOI NBR KOS WTI=Bottom (Energy)
ELEC(59): 0.67% Top=MTSI AMD SGH SIMO CRUS COHR IPHI GDI ….. QRVO MU AAOI INTC SWKS KLAC AVX TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 0.61% Top=JEC AMN HMSY ACM KFY URI RHI SCI ….. V MCO TRU GPN CNDT BPI YY ZTO=Bottom (Diversified Services)
MANU(43): 0.60% Top=EAF DDD CFX ESIO MIDD PH ITT ATKR ….. ETN PNR AME ROK BDC GNRC GE HUBB=Bottom (Manufacturing)
RETA(60): 0.51% Top=CVNA RH LAD EYE PAG AN URBN BIG ….. KORS DSW M HOME LB FND LL BABA=Bottom (Retail & Specialty Retail)
MATE(31): 0.34% Top=FLR PWR JELD DY MDR TREX MAS DAR ….. PHM VMC MLM ADSW DHI TMHC TPH SUM=Bottom (Materials & Construction)
TRAN(25): 0.31% Top=SAVE CSX EXPD XPO CNI GWR UAL JBLU ….. ODFL KSU DAL WAB UNP AAL SNDR HTLD=Bottom (Transportation)
FINA(100): 0.14% Top=WDR CDEV APO SIVB WETF LPLA BX ATH ….. CFG SBNY CADE KKR CBOE WU NYCB BOFI=Bottom (Banks/Financials)
CHEM(27): 0.05% Top=RYAM DWDP TROX WLK CE CF APD ASH ….. HUN EMN SMG PPG CC MOS PAH PX=Bottom (Chemicals/Fertilizers)
CONS(60): 0.05% Top=FNKO IRBT ELY SKX GT BOOT BERY EPC ….. ENR UAA TPR FOSL COTY PBI TUP NWL=Bottom (Consumer)
INSU(32): 0.04% Top=MET BHF RDN PFG ACGL PRU FAF ALL ….. CNO L HIG PGR AXS UNM AIG AIZ=Bottom (Insurance)
REAL(108): 0.03% Top=OHI DOC OFC QTS EXR MPW HPP CONE ….. REG MAC MFA ABR BRX TWO WELL SRG=Bottom (Real Estate)
HEAL(55): -0.11% Top=NVRO MD ALGN XRAY ACHC RMD ABMD A ….. DXCM NUVA IRTC SYNH DVA GKOS IRWD MZOR=Bottom (Health)
META(21): -0.54% Top=CNX CMC AG RGLD CENX CCJ STLD NEM ….. ABX AA NUE GG TECK FCX SCCO X=Bottom (Metals & Mining)

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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