daytrend

08/07/2018

Filed under: Market Stats — daytrend @ 8:53 am

Market Stats at 9:52 am ET
by daytrend on 20180807. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 974.

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

COMPARED TO YESTERDAY’S RANGE (20180807 9:52 am ET)
35.9% of stocks are above yesterday’s high.
74.4% are above yesterday’s midpoint. (25.6% are below.)
9.4% are below yesterday’s low.
54.6% are inside yesterday’s range.
60.8% of stocks with today’s high > yesterday’s high. (39.2% less than).
15.6% of stocks with today’s low < yesterday’s low. (84.4% greater than).

EVIDENCE OF INTRADAY TREND (20180807 9:52 am ET)
47.8% of stocks are above today’s open. (50.1% are below).
44.7% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
30.2% of stocks opened above yesterday’s high.
76.5% of stocks opened above yesterday’s close. (17.8% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180807 9:52 am ET)
12.6% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
49.7% are in the top half. 50.3% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20180807 9:52 am ET)
66.7% of stocks are above yesterday’s close. (33.3% are below.)
1.4% are up 4.5% or more. 0.9% are down 4.5% or more.
2.2% are up 3.5% or more. 1.2% are down 3.5% or more.
74.6% are between +1% and -1%.

RSI on DAILY (20180807 9:52 am ET)
2-day: >=95:10.0%…>=90:20.8%…>=80:41.8%…>=50:75.6%…<=20:5.5%…<=10:2.8%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.6%…>=50:66.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:65.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180807 9:52 am ET)
35.9% above previous 1 highs, 9.4% below previous 1 lows
25.8% above previous 2 highs, 5.6% below previous 2 lows
23.5% above previous 3 highs, 3.2% below previous 3 lows
16.9% above previous 4 highs, 2.3% below previous 4 lows
14.9% above previous 5 highs, 2.2% below previous 5 lows
12.9% above previous 6 highs, 1.8% below previous 6 lows
9.1% above previous 7 highs, 1.7% below previous 7 lows
7.9% above previous 8 highs, 1.7% below previous 8 lows
7.6% above previous 9 highs, 1.6% below previous 9 lows
7.4% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180807 9:52 am ET)
66.7% are above or equal to 8/6 close (1 days ago), 33.3% are below.
73.9% are above or equal to 8/3 close (2 days ago), 26.1% are below.
71.5% are above or equal to 8/2 close (3 days ago), 28.5% are below.
74.5% are above or equal to 8/1 close (4 days ago), 25.5% are below.
67.6% are above or equal to 7/31 close (5 days ago), 32.4% are below.
74.7% are above or equal to 7/30 close (6 days ago), 25.3% are below.
67.7% are above or equal to 7/27 close (7 days ago), 32.3% are below.
55.1% are above or equal to 7/26 close (8 days ago), 44.9% are below.
58.5% are above or equal to 7/25 close (9 days ago), 41.5% are below.
62.8% are above or equal to 7/24 close (10 days ago), 37.2% are below.
57.5% are above or equal to 7/23 close (11 days ago), 42.5% are below.
58.0% are above or equal to 7/20 close (12 days ago), 42.0% are below.
53.1% are above or equal to 7/19 close (13 days ago), 46.9% are below.
56.9% are above or equal to 7/18 close (14 days ago), 43.1% are below.
57.6% are above or equal to 7/17 close (15 days ago), 42.4% are below.
60.3% are above or equal to 7/16 close (16 days ago), 39.7% are below.
56.9% are above or equal to 7/13 close (17 days ago), 43.1% are below.
56.0% are above or equal to 7/12 close (18 days ago), 44.0% are below.
59.3% are above or equal to 7/11 close (19 days ago), 40.7% are below.
55.9% are above or equal to 7/10 close (20 days ago), 44.1% are below.
54.8% are above or equal to 7/9 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180807 9:52 am ET)
20d: 11.1% new highs, 2.4% new lows
21d: 11.0% new highs, 2.4% new lows
42d: 8.6% new highs, 1.7% new lows
63d: 7.5% new highs, 0.9% new lows
126d: 5.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180807 9:52 am ET)
2-day: 65.4% above, 34.6% below
3-day: 72.3% above, 27.7% below
4-day: 74.3% above, 25.7% below
5-day: 76.7% above, 23.3% below
8-day: 75.9% above, 24.1% below
10-day: 71.7% above, 28.3% below
20-day: 62.6% above, 37.4% below
50-day: 62.0% above, 38.0% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180807 9:52 am ET)
ENER(98): 1.00% Top=KOS OAS CPE SPN NBR LBRT FTSI GEL ….. ETE VVV NBL VNOM APC CRZO PDCE XOG=Bottom (Energy)
MANU(43): 0.97% Top=ATKR KMT RS EMR CFX CAT AGCO MIDD ….. HUBB DHR GE IR SNA SSD ESIO EAF=Bottom (Manufacturing)
META(21): 0.93% Top=TECK CMC STLD FCX NUE CLF SLCA CNX ….. RGLD GG SCCO CCJ WPM CENX ABX AEM=Bottom (Metals & Mining)
INSU(32): 0.80% Top=AEL BHF UNM LNC RDN PRU PFG MTG ….. BRO ACGL FNF AGO RGA CLGX AXS CINF=Bottom (Insurance)
FINA(99): 0.77% Top=CDEV WETF WDR BOFI LM BSIG VOYA AMTD ….. APO LADR WFC CLNY EFX BGCP FBP KKR=Bottom (Banks/Financials)
CHEM(27): 0.75% Top=MOS TROX WLK PAH CC HUN PX CF ….. AXTA PPG GRA OLN SHW SMG IFF RYAM=Bottom (Chemicals/Fertilizers)
COHW(40): 0.51% Top=FNSR TDS EXTR EFII VIAV WDC VG INFN ….. MRCY ACIA BCE AAPL CCI ANET S TMUS=Bottom (Computer Hardware/Telecom)
COSW(115): 0.48% Top=FIVN TWLO BR CBLK ZS SAIL NTES EPAM ….. SQ AYX TWOU SSNC SOHU ANSS BIDU GSKY=Bottom (Computer Software/Internet)
RETA(60): 0.37% Top=ETSY FND SFIX FIVE DLTR COST NFLX BABA ….. HOME LB SIG RH CHS MELI JWN W=Bottom (Retail & Specialty Retail)
MATE(31): 0.36% Top=SUM MDR TPH DAR KBH EXP MLM TOL ….. WM MDC BECN ADSW RSG SRCL TREX JELD=Bottom (Materials & Construction)
ELEC(60): 0.27% Top=KEM MTSI CRUS TTMI TRMB MCHP HIMX AVX ….. AYI COHR AMD LRCX ICHR AAOI CTRL BRKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 0.14% Top=CAR HMSY NCI ZTO AL ABM URI SERV ….. CHGG AMN MAN GPN ATHN TRTN ACM WTW=Bottom (Diversified Services)
LEIS(45): 0.11% Top=ARMK SEAS YUMC MLCO GPRO EAT WING PLNT ….. CMG H WYND SHAK DPZ PK PZZA MAR=Bottom (Leisure)
CONS(61): -0.25% Top=FNKO TPX BOOT SNBR CRI RL BLL GT ….. GOOS TUP CLX ENR GIL NWL SEE CROX=Bottom (Consumer)
REAL(108): -0.31% Top=SC RLGY GEO ALLY VTR GOV OFC BXMT ….. QTS AVB EPR PLD ESS WPG HST NSA=Bottom (Real Estate)
TRAN(25): -0.34% Top=FDX ALK LUV WAB AAL NSC CSX DAL ….. JBLU ODFL CP UPS SAVE SNDR CHRW EXPD=Bottom (Transportation)
HEAL(55): -0.57% Top=HAE BKD DXCM IRWD A MD NUVA HCA ….. EW SYNH IRTC PRAH IART MZOR THC XRAY=Bottom (Health)

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 9:52 am ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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