daytrend

08/08/2018

Filed under: Market Stats — daytrend @ 2:01 pm

Market Stats at 2:59 pm ET
by daytrend on 20180808. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 988.

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 (20180808 2:59 pm ET)
19.8% of stocks are above yesterday’s high.
46.1% are above yesterday’s midpoint. (53.9% are below.)
23.6% are below yesterday’s low.
56.6% are inside yesterday’s range.
37.7% of stocks with today’s high > yesterday’s high. (62.3% less than).
53.2% of stocks with today’s low < yesterday’s low. (46.8% greater than).

EVIDENCE OF INTRADAY TREND (20180808 2:59 pm ET)
47.7% of stocks are above today’s open. (51.2% are below).
41.0% of stocks are above today’s open and yesterday’s close.
45.1% are below both.
7.8% of stocks opened above yesterday’s high.
48.6% of stocks opened above yesterday’s close. (45.9% opened below yesterday’s close).
11.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180808 2:59 pm ET)
14.2% of stocks are in the top 10% of today’s range.
27.0% are in the top 20%.
57.1% are in the top half. 42.9% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20180808 2:59 pm ET)
48.5% of stocks are above yesterday’s close. (51.5% are below.)
1.7% are up 4.5% or more. 1.9% are down 4.5% or more.
3.2% are up 3.5% or more. 3.3% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20180808 2:59 pm ET)
2-day: >=95:12.2%…>=90:21.4%…>=80:33.1%…>=50:57.9%…<=20:15.4%…<=10:6.0%…<=5:2.8%…
9-day: >=95:0.1%…>=90:0.1%…>=80:2.7%…>=50:63.1%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:62.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180808 2:59 pm ET)
19.8% above previous 1 highs, 23.6% below previous 1 lows
18.2% above previous 2 highs, 13.7% below previous 2 lows
16.0% above previous 3 highs, 9.6% below previous 3 lows
15.5% above previous 4 highs, 6.3% below previous 4 lows
14.2% above previous 5 highs, 5.5% below previous 5 lows
13.3% above previous 6 highs, 4.9% below previous 6 lows
11.6% above previous 7 highs, 4.5% below previous 7 lows
9.8% above previous 8 highs, 4.0% below previous 8 lows
8.6% above previous 9 highs, 3.7% below previous 9 lows
8.3% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180808 2:59 pm ET)
48.5% are above or equal to 8/7 close (1 days ago), 51.5% are below.
55.8% are above or equal to 8/6 close (2 days ago), 44.2% are below.
63.4% are above or equal to 8/3 close (3 days ago), 36.6% are below.
64.4% are above or equal to 8/2 close (4 days ago), 35.6% are below.
68.5% are above or equal to 8/1 close (5 days ago), 31.5% are below.
63.9% are above or equal to 7/31 close (6 days ago), 36.1% are below.
70.3% are above or equal to 7/30 close (7 days ago), 29.7% are below.
66.1% are above or equal to 7/27 close (8 days ago), 33.9% are below.
53.6% are above or equal to 7/26 close (9 days ago), 46.4% are below.
57.3% are above or equal to 7/25 close (10 days ago), 42.7% are below.
62.0% are above or equal to 7/24 close (11 days ago), 38.0% are below.
56.1% are above or equal to 7/23 close (12 days ago), 43.9% are below.
57.3% are above or equal to 7/20 close (13 days ago), 42.7% are below.
54.3% are above or equal to 7/19 close (14 days ago), 45.7% are below.
55.4% are above or equal to 7/18 close (15 days ago), 44.6% are below.
57.9% are above or equal to 7/17 close (16 days ago), 42.1% are below.
58.5% are above or equal to 7/16 close (17 days ago), 41.5% are below.
56.0% are above or equal to 7/13 close (18 days ago), 44.0% are below.
55.7% are above or equal to 7/12 close (19 days ago), 44.3% are below.
58.6% are above or equal to 7/11 close (20 days ago), 41.4% are below.
53.8% are above or equal to 7/10 close (21 days ago), 46.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180808 2:59 pm ET)
20d: 10.9% new highs, 7.2% new lows
21d: 10.7% new highs, 7.2% new lows
42d: 8.5% new highs, 5.4% new lows
63d: 7.5% new highs, 4.4% new lows
126d: 5.6% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180808 2:59 pm ET)
2-day: 46.9% above, 53.1% below
3-day: 51.7% above, 48.3% below
4-day: 57.6% above, 42.4% below
5-day: 61.0% above, 39.0% below
8-day: 65.8% above, 34.2% below
10-day: 65.0% above, 35.0% below
20-day: 59.5% above, 40.5% below
50-day: 60.3% above, 39.7% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180808 2:59 pm ET)
COSW(118): 0.47% Top=MTCH CARG HDP CYBR IAC APPN CSOD GLUU ….. SOGO IQ BSTI WIFI SNAP SINA GSKY CBLK=Bottom (Computer Software/Internet)
TRAN(25): 0.46% Top=JBLU LUV SAVE DAL CP UAL CNI AAL ….. CSX SNDR JBHT CHRW WAB XPO HTLD FDX=Bottom (Transportation)
CHEM(28): 0.45% Top=ALB VSM FMC RYAM OLN CC NTR HUN ….. PPG RPM AXTA PAH TROX FOE DWDP SMG=Bottom (Chemicals/Fertilizers)
MANU(46): 0.41% Top=DDD MIDD ESIO ATKR WBT BDC IR XYL ….. ROK KMT CAT BWXT TEX EAF AQUA ZBRA=Bottom (Manufacturing)
FINA(99): 0.26% Top=OMF NYCB CFG SBNY CADE HOMB VLY BX ….. ATH JHG LPLA CLNY WDR AMG WSC BOFI=Bottom (Banks/Financials)
INSU(31): 0.17% Top=AGO AIZ MTG PRU BRO LNC RDN TMK ….. BHF CLGX L FAF TRV HIG AIG FNF=Bottom (Insurance)
RETA(61): 0.12% Top=KORS CVS KR SBH CHS TSCO TLRD KSS ….. ETSY AN SFIX DLTR PAG FND CARS BLDR=Bottom (Retail & Specialty Retail)
META(21): 0.09% Top=AA ABX WPM TECK SLCA CCJ GG NUE ….. RGLD AEM STLD CMC AG X CLF CENX=Bottom (Metals & Mining)
CONS(61): 0.07% Top=BOOT EPC TPX CROX IRBT TPR WWW HBI ….. GT HAS KMB FBHS SPB FNKO NWL FOSL=Bottom (Consumer)
DISV(54): -0.05% Top=CNDT KTOS ZG ACM LDOS CHGG KBR WTW ….. YY ILG HMSY EEFT GPN MYGN G CAR=Bottom (Diversified Services)
HEAL(57): -0.18% Top=LMNX BSX MOH AET XRAY AMED BDX CNC ….. ACHC EW STE VAR TVTY MD NTRA HAE=Bottom (Health)
REAL(109): -0.25% Top=LGIH MGP TWO SC NSA ALLY TCO GLPI ….. HR ESS SRC RWT CBRE RLGY HST STWD=Bottom (Real Estate)
LEIS(45): -0.41% Top=DPZ CMG SONC MCD WING WEN EAT RRR ….. MLCO MAR MGM ARMK TVPT WH WYND PZZA=Bottom (Leisure)
ELEC(61): -0.43% Top=AAOI ICHR MTSI RUN CREE UCTT LRCX IPHI ….. KLIC GDI AVX AYI KEM IPGP COHR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): -0.56% Top=PAA PAGP DK EQM REN MPLX NS PUMP ….. WPX EGN PE CRC SM GEL XEC WRD=Bottom (Energy)
MATE(32): -0.81% Top=SUM SKY FAST MDC RYN WM PHM TOL ….. MAS MLM VMC EXP TREX OC JELD BECN=Bottom (Materials & Construction)
COHW(41): -0.83% Top=BB SSYS TDC PSTG NTAP TDS HPQ SYNA ….. CDW CCI ACIA ANET ATUS INFN MAXR EXTR=Bottom (Computer Hardware/Telecom)

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 2:59 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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