daytrend

08/10/2018

Filed under: Market Stats — daytrend @ 12:22 pm

Market Stats at 1:21 pm ET
by daytrend on 20180810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 997.

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 (20180810 1:21 pm ET)
11.7% of stocks are above yesterday’s high.
33.6% are above yesterday’s midpoint. (66.4% are below.)
37.7% are below yesterday’s low.
50.6% are inside yesterday’s range.
25.5% of stocks with today’s high > yesterday’s high. (74.5% less than).
68.6% of stocks with today’s low < yesterday’s low. (31.4% greater than).

EVIDENCE OF INTRADAY TREND (20180810 1:21 pm ET)
58.3% of stocks are above today’s open. (39.5% are below).
35.7% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
1.2% of stocks opened above yesterday’s high.
8.5% of stocks opened above yesterday’s close. (89.4% opened below yesterday’s close).
43.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180810 1:21 pm ET)
10.6% of stocks are in the top 10% of today’s range.
22.3% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20180810 1:21 pm ET)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
1.3% are up 4.5% or more. 1.4% are down 4.5% or more.
2.6% are up 3.5% or more. 2.7% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20180810 1:21 pm ET)
2-day: >=95:9.4%…>=90:13.7%…>=80:20.8%…>=50:40.3%…<=20:32.4%…<=10:18.1%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:55.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:57.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180810 1:21 pm ET)
11.7% above previous 1 highs, 37.7% below previous 1 lows
9.7% above previous 2 highs, 28.8% below previous 2 lows
7.5% above previous 3 highs, 25.4% below previous 3 lows
7.4% above previous 4 highs, 19.8% below previous 4 lows
6.2% above previous 5 highs, 14.5% below previous 5 lows
5.8% above previous 6 highs, 10.9% below previous 6 lows
5.8% above previous 7 highs, 10.1% below previous 7 lows
5.6% above previous 8 highs, 9.3% below previous 8 lows
5.5% above previous 9 highs, 8.5% below previous 9 lows
5.2% above previous 10 highs, 7.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180810 1:21 pm ET)
37.8% are above or equal to 8/9 close (1 days ago), 62.2% are below.
40.9% are above or equal to 8/8 close (2 days ago), 59.1% are below.
39.7% are above or equal to 8/7 close (3 days ago), 60.3% are below.
44.5% are above or equal to 8/6 close (4 days ago), 55.5% are below.
51.5% are above or equal to 8/3 close (5 days ago), 48.5% are below.
53.5% are above or equal to 8/2 close (6 days ago), 46.5% are below.
57.6% are above or equal to 8/1 close (7 days ago), 42.4% are below.
56.1% are above or equal to 7/31 close (8 days ago), 43.9% are below.
62.0% are above or equal to 7/30 close (9 days ago), 38.0% are below.
59.6% are above or equal to 7/27 close (10 days ago), 40.4% are below.
49.5% are above or equal to 7/26 close (11 days ago), 50.5% are below.
54.0% are above or equal to 7/25 close (12 days ago), 46.0% are below.
57.8% are above or equal to 7/24 close (13 days ago), 42.2% are below.
52.9% are above or equal to 7/23 close (14 days ago), 47.1% are below.
54.7% are above or equal to 7/20 close (15 days ago), 45.3% are below.
52.8% are above or equal to 7/19 close (16 days ago), 47.2% are below.
52.9% are above or equal to 7/18 close (17 days ago), 47.1% are below.
55.6% are above or equal to 7/17 close (18 days ago), 44.4% are below.
57.9% are above or equal to 7/16 close (19 days ago), 42.1% are below.
55.6% are above or equal to 7/13 close (20 days ago), 44.4% are below.
54.5% are above or equal to 7/12 close (21 days ago), 45.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180810 1:21 pm ET)
20d: 8.4% new highs, 10.5% new lows
21d: 8.4% new highs, 10.4% new lows
42d: 6.6% new highs, 7.7% new lows
63d: 5.9% new highs, 5.8% new lows
126d: 5.3% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180810 1:21 pm ET)
2-day: 36.7% above, 63.3% below
3-day: 39.4% above, 60.6% below
4-day: 38.4% above, 61.6% below
5-day: 39.9% above, 60.1% below
8-day: 46.8% above, 53.2% below
10-day: 51.9% above, 48.1% below
20-day: 56.3% above, 43.7% below
50-day: 56.8% above, 43.2% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180810 1:21 pm ET)
ENER(100): 0.76% Top=SHLX JAG FRAC KOS HP RES LBRT SM ….. XOG SU PBA RRC XOM VNOM PBF BPL=Bottom (Energy)
COSW(123): 0.51% Top=TTD IAC ANGI APPN YELP MTCH HDP ACXM ….. NCR SE SOHU CARG DOCU GSKY FSCT DBX=Bottom (Computer Software/Internet)
RETA(63): 0.26% Top=CVNA ETSY SFIX SFM AEO W CHS URBN ….. BBBY LL TIF WSM FND SBH MELI BLDR=Bottom (Retail & Specialty Retail)
HEAL(57): 0.22% Top=GKOS ESRX NVRO AMED IRTC NTRA MZOR MASI ….. A ABT TMO BAX DVA IRWD XRAY BKD=Bottom (Health)
DISV(56): 0.03% Top=AVYA HMSY CHGG AL WP LOPE ATHN HCSG ….. MAN G URI AAN BKNG CAR WTW ZG=Bottom (Diversified Services)
LEIS(45): -0.23% Top=PLNT AGS SONC ARMK CCL PK PLAY RCL ….. EAT GPRO BLMN JACK WING PZZA WYNN SEAS=Bottom (Leisure)
META(21): -0.25% Top=AA SLCA CMC CENX RGLD NUE AG ABX ….. SCCO STLD GG X FCX AEM PAAS TECK=Bottom (Metals & Mining)
COHW(41): -0.28% Top=EXTR SSYS CTL MRCY ACIA VG VIAV CIEN ….. VZ BB BCE TDS ATUS WDC MAXR SYNA=Bottom (Computer Hardware/Telecom)
REAL(108): -0.32% Top=COLD UNIT SRG TWO DRH HPT LHO OUT ….. CBRE ACC COR SNH MPW INVH ALLY RLGY=Bottom (Real Estate)
MANU(45): -0.44% Top=DDD ESIO AQUA FLS MRC SSD EAF EMR ….. RXN RS SWK CAT DE CFX WBT AGCO=Bottom (Manufacturing)
TRAN(25): -0.58% Top=HTLD CHRW CSX SAVE EXPD XPO ODFL NSC ….. KSU ALK DAL UPS UAL FDX CNI AAL=Bottom (Transportation)
FINA(96): -0.69% Top=ESNT BOFI ATH WSC FBP HOMB ISBC IBKR ….. BEN VOYA TWNK IVZ C OMF LAZ JHG=Bottom (Banks/Financials)
CONS(61): -0.76% Top=ELF GOOS BOOT FNKO LULU SNBR FL ELY ….. FBHS OI BERY SEE CCK TUP DESP FOSL=Bottom (Consumer)
MATE(33): -0.87% Top=DAR ADSW CLH MDR DY FAST DHI WM ….. VMC TOL TMHC BECN PHM OC TPH SUM=Bottom (Materials & Construction)
INSU(34): -1.07% Top=FNF CNO MTG AXS AIZ RDN AIG AEL ….. SLF UNM PFG PRU LNC MET MBI BHF=Bottom (Insurance)
CHEM(28): -1.37% Top=RYAM AXTA RPM ASH SHW SMG VSM CE ….. ALB PX HUN OLN WLK FMC CC TROX=Bottom (Chemicals/Fertilizers)
ELEC(61): -1.39% Top=AAOI COHR CTRL SIMO MXL GDI AYI AVX ….. LRCX DQ MRVL KEM TXN CY RUN MCHP=Bottom (Electronics/Semis/Equip/Materials/Solar)

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 1:21 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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