daytrend

08/10/2018

Filed under: Market Stats — daytrend @ 1:58 pm

Market Stats at 2:56 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 2:56 pm ET)
9.9% of stocks are above yesterday’s high.
29.2% are above yesterday’s midpoint. (70.8% are below.)
45.3% are below yesterday’s low.
44.7% are inside yesterday’s range.
26.4% of stocks with today’s high > yesterday’s high. (73.6% less than).
70.3% of stocks with today’s low < yesterday’s low. (29.7% greater than).

EVIDENCE OF INTRADAY TREND (20180810 2:56 pm ET)
48.5% of stocks are above today’s open. (49.6% are below).
28.3% of stocks are above today’s open and yesterday’s close.
48.7% 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 2:56 pm ET)
5.7% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
45.3% are in the top half. 54.7% of stocks are in the bottom half of today’s range.
24.6% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20180810 2:56 pm ET)
30.3% of stocks are above yesterday’s close. (69.7% are below.)
1.3% are up 4.5% or more. 1.7% are down 4.5% or more.
2.3% are up 3.5% or more. 3.6% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20180810 2:56 pm ET)
2-day: >=95:7.1%…>=90:10.7%…>=80:16.1%…>=50:34.8%…<=20:37.0%…<=10:20.7%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:52.3%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:55.7%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180810 2:56 pm ET)
9.9% above previous 1 highs, 45.3% below previous 1 lows
8.3% above previous 2 highs, 35.0% below previous 2 lows
6.7% above previous 3 highs, 30.9% below previous 3 lows
6.6% above previous 4 highs, 24.8% below previous 4 lows
5.5% above previous 5 highs, 19.5% below previous 5 lows
5.2% above previous 6 highs, 13.8% below previous 6 lows
5.1% above previous 7 highs, 12.9% below previous 7 lows
4.9% above previous 8 highs, 11.4% below previous 8 lows
4.8% above previous 9 highs, 10.7% below previous 9 lows
4.5% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180810 2:56 pm ET)
30.3% are above or equal to 8/9 close (1 days ago), 69.7% are below.
36.9% are above or equal to 8/8 close (2 days ago), 63.1% are below.
34.5% are above or equal to 8/7 close (3 days ago), 65.5% are below.
41.6% are above or equal to 8/6 close (4 days ago), 58.4% are below.
48.2% are above or equal to 8/3 close (5 days ago), 51.8% are below.
50.2% are above or equal to 8/2 close (6 days ago), 49.8% are below.
55.1% are above or equal to 8/1 close (7 days ago), 44.9% are below.
54.3% are above or equal to 7/31 close (8 days ago), 45.7% are below.
60.6% are above or equal to 7/30 close (9 days ago), 39.4% are below.
57.0% are above or equal to 7/27 close (10 days ago), 43.0% are below.
48.6% are above or equal to 7/26 close (11 days ago), 51.4% are below.
52.5% are above or equal to 7/25 close (12 days ago), 47.5% are below.
56.0% are above or equal to 7/24 close (13 days ago), 44.0% are below.
51.9% are above or equal to 7/23 close (14 days ago), 48.1% are below.
52.6% are above or equal to 7/20 close (15 days ago), 47.4% are below.
50.9% are above or equal to 7/19 close (16 days ago), 49.1% are below.
51.5% are above or equal to 7/18 close (17 days ago), 48.5% are below.
53.9% are above or equal to 7/17 close (18 days ago), 46.1% are below.
56.8% are above or equal to 7/16 close (19 days ago), 43.2% are below.
54.3% are above or equal to 7/13 close (20 days ago), 45.7% are below.
53.3% are above or equal to 7/12 close (21 days ago), 46.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180810 2:56 pm ET)
20d: 8.6% new highs, 10.8% new lows
21d: 8.6% new highs, 10.7% new lows
42d: 6.6% new highs, 8.0% new lows
63d: 5.9% new highs, 6.1% new lows
126d: 5.3% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180810 2:56 pm ET)
2-day: 29.4% above, 70.6% below
3-day: 33.9% above, 66.1% below
4-day: 33.9% above, 66.1% below
5-day: 35.1% above, 64.9% below
8-day: 43.4% above, 56.6% below
10-day: 48.2% above, 51.8% below
20-day: 53.4% above, 46.6% below
50-day: 55.6% above, 44.4% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180810 2:56 pm ET)
ENER(100): 0.80% Top=JAG KOS SHLX LBRT FANG NBR CVI HP ….. SU XOM XOG RRC VNOM BCEI PBF BPL=Bottom (Energy)
COSW(123): 0.17% Top=TTD APPN ANGI IAC HDP CDAY ACXM YELP ….. RPD NCR SOHU CARG DOCU FSCT GSKY DBX=Bottom (Computer Software/Internet)
RETA(63): -0.11% Top=ETSY CVNA SFIX AEO SFM W CHS FIVE ….. AN LAD BBBY TIF WSM MELI FND BLDR=Bottom (Retail & Specialty Retail)
HEAL(57): -0.11% Top=NTRA ESRX MZOR AMED GKOS PODD NVRO MOH ….. BAX ZBH BSX DVA ACHC IRWD XRAY BKD=Bottom (Health)
DISV(56): -0.15% Top=AVYA CHGG AL HMSY ATHN HCSG LOPE WP ….. R MAN URI CAR BKNG WTW AAN ZG=Bottom (Diversified Services)
META(21): -0.16% Top=AA CMC SLCA CLF AG ABX RGLD CENX ….. SCCO AEM FCX STLD PAAS CCJ X TECK=Bottom (Metals & Mining)
LEIS(45): -0.45% Top=PLNT AGS ARMK TSG PLAY CCL PK SIX ….. EAT MLCO RRR PZZA WING SEAS GPRO WYNN=Bottom (Leisure)
COHW(41): -0.50% Top=EXTR SSYS CTL MRCY ACIA INFN VIAV CIEN ….. VZ BCE CDW WDC TDS ATUS MAXR SYNA=Bottom (Computer Hardware/Telecom)
REAL(108): -0.52% Top=COLD UNIT SRG TWO OUT DRH HPT GOV ….. RPAI COR CBRE SNH INVH MPW ALLY RLGY=Bottom (Real Estate)
TRAN(25): -0.58% Top=HTLD CSX SAVE CHRW NSC UNP JBLU EXPD ….. WAB ALK FDX UPS DAL UAL CNI AAL=Bottom (Transportation)
MANU(45): -0.60% Top=DDD ESIO AQUA FLS SSD EAF MRC EMR ….. RXN SWK BDC DE WBT CAT CFX AGCO=Bottom (Manufacturing)
CONS(61): -0.95% Top=ELF BOOT GOOS LULU FNKO SNBR ELY MAT ….. BERY COTY OI TUP SEE CCK DESP FOSL=Bottom (Consumer)
FINA(96): -0.95% Top=ESNT BGCP FBP ATH CME HOMB BOFI BSIG ….. BEN NTRS VOYA C LAZ IVZ OMF JHG=Bottom (Banks/Financials)
MATE(33): -1.16% Top=DAR CLH ADSW FAST MDR DY WM SRCL ….. TPH BECN TOL PHM JELD OC SUM SKY=Bottom (Materials & Construction)
INSU(34): -1.25% Top=RDN FNF AXS MTG AIZ FAF AIG PGR ….. SLF UNM PRU PFG LNC MET MBI BHF=Bottom (Insurance)
CHEM(28): -1.60% Top=RYAM RPM AXTA SHW SMG ASH CE CF ….. ALB OLN WLK HUN FMC UNVR CC TROX=Bottom (Chemicals/Fertilizers)
ELEC(61): -1.74% Top=AAOI COHR CTRL SIMO MXL AYI ICHR SNPS ….. XLNX LRCX MRVL TXN KEM 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 2:56 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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