Market Stats at 12:49 pm ET
by daytrend on 20200812. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 923.
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 (20200812 12:49 pm ET)
15.1% of stocks are above yesterday’s high.
43.2% are above yesterday’s midpoint. (56.8% are below.)
26.8% are below yesterday’s low.
58.2% are inside yesterday’s range.
29.8% of stocks with today’s high > yesterday’s high. (70.2% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).
EVIDENCE OF INTRADAY TREND (20200812 12:49 pm ET)
40.5% of stocks are above today’s open. (58.4% are below).
40.0% of stocks are above today’s open and yesterday’s close.
36.9% are below both.
5.3% of stocks opened above yesterday’s high.
96.1% of stocks opened above yesterday’s close. (3.7% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE (20200812 12:49 pm ET)
10.4% of stocks are in the top 10% of today’s range.
19.5% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
31.2% are in the bottom 20%.
18.1% are in the bottom 10%.
GAIN (20200812 12:49 pm ET)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
3.9% are up 4.5% or more. 1.1% are down 4.5% or more.
7.0% are up 3.5% or more. 2.1% are down 3.5% or more.
37.2% are between +1% and -1%.
RSI on DAILY (20200812 12:49 pm ET)
2-day: >=95:11.7%…>=90:16.9%…>=80:27.1%…>=50:67.6%…<=20:6.3%…<=10:3.0%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.7%…>=50:77.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:79.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20200812 12:49 pm ET)
15.1% above previous 1 highs, 26.8% below previous 1 lows
8.7% above previous 2 highs, 6.1% below previous 2 lows
7.3% above previous 3 highs, 2.6% below previous 3 lows
6.7% above previous 4 highs, 2.0% below previous 4 lows
6.3% above previous 5 highs, 1.7% below previous 5 lows
6.1% above previous 6 highs, 1.4% below previous 6 lows
6.0% above previous 7 highs, 1.1% below previous 7 lows
5.9% above previous 8 highs, 1.0% below previous 8 lows
5.7% above previous 9 highs, 0.9% below previous 9 lows
5.6% above previous 10 highs, 0.8% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20200812 12:49 pm ET)
62.5% are above or equal to 8/11 close (1 days ago), 37.5% are below.
55.0% are above or equal to 8/10 close (2 days ago), 45.0% are below.
65.2% are above or equal to 8/7 close (3 days ago), 34.8% are below.
67.2% are above or equal to 8/6 close (4 days ago), 32.8% are below.
67.5% are above or equal to 8/5 close (5 days ago), 32.5% are below.
69.6% are above or equal to 8/4 close (6 days ago), 30.4% are below.
72.0% are above or equal to 8/3 close (7 days ago), 28.0% are below.
74.2% are above or equal to 7/31 close (8 days ago), 25.8% are below.
74.9% are above or equal to 7/30 close (9 days ago), 25.1% are below.
72.2% are above or equal to 7/29 close (10 days ago), 27.8% are below.
79.3% are above or equal to 7/28 close (11 days ago), 20.7% are below.
76.3% are above or equal to 7/27 close (12 days ago), 23.7% are below.
79.6% are above or equal to 7/24 close (13 days ago), 20.4% are below.
75.4% are above or equal to 7/23 close (14 days ago), 24.6% are below.
72.9% are above or equal to 7/22 close (15 days ago), 27.1% are below.
74.6% are above or equal to 7/21 close (16 days ago), 25.4% are below.
78.0% are above or equal to 7/20 close (17 days ago), 22.0% are below.
77.2% are above or equal to 7/17 close (18 days ago), 22.8% are below.
77.1% are above or equal to 7/16 close (19 days ago), 22.9% are below.
74.9% are above or equal to 7/15 close (20 days ago), 25.1% are below.
82.6% are above or equal to 7/14 close (21 days ago), 17.4% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20200812 12:49 pm ET)
20d: 11.9% new highs, 0.8% new lows
21d: 11.9% new highs, 0.7% new lows
42d: 9.9% new highs, 0.3% new lows
63d: 7.2% new highs, 0.2% new lows
126d: 4.1% new highs, 0.0% new lows
COMPARED TO SIMPLE MOVING AVERAGES (20200812 12:49 pm ET)
2-day: 61.5% above, 38.5% below
3-day: 56.9% above, 43.1% below
4-day: 64.2% above, 35.8% below
5-day: 68.4% above, 31.6% below
8-day: 70.5% above, 29.5% below
10-day: 73.1% above, 26.9% below
20-day: 77.0% above, 23.0% below
50-day: 77.2% above, 22.8% below
200-day: 58.5% above, 41.5% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20200812 12:49 pm ET)
META(24): 1.94% Top=CNX FNV AG WPM PAAS EGO KL CCJ ….. AA SSRM CMC CENX OR NUE TECK LTHM=Bottom (Metals & Mining)
ELEC(51): 1.85% Top=AMD FSLR SPWR RUN AMKR NVDA UCTT TER ….. FLEX AAOI CREE PI AYI XPER FLDM PLUG=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(56): 1.33% Top=NTRA SDC AXNX TVTY GKOS DXCM GNMK HOLX ….. MD THC XRAY PGNY EHC IRTC ACHC NUVA=Bottom (Health)
RETA(63): 1.23% Top=BLDR PRTS AEO AN CHWY BIG KAR CVNA ….. JWN M DKS URBN W SFIX DBI CARS=Bottom (Retail & Specialty Retail)
MATE(27): 1.11% Top=BECN JELD MDC TREX DAR DHI PHM TPH ….. WM PWR TOL LEN VMC MLM FLR SUM=Bottom (Materials & Construction)
COSW(137): 1.08% Top=SPT APPS CDLX UPWK GRUB APPN NET TTD ….. CSOD SABR NCR HQY TRHC MGNI HCAT GRPN=Bottom (Computer Software/Internet)
ENER(53): 1.05% Top=DK CNXM DCP NFG COP PE MPC PXD ….. CPE CVI SLB PAA CHX WES PAGP XOM=Bottom (Energy)
COHW(39): 0.78% Top=QCOM MAXR AAPL SYNA AUDC CCI SSYS ATUS ….. CDW STX PLT ANET VIAV CTL COMM INSG=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.59% Top=CC SHW DD TROX AVTR OLN ESI APD ….. CE PPG WLK GRA EMN CF ALB UNVR=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.58% Top=SNDR FDX ODFL XPO TNK UPS STNG JBHT ….. TRN SAVE LUV UAL AAL JBLU ALK DAL=Bottom (Transportation)
DISV(51): 0.50% Top=CXW RBA R AAN ZG SBAC VRSK MCO ….. CHGG HRB LDOS FLT LAUR ADS PRDO LRN=Bottom (Diversified Services)
CONS(61): 0.42% Top=ELF VSTO SONO TUP SPWH KMB CHD CLX ….. LEG LEVI GT KTB ELY SKX PVH GIII=Bottom (Consumer)
MANU(40): 0.36% Top=BLDP GNRC TPIC DHR AME ROK EMR ITW ….. MHK DDD AQUA GE HWM EAF TEX ATI=Bottom (Manufacturing)
REAL(103): -0.11% Top=UNIT HASI RDFN PLD DRE AMH AMT FR ….. SC NRZ OUT SVC EPR SKT PEB RWT=Bottom (Real Estate)
FINA(88): -0.55% Top=KKR IBKR BSIG EFX APO FOCS TWNK FHI ….. VLY FHN TCF DFS ZION FBC OMF EVRI=Bottom (Banks/Financials)
LEIS(42): -0.64% Top=EAT RRR PZZA TCOM BYD DPZ CAKE YUM ….. MGM LVS FUN WYNN PK RCL PLAY CCL=Bottom (Leisure)
INSU(37): -1.04% Top=CLGX SLF AXS MMC WLTW BRO PGR AJG ….. EHTH FNF FAF AFG HIG TRUP LNC AIG=Bottom (Insurance)
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 12:49 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/