daytrend

04/07/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170407. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170407 Closing)
19.6% of stocks are above yesterday’s high.
60.2% are above yesterday’s midpoint. (39.8% are below.)
12.5% are below yesterday’s low.
67.9% are inside yesterday’s range.
54.5% of stocks with today’s high > yesterday’s high. (45.5% less than).
28.3% of stocks with today’s low < yesterday’s low. (71.7% greater than).

EVIDENCE OF INTRADAY TREND (20170407 Closing)
51.0% of stocks are above today’s open. (47.7% are below).
35.2% of stocks are above today’s open and yesterday’s close.
44.8% are below both.
6.3% of stocks opened above yesterday’s high.
30.3% of stocks opened above yesterday’s close. (63.8% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170407 Closing)
3.2% of stocks are in the top 10% of today’s range.
9.6% are in the top 20%.
43.8% are in the top half. 56.2% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
11.7% are in the bottom 10%.

GAIN (20170407 Closing)
39.4% of stocks are above yesterday’s close. (60.6% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
0.4% are up 3.5% or more. 0.6% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY (20170407 Closing)
2-day: >=95:6.0%…>=90:10.5%…>=80:19.0%…>=50:51.0%…<=20:15.9%…<=10:8.1%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:50.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:50.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170407 Closing)
19.6% above previous 1 highs, 12.5% below previous 1 lows
8.6% above previous 2 highs, 9.7% below previous 2 lows
7.7% above previous 3 highs, 7.2% below previous 3 lows
6.7% above previous 4 highs, 6.1% below previous 4 lows
6.5% above previous 5 highs, 5.5% below previous 5 lows
6.5% above previous 6 highs, 5.0% below previous 6 lows
6.3% above previous 7 highs, 4.3% below previous 7 lows
6.1% above previous 8 highs, 3.2% below previous 8 lows
5.7% above previous 9 highs, 2.8% below previous 9 lows
5.4% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170407 Closing)
39.4% are above or equal to 4/6 close (1 days ago), 60.6% are below.
70.2% are above or equal to 4/5 close (2 days ago), 29.8% are below.
50.7% are above or equal to 4/4 close (3 days ago), 49.3% are below.
46.9% are above or equal to 4/3 close (4 days ago), 53.1% are below.
38.8% are above or equal to 3/31 close (5 days ago), 61.2% are below.
41.1% are above or equal to 3/30 close (6 days ago), 58.9% are below.
48.3% are above or equal to 3/29 close (7 days ago), 51.7% are below.
51.9% are above or equal to 3/28 close (8 days ago), 48.1% are below.
65.1% are above or equal to 3/27 close (9 days ago), 34.9% are below.
63.5% are above or equal to 3/24 close (10 days ago), 36.5% are below.
60.5% are above or equal to 3/23 close (11 days ago), 39.5% are below.
62.9% are above or equal to 3/22 close (12 days ago), 37.1% are below.
62.9% are above or equal to 3/21 close (13 days ago), 37.1% are below.
43.8% are above or equal to 3/20 close (14 days ago), 56.2% are below.
40.6% are above or equal to 3/17 close (15 days ago), 59.4% are below.
43.2% are above or equal to 3/16 close (16 days ago), 56.8% are below.
43.5% are above or equal to 3/15 close (17 days ago), 56.5% are below.
53.3% are above or equal to 3/14 close (18 days ago), 46.7% are below.
48.3% are above or equal to 3/13 close (19 days ago), 51.7% are below.
51.5% are above or equal to 3/10 close (20 days ago), 48.5% are below.
56.4% are above or equal to 3/9 close (21 days ago), 43.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170407 Closing)
20d: 10.9% new highs, 6.3% new lows
21d: 10.7% new highs, 5.9% new lows
42d: 4.1% new highs, 3.7% new lows
63d: 2.9% new highs, 2.5% new lows
126d: 2.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170407 Closing)
2-day: 37.8% above, 62.2% below
3-day: 59.4% above, 40.6% below
4-day: 55.2% above, 44.8% below
5-day: 53.1% above, 46.9% below
8-day: 44.8% above, 55.2% below
10-day: 50.4% above, 49.6% below
20-day: 51.0% above, 49.0% below
50-day: 47.8% above, 52.2% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170407 Closing)
META(29): 0.33% Top=AKS X STLD CDE CMC NUE ARNC RGLD ….. TAHO ABX SSRI FMSA TECK FCX SLW CLF=Bottom (Metals & Mining)
ELEC(44): 0.33% Top=CY QRVO SWKS AMD CRUS OCLR CAVM HIMX ….. TRMB FLEX AMBA SPWR XPER CGNX KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.13% Top=PAH FMC RPM WLK SHW CE PPG EMN ….. PX CF IFF DOW AXTA DD MOS TROX=Bottom (Chemicals/Fertilizers)
MATE(25): 0.12% Top=VMC SUM EXP MLM WY USG PWR RSG ….. MDR KBH JELD SRCL FLR MAS TPH FAST=Bottom (Materials & Construction)
MANU(34): 0.04% Top=CFX ATI RS PH TEX HON BWXT KMT ….. ROK ITT MWA EMR DOV AGCO DE DDD=Bottom (Manufacturing)
COSW(77): -0.00% Top=TWLO NTNX WUBA HPE GRUB SABR VMW ADSK ….. SSNC AKAM VIPS BITA SQ TTD PFPT ATHM=Bottom (Computer Software/Internet)
RETA(59): -0.03% Top=FINL W AEO WMT KORS KAR KR BID ….. KSS M TLRD LB ETSY GNC KMX SHLD=Bottom (Retail & Specialty Retail)
TRAN(24): -0.08% Top=LUV WAB UAL JBLU TRN KSU AAL SAVE ….. GWR CSX CNI CHRW ODFL EXPD JBHT UPS=Bottom (Transportation)
REAL(98): -0.09% Top=MPW OFC DOC HCP FR PLD GLPI HCN ….. EDR PEB HPT BRX LHO SHO RLJ DRH=Bottom (Real Estate)
COHW(36): -0.13% Top=STX WDC PANW BCE ZAYO HRS TMUS VZ ….. NTAP FNSR HPQ BBRY ANET ACIA VIAV GOGO=Bottom (Computer Hardware/Telecom)
DISV(46): -0.22% Top=G MYGN ILG LAUR LDOS WTW FDC SBAC ….. ADS YY RHI LKSD AL TAL RBA ACM=Bottom (Diversified Services)
INSU(29): -0.23% Top=AGO FAF AON MMC PGR XL CNO RDN ….. PRU ALL HIG AIG CINF WLTW MBI AFSI=Bottom (Insurance)
FINA(89): -0.24% Top=TWNK KCG SLM CBOE ETFC ICE WETF CLNS ….. OZRK JNS WU BX KKR BOFI FNB WBS=Bottom (Banks/Financials)
HEAL(42): -0.25% Top=EW ESRX IRWD HOLX BAX UNH ABT BDX ….. CYH XRAY HCA DVA ACHC BKD THC DXCM=Bottom (Health)
CONS(51): -0.37% Top=FOSL EPC WWW HBI CL NWL BERY CLX ….. COH COTY WRK MAT RL TPX UAA SKX=Bottom (Consumer)
LEIS(37): -0.49% Top=YUMC EAT STAY EXPE GPRO PK SONC SBUX ….. HLT MGM SHAK HGV LQ RCL SEAS DPZ=Bottom (Leisure)
ENER(89): -0.75% Top=PBF TSO HFC VLO MDU BHI OII AR ….. COG WLL CVE RDC DO ATW JAG KOS=Bottom (Energy)

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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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