daytrend

04/17/2017

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

Closing Stats
by daytrend on 20170417. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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

COMPARED TO YESTERDAY’S RANGE (20170417 Closing)
35.0% of stocks are above yesterday’s high.
71.2% are above yesterday’s midpoint. (28.8% are below.)
7.0% are below yesterday’s low.
58.0% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
39.5% of stocks with today’s low < yesterday’s low. (60.5% greater than).

EVIDENCE OF INTRADAY TREND (20170417 Closing)
83.4% of stocks are above today’s open. (16.0% are below).
82.5% of stocks are above today’s open and yesterday’s close.
10.4% are below both.
3.0% of stocks opened above yesterday’s high.
80.4% of stocks opened above yesterday’s close. (13.2% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170417 Closing)
47.6% of stocks are in the top 10% of today’s range.
61.4% are in the top 20%.
84.6% are in the top half. 15.4% of stocks are in the bottom half of today’s range.
1.9% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20170417 Closing)
88.8% of stocks are above yesterday’s close. (11.2% are below.)
0.2% are up 4.5% or more. 0.4% are down 4.5% or more.
1.1% are up 3.5% or more. 0.6% are down 3.5% or more.
44.6% are between +1% and -1%.

RSI on DAILY (20170417 Closing)
2-day: >=95:5.7%…>=90:10.1%…>=80:21.0%…>=50:69.0%…<=20:11.1%…<=10:6.3%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:48.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:48.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170417 Closing)
35.0% above previous 1 highs, 7.0% below previous 1 lows
21.1% above previous 2 highs, 6.3% below previous 2 lows
17.6% above previous 3 highs, 5.5% below previous 3 lows
14.5% above previous 4 highs, 5.0% below previous 4 lows
13.7% above previous 5 highs, 4.5% below previous 5 lows
13.7% above previous 6 highs, 4.3% below previous 6 lows
11.9% above previous 7 highs, 4.3% below previous 7 lows
11.9% above previous 8 highs, 3.6% below previous 8 lows
10.4% above previous 9 highs, 3.4% below previous 9 lows
10.1% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170417 Closing)
88.8% are above or equal to 4/13 close (1 days ago), 11.2% are below.
59.9% are above or equal to 4/12 close (2 days ago), 40.1% are below.
38.0% are above or equal to 4/11 close (3 days ago), 62.0% are below.
42.5% are above or equal to 4/10 close (4 days ago), 57.5% are below.
48.2% are above or equal to 4/7 close (5 days ago), 51.8% are below.
46.9% are above or equal to 4/6 close (6 days ago), 53.1% are below.
58.0% are above or equal to 4/5 close (7 days ago), 42.0% are below.
49.1% are above or equal to 4/4 close (8 days ago), 50.9% are below.
44.2% are above or equal to 4/3 close (9 days ago), 55.8% are below.
40.7% are above or equal to 3/31 close (10 days ago), 59.3% are below.
41.6% are above or equal to 3/30 close (11 days ago), 58.4% are below.
43.0% are above or equal to 3/29 close (12 days ago), 57.0% are below.
49.2% are above or equal to 3/28 close (13 days ago), 50.8% are below.
61.1% are above or equal to 3/27 close (14 days ago), 38.9% are below.
58.8% are above or equal to 3/24 close (15 days ago), 41.2% are below.
58.6% are above or equal to 3/23 close (16 days ago), 41.4% are below.
60.0% are above or equal to 3/22 close (17 days ago), 40.0% are below.
61.4% are above or equal to 3/21 close (18 days ago), 38.6% are below.
45.7% are above or equal to 3/20 close (19 days ago), 54.3% are below.
42.2% are above or equal to 3/17 close (20 days ago), 57.8% are below.
43.5% are above or equal to 3/16 close (21 days ago), 56.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170417 Closing)
20d: 9.7% new highs, 10.7% new lows
21d: 9.6% new highs, 10.6% new lows
42d: 5.0% new highs, 8.5% new lows
63d: 4.7% new highs, 6.3% new lows
126d: 3.8% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170417 Closing)
2-day: 88.2% above, 11.8% below
3-day: 75.6% above, 24.4% below
4-day: 59.7% above, 40.3% below
5-day: 51.8% above, 48.2% below
8-day: 50.9% above, 49.1% below
10-day: 49.1% above, 50.9% below
20-day: 49.6% above, 50.4% below
50-day: 45.4% above, 54.6% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170417 Closing)
FINA(87): 1.58% Top=MTB ATH WDR WFC HBAN CFR COF EWBC ….. PVTB WU ARCC FRC BOFI KKR TWNK PACW=Bottom (Banks/Financials)
MATE(25): 1.53% Top=MDR KBH JELD OC CAA PWR TPH PHM ….. FLR MLM LEN RYN RSG VMC WM FAST=Bottom (Materials & Construction)
TRAN(24): 1.45% Top=SWFT UAL WAB KSU AAL ODFL GWR CSX ….. FDX JBLU DAL LUV ALK SAVE TRN JBHT=Bottom (Transportation)
REAL(93): 1.32% Top=EXR CUBE SC UNIT GEO PGRE PSA ACC ….. GLPI SPG APLE RLJ PEB HST NYRT LXP=Bottom (Real Estate)
INSU(28): 1.29% Top=MTG CLGX UNM RDN FAF WLTW XL CINF ….. MMC AON PGR L AFL AIG MBI AFSI=Bottom (Insurance)
MANU(34): 1.28% Top=DDD ITT CFX KMT TEX FLS PNR DOV ….. ITW DE HON IR SWK GE RS ATI=Bottom (Manufacturing)
DISV(47): 1.21% Top=ZTO WTW CAR AL ACM R CNDT BAH ….. RBA TAL PAYX ULTA YY G MYGN LKSD=Bottom (Diversified Services)
ELEC(44): 1.12% Top=CSIQ NVDA AMD CY SPWR CRUS KEYS CAVM ….. FTV KLAC XPER HIMX ADI FSLR AMBA SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(34): 0.97% Top=ZAYO INFN TDS PSTG TDC COMM BBRY S ….. VIAV ACIA CCI QCOM HRS T HPQ PANW=Bottom (Computer Hardware/Telecom)
CONS(50): 0.94% Top=ENR GT SKX BC CCK GPK TUP OI ….. KATE FOSL COH BERY WHR UAA ELF TPX=Bottom (Consumer)
COSW(77): 0.91% Top=SABR CSRA VIPS FEYE COUP DNB YELP NOW ….. AKAM NTNX XRX CHKP MDRX TTD SNAP GRUB=Bottom (Computer Software/Internet)
RETA(61): 0.80% Top=PIR SHLD NFLX PAG ETSY AN GME AMZN ….. WSM TJX KORS GNC JWN M KSS BZUN=Bottom (Retail & Specialty Retail)
LEIS(35): 0.69% Top=SIX BYD SEAS EXPE CCL RCL STAY GPRO ….. HGV YUMC SONC JACK MGM SHAK EAT BLMN=Bottom (Leisure)
CHEM(25): 0.60% Top=ASH CE CC RPM FMC APD GRA DOW ….. PX EMN MON WLK OLN MOS TROX CF=Bottom (Chemicals/Fertilizers)
ENER(90): 0.35% Top=HLX CVI WPX CVE EGN PE SM NFX ….. NBR ETP GPOR PAGP FRAC SN CRC BAS=Bottom (Energy)
HEAL(40): 0.17% Top=A RMD ABT PKI EW ZBH UNH ALGN ….. UHS BKD BAX DXCM OPK HCA CYH THC=Bottom (Health)
META(29): -0.22% Top=ARNC CENX TECK SCCO SLW CNX FNV CMC ….. AGI AG AKS X SLCA SSRI CLF FMSA=Bottom (Metals & Mining)

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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