daytrend

04/20/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 815.

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 (20170420 Closing)
44.8% of stocks are above yesterday’s high.
69.8% are above yesterday’s midpoint. (30.2% are below.)
10.4% are below yesterday’s low.
44.8% are inside yesterday’s range.
61.6% of stocks with today’s high > yesterday’s high. (38.4% less than).
31.9% of stocks with today’s low < yesterday’s low. (68.1% greater than).

EVIDENCE OF INTRADAY TREND (20170420 Closing)
67.2% of stocks are above today’s open. (31.2% are below).
65.9% of stocks are above today’s open and yesterday’s close.
18.8% are below both.
14.1% of stocks opened above yesterday’s high.
87.6% of stocks opened above yesterday’s close. (10.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170420 Closing)
13.6% of stocks are in the top 10% of today’s range.
35.6% are in the top 20%.
73.1% are in the top half. 26.9% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20170420 Closing)
79.8% of stocks are above yesterday’s close. (20.2% are below.)
3.2% are up 4.5% or more. 0.6% are down 4.5% or more.
4.5% are up 3.5% or more. 1.1% are down 3.5% or more.
50.2% are between +1% and -1%.

RSI on DAILY (20170420 Closing)
2-day: >=95:17.4%…>=90:34.6%…>=80:54.4%…>=50:75.2%…<=20:11.5%…<=10:7.4%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:66.4%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170420 Closing)
44.8% above previous 1 highs, 10.4% below previous 1 lows
43.1% above previous 2 highs, 7.1% below previous 2 lows
42.2% above previous 3 highs, 5.5% below previous 3 lows
39.8% above previous 4 highs, 5.3% below previous 4 lows
31.5% above previous 5 highs, 5.2% below previous 5 lows
29.0% above previous 6 highs, 4.7% below previous 6 lows
25.4% above previous 7 highs, 4.4% below previous 7 lows
24.5% above previous 8 highs, 4.0% below previous 8 lows
23.7% above previous 9 highs, 3.9% below previous 9 lows
21.3% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170420 Closing)
79.8% are above or equal to 4/19 close (1 days ago), 20.2% are below.
70.8% are above or equal to 4/18 close (2 days ago), 29.2% are below.
68.2% are above or equal to 4/17 close (3 days ago), 31.8% are below.
79.9% are above or equal to 4/13 close (4 days ago), 20.1% are below.
70.7% are above or equal to 4/12 close (5 days ago), 29.3% are below.
58.4% are above or equal to 4/11 close (6 days ago), 41.6% are below.
59.8% are above or equal to 4/10 close (7 days ago), 40.2% are below.
61.3% are above or equal to 4/7 close (8 days ago), 38.7% are below.
61.8% are above or equal to 4/6 close (9 days ago), 38.2% are below.
67.6% are above or equal to 4/5 close (10 days ago), 32.4% are below.
60.4% are above or equal to 4/4 close (11 days ago), 39.6% are below.
58.0% are above or equal to 4/3 close (12 days ago), 42.0% are below.
51.5% are above or equal to 3/31 close (13 days ago), 48.5% are below.
52.5% are above or equal to 3/30 close (14 days ago), 47.5% are below.
56.4% are above or equal to 3/29 close (15 days ago), 43.6% are below.
58.8% are above or equal to 3/28 close (16 days ago), 41.2% are below.
67.7% are above or equal to 3/27 close (17 days ago), 32.3% are below.
65.3% are above or equal to 3/24 close (18 days ago), 34.7% are below.
63.7% are above or equal to 3/23 close (19 days ago), 36.3% are below.
66.5% are above or equal to 3/22 close (20 days ago), 33.5% are below.
67.0% are above or equal to 3/21 close (21 days ago), 33.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170420 Closing)
20d: 21.7% new highs, 4.5% new lows
21d: 19.6% new highs, 4.5% new lows
42d: 10.9% new highs, 3.8% new lows
63d: 9.2% new highs, 2.6% new lows
126d: 7.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170420 Closing)
2-day: 78.8% above, 21.2% below
3-day: 74.1% above, 25.9% below
4-day: 71.2% above, 28.8% below
5-day: 75.7% above, 24.3% below
8-day: 70.4% above, 29.6% below
10-day: 69.2% above, 30.8% below
20-day: 64.8% above, 35.2% below
50-day: 52.1% above, 47.9% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170420 Closing)
META(28): 2.14% Top=AKS CLF X STLD CMC NUE AA SSRI ….. AEM NEM CCJ SLW PAAS CNX AGI RGLD=Bottom (Metals & Mining)
TRAN(24): 1.87% Top=CSX XPO NSC CP TRN LUV ODFL SWFT ….. GWR UPS UNP JBHT JBLU EXPD UAL WAB=Bottom (Transportation)
FINA(85): 1.76% Top=SLM NAVI AXP KEY EWBC PB CFG FITB ….. PVTB ARCC PBCT ATH JNS BK TWNK SEIC=Bottom (Banks/Financials)
RETA(61): 1.71% Top=ANF CHS GPS FINL AEO GES DSW KSS ….. COST W SFM KR BZUN SHLD EBAY GNC=Bottom (Retail & Specialty Retail)
CHEM(25): 1.45% Top=CC TROX SHW PAH HUN AXTA CE OLN ….. GRA DD DOW POT MON CF FMC ALB=Bottom (Chemicals/Fertilizers)
MANU(35): 1.44% Top=SNA ROK ITT KMT RS MWA FLS AGCO ….. HON PNR GE DDD DOV DE ETN DHR=Bottom (Manufacturing)
ELEC(43): 1.21% Top=PI MSCC SWKS MXL LRCX CY ON CAVM ….. SNPS MRVL KEYS OCLR FLEX SIMO SPWR IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): 1.07% Top=ADS FLT WTW GPN SERV RRD R MA ….. TAL RBA ULTA JEC SBAC MYGN HRB URI=Bottom (Diversified Services)
LEIS(35): 1.06% Top=SHAK BLMN MLCO JACK SEAS LVS SBUX WEN ….. STAY CMG YUMC DNKN SONC BYD PK HGV=Bottom (Leisure)
CONS(51): 1.01% Top=FL TPX PAY LULU GT FOSL SON HBI ….. CCK CL PG RL COTY CHD KATE KMB=Bottom (Consumer)
INSU(29): 0.86% Top=BRO CNO LNC TMK PRU UNM PGR WLTW ….. FNF L AFSI MBI ORI XL RDN TRV=Bottom (Insurance)
COSW(76): 0.73% Top=SHOP ATHM WUBA MDSO VEEV SABR SQ NCR ….. TWLO INTU DNB PTC TRI TEAM COUP PFPT=Bottom (Computer Software/Internet)
COHW(35): 0.73% Top=ACIA ANET TDC WDC BBRY INFN VIAV SSYS ….. QCOM STX VRSN PANW TMUS CCI VZ ARRS=Bottom (Computer Hardware/Telecom)
HEAL(39): 0.62% Top=DGX IRWD DXCM IART AET LH EW NUVA ….. HLS PKI MOH HCA UHS CYH THC MD=Bottom (Health)
MATE(25): 0.25% Top=SUM MLM JELD VMC EXP USG SRCL RYN ….. FLR CAA KBH LEN TPH TOL DHI PHM=Bottom (Materials & Construction)
ENER(87): 0.07% Top=GPOR ATW DK CRC SWN COG NBL HFC ….. CRZO NBR OAS ECA FRAC LPI REN PDCE=Bottom (Energy)
REAL(93): 0.04% Top=SC ALLY CONE CBG UNIT GPT OHI BAM ….. OFC UDR PGRE DRH LHO SLG DDR NRZ=Bottom (Real Estate)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: