daytrend

04/24/2017

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

Closing Stats
by daytrend on 20170424. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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

COMPARED TO YESTERDAY’S RANGE (20170424 Closing)
54.3% of stocks are above yesterday’s high.
76.4% are above yesterday’s midpoint. (23.6% are below.)
12.7% are below yesterday’s low.
33.0% are inside yesterday’s range.
83.5% of stocks with today’s high > yesterday’s high. (16.5% less than).
21.0% of stocks with today’s low < yesterday’s low. (79.0% greater than).

EVIDENCE OF INTRADAY TREND (20170424 Closing)
41.4% of stocks are above today’s open. (57.8% are below).
40.3% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
65.6% of stocks opened above yesterday’s high.
96.6% of stocks opened above yesterday’s close. (3.1% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170424 Closing)
6.6% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
51.8% are in the top half. 48.2% of stocks are in the bottom half of today’s range.
17.7% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20170424 Closing)
79.3% of stocks are above yesterday’s close. (20.7% are below.)
1.5% are up 4.5% or more. 0.7% are down 4.5% or more.
3.7% are up 3.5% or more. 1.5% are down 3.5% or more.
39.7% are between +1% and -1%.

RSI on DAILY (20170424 Closing)
2-day: >=95:22.4%…>=90:33.6%…>=80:51.3%…>=50:75.6%…<=20:13.6%…<=10:9.7%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:71.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:68.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170424 Closing)
54.3% above previous 1 highs, 12.7% below previous 1 lows
47.2% above previous 2 highs, 9.9% below previous 2 lows
42.3% above previous 3 highs, 9.4% below previous 3 lows
41.8% above previous 4 highs, 8.9% below previous 4 lows
41.2% above previous 5 highs, 7.1% below previous 5 lows
40.5% above previous 6 highs, 6.0% below previous 6 lows
36.9% above previous 7 highs, 5.6% below previous 7 lows
35.0% above previous 8 highs, 5.0% below previous 8 lows
32.3% above previous 9 highs, 3.5% below previous 9 lows
31.3% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170424 Closing)
79.3% are above or equal to 4/21 close (1 days ago), 20.7% are below.
70.3% are above or equal to 4/20 close (2 days ago), 29.7% are below.
76.2% are above or equal to 4/19 close (3 days ago), 23.8% are below.
71.9% are above or equal to 4/18 close (4 days ago), 28.1% are below.
68.7% are above or equal to 4/17 close (5 days ago), 31.3% are below.
75.7% are above or equal to 4/13 close (6 days ago), 24.3% are below.
71.1% are above or equal to 4/12 close (7 days ago), 28.9% are below.
65.2% are above or equal to 4/11 close (8 days ago), 34.8% are below.
66.6% are above or equal to 4/10 close (9 days ago), 33.4% are below.
69.7% are above or equal to 4/7 close (10 days ago), 30.3% are below.
69.1% are above or equal to 4/6 close (11 days ago), 30.9% are below.
72.6% are above or equal to 4/5 close (12 days ago), 27.4% are below.
67.4% are above or equal to 4/4 close (13 days ago), 32.6% are below.
66.5% are above or equal to 4/3 close (14 days ago), 33.5% are below.
61.7% are above or equal to 3/31 close (15 days ago), 38.3% are below.
59.8% are above or equal to 3/30 close (16 days ago), 40.2% are below.
63.7% are above or equal to 3/29 close (17 days ago), 36.3% are below.
65.8% are above or equal to 3/28 close (18 days ago), 34.2% are below.
73.7% are above or equal to 3/27 close (19 days ago), 26.3% are below.
72.0% are above or equal to 3/24 close (20 days ago), 28.0% are below.
70.0% are above or equal to 3/23 close (21 days ago), 30.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170424 Closing)
20d: 33.3% new highs, 3.1% new lows
21d: 32.3% new highs, 3.1% new lows
42d: 18.7% new highs, 1.8% new lows
63d: 16.3% new highs, 1.5% new lows
126d: 14.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170424 Closing)
2-day: 79.1% above, 20.9% below
3-day: 75.1% above, 24.9% below
4-day: 76.3% above, 23.7% below
5-day: 74.6% above, 25.4% below
8-day: 72.5% above, 27.5% below
10-day: 70.3% above, 29.7% below
20-day: 70.9% above, 29.1% below
50-day: 57.9% above, 42.1% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170424 Closing)
CHEM(25): 2.05% Top=TROX CC PAH HUN PX OLN EMN PPG ….. FMC ASH VSM DOW CE DD SHW WLK=Bottom (Chemicals/Fertilizers)
MANU(34): 1.99% Top=ATI KMT ITW AGCO AME CFX PH CAT ….. AOS DCI PNR DHR MWA SNA GE SWK=Bottom (Manufacturing)
FINA(87): 1.87% Top=WAL MS BAC PACW WETF STI EWBC JPM ….. ICE CLNS NYCB ARCC KCG TCB NAVI SLM=Bottom (Banks/Financials)
ELEC(44): 1.77% Top=XLNX TRMB ON KEYS AMBA HIMX CAVM KLAC ….. AMD FLEX GRMN OCLR CY SIMO CREE AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): 1.47% Top=AAL DAL SWFT XPO TRN GWR UAL KSU ….. CNI UPS JBLU UNP CP NSC SAVE CSX=Bottom (Transportation)
DISV(44): 1.32% Top=MAN CAR RBA AL WTW ACM MCO HRB ….. CXW BAH YY ILG G SBAC ULTA CNDT=Bottom (Diversified Services)
COHW(36): 1.30% Top=INFN WDC CIEN S STX BBRY ACIA FNSR ….. T LVLT BCE ZAYO VRSN SSYS VZ CCI=Bottom (Computer Hardware/Telecom)
INSU(29): 1.28% Top=LNC UNM L MBI PRU CNO CINF MMC ….. AFL FAF PGR AJG ORI AON HIG AFSI=Bottom (Insurance)
LEIS(35): 1.15% Top=SONC WYN MGM TXRH WEN EAT QSR YUMC ….. JACK LVS H SEAS RCL WYNN STAY CMG=Bottom (Leisure)
CONS(50): 1.00% Top=HAS PVH OI KS UAA SKX WHR WRK ….. CRI FOSL LULU NKE SON ELF MAT KATE=Bottom (Consumer)
COSW(78): 0.99% Top=NUAN BITA PTC VMW GOOG WDAY SQ ATVI ….. IBM SABR ACN DATA SHOP NTNX SYNT COUP=Bottom (Computer Software/Internet)
HEAL(40): 0.89% Top=IRWD BSX A CYH HOLX CNC IART NUVA ….. MD ANTM EW DXCM VAR BKD BDX MZOR=Bottom (Health)
MATE(25): 0.87% Top=JELD PWR EXP MAS SUM MLM FLR TPH ….. MDR KBH RYN CAA TOL FAST PHM LEN=Bottom (Materials & Construction)
META(27): 0.55% Top=CENX AKS AA STLD CMC X SLCA NUE ….. NEM SSRI PAAS FNV AGI GG AG TAHO=Bottom (Metals & Mining)
ENER(87): 0.40% Top=DK HFC PBF MPC SN NFG TSO CPE ….. RRC XOG SLB COG RICE ATW BAS HLX=Bottom (Energy)
RETA(60): 0.21% Top=AN BLDR BID TLRD KMX ANF WFM LB ….. M LL SBH CHS SFM GNC W SHLD=Bottom (Retail & Specialty Retail)
REAL(94): -0.91% Top=LHO ALLY DRH SHO PEB BAM OUT SC ….. O CBL BRX KIM GGP REG PEI RLJ=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/

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