daytrend

04/26/2017

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

Closing Stats
by daytrend on 20170426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170426 Closing)
27.6% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
21.9% are below yesterday’s low.
50.5% are inside yesterday’s range.
59.6% of stocks with today’s high > yesterday’s high. (40.4% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND (20170426 Closing)
54.1% of stocks are above today’s open. (44.5% are below).
46.4% of stocks are above today’s open and yesterday’s close.
38.3% are below both.
8.8% of stocks opened above yesterday’s high.
43.4% of stocks opened above yesterday’s close. (50.9% opened below yesterday’s close).
9.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170426 Closing)
4.7% of stocks are in the top 10% of today’s range.
12.4% are in the top 20%.
45.5% are in the top half. 54.5% of stocks are in the bottom half of today’s range.
24.7% are in the bottom 20%.
14.7% are in the bottom 10%.

GAIN (20170426 Closing)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
2.1% are up 4.5% or more. 1.6% are down 4.5% or more.
3.8% are up 3.5% or more. 2.4% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20170426 Closing)
2-day: >=95:22.3%…>=90:34.1%…>=80:46.5%…>=50:69.7%…<=20:11.4%…<=10:6.4%…<=5:3.3%…
9-day: >=95:0.1%…>=90:0.7%…>=80:8.5%…>=50:72.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:70.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170426 Closing)
27.6% above previous 1 highs, 21.9% below previous 1 lows
24.6% above previous 2 highs, 12.4% below previous 2 lows
24.0% above previous 3 highs, 8.0% below previous 3 lows
22.7% above previous 4 highs, 7.3% below previous 4 lows
21.8% above previous 5 highs, 6.7% below previous 5 lows
21.3% above previous 6 highs, 6.4% below previous 6 lows
20.8% above previous 7 highs, 6.1% below previous 7 lows
20.4% above previous 8 highs, 5.7% below previous 8 lows
19.5% above previous 9 highs, 5.6% below previous 9 lows
19.0% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170426 Closing)
53.8% are above or equal to 4/25 close (1 days ago), 46.2% are below.
67.3% are above or equal to 4/24 close (2 days ago), 32.7% are below.
77.6% are above or equal to 4/21 close (3 days ago), 22.4% are below.
73.8% are above or equal to 4/20 close (4 days ago), 26.2% are below.
78.8% are above or equal to 4/19 close (5 days ago), 21.2% are below.
73.8% are above or equal to 4/18 close (6 days ago), 26.2% are below.
71.0% are above or equal to 4/17 close (7 days ago), 29.0% are below.
76.6% are above or equal to 4/13 close (8 days ago), 23.4% are below.
71.8% are above or equal to 4/12 close (9 days ago), 28.2% are below.
66.3% are above or equal to 4/11 close (10 days ago), 33.7% are below.
68.6% are above or equal to 4/10 close (11 days ago), 31.4% are below.
69.7% are above or equal to 4/7 close (12 days ago), 30.3% are below.
69.1% are above or equal to 4/6 close (13 days ago), 30.9% are below.
73.8% are above or equal to 4/5 close (14 days ago), 26.2% are below.
68.6% are above or equal to 4/4 close (15 days ago), 31.4% are below.
68.9% are above or equal to 4/3 close (16 days ago), 31.1% are below.
62.7% are above or equal to 3/31 close (17 days ago), 37.3% are below.
61.9% are above or equal to 3/30 close (18 days ago), 38.1% are below.
64.8% are above or equal to 3/29 close (19 days ago), 35.2% are below.
67.0% are above or equal to 3/28 close (20 days ago), 33.0% are below.
74.9% are above or equal to 3/27 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170426 Closing)
20d: 32.4% new highs, 5.1% new lows
21d: 32.4% new highs, 4.5% new lows
42d: 22.0% new highs, 3.0% new lows
63d: 18.2% new highs, 2.8% new lows
126d: 15.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170426 Closing)
2-day: 52.6% above, 47.4% below
3-day: 63.5% above, 36.5% below
4-day: 71.7% above, 28.3% below
5-day: 73.1% above, 26.9% below
8-day: 75.3% above, 24.7% below
10-day: 74.6% above, 25.4% below
20-day: 71.3% above, 28.7% below
50-day: 60.3% above, 39.7% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170426 Closing)
LEIS(35): 1.63% Top=WYN BLMN WYNN SIX MLCO HGV HLT SEAS ….. WEN SHAK YUM JACK ARMK GPRO MCD QSR=Bottom (Leisure)
RETA(59): 0.80% Top=LL BIG FINL GNC CHS LB ANF TLRD ….. BABA RH WSM BLDR NFLX AN PAG SHLD=Bottom (Retail & Specialty Retail)
HEAL(42): 0.63% Top=EW TMO IART BAX ANTM PKI ESRX VAR ….. CNC MOH HCA CYH UHS ACHC NUVA PRAH=Bottom (Health)
DISV(44): 0.60% Top=WTW ILG CAR TRU RRD AL CNDT FLT ….. ROL RHI GPN CTAS MAN FDC HRB VNTV=Bottom (Diversified Services)
MATE(24): 0.51% Top=KBH TPH USG PHM TOL CAA MAS MDR ….. SRCL RYN VMC EXP RSG MLM OC WM=Bottom (Materials & Construction)
INSU(29): 0.26% Top=RDN CLGX MTG AFSI FNF XL FAF HIG ….. TMK AFL UNM PRU MET MBI LNC CNO=Bottom (Insurance)
COSW(77): 0.25% Top=TWTR TSS MDSO LC TRIP IAC XRX SINA ….. WUBA PFPT COUP VIPS INTU SHOP NTNX NTES=Bottom (Computer Software/Internet)
MANU(35): 0.17% Top=KMT IR DDD MRC MWA AGCO FLS HON ….. DHR ROP DE GE XYL BWXT SNA ATI=Bottom (Manufacturing)
FINA(87): 0.16% Top=STT APO WBS UMPQ ZION KKR FHN VLY ….. NDAQ AMP SYF TD COF DFS NYCB BOFI=Bottom (Banks/Financials)
CONS(51): 0.13% Top=TPX WHR FOSL PAY BERY BC VFC MAT ….. KS SKX WRK ENR TUP CLX KMB PG=Bottom (Consumer)
META(27): 0.12% Top=CENX SSRI FCX CDE TAHO AG NUE SLCA ….. NEM TECK AA RGLD CLF CNX CCJ X=Bottom (Metals & Mining)
CHEM(24): -0.20% Top=VSM CC PAH GRA PX POT ALB APD ….. CE DOW DD OLN AXTA WLK HUN ASH=Bottom (Chemicals/Fertilizers)
ENER(88): -0.33% Top=FRAC KOS RES ETE RDC HES PTEN ATW ….. CVE VVV EPD WLL SN CVI GEL SPN=Bottom (Energy)
REAL(97): -0.60% Top=ARI RESI ALLY RLGY SC NRZ PEB LHO ….. EDR GGP VNO BRX RPAI SKT BXP DDR=Bottom (Real Estate)
TRAN(23): -0.65% Top=TRN WAB NSC UAL FDX UPS SAVE GWR ….. EXPD JBLU CNI CP JBHT ALK KSU CHRW=Bottom (Transportation)
COHW(35): -0.67% Top=JNPR SSYS TDC VZ T BCE TU CDW ….. NTAP PANW INFN VIAV WDC FNSR ACIA STX=Bottom (Computer Hardware/Telecom)
ELEC(45): -1.00% Top=FSLR SPWR XPER TEL IDTI TER PI KEYS ….. TXN ADI CY HIMX MSCC MRVL CREE OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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