daytrend

04/27/2017

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

Closing Stats
by daytrend on 20170427. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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 (20170427 Closing)
23.2% of stocks are above yesterday’s high.
45.7% are above yesterday’s midpoint. (54.3% are below.)
26.2% are below yesterday’s low.
50.6% are inside yesterday’s range.
41.6% of stocks with today’s high > yesterday’s high. (58.4% less than).
47.1% of stocks with today’s low < yesterday’s low. (52.9% greater than).

EVIDENCE OF INTRADAY TREND (20170427 Closing)
44.6% of stocks are above today’s open. (54.8% are below).
39.4% of stocks are above today’s open and yesterday’s close.
45.7% are below both.
10.4% of stocks opened above yesterday’s high.
62.7% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
12.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170427 Closing)
10.0% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
48.7% are in the top half. 51.3% of stocks are in the bottom half of today’s range.
19.3% are in the bottom 20%.
9.4% are in the bottom 10%.

GAIN (20170427 Closing)
49.0% of stocks are above yesterday’s close. (51.0% are below.)
1.6% are up 4.5% or more. 3.5% are down 4.5% or more.
2.7% are up 3.5% or more. 4.8% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY (20170427 Closing)
2-day: >=95:16.8%…>=90:25.1%…>=80:35.0%…>=50:57.7%…<=20:18.4%…<=10:8.2%…<=5:3.8%…
9-day: >=95:0.0%…>=90:0.9%…>=80:10.0%…>=50:67.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.7%…>=50:66.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170427 Closing)
23.2% above previous 1 highs, 26.2% below previous 1 lows
18.9% above previous 2 highs, 19.4% below previous 2 lows
17.4% above previous 3 highs, 14.9% below previous 3 lows
17.1% above previous 4 highs, 9.5% below previous 4 lows
17.0% above previous 5 highs, 8.5% below previous 5 lows
16.6% above previous 6 highs, 8.0% below previous 6 lows
16.6% above previous 7 highs, 7.4% below previous 7 lows
16.5% above previous 8 highs, 7.4% below previous 8 lows
16.5% above previous 9 highs, 7.3% below previous 9 lows
16.1% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170427 Closing)
49.0% are above or equal to 4/26 close (1 days ago), 51.0% are below.
51.0% are above or equal to 4/25 close (2 days ago), 49.0% are below.
62.3% are above or equal to 4/24 close (3 days ago), 37.7% are below.
73.0% are above or equal to 4/21 close (4 days ago), 27.0% are below.
67.6% are above or equal to 4/20 close (5 days ago), 32.4% are below.
74.5% are above or equal to 4/19 close (6 days ago), 25.5% are below.
72.0% are above or equal to 4/18 close (7 days ago), 28.0% are below.
69.6% are above or equal to 4/17 close (8 days ago), 30.4% are below.
75.4% are above or equal to 4/13 close (9 days ago), 24.6% are below.
70.7% are above or equal to 4/12 close (10 days ago), 29.3% are below.
64.9% are above or equal to 4/11 close (11 days ago), 35.1% are below.
66.5% are above or equal to 4/10 close (12 days ago), 33.5% are below.
66.6% are above or equal to 4/7 close (13 days ago), 33.4% are below.
67.3% are above or equal to 4/6 close (14 days ago), 32.7% are below.
69.5% are above or equal to 4/5 close (15 days ago), 30.5% are below.
67.0% are above or equal to 4/4 close (16 days ago), 33.0% are below.
65.4% are above or equal to 4/3 close (17 days ago), 34.6% are below.
60.0% are above or equal to 3/31 close (18 days ago), 40.0% are below.
60.6% are above or equal to 3/30 close (19 days ago), 39.4% are below.
63.7% are above or equal to 3/29 close (20 days ago), 36.3% are below.
64.6% are above or equal to 3/28 close (21 days ago), 35.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170427 Closing)
20d: 23.3% new highs, 11.0% new lows
21d: 23.2% new highs, 10.2% new lows
42d: 18.2% new highs, 7.2% new lows
63d: 16.2% new highs, 6.0% new lows
126d: 14.3% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170427 Closing)
2-day: 48.4% above, 51.6% below
3-day: 48.9% above, 51.1% below
4-day: 55.2% above, 44.8% below
5-day: 62.4% above, 37.6% below
8-day: 68.4% above, 31.6% below
10-day: 70.6% above, 29.4% below
20-day: 67.0% above, 33.0% below
50-day: 59.4% above, 40.6% below
200-day: 68.2% above, 31.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170427 Closing)
ELEC(44): 1.38% Top=TER XLNX PI CAVM CY AMKR KLAC AMBA ….. OCLR FTV WAT ADI FLEX TXN SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(77): 0.91% Top=GRUB INTU TWTR YELP TTD NOW SYNT SINA ….. FEYE BITA SHOP PFPT MDSO CTXS AKAM FFIV=Bottom (Computer Software/Internet)
INSU(29): 0.39% Top=FAF CNO ORI XL AFSI AIG CINF CLGX ….. LNC PRU AGO UNM L MBI MTG RDN=Bottom (Insurance)
HEAL(43): 0.19% Top=MZOR DXCM PRAH IRTC RMD PRXL BDX A ….. SYK BKD TMO IRWD MD VAR NUVA ZBH=Bottom (Health)
DISV(44): 0.15% Top=WTW SCI ROL TAL CAR HRB ZTO YY ….. MYGN VNTV RHI RRD AL URI FLT SERV=Bottom (Diversified Services)
LEIS(35): 0.11% Top=MGM DPZ DNKN STAY MLCO JACK HGV BYD ….. H HLT MAR WYNN EAT GPRO SIX WYN=Bottom (Leisure)
MATE(24): -0.02% Top=VMC EXP WY MLM PHM DHI CAA WM ….. KBH DAR PWR MAS FAST MDR SRCL USG=Bottom (Materials & Construction)
CONS(50): -0.04% Top=UAA PKG BLL CRI HBI VFC KATE IP ….. SKX SEE GT EPC FBHS BC BMS KS=Bottom (Consumer)
COHW(35): -0.07% Top=INFN HRS JNPR COMM S BBRY WDC CSCO ….. TDS ZAYO T VZ BCE SSYS ACIA TDC=Bottom (Computer Hardware/Telecom)
RETA(59): -0.09% Top=W PAG ETSY NFLX DLTR WFM JWN RH ….. AEO GME URBN PIR ORLY SHLD GNC TSCO=Bottom (Retail & Specialty Retail)
MANU(34): -0.16% Top=AOS TTC RS ROP SWK IR AGCO XYL ….. FLS CMI DE PH DOV KMT CAT ATI=Bottom (Manufacturing)
REAL(96): -0.20% Top=CBG DFT AGNC AMT NLY CONE CYS DRE ….. SC DDR KIM MAA CUBE EXR ALLY PSA=Bottom (Real Estate)
CHEM(25): -0.25% Top=POT SHW PPG VSM CF AXTA PX EMN ….. CE TROX ASH GRA DD WLK DOW OLN=Bottom (Chemicals/Fertilizers)
TRAN(23): -0.26% Top=KSU UNP XPO FDX UPS CSX NSC CP ….. SAVE UAL DAL WAB LUV TRN ALK AAL=Bottom (Transportation)
FINA(87): -0.54% Top=PYPL KKR TWNK APO BOFI IVZ JNS STT ….. NAVI SCHW OZRK TD LAZ WETF PB CME=Bottom (Banks/Financials)
ENER(87): -1.84% Top=CVI WLL MPC DK PBF VLO OII HES ….. PTEN APC HP RDC CRC BAS FTI NBR=Bottom (Energy)
META(28): -2.25% Top=X TX AKS FNV NEM AEM NUE STLD ….. TECK FCX CCJ GG AA CENX CDE CLF=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/

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: