daytrend

04/28/2017

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

Closing Stats
by daytrend on 20170428. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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 (20170428 Closing)
8.1% of stocks are above yesterday’s high.
29.2% are above yesterday’s midpoint. (70.8% are below.)
40.7% are below yesterday’s low.
51.2% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND (20170428 Closing)
20.9% of stocks are above today’s open. (77.6% are below).
17.2% of stocks are above today’s open and yesterday’s close.
71.3% are below both.
10.6% of stocks opened above yesterday’s high.
51.7% of stocks opened above yesterday’s close. (42.5% opened below yesterday’s close).
8.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170428 Closing)
6.6% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
31.5% are in the top half. 68.5% of stocks are in the bottom half of today’s range.
36.9% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20170428 Closing)
24.5% of stocks are above yesterday’s close. (75.5% are below.)
0.8% are up 4.5% or more. 2.5% are down 4.5% or more.
1.4% are up 3.5% or more. 4.8% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20170428 Closing)
2-day: >=95:7.2%…>=90:10.2%…>=80:15.5%…>=50:30.4%…<=20:32.8%…<=10:13.8%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.6%…>=80:5.6%…>=50:55.5%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:55.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170428 Closing)
8.1% above previous 1 highs, 40.7% below previous 1 lows
6.0% above previous 2 highs, 30.6% below previous 2 lows
5.4% above previous 3 highs, 25.4% below previous 3 lows
4.9% above previous 4 highs, 19.8% below previous 4 lows
4.9% above previous 5 highs, 13.5% below previous 5 lows
4.9% above previous 6 highs, 11.5% below previous 6 lows
4.8% above previous 7 highs, 10.0% below previous 7 lows
4.8% above previous 8 highs, 8.7% below previous 8 lows
4.8% above previous 9 highs, 8.4% below previous 9 lows
4.8% above previous 10 highs, 8.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170428 Closing)
24.5% are above or equal to 4/27 close (1 days ago), 75.5% are below.
31.9% are above or equal to 4/26 close (2 days ago), 68.1% are below.
36.7% are above or equal to 4/25 close (3 days ago), 63.3% are below.
49.6% are above or equal to 4/24 close (4 days ago), 50.4% are below.
62.7% are above or equal to 4/21 close (5 days ago), 37.3% are below.
58.2% are above or equal to 4/20 close (6 days ago), 41.8% are below.
67.2% are above or equal to 4/19 close (7 days ago), 32.8% are below.
66.7% are above or equal to 4/18 close (8 days ago), 33.3% are below.
64.7% are above or equal to 4/17 close (9 days ago), 35.3% are below.
69.1% are above or equal to 4/13 close (10 days ago), 30.9% are below.
64.4% are above or equal to 4/12 close (11 days ago), 35.6% are below.
58.4% are above or equal to 4/11 close (12 days ago), 41.6% are below.
58.7% are above or equal to 4/10 close (13 days ago), 41.3% are below.
59.1% are above or equal to 4/7 close (14 days ago), 40.9% are below.
59.5% are above or equal to 4/6 close (15 days ago), 40.5% are below.
63.8% are above or equal to 4/5 close (16 days ago), 36.2% are below.
58.9% are above or equal to 4/4 close (17 days ago), 41.1% are below.
57.9% are above or equal to 4/3 close (18 days ago), 42.1% are below.
53.7% are above or equal to 3/31 close (19 days ago), 46.3% are below.
53.7% are above or equal to 3/30 close (20 days ago), 46.3% are below.
57.7% are above or equal to 3/29 close (21 days ago), 42.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170428 Closing)
20d: 12.1% new highs, 9.3% new lows
21d: 11.8% new highs, 8.7% new lows
42d: 9.7% new highs, 5.4% new lows
63d: 8.4% new highs, 4.6% new lows
126d: 7.7% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170428 Closing)
2-day: 23.0% above, 77.0% below
3-day: 26.3% above, 73.7% below
4-day: 30.2% above, 69.8% below
5-day: 34.6% above, 65.4% below
8-day: 52.9% above, 47.1% below
10-day: 57.2% above, 42.8% below
20-day: 59.0% above, 41.0% below
50-day: 53.6% above, 46.4% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170428 Closing)
HEAL(45): 0.70% Top=ALGN HLS ACHC HRC BDX CYH MOH UHS ….. A WST OPK PKI TMO MD MZOR RMD=Bottom (Health)
META(28): 0.13% Top=AEM CDE SSRI NEM RGLD PAAS FNV AGI ….. CMC CNX AKS FCX AA CENX X CCJ=Bottom (Metals & Mining)
COSW(77): 0.07% Top=CERN SHOP TRI GOOG TEAM SNAP AKAM FB ….. MTCH YELP SSNC NTNX LN FTNT BIDU BITA=Bottom (Computer Software/Internet)
COHW(35): -0.16% Top=WDC FNSR QCOM CSCO ZAYO TDS VRSN ARRS ….. T CIEN CDW HRS PANW ACIA VZ INFN=Bottom (Computer Hardware/Telecom)
ENER(90): -0.53% Top=EEP SU PSX QEP CVX OAS PE EPD ….. NBR CRZO RICE WLL RRC PBF COG FRAC=Bottom (Energy)
TRAN(24): -0.86% Top=LUV KSU TRN ALK CNI CHRW CP SAVE ….. EXPD UPS JBLU UNP JBHT ODFL XPO AAL=Bottom (Transportation)
MANU(34): -0.89% Top=HON ROP DHR DE FLS CFX CMI AME ….. ETN TTC ROK SNA MHK TEX RS MWA=Bottom (Manufacturing)
CONS(50): -0.92% Top=GT KS FL SKX CCK NKE WHR PAY ….. LEG RL BMS KATE FOSL HBI CRI VFC=Bottom (Consumer)
INSU(29): -0.95% Top=FAF HIG PRU MMC AON AFL WLTW AIG ….. MBI L AJG AGO MTG RDN AFSI XL=Bottom (Insurance)
CHEM(25): -0.98% Top=ALB CC MON ASH SHW GRA PX FMC ….. OLN WLK MOS AXTA VSM EMN TROX CF=Bottom (Chemicals/Fertilizers)
RETA(59): -0.98% Top=AEO LB EBAY W LL WBA ETSY AMZN ….. GES SHLD KMX PAG BIG ORLY TLRD AN=Bottom (Retail & Specialty Retail)
DISV(45): -1.02% Top=ZTO HRB YY SBAC AL MYGN RRD WTW ….. ACM AMN SCI ALLE FLT ADS CAR KBR=Bottom (Diversified Services)
LEIS(35): -1.03% Top=RCL BLMN CCL ARMK LVS YUMC WEN YUM ….. SBUX SEAS HLT H STAY DPZ PK GPRO=Bottom (Leisure)
ELEC(46): -1.22% Top=SIMO TRMB HIMX FTV OCLR TEL FSLR BRKR ….. FLEX PI SWKS QRVO MSCC AMKR KLAC CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(88): -1.28% Top=BEN KKR PYPL CME ARCC WDR CIT TWNK ….. LM HOMB BOFI FII ISBC OMF SIVB SYF=Bottom (Banks/Financials)
REAL(97): -1.41% Top=DLR MAA AVB UDR UNIT BXP CONE BAM ….. SRC CBL DRH RLJ PEB SHO LHO HST=Bottom (Real Estate)
MATE(25): -1.42% Top=OC WM SRCL DAR RSG MAS WCN PHM ….. VMC TPH PWR FLR WY KBH MDR CAA=Bottom (Materials & Construction)

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: