daytrend

05/01/2017

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

Closing Stats
by daytrend on 20170501. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170501 Closing)
20.7% of stocks are above yesterday’s high.
47.1% are above yesterday’s midpoint. (52.9% are below.)
20.0% are below yesterday’s low.
59.3% are inside yesterday’s range.
39.8% of stocks with today’s high > yesterday’s high. (60.2% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20170501 Closing)
48.2% of stocks are above today’s open. (51.1% are below).
46.2% of stocks are above today’s open and yesterday’s close.
39.7% are below both.
9.9% of stocks opened above yesterday’s high.
75.4% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170501 Closing)
9.1% of stocks are in the top 10% of today’s range.
20.0% are in the top 20%.
55.1% are in the top half. 44.9% of stocks are in the bottom half of today’s range.
19.4% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20170501 Closing)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
0.5% are up 4.5% or more. 0.4% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20170501 Closing)
2-day: >=95:7.2%…>=90:10.4%…>=80:18.4%…>=50:47.8%…<=20:26.7%…<=10:13.9%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.6%…>=50:58.3%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:58.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170501 Closing)
20.7% above previous 1 highs, 20.0% below previous 1 lows
12.8% above previous 2 highs, 15.0% below previous 2 lows
10.6% above previous 3 highs, 14.1% below previous 3 lows
9.8% above previous 4 highs, 11.6% below previous 4 lows
9.2% above previous 5 highs, 9.2% below previous 5 lows
9.1% above previous 6 highs, 7.8% below previous 6 lows
8.7% above previous 7 highs, 6.9% below previous 7 lows
8.5% above previous 8 highs, 6.7% below previous 8 lows
8.5% above previous 9 highs, 5.9% below previous 9 lows
8.5% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170501 Closing)
58.4% are above or equal to 4/28 close (1 days ago), 41.6% are below.
37.0% are above or equal to 4/27 close (2 days ago), 63.0% are below.
37.7% are above or equal to 4/26 close (3 days ago), 62.3% are below.
41.4% are above or equal to 4/25 close (4 days ago), 58.6% are below.
51.7% are above or equal to 4/24 close (5 days ago), 48.3% are below.
62.7% are above or equal to 4/21 close (6 days ago), 37.3% are below.
60.4% are above or equal to 4/20 close (7 days ago), 39.6% are below.
67.6% are above or equal to 4/19 close (8 days ago), 32.4% are below.
66.3% are above or equal to 4/18 close (9 days ago), 33.7% are below.
64.4% are above or equal to 4/17 close (10 days ago), 35.6% are below.
69.5% are above or equal to 4/13 close (11 days ago), 30.5% are below.
65.0% are above or equal to 4/12 close (12 days ago), 35.0% are below.
59.6% are above or equal to 4/11 close (13 days ago), 40.4% are below.
60.3% are above or equal to 4/10 close (14 days ago), 39.7% are below.
61.2% are above or equal to 4/7 close (15 days ago), 38.8% are below.
60.3% are above or equal to 4/6 close (16 days ago), 39.7% are below.
65.4% are above or equal to 4/5 close (17 days ago), 34.6% are below.
61.0% are above or equal to 4/4 close (18 days ago), 39.0% are below.
58.6% are above or equal to 4/3 close (19 days ago), 41.4% are below.
54.8% are above or equal to 3/31 close (20 days ago), 45.2% are below.
55.1% are above or equal to 3/30 close (21 days ago), 44.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170501 Closing)
20d: 13.6% new highs, 11.0% new lows
21d: 13.5% new highs, 10.5% new lows
42d: 10.6% new highs, 6.9% new lows
63d: 8.9% new highs, 6.0% new lows
126d: 8.5% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170501 Closing)
2-day: 57.3% above, 42.7% below
3-day: 44.9% above, 55.1% below
4-day: 40.9% above, 59.1% below
5-day: 40.9% above, 59.1% below
8-day: 51.1% above, 48.9% below
10-day: 57.2% above, 42.8% below
20-day: 61.2% above, 38.8% below
50-day: 53.9% above, 46.1% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170501 Closing)
LEIS(35): 0.94% Top=STAY GPRO SONC WYNN MLCO EXPE RCL WEN ….. SBUX JACK YUM ARMK QSR EAT SIX TXRH=Bottom (Leisure)
ELEC(46): 0.82% Top=OCLR MSCC LRCX SIMO AMAT AMKR AMD NVDA ….. CREE SPWR MRVL APH TEL FTV CY PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(100): 0.67% Top=GGP CBL MAC WPG SKT OFC NRZ SPG ….. OUT HR AIV GEO OHI PSA SRC HTA=Bottom (Real Estate)
COSW(77): 0.65% Top=TWTR TWLO MTCH NCR MDSO ADSK SQ SHOP ….. TSS ADP IBM FFIV SNAP XRX TRI NTNX=Bottom (Computer Software/Internet)
FINA(88): 0.53% Top=BOFI SIVB FHN SCHW SNV EWBC KEY HBAN ….. JNS BEN DFS WDR TWNK FII OMF WETF=Bottom (Banks/Financials)
DISV(46): 0.43% Top=KBR FLT WTW WEX MYGN LDOS ADS CAR ….. HRB ACM URI JEC CTAS ALLE RRD ZTO=Bottom (Diversified Services)
CHEM(24): 0.31% Top=TROX HUN APD CC AXTA EMN CE OLN ….. DD PPG RPM DOW SHW POT ASH VSM=Bottom (Chemicals/Fertilizers)
HEAL(46): 0.29% Top=MZOR DXCM MOH A AET RMD WST CNC ….. HCA MD SYK ESRX ALGN THC OPK TVTY=Bottom (Health)
MATE(25): 0.27% Top=SUM EXP VMC MLM MDR RYN SRCL PWR ….. LEN DHI USG MAS PHM WY OC CAA=Bottom (Materials & Construction)
COHW(35): 0.20% Top=SSYS ACIA FNSR AAPL JNPR TMUS VIAV S ….. TU ARRS CTL T BCE WDC TDS HRS=Bottom (Computer Hardware/Telecom)
MANU(34): -0.04% Top=DDD AGCO AME CMI ETN TTC BWXT TEX ….. DOV ITT ROK ROP CFX MWA PH FLS=Bottom (Manufacturing)
INSU(29): -0.05% Top=L AIG CNO XL AFSI HIG UNM WLTW ….. AGO AFL FNF MTG CINF FAF RDN MBI=Bottom (Insurance)
TRAN(24): -0.19% Top=XPO CSX CNI TRN SAVE CP NSC LUV ….. FDX ALK UPS JBLU JBHT AAL GWR WAB=Bottom (Transportation)
CONS(51): -0.40% Top=COTY GPK ELF EPC PAY WRK PBI TPX ….. GT RL MAT CRI VFC KS KATE NWL=Bottom (Consumer)
ENER(90): -0.61% Top=CVI SN WLL COG HLX DK REN INT ….. BAS DO SPN HP RIG RDC ATW ETP=Bottom (Energy)
RETA(58): -0.68% Top=W ETSY AMZN NFLX BLDR BID BABA GME ….. KR PIR DLTR KSS ORLY GNC WSM BBBY=Bottom (Retail & Specialty Retail)
META(28): -1.24% Top=CENX CNX STLD CMC CCJ NUE TECK TX ….. GG AEM PAAS FNV CDE SLCA NEM TAHO=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/

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