daytrend

05/02/2017

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

Closing Stats
by daytrend on 20170502. 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 (20170502 Closing)
26.0% of stocks are above yesterday’s high.
52.3% are above yesterday’s midpoint. (47.7% are below.)
22.2% are below yesterday’s low.
51.8% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
44.5% of stocks with today’s low < yesterday’s low. (55.5% greater than).

EVIDENCE OF INTRADAY TREND (20170502 Closing)
45.7% of stocks are above today’s open. (53.1% are below).
43.2% of stocks are above today’s open and yesterday’s close.
46.1% are below both.
11.7% of stocks opened above yesterday’s high.
63.6% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170502 Closing)
13.5% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
15.7% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20170502 Closing)
51.6% of stocks are above yesterday’s close. (48.4% are below.)
2.0% are up 4.5% or more. 1.4% are down 4.5% or more.
3.8% are up 3.5% or more. 2.4% are down 3.5% or more.
60.0% are between +1% and -1%.

RSI on DAILY (20170502 Closing)
2-day: >=95:8.1%…>=90:12.2%…>=80:21.9%…>=50:48.4%…<=20:23.6%…<=10:14.5%…<=5:7.3%…
9-day: >=95:0.1%…>=90:1.1%…>=80:7.9%…>=50:56.3%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:57.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170502 Closing)
26.0% above previous 1 highs, 22.2% below previous 1 lows
17.2% above previous 2 highs, 18.5% below previous 2 lows
12.1% above previous 3 highs, 15.8% below previous 3 lows
10.4% above previous 4 highs, 13.9% below previous 4 lows
10.3% above previous 5 highs, 12.3% below previous 5 lows
9.9% above previous 6 highs, 11.2% below previous 6 lows
9.8% above previous 7 highs, 9.3% below previous 7 lows
9.8% above previous 8 highs, 9.0% below previous 8 lows
9.6% above previous 9 highs, 8.5% below previous 9 lows
9.6% above previous 10 highs, 8.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170502 Closing)
51.6% are above or equal to 5/1 close (1 days ago), 48.4% are below.
56.9% are above or equal to 4/28 close (2 days ago), 43.1% are below.
38.6% are above or equal to 4/27 close (3 days ago), 61.4% are below.
38.8% are above or equal to 4/26 close (4 days ago), 61.2% are below.
42.5% are above or equal to 4/25 close (5 days ago), 57.5% are below.
50.7% are above or equal to 4/24 close (6 days ago), 49.3% are below.
61.2% are above or equal to 4/21 close (7 days ago), 38.8% are below.
58.7% are above or equal to 4/20 close (8 days ago), 41.3% are below.
66.3% are above or equal to 4/19 close (9 days ago), 33.7% are below.
65.2% are above or equal to 4/18 close (10 days ago), 34.8% are below.
63.0% are above or equal to 4/17 close (11 days ago), 37.0% are below.
69.1% are above or equal to 4/13 close (12 days ago), 30.9% are below.
64.4% are above or equal to 4/12 close (13 days ago), 35.6% are below.
58.7% are above or equal to 4/11 close (14 days ago), 41.3% are below.
59.3% are above or equal to 4/10 close (15 days ago), 40.7% are below.
61.2% are above or equal to 4/7 close (16 days ago), 38.8% are below.
59.8% are above or equal to 4/6 close (17 days ago), 40.2% are below.
64.7% are above or equal to 4/5 close (18 days ago), 35.3% are below.
60.2% are above or equal to 4/4 close (19 days ago), 39.8% are below.
58.1% are above or equal to 4/3 close (20 days ago), 41.9% are below.
54.8% are above or equal to 3/31 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170502 Closing)
20d: 15.9% new highs, 11.6% new lows
21d: 15.9% new highs, 11.6% new lows
42d: 12.0% new highs, 7.9% new lows
63d: 10.2% new highs, 5.9% new lows
126d: 9.1% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170502 Closing)
2-day: 50.2% above, 49.8% below
3-day: 53.9% above, 46.1% below
4-day: 46.4% above, 53.6% below
5-day: 42.9% above, 57.1% below
8-day: 47.6% above, 52.4% below
10-day: 53.2% above, 46.8% below
20-day: 60.2% above, 39.8% below
50-day: 56.3% above, 43.7% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170502 Closing)
HEAL(46): 2.00% Top=THC CYH MOH IRTC BKD ACHC UHS DXCM ….. HOLX UNH PKI BDX PRAH TVTY MZOR IRWD=Bottom (Health)
TRAN(24): 1.01% Top=DAL UAL AAL LUV SAVE ALK JBLU JBHT ….. ODFL CSX XPO SWFT UNP WAB GWR EXPD=Bottom (Transportation)
LEIS(35): 1.00% Top=TXRH HLT SONC CMG GPRO HGV PK EXPE ….. MGM RCL LVS SIX WYNN MLCO BLMN BYD=Bottom (Leisure)
RETA(58): 0.95% Top=SHLD TLRD W ANF KORS DSW KSS ETSY ….. KAR KMX KR WBA PAG AN CVS LL=Bottom (Retail & Specialty Retail)
CONS(52): 0.60% Top=PBI COH FOSL EPC TRVG CRI RL LULU ….. PG SKX BC CL KMB CLX ECL ELF=Bottom (Consumer)
COSW(77): 0.55% Top=IAC NTNX SHOP SABR TWTR WUBA GRUB TRIP ….. VMW FIS TWLO NTES FEYE CDK BITA MULE=Bottom (Computer Software/Internet)
DISV(46): 0.33% Top=ZTO YY KBR ATHN ULTA RHI MAN CAR ….. WTW BAH VRSK SCI CXW TAL WEX FLT=Bottom (Diversified Services)
MATE(25): 0.23% Top=MLM VMC SUM FAST FLR EXP WCN SRCL ….. TPH OC USG MDR DHI CAA DAR KBH=Bottom (Materials & Construction)
META(28): 0.19% Top=CNX CCJ FCX FNV NEM TAHO SLW RGLD ….. TX CENX CMC SSRI TECK SLCA CDE AGI=Bottom (Metals & Mining)
COHW(35): 0.06% Top=CTL LVLT PANW SSYS VRSN JNPR CSCO BCE ….. S QCOM CIEN ARRS FNSR COMM ACIA TMUS=Bottom (Computer Hardware/Telecom)
MANU(34): 0.06% Top=CMI AME ETN DCI MWA SNA SWK FLS ….. DOV MHK AGCO TEX ATI RS XYL EMR=Bottom (Manufacturing)
FINA(88): -0.27% Top=SYF PYPL RJF TROW EFX CIT COF ATH ….. BOFI CFR SBNY FNB OZRK PB TWNK WDR=Bottom (Banks/Financials)
INSU(28): -0.37% Top=MTG CNO AFL ALL RDN WLTW AGO HIG ….. XL TRV FAF FNF PGR AJG ORI AFSI=Bottom (Insurance)
REAL(102): -0.48% Top=HST BAM GGP PEB ARE KIM FCH KRG ….. EDR EXR GEO AGNC HTA QTS CIM SKT=Bottom (Real Estate)
ELEC(46): -0.71% Top=CGNX SPWR PI FSLR AVGO INTC AYI ICHR ….. OCLR ON NVDA AMKR CY XPER IDTI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): -0.71% Top=WLK APD SHW DD PX FMC PPG DOW ….. OLN CF AXTA TROX PAH CC VSM MOS=Bottom (Chemicals/Fertilizers)
ENER(88): -0.95% Top=FTI VVV COG ETP MPC HFC TSO RICE ….. QEP LPI EEP DO WLL CRC ATW RDC=Bottom (Energy)

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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