daytrend

05/03/2017

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

Closing Stats
by daytrend on 20170503. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170503 Closing)
15.7% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
32.8% are below yesterday’s low.
51.5% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
64.4% of stocks with today’s low < yesterday’s low. (35.6% greater than).

EVIDENCE OF INTRADAY TREND (20170503 Closing)
43.8% of stocks are above today’s open. (55.0% are below).
30.7% of stocks are above today’s open and yesterday’s close.
52.8% are below both.
5.2% of stocks opened above yesterday’s high.
26.4% of stocks opened above yesterday’s close. (69.5% opened below yesterday’s close).
13.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170503 Closing)
9.1% of stocks are in the top 10% of today’s range.
20.2% are in the top 20%.
49.9% are in the top half. 50.1% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
7.9% are in the bottom 10%.

GAIN (20170503 Closing)
34.7% of stocks are above yesterday’s close. (65.3% are below.)
1.5% are up 4.5% or more. 3.0% are down 4.5% or more.
2.4% are up 3.5% or more. 4.5% are down 3.5% or more.
57.2% are between +1% and -1%.

RSI on DAILY (20170503 Closing)
2-day: >=95:4.6%…>=90:7.6%…>=80:13.8%…>=50:36.7%…<=20:33.7%…<=10:19.8%…<=5:11.7%…
9-day: >=95:0.1%…>=90:1.2%…>=80:5.9%…>=50:51.1%…<=20:3.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:53.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170503 Closing)
15.7% above previous 1 highs, 32.8% below previous 1 lows
12.2% above previous 2 highs, 23.3% below previous 2 lows
10.1% above previous 3 highs, 20.9% below previous 3 lows
7.6% above previous 4 highs, 19.1% below previous 4 lows
5.4% above previous 5 highs, 17.6% below previous 5 lows
5.2% above previous 6 highs, 16.2% below previous 6 lows
5.1% above previous 7 highs, 14.8% below previous 7 lows
5.1% above previous 8 highs, 12.5% below previous 8 lows
5.1% above previous 9 highs, 11.6% below previous 9 lows
5.1% above previous 10 highs, 11.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170503 Closing)
34.7% are above or equal to 5/2 close (1 days ago), 65.3% are below.
40.7% are above or equal to 5/1 close (2 days ago), 59.3% are below.
46.3% are above or equal to 4/28 close (3 days ago), 53.7% are below.
34.6% are above or equal to 4/27 close (4 days ago), 65.4% are below.
36.9% are above or equal to 4/26 close (5 days ago), 63.1% are below.
38.6% are above or equal to 4/25 close (6 days ago), 61.4% are below.
45.6% are above or equal to 4/24 close (7 days ago), 54.4% are below.
56.0% are above or equal to 4/21 close (8 days ago), 44.0% are below.
53.6% are above or equal to 4/20 close (9 days ago), 46.4% are below.
60.6% are above or equal to 4/19 close (10 days ago), 39.4% are below.
61.4% are above or equal to 4/18 close (11 days ago), 38.6% are below.
59.6% are above or equal to 4/17 close (12 days ago), 40.4% are below.
64.1% are above or equal to 4/13 close (13 days ago), 35.9% are below.
59.4% are above or equal to 4/12 close (14 days ago), 40.6% are below.
54.0% are above or equal to 4/11 close (15 days ago), 46.0% are below.
55.1% are above or equal to 4/10 close (16 days ago), 44.9% are below.
56.7% are above or equal to 4/7 close (17 days ago), 43.3% are below.
56.1% are above or equal to 4/6 close (18 days ago), 43.9% are below.
61.1% are above or equal to 4/5 close (19 days ago), 38.9% are below.
57.5% are above or equal to 4/4 close (20 days ago), 42.5% are below.
56.2% are above or equal to 4/3 close (21 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170503 Closing)
20d: 8.8% new highs, 16.8% new lows
21d: 8.6% new highs, 16.8% new lows
42d: 6.5% new highs, 10.8% new lows
63d: 5.4% new highs, 9.0% new lows
126d: 4.9% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170503 Closing)
2-day: 32.7% above, 67.3% below
3-day: 37.4% above, 62.6% below
4-day: 41.2% above, 58.8% below
5-day: 37.9% above, 62.1% below
8-day: 38.8% above, 61.2% below
10-day: 43.9% above, 56.1% below
20-day: 54.0% above, 46.0% below
50-day: 52.0% above, 48.0% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170503 Closing)
DISV(46): 0.26% Top=MYGN RRD WTW CNDT WEX ATHN ULTA TAL ….. ACM KBR CAR ZTO PAYX CXW FLT VRSK=Bottom (Diversified Services)
FINA(89): 0.24% Top=AMTD RF WETF KEY FNB LAZ SIVB MTB ….. TWNK CLNS WDR PSEC ATH VOYA WU ARCC=Bottom (Banks/Financials)
INSU(28): 0.20% Top=ALL PGR PRU FAF XL HIG FNF TRV ….. AJG MMC AGO AFL RDN CLGX CNO AFSI=Bottom (Insurance)
LEIS(35): 0.19% Top=BYD YUM DPZ MCD YUMC MLCO DRI EAT ….. DNKN H HLT WEN STAY CMG HGV GPRO=Bottom (Leisure)
ELEC(46): 0.04% Top=FSLR MRVL BRKR SIMO CAVM FTV SWKS NVDA ….. GRMN FLEX TER TRMB JBL CGNX HIMX ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.03% Top=RSPP NFX ATW PE RIG OAS CLR ECA ….. FRAC ETP SM NBL HFC PDCE XOG APC=Bottom (Energy)
RETA(59): -0.18% Top=RH GME SFM TGT JWN KSS KR PIR ….. BBBY GNC KORS SHLD BZUN BLDR MIK ETSY=Bottom (Retail & Specialty Retail)
TRAN(24): -0.24% Top=DAL WAB FDX UPS SAVE UAL AAL ALK ….. JBHT SWFT CP ODFL JBLU NSC TRN XPO=Bottom (Transportation)
MATE(25): -0.37% Top=SUM FAST DHI OC WM CAA TOL DAR ….. EXP KBH LEN RYN PWR WY USG TPH=Bottom (Materials & Construction)
MANU(35): -0.50% Top=DDD AOS AME PNR GE ITW FLS BWXT ….. ROK SNA ETN CMI MWA RS TEX ATI=Bottom (Manufacturing)
CONS(54): -0.52% Top=BERY EL EPC PBI CLX ELF LEG CL ….. FOSL GIL SPB TPX SKX UAA TRVG HBI=Bottom (Consumer)
HEAL(46): -0.54% Top=VWR MOH PRAH TVTY ESRX XRAY TMO VAR ….. OPK IRWD HCA DVA BKD CYH THC DXCM=Bottom (Health)
COHW(35): -0.83% Top=PANW VIAV QCOM WDC SSYS INFN VZ MSI ….. JNPR CTL FNSR TMUS ZAYO ACIA TDS S=Bottom (Computer Hardware/Telecom)
COSW(79): -0.91% Top=FEYE CTXS LC GRUB TWTR GOOG TEAM NTES ….. MULE BITA SQ NTNX MTCH ADP AKAM TWLO=Bottom (Computer Software/Internet)
REAL(102): -1.44% Top=SHO RLJ HTA NYRT PEB AMH EDR APLE ….. ARI SRC UNIT DDR CBL KRG MAC WPG=Bottom (Real Estate)
CHEM(27): -1.49% Top=TROX GRA APD PX SHW PPG RPM MON ….. HUN PAH WLK SMG CF FMC OLN MOS=Bottom (Chemicals/Fertilizers)
META(27): -1.92% Top=TAHO FNV PAAS NEM AGI RGLD AEM ABX ….. CMC STLD SCCO AA FCX CLF TECK SLCA=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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