daytrend

05/04/2017

Filed under: Market Stats — daytrend @ 4:11 pm

Closing Stats
by daytrend on 20170504. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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

COMPARED TO YESTERDAY’S RANGE (20170504 Closing)
23.3% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
29.0% are below yesterday’s low.
47.7% are inside yesterday’s range.
46.3% of stocks with today’s high > yesterday’s high. (53.7% less than).
53.5% of stocks with today’s low < yesterday’s low. (46.5% greater than).

EVIDENCE OF INTRADAY TREND (20170504 Closing)
40.1% of stocks are above today’s open. (58.6% are below).
35.9% of stocks are above today’s open and yesterday’s close.
47.7% are below both.
19.7% of stocks opened above yesterday’s high.
58.6% of stocks opened above yesterday’s close. (37.5% opened below yesterday’s close).
12.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170504 Closing)
13.7% of stocks are in the top 10% of today’s range.
24.2% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20170504 Closing)
48.1% of stocks are above yesterday’s close. (51.9% are below.)
1.8% are up 4.5% or more. 6.6% are down 4.5% or more.
2.6% are up 3.5% or more. 8.7% are down 3.5% or more.
56.9% are between +1% and -1%.

RSI on DAILY (20170504 Closing)
2-day: >=95:6.0%…>=90:9.8%…>=80:19.0%…>=50:42.4%…<=20:34.3%…<=10:21.6%…<=5:13.4%…
9-day: >=95:0.2%…>=90:1.5%…>=80:6.1%…>=50:49.8%…<=20:5.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:52.1%…<=20:1.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170504 Closing)
23.3% above previous 1 highs, 29.0% below previous 1 lows
17.0% above previous 2 highs, 26.1% below previous 2 lows
15.1% above previous 3 highs, 23.7% below previous 3 lows
12.4% above previous 4 highs, 22.6% below previous 4 lows
10.8% above previous 5 highs, 21.0% below previous 5 lows
9.8% above previous 6 highs, 20.2% below previous 6 lows
9.4% above previous 7 highs, 19.7% below previous 7 lows
9.1% above previous 8 highs, 18.8% below previous 8 lows
9.0% above previous 9 highs, 17.1% below previous 9 lows
8.9% above previous 10 highs, 16.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170504 Closing)
48.1% are above or equal to 5/3 close (1 days ago), 51.9% are below.
38.2% are above or equal to 5/2 close (2 days ago), 61.8% are below.
41.5% are above or equal to 5/1 close (3 days ago), 58.5% are below.
46.2% are above or equal to 4/28 close (4 days ago), 53.8% are below.
37.2% are above or equal to 4/27 close (5 days ago), 62.8% are below.
38.1% are above or equal to 4/26 close (6 days ago), 61.9% are below.
39.5% are above or equal to 4/25 close (7 days ago), 60.5% are below.
44.9% are above or equal to 4/24 close (8 days ago), 55.1% are below.
52.6% are above or equal to 4/21 close (9 days ago), 47.4% are below.
51.1% are above or equal to 4/20 close (10 days ago), 48.9% are below.
58.5% are above or equal to 4/19 close (11 days ago), 41.5% are below.
58.1% are above or equal to 4/18 close (12 days ago), 41.9% are below.
56.7% are above or equal to 4/17 close (13 days ago), 43.3% are below.
62.1% are above or equal to 4/13 close (14 days ago), 37.9% are below.
57.3% are above or equal to 4/12 close (15 days ago), 42.7% are below.
53.6% are above or equal to 4/11 close (16 days ago), 46.4% are below.
55.3% are above or equal to 4/10 close (17 days ago), 44.7% are below.
56.6% are above or equal to 4/7 close (18 days ago), 43.4% are below.
56.6% are above or equal to 4/6 close (19 days ago), 43.4% are below.
60.3% are above or equal to 4/5 close (20 days ago), 39.7% are below.
56.7% are above or equal to 4/4 close (21 days ago), 43.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170504 Closing)
20d: 15.6% new highs, 22.6% new lows
21d: 15.5% new highs, 22.4% new lows
42d: 11.0% new highs, 15.1% new lows
63d: 9.1% new highs, 14.0% new lows
126d: 7.9% new highs, 6.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170504 Closing)
2-day: 47.2% above, 52.8% below
3-day: 39.6% above, 60.4% below
4-day: 41.5% above, 58.5% below
5-day: 41.5% above, 58.5% below
8-day: 39.9% above, 60.1% below
10-day: 43.1% above, 56.9% below
20-day: 52.4% above, 47.6% below
50-day: 51.7% above, 48.3% below
200-day: 63.1% above, 36.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170504 Closing)
COSW(80): 0.90% Top=SQ DATA TTD MTCH FEYE TEAM SNAP WUBA ….. MANH VIPS TTWO CTXS FB CDK NTES BITA=Bottom (Computer Software/Internet)
INSU(30): 0.81% Top=WLTW MTG AFSI RDN AIG LNC FNF MET ….. FAF TRV AIZ TMK CINF AFL L AGO=Bottom (Insurance)
CONS(54): 0.50% Top=BLL CHD GIL BERY SEE GPK PKG CCK ….. LULU FL TRVG EPC WHR ENR PBI FOSL=Bottom (Consumer)
HEAL(47): 0.42% Top=ALGN PRXL TVTY IRWD XRAY ABT DXCM THC ….. ESRX NUVA UHS MZOR DVA ZBH IRTC MD=Bottom (Health)
ELEC(47): 0.39% Top=FIT XPER PI BRKR AMKR GRMN AYI CAVM ….. AVGO SIMO FLEX QRVO ICHR HIMX AMD SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.12% Top=GPN TAL VNTV G CNDT VRSK FISV LDOS ….. KBR RBA WEX MYGN AMN CAR WTW RRD=Bottom (Diversified Services)
TRAN(24): 0.03% Top=XPO UAL EXPD DAL FDX KSU CSX LUV ….. ODFL SAVE JBHT TRN CP ALK JBLU GWR=Bottom (Transportation)
FINA(89): -0.05% Top=OMF PVTB WETF WBS TWNK SEIC FRC RF ….. AMTD CFR FII NAVI KKR VOYA SLM LAZ=Bottom (Banks/Financials)
LEIS(36): -0.06% Top=HGV SIX H DPZ EXPE WEN YUM JACK ….. RRR LVS SEAS CMG YUMC GPRO TXRH SHAK=Bottom (Leisure)
MATE(25): -0.14% Top=SUM TOL DAR CAA TPH FAST VMC KBH ….. PWR WY MLM EXP USG FLR RYN MDR=Bottom (Materials & Construction)
MANU(35): -0.14% Top=XYL DHR SNA TTC AOS SWK MHK DE ….. CMI EMR ATI CAT CFX KMT DDD FLS=Bottom (Manufacturing)
CHEM(27): -0.26% Top=CF CC SHW ALB VSM APD PPG PX ….. GRA EMN FMC MOS PAH WLK OLN TROX=Bottom (Chemicals/Fertilizers)
COHW(36): -0.35% Top=ARRS VIAV PANW S FNSR QCOM CCI HRS ….. TU VG T ZAYO SSYS LVLT CTL COMM=Bottom (Computer Hardware/Telecom)
RETA(59): -0.54% Top=CVS TLRD ORLY COST AAP SBH NFLX ETSY ….. BIG PIR DSW ANF PAG CHS GNC LB=Bottom (Retail & Specialty Retail)
REAL(103): -1.10% Top=PDM DEI ESS CLI TWO UDR AVB PSA ….. WPG VER DDR PEI OUT STOR CBL SRC=Bottom (Real Estate)
META(27): -3.00% Top=NUE CMC CLF STLD X GG NEM ABX ….. SLCA TAHO CENX CNX TECK AGI SSRI AG=Bottom (Metals & Mining)
ENER(88): -3.48% Top=NBL MTDR VVV APC INT MMP PDCE MDU ….. SM LPI OAS REN SN PUMP SPN CRC=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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