daytrend

05/05/2017

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

Closing Stats
by daytrend on 20170505. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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

COMPARED TO YESTERDAY’S RANGE (20170505 Closing)
43.7% of stocks are above yesterday’s high.
74.5% are above yesterday’s midpoint. (25.5% are below.)
7.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
58.6% of stocks with today’s high > yesterday’s high. (41.4% less than).
26.1% of stocks with today’s low < yesterday’s low. (73.9% greater than).

EVIDENCE OF INTRADAY TREND (20170505 Closing)
68.1% of stocks are above today’s open. (29.2% are below).
65.9% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
16.8% of stocks opened above yesterday’s high.
80.2% of stocks opened above yesterday’s close. (14.2% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170505 Closing)
34.2% of stocks are in the top 10% of today’s range.
49.0% are in the top 20%.
78.2% are in the top half. 21.8% of stocks are in the bottom half of today’s range.
4.2% are in the bottom 20%.
1.2% are in the bottom 10%.

GAIN (20170505 Closing)
77.4% of stocks are above yesterday’s close. (22.6% are below.)
5.1% are up 4.5% or more. 0.7% are down 4.5% or more.
8.8% are up 3.5% or more. 1.2% are down 3.5% or more.
54.7% are between +1% and -1%.

RSI on DAILY (20170505 Closing)
2-day: >=95:7.1%…>=90:15.5%…>=80:29.5%…>=50:70.8%…<=20:9.4%…<=10:5.4%…<=5:2.7%…
9-day: >=95:0.3%…>=90:1.4%…>=80:7.2%…>=50:60.3%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:58.8%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170505 Closing)
43.7% above previous 1 highs, 7.5% below previous 1 lows
28.6% above previous 2 highs, 4.4% below previous 2 lows
20.5% above previous 3 highs, 4.0% below previous 3 lows
17.8% above previous 4 highs, 3.5% below previous 4 lows
14.8% above previous 5 highs, 3.3% below previous 5 lows
12.9% above previous 6 highs, 3.3% below previous 6 lows
10.8% above previous 7 highs, 2.8% below previous 7 lows
10.4% above previous 8 highs, 2.7% below previous 8 lows
10.1% above previous 9 highs, 2.6% below previous 9 lows
10.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170505 Closing)
77.4% are above or equal to 5/4 close (1 days ago), 22.6% are below.
67.6% are above or equal to 5/3 close (2 days ago), 32.4% are below.
57.0% are above or equal to 5/2 close (3 days ago), 43.0% are below.
55.3% are above or equal to 5/1 close (4 days ago), 44.7% are below.
55.1% are above or equal to 4/28 close (5 days ago), 44.9% are below.
46.7% are above or equal to 4/27 close (6 days ago), 53.3% are below.
44.9% are above or equal to 4/26 close (7 days ago), 55.1% are below.
45.6% are above or equal to 4/25 close (8 days ago), 54.4% are below.
52.9% are above or equal to 4/24 close (9 days ago), 47.1% are below.
60.5% are above or equal to 4/21 close (10 days ago), 39.5% are below.
58.7% are above or equal to 4/20 close (11 days ago), 41.3% are below.
65.4% are above or equal to 4/19 close (12 days ago), 34.6% are below.
64.1% are above or equal to 4/18 close (13 days ago), 35.9% are below.
61.9% are above or equal to 4/17 close (14 days ago), 38.1% are below.
68.2% are above or equal to 4/13 close (15 days ago), 31.8% are below.
62.6% are above or equal to 4/12 close (16 days ago), 37.4% are below.
58.7% are above or equal to 4/11 close (17 days ago), 41.3% are below.
59.8% are above or equal to 4/10 close (18 days ago), 40.2% are below.
60.2% are above or equal to 4/7 close (19 days ago), 39.8% are below.
60.3% are above or equal to 4/6 close (20 days ago), 39.7% are below.
63.7% are above or equal to 4/5 close (21 days ago), 36.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170505 Closing)
20d: 13.7% new highs, 5.1% new lows
21d: 13.7% new highs, 5.1% new lows
42d: 11.6% new highs, 3.6% new lows
63d: 10.1% new highs, 2.8% new lows
126d: 9.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170505 Closing)
2-day: 75.2% above, 24.8% below
3-day: 73.9% above, 26.1% below
4-day: 67.1% above, 32.9% below
5-day: 63.6% above, 36.4% below
8-day: 53.9% above, 46.1% below
10-day: 52.5% above, 47.5% below
20-day: 60.0% above, 40.0% below
50-day: 56.7% above, 43.3% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170505 Closing)
ENER(87): 4.02% Top=CRC DO ATW RDC REN RIG PE SN ….. MMP ETP APC CVX MRO BPL XOM MDU=Bottom (Energy)
META(27): 2.06% Top=SLCA CNX CDE AG PAAS AGI RGLD AEM ….. X FCX ABX CMC STLD CLF NUE TX=Bottom (Metals & Mining)
RETA(58): 1.59% Top=BZUN RH ETSY ANF SHLD DSW SFM LB ….. WBA WSM BLDR JWN TJX AMZN NFLX COST=Bottom (Retail & Specialty Retail)
CHEM(27): 1.49% Top=CF FMC DD DOW WLK PX HUN PAH ….. PPG RPM AXTA MOS MON CC SHW VSM=Bottom (Chemicals/Fertilizers)
MANU(36): 1.14% Top=MRC DDD CFX FLS DOV ATI PNR XYL ….. HON GE ROP MHK DHR AME PH CMI=Bottom (Manufacturing)
COHW(37): 1.05% Top=ACIA TDS VIAV SSYS ANET FNSR GOGO BBRY ….. CIEN LVLT CTL CDW VRSN MSI INFN UBNT=Bottom (Computer Hardware/Telecom)
REAL(103): 0.87% Top=SRC RLGY MPW CBG HR VER EPR GEO ….. TCO SPG SC STOR CBL AMH PEI MFA=Bottom (Real Estate)
ELEC(48): 0.77% Top=PI CSIQ SPWR AYI OCLR ON BRKR GRMN ….. SIMO TEL MSCC CAVM AMKR CRUS FIT XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 0.76% Top=NTNX SHOP DATA SYNT FEYE MDRX TTWO IAC ….. FIS SQ CA MANH AKAM IBM TWLO ZEN=Bottom (Computer Software/Internet)
MATE(25): 0.72% Top=MDR DAR OC RYN USG SRCL WY EXP ….. RSG MLM LEN CAA VMC PWR SUM FLR=Bottom (Materials & Construction)
CONS(54): 0.69% Top=HBI TPX RL FOSL BC PBI KS PKG ….. EPC SON WWW BLL NKE ENR TRVG COTY=Bottom (Consumer)
TRAN(24): 0.66% Top=XPO KSU GWR CNI CP AAL TRN WAB ….. LUV DAL CSX SAVE EXPD JBLU ALK ODFL=Bottom (Transportation)
LEIS(37): 0.46% Top=SHAK QSR GPRO DPZ H JACK STAY HLT ….. EXPE MLCO EAT SEAS DNKN BLMN WYNN YUMC=Bottom (Leisure)
DISV(47): 0.40% Top=ILG RRD ATHN CXW VRSK MYGN TRU YY ….. V WTW TAL MMS MCO RBA AMN AL=Bottom (Diversified Services)
HEAL(48): 0.31% Top=MZOR MOH PRXL PKI CNC DXCM LH THC ….. ESRX IRTC UHS OPK MD ACHC VWR ALGN=Bottom (Health)
INSU(30): 0.25% Top=AGO WLTW FAF MBI PGR AON FNF AJG ….. UNM CINF XL PRU AIZ CNO RDN MTG=Bottom (Insurance)
FINA(89): -0.01% Top=CLNS TD KKR BMO EFX EV APO TWNK ….. SNV KEY FHN CFG USB NAVI HOMB SLM=Bottom (Banks/Financials)

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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