daytrend

05/10/2017

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

Closing Stats
by daytrend on 20170510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170510 Closing)
38.2% of stocks are above yesterday’s high.
65.4% are above yesterday’s midpoint. (34.6% are below.)
11.6% are below yesterday’s low.
50.2% are inside yesterday’s range.
56.2% of stocks with today’s high > yesterday’s high. (43.8% less than).
38.8% of stocks with today’s low < yesterday’s low. (61.2% greater than).

EVIDENCE OF INTRADAY TREND (20170510 Closing)
73.3% of stocks are above today’s open. (25.7% are below).
66.4% of stocks are above today’s open and yesterday’s close.
21.1% are below both.
10.1% of stocks opened above yesterday’s high.
42.3% of stocks opened above yesterday’s close. (52.8% opened below yesterday’s close).
9.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170510 Closing)
17.0% of stocks are in the top 10% of today’s range.
34.2% are in the top 20%.
71.6% are in the top half. 28.4% of stocks are in the bottom half of today’s range.
9.0% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20170510 Closing)
72.8% of stocks are above yesterday’s close. (27.2% are below.)
3.4% are up 4.5% or more. 0.9% are down 4.5% or more.
6.0% are up 3.5% or more. 1.2% are down 3.5% or more.
59.1% are between +1% and -1%.

RSI on DAILY (20170510 Closing)
2-day: >=95:11.0%…>=90:19.8%…>=80:35.0%…>=50:67.8%…<=20:12.5%…<=10:6.3%…<=5:2.4%…
9-day: >=95:0.2%…>=90:1.5%…>=80:7.9%…>=50:62.0%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:4.2%…>=50:61.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170510 Closing)
38.2% above previous 1 highs, 11.6% below previous 1 lows
30.1% above previous 2 highs, 9.2% below previous 2 lows
27.6% above previous 3 highs, 7.4% below previous 3 lows
25.3% above previous 4 highs, 6.0% below previous 4 lows
21.7% above previous 5 highs, 5.1% below previous 5 lows
18.4% above previous 6 highs, 4.8% below previous 6 lows
17.4% above previous 7 highs, 4.4% below previous 7 lows
15.3% above previous 8 highs, 4.3% below previous 8 lows
13.9% above previous 9 highs, 4.1% below previous 9 lows
11.8% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170510 Closing)
72.8% are above or equal to 5/9 close (1 days ago), 27.2% are below.
62.7% are above or equal to 5/8 close (2 days ago), 37.3% are below.
56.2% are above or equal to 5/5 close (3 days ago), 43.8% are below.
68.0% are above or equal to 5/4 close (4 days ago), 32.0% are below.
65.6% are above or equal to 5/3 close (5 days ago), 34.4% are below.
59.6% are above or equal to 5/2 close (6 days ago), 40.4% are below.
57.5% are above or equal to 5/1 close (7 days ago), 42.5% are below.
59.6% are above or equal to 4/28 close (8 days ago), 40.4% are below.
49.8% are above or equal to 4/27 close (9 days ago), 50.2% are below.
48.2% are above or equal to 4/26 close (10 days ago), 51.8% are below.
49.7% are above or equal to 4/25 close (11 days ago), 50.3% are below.
54.2% are above or equal to 4/24 close (12 days ago), 45.8% are below.
63.3% are above or equal to 4/21 close (13 days ago), 36.7% are below.
60.8% are above or equal to 4/20 close (14 days ago), 39.2% are below.
65.7% are above or equal to 4/19 close (15 days ago), 34.3% are below.
64.8% are above or equal to 4/18 close (16 days ago), 35.2% are below.
63.6% are above or equal to 4/17 close (17 days ago), 36.4% are below.
68.1% are above or equal to 4/13 close (18 days ago), 31.9% are below.
63.3% are above or equal to 4/12 close (19 days ago), 36.7% are below.
58.1% are above or equal to 4/11 close (20 days ago), 41.9% are below.
58.9% are above or equal to 4/10 close (21 days ago), 41.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170510 Closing)
20d: 13.8% new highs, 5.7% new lows
21d: 13.6% new highs, 5.6% new lows
42d: 11.2% new highs, 4.9% new lows
63d: 9.3% new highs, 4.2% new lows
126d: 8.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170510 Closing)
2-day: 71.3% above, 28.7% below
3-day: 68.0% above, 32.0% below
4-day: 63.4% above, 36.6% below
5-day: 64.4% above, 35.6% below
8-day: 63.7% above, 36.3% below
10-day: 60.4% above, 39.6% below
20-day: 61.9% above, 38.1% below
50-day: 58.7% above, 41.3% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170510 Closing)
ENER(89): 2.38% Top=ATW ETE SPN BAS XOG REN FRAC CRC ….. SLB PSX VLO SM EEP TSO XOM SN=Bottom (Energy)
META(27): 1.54% Top=AG SLCA TAHO CLF CNX SSRI FNV AGI ….. X ABX NEM TECK RGLD CCJ NUE STLD=Bottom (Metals & Mining)
ELEC(49): 1.23% Top=NVDA AMD ICHR SPWR CAVM AMBA MCHP XPER ….. WAT CSIQ BRKR CREE LRCX INTC ON FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): 1.04% Top=LL ANF TLRD CHS W KR AEO DSW ….. WFM ETSY KORS KAR TSCO BLDR SIG GNC=Bottom (Retail & Specialty Retail)
CHEM(28): 1.00% Top=TROX OLN CC HUN WLK FMC VSM ALB ….. PPG MON APD CE MOS DOW SHW DD=Bottom (Chemicals/Fertilizers)
REAL(104): 0.78% Top=SRC TCO RLJ REG BDN VTR RPAI FCH ….. IVR WRI STOR VER AMH AMT ALLY HPT=Bottom (Real Estate)
COSW(83): 0.77% Top=EA NUAN COUP TTWO ATHM SHOP DOX NTNX ….. NOW PTC AKAM SNAP ZEN DNB TTD YELP=Bottom (Computer Software/Internet)
HEAL(48): 0.72% Top=BKD MZOR CYH THC IRWD PRAH CNC ACHC ….. TMO HRC ALGN A XRAY DXCM ESRX OPK=Bottom (Health)
CONS(52): 0.71% Top=COTY WWW KS SKX SEE OI LULU PKG ….. EPC GT CSL NKE PAY UAA RL FOSL=Bottom (Consumer)
LEIS(37): 0.66% Top=SEAS WEN GPRO BLMN YUMC RRR CMG QSR ….. WYN HLT RCL LQ SBUX HGV SHAK CCL=Bottom (Leisure)
MANU(36): 0.37% Top=DDD BWXT KMT CFX FLS TEX CAT MWA ….. ITW AME RS GE AOS IR XYL PNR=Bottom (Manufacturing)
INSU(30): 0.31% Top=AFSI HIG AFL FAF CNO MBI TRV PRU ….. AON MET MTG CLGX RDN AGO AIG AIZ=Bottom (Insurance)
MATE(25): 0.24% Top=VMC MDR EXP RSG PHM KBH USG WM ….. LEN TOL DAR FLR SUM MAS SRCL PWR=Bottom (Materials & Construction)
FINA(88): 0.07% Top=WETF SBNY JNS LAZ EV VOYA PYPL WDR ….. WBS AMTD OMF TWNK BOFI CLNS SLM PSEC=Bottom (Banks/Financials)
COHW(37): -0.08% Top=SSYS COMM VRSN FNSR MSI TMUS NTAP WDC ….. CSCO AAPL TDS INFN PANW VG ZAYO ACIA=Bottom (Computer Hardware/Telecom)
DISV(48): -0.10% Top=FLT HRB URI TAL WTW KBR RBA SERV ….. AL MYGN JEC ACM CNDT CAR ZTO PCLN=Bottom (Diversified Services)
TRAN(24): -0.17% Top=NAT CP GWR DAL TRN CNI AAL NSC ….. JBLU CHRW JBHT ALK UPS XPO SWFT KSU=Bottom (Transportation)

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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