daytrend

05/11/2017

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

Closing Stats
by daytrend on 20170511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 864.

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

COMPARED TO YESTERDAY’S RANGE (20170511 Closing)
14.0% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
28.1% are below yesterday’s low.
57.9% are inside yesterday’s range.
32.1% of stocks with today’s high > yesterday’s high. (67.9% less than).
64.7% of stocks with today’s low < yesterday’s low. (35.3% greater than).

EVIDENCE OF INTRADAY TREND (20170511 Closing)
40.3% of stocks are above today’s open. (58.4% are below).
24.5% of stocks are above today’s open and yesterday’s close.
56.0% are below both.
5.7% of stocks opened above yesterday’s high.
21.5% of stocks opened above yesterday’s close. (75.3% opened below yesterday’s close).
11.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170511 Closing)
12.2% of stocks are in the top 10% of today’s range.
24.9% are in the top 20%.
58.7% are in the top half. 41.3% of stocks are in the bottom half of today’s range.
14.8% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170511 Closing)
28.2% of stocks are above yesterday’s close. (71.8% are below.)
0.8% are up 4.5% or more. 2.2% are down 4.5% or more.
1.5% are up 3.5% or more. 3.1% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20170511 Closing)
2-day: >=95:6.0%…>=90:10.6%…>=80:18.5%…>=50:40.4%…<=20:24.3%…<=10:12.0%…<=5:5.9%…
9-day: >=95:0.2%…>=90:1.2%…>=80:5.8%…>=50:53.6%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.1%…>=50:54.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170511 Closing)
14.0% above previous 1 highs, 28.1% below previous 1 lows
11.3% above previous 2 highs, 20.1% below previous 2 lows
10.1% above previous 3 highs, 17.5% below previous 3 lows
8.9% above previous 4 highs, 14.1% below previous 4 lows
8.3% above previous 5 highs, 11.6% below previous 5 lows
6.9% above previous 6 highs, 8.9% below previous 6 lows
6.1% above previous 7 highs, 8.3% below previous 7 lows
5.4% above previous 8 highs, 7.6% below previous 8 lows
4.7% above previous 9 highs, 7.1% below previous 9 lows
4.2% above previous 10 highs, 6.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170511 Closing)
28.2% are above or equal to 5/10 close (1 days ago), 71.8% are below.
50.8% are above or equal to 5/9 close (2 days ago), 49.2% are below.
48.0% are above or equal to 5/8 close (3 days ago), 52.0% are below.
44.7% are above or equal to 5/5 close (4 days ago), 55.3% are below.
56.3% are above or equal to 5/4 close (5 days ago), 43.8% are below.
56.0% are above or equal to 5/3 close (6 days ago), 44.0% are below.
50.3% are above or equal to 5/2 close (7 days ago), 49.7% are below.
49.7% are above or equal to 5/1 close (8 days ago), 50.3% are below.
52.4% are above or equal to 4/28 close (9 days ago), 47.6% are below.
43.8% are above or equal to 4/27 close (10 days ago), 56.3% are below.
43.3% are above or equal to 4/26 close (11 days ago), 56.7% are below.
45.1% are above or equal to 4/25 close (12 days ago), 54.9% are below.
48.4% are above or equal to 4/24 close (13 days ago), 51.6% are below.
57.6% are above or equal to 4/21 close (14 days ago), 42.4% are below.
54.6% are above or equal to 4/20 close (15 days ago), 45.4% are below.
61.5% are above or equal to 4/19 close (16 days ago), 38.5% are below.
60.6% are above or equal to 4/18 close (17 days ago), 39.4% are below.
59.6% are above or equal to 4/17 close (18 days ago), 40.4% are below.
65.2% are above or equal to 4/13 close (19 days ago), 34.8% are below.
59.8% are above or equal to 4/12 close (20 days ago), 40.2% are below.
53.7% are above or equal to 4/11 close (21 days ago), 46.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170511 Closing)
20d: 7.9% new highs, 10.9% new lows
21d: 7.6% new highs, 10.6% new lows
42d: 6.9% new highs, 9.3% new lows
63d: 5.3% new highs, 8.2% new lows
126d: 5.2% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170511 Closing)
2-day: 26.7% above, 73.3% below
3-day: 41.6% above, 58.4% below
4-day: 44.1% above, 55.9% below
5-day: 43.1% above, 56.9% below
8-day: 49.4% above, 50.6% below
10-day: 51.5% above, 48.5% below
20-day: 53.9% above, 46.1% below
50-day: 55.9% above, 44.1% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170511 Closing)
META(27): 1.11% Top=RGLD AG SSRI CDE PAAS SLW SCCO TAHO ….. TECK CENX STLD NUE CCJ CLF CMC X=Bottom (Metals & Mining)
ELEC(47): 0.26% Top=HIMX FLEX NVDA AMD XPER MXL SPWR CAVM ….. ADI INTC SIMO GLW WAT BRKR AYI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): -0.08% Top=IRTC BDX MZOR ANTM ZBH BKD OPK AET ….. IART HRC ABT CNC STE MOH DXCM HOLX=Bottom (Health)
INSU(29): -0.17% Top=MTG RDN AGO CNO AIG WLTW CINF AON ….. AFL TMK PGR ORI MET L LNC SLF=Bottom (Insurance)
MANU(36): -0.34% Top=DDD MRC CAT GE CFX MHK SNA HON ….. FLS EMR WBT PNR KMT ITT TEX ATI=Bottom (Manufacturing)
MATE(24): -0.42% Top=LEN USG PHM CAA DHI KBH TOL EXP ….. WM SRCL FLR FAST VMC SUM RYN MDR=Bottom (Materials & Construction)
TRAN(24): -0.43% Top=CSX UNP GWR FDX ALK EXPD XPO KSU ….. JBHT SAVE WAB UPS CNI UAL AAL NAT=Bottom (Transportation)
DISV(48): -0.44% Top=WTW AL WEX CTAS ROL ALLE GPN LDOS ….. RHI RBA VNTV RRD CXW ADS MYGN CAR=Bottom (Diversified Services)
LEIS(37): -0.47% Top=GPRO SHAK DRI CMG WEN YUM RRR HLT ….. QSR JACK PK YUMC LVS SEAS TXRH MLCO=Bottom (Leisure)
COSW(84): -0.54% Top=COUP MTCH MDRX YELP NATI MDSO BIDU JD ….. SSNC NUAN NCR FEYE ATHM TRIP SYMC SNAP=Bottom (Computer Software/Internet)
CHEM(28): -0.61% Top=MOS IFF DOW ALB OLN PX HUN PAH ….. APD CC EMN WLK ASH CF TROX SMG=Bottom (Chemicals/Fertilizers)
COHW(37): -0.62% Top=ACIA SSYS GOGO AAPL ANET CDW WDC UBNT ….. STX BBRY LVLT COMM FNSR TDS CTL VG=Bottom (Computer Hardware/Telecom)
ENER(90): -0.76% Top=RICE SWN GPOR KOS HES XOM XOG BWP ….. CRC REN VVV EEP SPN ATW NBR CVE=Bottom (Energy)
REAL(106): -0.77% Top=HCN BAM HCP AMH SNH CCP OHI VTR ….. SRC NNN UNIT FCH RLJ ALLY CBG NYRT=Bottom (Real Estate)
CONS(52): -0.94% Top=LULU SPB TPX ENR CSL NWL WRK WHR ….. HBI CRI PVH SKX WWW RL ELF FOSL=Bottom (Consumer)
FINA(88): -0.99% Top=CLNS NDAQ C TWNK LAZ BLK ICE APO ….. SLM FHN FNB OZRK SYF HOMB WDR PSEC=Bottom (Banks/Financials)
RETA(59): -1.82% Top=BZUN BID WFM SFM LL CVS KR GNC ….. AEO FINL CHS TLRD JWN KSS DSW M=Bottom (Retail & Specialty Retail)

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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