daytrend

05/12/2017

Filed under: Market Stats — daytrend @ 3:13 pm

Closing Stats
by daytrend on 20170512. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20170512 Closing)
12.9% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
28.1% are below yesterday’s low.
59.0% are inside yesterday’s range.
31.0% of stocks with today’s high > yesterday’s high. (69.0% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20170512 Closing)
38.1% of stocks are above today’s open. (59.9% are below).
27.8% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
5.3% of stocks opened above yesterday’s high.
26.0% of stocks opened above yesterday’s close. (68.8% opened below yesterday’s close).
9.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170512 Closing)
10.1% of stocks are in the top 10% of today’s range.
17.4% are in the top 20%.
44.8% are in the top half. 55.2% of stocks are in the bottom half of today’s range.
25.1% are in the bottom 20%.
11.4% are in the bottom 10%.

GAIN (20170512 Closing)
31.5% of stocks are above yesterday’s close. (68.5% are below.)
0.7% are up 4.5% or more. 1.7% are down 4.5% or more.
1.4% are up 3.5% or more. 3.7% are down 3.5% or more.
62.8% are between +1% and -1%.

RSI on DAILY (20170512 Closing)
2-day: >=95:4.5%…>=90:8.6%…>=80:13.7%…>=50:33.6%…<=20:39.1%…<=10:21.1%…<=5:10.2%…
9-day: >=95:0.1%…>=90:0.8%…>=80:4.8%…>=50:45.8%…<=20:2.7%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:48.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170512 Closing)
12.9% above previous 1 highs, 28.1% below previous 1 lows
10.2% above previous 2 highs, 24.0% below previous 2 lows
9.5% above previous 3 highs, 21.1% below previous 3 lows
8.5% above previous 4 highs, 19.6% below previous 4 lows
7.5% above previous 5 highs, 16.8% below previous 5 lows
7.0% above previous 6 highs, 14.1% below previous 6 lows
6.6% above previous 7 highs, 13.0% below previous 7 lows
6.4% above previous 8 highs, 12.4% below previous 8 lows
5.7% above previous 9 highs, 11.8% below previous 9 lows
5.2% above previous 10 highs, 11.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170512 Closing)
31.5% are above or equal to 5/11 close (1 days ago), 68.5% are below.
26.4% are above or equal to 5/10 close (2 days ago), 73.6% are below.
41.3% are above or equal to 5/9 close (3 days ago), 58.7% are below.
40.2% are above or equal to 5/8 close (4 days ago), 59.8% are below.
39.8% are above or equal to 5/5 close (5 days ago), 60.2% are below.
53.1% are above or equal to 5/4 close (6 days ago), 46.9% are below.
49.4% are above or equal to 5/3 close (7 days ago), 50.6% are below.
44.1% are above or equal to 5/2 close (8 days ago), 55.9% are below.
44.4% are above or equal to 5/1 close (9 days ago), 55.6% are below.
46.3% are above or equal to 4/28 close (10 days ago), 53.7% are below.
39.5% are above or equal to 4/27 close (11 days ago), 60.5% are below.
39.4% are above or equal to 4/26 close (12 days ago), 60.6% are below.
40.9% are above or equal to 4/25 close (13 days ago), 59.1% are below.
43.8% are above or equal to 4/24 close (14 days ago), 56.2% are below.
54.4% are above or equal to 4/21 close (15 days ago), 45.6% are below.
51.0% are above or equal to 4/20 close (16 days ago), 49.0% are below.
57.1% are above or equal to 4/19 close (17 days ago), 42.9% are below.
56.3% are above or equal to 4/18 close (18 days ago), 43.7% are below.
54.9% are above or equal to 4/17 close (19 days ago), 45.1% are below.
61.6% are above or equal to 4/13 close (20 days ago), 38.4% are below.
55.3% are above or equal to 4/12 close (21 days ago), 44.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170512 Closing)
20d: 7.1% new highs, 11.1% new lows
21d: 7.1% new highs, 11.1% new lows
42d: 6.2% new highs, 9.1% new lows
63d: 5.6% new highs, 8.6% new lows
126d: 5.2% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170512 Closing)
2-day: 31.1% above, 68.9% below
3-day: 27.5% above, 72.5% below
4-day: 33.6% above, 66.4% below
5-day: 34.6% above, 65.4% below
8-day: 43.3% above, 56.7% below
10-day: 43.0% above, 57.0% below
20-day: 46.8% above, 53.2% below
50-day: 53.0% above, 47.0% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170512 Closing)
META(27): 0.97% Top=CENX PAAS AG SSRI SLW CDE RGLD AA ….. NUE SLCA SCCO TX CMC FCX X CLF=Bottom (Metals & Mining)
COSW(83): 0.46% Top=TTD SNAP BITA ZEN VIPS TWLO FEYE WDAY ….. MDSO OTEX ATHM NTES YELP JCOM MDRX MTCH=Bottom (Computer Software/Internet)
COHW(38): 0.25% Top=ACIA TDS UBNT VG AAPL STX VIAV QCOM ….. CSCO NTAP HRS COMM GOGO MSI ZAYO CDW=Bottom (Computer Hardware/Telecom)
CHEM(29): 0.06% Top=TROX CC OLN WLK PX DD DOW MON ….. EMN GRA AXTA CE FMC CF VSM MOS=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.19% Top=RRR WYNN MLCO LVS DNKN MCD YUMC BYD ….. WYN CCL SHAK PK JACK TXRH SEAS EAT=Bottom (Leisure)
HEAL(46): -0.19% Top=IRWD DXCM PRXL OPK PRAH MOH ALGN BKD ….. IRTC AET THC LH XRAY ESRX HOLX MZOR=Bottom (Health)
DISV(48): -0.33% Top=ZTO TAL FLT CXW AMN V HRB WTW ….. SERV CAR R URI ADS KBR JEC ACM=Bottom (Diversified Services)
FINA(87): -0.43% Top=SBNY WETF AMG C ISBC BLK NDAQ TCF ….. AMTD WFC SLM ETFC VOYA PSEC KKR NAVI=Bottom (Banks/Financials)
TRAN(24): -0.48% Top=NAT FDX KSU UNP CNI NSC CSX UPS ….. TRN UAL DAL LUV AAL SWFT JBLU XPO=Bottom (Transportation)
ELEC(47): -0.51% Top=MXL AVGO BRKR AMD OCLR QRVO NVDA GLW ….. FLEX CREE AMKR CAVM SIMO SPWR HIMX AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.63% Top=CPE SWN EEP BWP LPI ETE RICE APA ….. HK OII ATW RIG CRC DO RDC SN=Bottom (Energy)
REAL(104): -0.64% Top=SNH STOR OHI HTA DLR DOC VTR HCP ….. KRG RLJ UNIT FRT FCH CBL PEI WPG=Bottom (Real Estate)
MANU(36): -0.67% Top=DDD MRC XYL DHR TEX FLS CAT HON ….. EMR TTC PH KMT ATI ITT MHK GE=Bottom (Manufacturing)
CONS(52): -0.98% Top=MAT BLL EL PG HAS NKE KMB KS ….. UAA GIL ELF LEG LULU GT RL HBI=Bottom (Consumer)
INSU(30): -1.01% Top=ALL CLGX XL TRV AON WLTW FNF L ….. CNO AIG MET PRU LNC AGO AFSI MBI=Bottom (Insurance)
MATE(24): -1.19% Top=RYN TPH KBH WY USG MAS CAA FAST ….. LEN MLM OC EXP FLR DAR PWR MDR=Bottom (Materials & Construction)
RETA(59): -1.96% Top=MELI AMZN NFLX ETSY TIF HD KMX BABA ….. TLRD BZUN FINL CHS W URBN PIR JWN=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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