daytrend

05/15/2017

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

Closing Stats
by daytrend on 20170515. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20170515 Closing)
47.7% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
8.3% are below yesterday’s low.
44.0% are inside yesterday’s range.
76.0% of stocks with today’s high > yesterday’s high. (24.0% less than).
22.8% of stocks with today’s low < yesterday’s low. (77.2% greater than).

EVIDENCE OF INTRADAY TREND (20170515 Closing)
65.2% of stocks are above today’s open. (33.4% are below).
63.0% of stocks are above today’s open and yesterday’s close.
17.2% are below both.
27.0% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (20.8% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170515 Closing)
9.7% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170515 Closing)
80.6% of stocks are above yesterday’s close. (19.4% are below.)
1.9% are up 4.5% or more. 0.7% are down 4.5% or more.
3.0% are up 3.5% or more. 0.9% are down 3.5% or more.
56.7% are between +1% and -1%.

RSI on DAILY (20170515 Closing)
2-day: >=95:8.9%…>=90:15.2%…>=80:30.2%…>=50:68.9%…<=20:13.7%…<=10:7.7%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.8%…>=80:6.4%…>=50:56.7%…<=20:1.9%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:56.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170515 Closing)
47.7% above previous 1 highs, 8.3% below previous 1 lows
30.6% above previous 2 highs, 6.9% below previous 2 lows
23.3% above previous 3 highs, 5.7% below previous 3 lows
20.3% above previous 4 highs, 5.2% below previous 4 lows
18.3% above previous 5 highs, 4.2% below previous 5 lows
17.1% above previous 6 highs, 4.1% below previous 6 lows
15.8% above previous 7 highs, 3.6% below previous 7 lows
15.3% above previous 8 highs, 3.4% below previous 8 lows
13.8% above previous 9 highs, 3.4% below previous 9 lows
13.2% above previous 10 highs, 3.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170515 Closing)
80.6% are above or equal to 5/12 close (1 days ago), 19.4% are below.
62.4% are above or equal to 5/11 close (2 days ago), 37.6% are below.
47.4% are above or equal to 5/10 close (3 days ago), 52.6% are below.
57.4% are above or equal to 5/9 close (4 days ago), 42.6% are below.
53.7% are above or equal to 5/8 close (5 days ago), 46.3% are below.
50.5% are above or equal to 5/5 close (6 days ago), 49.5% are below.
60.7% are above or equal to 5/4 close (7 days ago), 39.3% are below.
58.9% are above or equal to 5/3 close (8 days ago), 41.1% are below.
54.6% are above or equal to 5/2 close (9 days ago), 45.4% are below.
52.2% are above or equal to 5/1 close (10 days ago), 47.8% are below.
54.9% are above or equal to 4/28 close (11 days ago), 45.1% are below.
47.5% are above or equal to 4/27 close (12 days ago), 52.5% are below.
46.5% are above or equal to 4/26 close (13 days ago), 53.5% are below.
46.7% are above or equal to 4/25 close (14 days ago), 53.3% are below.
49.5% are above or equal to 4/24 close (15 days ago), 50.5% are below.
58.9% are above or equal to 4/21 close (16 days ago), 41.1% are below.
56.0% are above or equal to 4/20 close (17 days ago), 44.0% are below.
61.9% are above or equal to 4/19 close (18 days ago), 38.1% are below.
61.5% are above or equal to 4/18 close (19 days ago), 38.5% are below.
60.7% are above or equal to 4/17 close (20 days ago), 39.3% are below.
65.8% are above or equal to 4/13 close (21 days ago), 34.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170515 Closing)
20d: 15.6% new highs, 5.2% new lows
21d: 15.1% new highs, 5.2% new lows
42d: 12.6% new highs, 4.0% new lows
63d: 11.1% new highs, 3.7% new lows
126d: 10.1% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170515 Closing)
2-day: 79.9% above, 20.1% below
3-day: 71.0% above, 29.0% below
4-day: 63.2% above, 36.8% below
5-day: 60.8% above, 39.2% below
8-day: 58.3% above, 41.7% below
10-day: 56.6% above, 43.4% below
20-day: 54.7% above, 45.3% below
50-day: 57.1% above, 42.9% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170515 Closing)
ELEC(47): 1.57% Top=PI QRVO NVDA MRVL ON SPWR AMBA IDTI ….. CGNX TEL APH INTC AMKR TRMB FTV HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.25% Top=SNAP FEYE PFPT WDAY NTES NTNX FTNT TWTR ….. BIDU PTC JD VIPS WUBA GRUB BITA MDRX=Bottom (Computer Software/Internet)
META(26): 1.23% Top=SLCA CLF CENX CMC FCX SLW FNV AG ….. TECK NEM SCCO TAHO ABX PAAS CNX GG=Bottom (Metals & Mining)
FINA(87): 1.14% Top=WETF HOMB NAVI TWNK AMTD SCHW COF AMP ….. EV NDAQ IVZ FNB STT BAC FII WDR=Bottom (Banks/Financials)
MATE(24): 1.10% Top=OC SUM MLM VMC KBH MAS DAR CAA ….. WY RYN RSG WM FLR PWR SRCL FAST=Bottom (Materials & Construction)
ENER(89): 1.04% Top=KOS NBR PTEN HK RES FRAC SPN WLL ….. APA RRC CRC CVI VLO PBF DO SWN=Bottom (Energy)
MANU(35): 1.01% Top=DDD MRC TEX XYL DOV ITT CAT EMR ….. ETN SWK ITW CFX KMT PH CMI GE=Bottom (Manufacturing)
TRAN(24): 0.92% Top=CP AAL CNI UAL FDX ALK LUV NAT ….. KSU EXPD WAB CHRW NSC JBLU JBHT CSX=Bottom (Transportation)
COHW(38): 0.83% Top=NTAP UBNT BBRY PANW CSCO ACIA CIEN FNSR ….. ARRS SSYS AAPL VIAV WDC ZAYO S VZ=Bottom (Computer Hardware/Telecom)
INSU(30): 0.75% Top=MBI MET LNC FNF AIG FAF AON RDN ….. BRO ORI HIG XL WLTW CLGX TRV AFSI=Bottom (Insurance)
LEIS(37): 0.66% Top=LQ EXPE PK WEN MGM MAR STAY CMG ….. CCL LVS JACK BLMN SHAK SEAS YUMC SONC=Bottom (Leisure)
DISV(49): 0.47% Top=AL YY ATHN SBAC GPN G RRD CXW ….. SCI KBR PCLN ULTA ZTO CAR TAL TRTN=Bottom (Diversified Services)
REAL(102): 0.29% Top=DRH ALLY UNIT CONE GEO OUT STAG HST ….. VTR CBL O SPG SRC DDR SNH PEI=Bottom (Real Estate)
HEAL(46): 0.23% Top=EW NUVA PRXL MD DXCM HOLX PRAH ESRX ….. HLS DVA HCA TVTY ACHC MZOR BKD OPK=Bottom (Health)
CONS(52): 0.10% Top=WHR WWW SKX GIL OI IP SPB GPK ….. NKE MAT FOSL UAA COTY FL LULU ELF=Bottom (Consumer)
RETA(58): -0.01% Top=MELI AN KMX PAG GNC BLDR GME KSS ….. M DSW BURL ROST CHS AEO URBN FINL=Bottom (Retail & Specialty Retail)
CHEM(29): -0.42% Top=CF CC TROX FMC WLK MOS HUN PAH ….. AXTA PX MON VSM CBT DD SHW ASH=Bottom (Chemicals/Fertilizers)

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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