daytrend

05/16/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170516 Closing)
22.7% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
28.6% are below yesterday’s low.
48.7% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
51.2% of stocks with today’s low < yesterday’s low. (48.8% greater than).

EVIDENCE OF INTRADAY TREND (20170516 Closing)
35.1% of stocks are above today’s open. (64.1% are below).
33.0% of stocks are above today’s open and yesterday’s close.
54.3% are below both.
16.2% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.6% opened below yesterday’s close).
4.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170516 Closing)
11.6% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
50.9% are in the top half. 49.1% of stocks are in the bottom half of today’s range.
21.9% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20170516 Closing)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.1% are up 4.5% or more. 1.3% are down 4.5% or more.
1.5% are up 3.5% or more. 2.6% are down 3.5% or more.
64.8% are between +1% and -1%.

RSI on DAILY (20170516 Closing)
2-day: >=95:9.7%…>=90:15.8%…>=80:28.2%…>=50:53.4%…<=20:20.9%…<=10:12.7%…<=5:7.0%…
9-day: >=95:0.2%…>=90:1.2%…>=80:6.3%…>=50:54.0%…<=20:2.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.5%…>=80:3.6%…>=50:54.3%…<=20:0.9%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170516 Closing)
22.7% above previous 1 highs, 28.6% below previous 1 lows
21.2% above previous 2 highs, 17.8% below previous 2 lows
18.3% above previous 3 highs, 15.3% below previous 3 lows
16.0% above previous 4 highs, 14.0% below previous 4 lows
14.3% above previous 5 highs, 13.0% below previous 5 lows
13.5% above previous 6 highs, 11.7% below previous 6 lows
12.9% above previous 7 highs, 10.3% below previous 7 lows
12.0% above previous 8 highs, 9.9% below previous 8 lows
12.0% above previous 9 highs, 9.0% below previous 9 lows
11.7% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170516 Closing)
43.4% are above or equal to 5/15 close (1 days ago), 56.6% are below.
66.9% are above or equal to 5/12 close (2 days ago), 33.1% are below.
56.7% are above or equal to 5/11 close (3 days ago), 43.3% are below.
45.2% are above or equal to 5/10 close (4 days ago), 54.8% are below.
55.9% are above or equal to 5/9 close (5 days ago), 44.1% are below.
50.6% are above or equal to 5/8 close (6 days ago), 49.4% are below.
48.5% are above or equal to 5/5 close (7 days ago), 51.5% are below.
58.8% are above or equal to 5/4 close (8 days ago), 41.2% are below.
55.8% are above or equal to 5/3 close (9 days ago), 44.2% are below.
52.7% are above or equal to 5/2 close (10 days ago), 47.3% are below.
51.3% are above or equal to 5/1 close (11 days ago), 48.7% are below.
54.0% are above or equal to 4/28 close (12 days ago), 46.0% are below.
48.2% are above or equal to 4/27 close (13 days ago), 51.8% are below.
45.3% are above or equal to 4/26 close (14 days ago), 54.7% are below.
46.4% are above or equal to 4/25 close (15 days ago), 53.6% are below.
50.1% are above or equal to 4/24 close (16 days ago), 49.9% are below.
57.7% are above or equal to 4/21 close (17 days ago), 42.3% are below.
55.8% are above or equal to 4/20 close (18 days ago), 44.2% are below.
60.4% are above or equal to 4/19 close (19 days ago), 39.6% are below.
60.6% are above or equal to 4/18 close (20 days ago), 39.4% are below.
59.5% are above or equal to 4/17 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170516 Closing)
20d: 14.8% new highs, 9.6% new lows
21d: 14.8% new highs, 9.5% new lows
42d: 12.7% new highs, 8.3% new lows
63d: 11.9% new highs, 7.5% new lows
126d: 11.4% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170516 Closing)
2-day: 42.6% above, 57.4% below
3-day: 57.9% above, 42.1% below
4-day: 57.7% above, 42.3% below
5-day: 52.3% above, 47.7% below
8-day: 52.3% above, 47.7% below
10-day: 55.0% above, 45.0% below
20-day: 52.1% above, 47.9% below
50-day: 56.2% above, 43.8% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170516 Closing)
ELEC(47): 1.00% Top=AMD QRVO CAVM ON CRUS AMBA FLEX JBL ….. KEYS CREE FSLR XPER AYI SPWR CSIQ PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 0.67% Top=CDE FNV AG STLD TECK SLCA TAHO RGLD ….. NUE FCX SLW CNX SCCO CCJ NEM CENX=Bottom (Metals & Mining)
COSW(81): 0.43% Top=SINA ATHM VEEV MANH TWLO BIDU YHOO NOW ….. FEYE CTXS YELP SYMC TRIP TTD VIPS COUP=Bottom (Computer Software/Internet)
CHEM(29): 0.39% Top=RPM HUN OLN EMN CF CE AXTA FMC ….. MOS SMG APD DD PPG AGU POT PAH=Bottom (Chemicals/Fertilizers)
COHW(38): 0.30% Top=BBRY SSYS UBNT FNSR COMM STX ARRS QCOM ….. ACIA VIAV PANW VG MSI T TDS GOGO=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.13% Top=YUMC MLCO JACK SHAK WEN WYNN BYD EXPE ….. H RCL SBUX BLMN STAY EAT DRI LQ=Bottom (Leisure)
FINA(87): 0.12% Top=TWNK WETF C EWBC RJF PSEC RF MTB ….. SYF DFS TCF CBOE WU SLM ATH JNS=Bottom (Banks/Financials)
MANU(35): 0.05% Top=DDD MRC AOS DE ROP CMI EMR ETN ….. MHK BWXT GE MWA TEX WBT XYL ITT=Bottom (Manufacturing)
INSU(30): -0.03% Top=RDN FAF MTG CNO L UNM FNF AIG ….. TRV PGR CLGX CINF TMK SLF MBI AFSI=Bottom (Insurance)
DISV(49): -0.08% Top=TAL ILG AL LDOS ALLE CNDT CXW PCLN ….. RRD TRTN MYGN WTW URI ATHN YY HRB=Bottom (Diversified Services)
TRAN(24): -0.28% Top=UAL JBLU AAL LUV CHRW XPO JBHT DAL ….. EXPD UPS GWR SAVE SWFT TRN CP NAT=Bottom (Transportation)
RETA(57): -0.38% Top=ETSY LL RH BABA EBAY KAR BLDR BBY ….. URBN LB MIK CHS SIG BURL TJX DKS=Bottom (Retail & Specialty Retail)
MATE(24): -0.41% Top=RYN KBH LEN MAS PHM CAA TOL TPH ….. MLM RSG WM SUM VMC PWR OC USG=Bottom (Materials & Construction)
HEAL(46): -0.53% Top=MZOR IRTC PRXL BAX NUVA HOLX MOH IART ….. UNH HLS ZBH DXCM THC OPK CYH DVA=Bottom (Health)
ENER(89): -0.75% Top=EGN VVV DK REN ATW OII NBR FANG ….. PBF WLL CVE RICE GPOR HK SM SN=Bottom (Energy)
REAL(101): -0.97% Top=SHO INN MFA GEO FR CUZ AMT IVR ….. WRI KRG WPG KIM DDR BRX PEI CBL=Bottom (Real Estate)
CONS(52): -1.02% Top=SEE OI MAT AVY NWL TUP ECL BLL ….. CRI LULU TPX HBI FOSL RL WWW UAA=Bottom (Consumer)

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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