daytrend

05/17/2017

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

Closing Stats
by daytrend on 20170517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170517 Closing)
4.7% of stocks are above yesterday’s high.
11.9% are above yesterday’s midpoint. (88.1% are below.)
72.6% are below yesterday’s low.
22.7% are inside yesterday’s range.
13.4% of stocks with today’s high > yesterday’s high. (86.6% less than).
85.6% of stocks with today’s low < yesterday’s low. (14.4% greater than).

EVIDENCE OF INTRADAY TREND (20170517 Closing)
24.9% of stocks are above today’s open. (73.9% are below).
11.2% of stocks are above today’s open and yesterday’s close.
71.8% are below both.
2.4% of stocks opened above yesterday’s high.
5.9% of stocks opened above yesterday’s close. (93.2% opened below yesterday’s close).
56.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170517 Closing)
1.2% of stocks are in the top 10% of today’s range.
3.9% are in the top 20%.
20.0% are in the top half. 80.0% of stocks are in the bottom half of today’s range.
54.2% are in the bottom 20%.
38.2% are in the bottom 10%.

GAIN (20170517 Closing)
13.9% of stocks are above yesterday’s close. (86.1% are below.)
0.4% are up 4.5% or more. 9.8% are down 4.5% or more.
0.5% are up 3.5% or more. 20.2% are down 3.5% or more.
25.8% are between +1% and -1%.

RSI on DAILY (20170517 Closing)
2-day: >=95:2.1%…>=90:3.5%…>=80:5.4%…>=50:11.8%…<=20:60.2%…<=10:31.2%…<=5:14.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:27.8%…<=20:4.0%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:34.4%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170517 Closing)
4.7% above previous 1 highs, 72.6% below previous 1 lows
3.5% above previous 2 highs, 65.6% below previous 2 lows
3.3% above previous 3 highs, 55.6% below previous 3 lows
3.2% above previous 4 highs, 48.9% below previous 4 lows
2.9% above previous 5 highs, 45.9% below previous 5 lows
2.8% above previous 6 highs, 41.9% below previous 6 lows
2.6% above previous 7 highs, 39.6% below previous 7 lows
2.6% above previous 8 highs, 36.5% below previous 8 lows
2.6% above previous 9 highs, 33.4% below previous 9 lows
2.6% above previous 10 highs, 32.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170517 Closing)
13.9% are above or equal to 5/16 close (1 days ago), 86.1% are below.
11.2% are above or equal to 5/15 close (2 days ago), 88.8% are below.
23.4% are above or equal to 5/12 close (3 days ago), 76.6% are below.
21.2% are above or equal to 5/11 close (4 days ago), 78.8% are below.
18.6% are above or equal to 5/10 close (5 days ago), 81.4% are below.
28.0% are above or equal to 5/9 close (6 days ago), 72.0% are below.
27.9% are above or equal to 5/8 close (7 days ago), 72.1% are below.
28.5% are above or equal to 5/5 close (8 days ago), 71.5% are below.
40.0% are above or equal to 5/4 close (9 days ago), 60.0% are below.
36.4% are above or equal to 5/3 close (10 days ago), 63.6% are below.
34.2% are above or equal to 5/2 close (11 days ago), 65.8% are below.
34.7% are above or equal to 5/1 close (12 days ago), 65.3% are below.
36.6% are above or equal to 4/28 close (13 days ago), 63.4% are below.
31.4% are above or equal to 4/27 close (14 days ago), 68.6% are below.
33.3% are above or equal to 4/26 close (15 days ago), 66.7% are below.
34.0% are above or equal to 4/25 close (16 days ago), 66.0% are below.
38.2% are above or equal to 4/24 close (17 days ago), 61.8% are below.
43.3% are above or equal to 4/21 close (18 days ago), 56.7% are below.
41.6% are above or equal to 4/20 close (19 days ago), 58.4% are below.
47.3% are above or equal to 4/19 close (20 days ago), 52.7% are below.
46.8% are above or equal to 4/18 close (21 days ago), 53.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170517 Closing)
20d: 3.8% new highs, 26.2% new lows
21d: 3.4% new highs, 24.0% new lows
42d: 2.6% new highs, 18.8% new lows
63d: 2.4% new highs, 16.8% new lows
126d: 1.9% new highs, 10.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170517 Closing)
2-day: 13.5% above, 86.5% below
3-day: 10.7% above, 89.3% below
4-day: 13.6% above, 86.4% below
5-day: 14.6% above, 85.4% below
8-day: 17.3% above, 82.7% below
10-day: 20.4% above, 79.6% below
20-day: 30.2% above, 69.8% below
50-day: 42.7% above, 57.3% below
200-day: 58.8% above, 41.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170517 Closing)
REAL(100): 0.19% Top=EXR GPT UNIT CUBE KRG DDR PSA REG ….. OUT RLGY DFT SC CBG BAM ALLY GEO=Bottom (Real Estate)
HEAL(46): -1.18% Top=MZOR DVA OPK UNH BKD VWR BCR LH ….. HCA DXCM NUVA THC TVTY ANTM IRTC IRWD=Bottom (Health)
META(27): -1.19% Top=AG PAAS RGLD SSRI NEM HL AGI ABX ….. FCX CCJ STLD CMC TECK CNX X SLCA=Bottom (Metals & Mining)
INSU(31): -1.49% Top=PGR FAF TRV FNF AON ALL AFL MMC ….. SLF MTG UNM AFSI MET PRU LNC CNO=Bottom (Insurance)
LEIS(37): -1.59% Top=JACK SHAK TXRH SONC YUM SBUX DRI SEAS ….. MGM CMG GPRO EXPE WEN RCL WYNN MLCO=Bottom (Leisure)
ENER(89): -1.64% Top=SM AR APC TSO BHI MDU PDCE PBF ….. RES RICE CRC SPN ETE DO NBR SN=Bottom (Energy)
RETA(57): -1.99% Top=GNC DKS TJX TGT M KSS W SIG ….. URBN LL BLDR ANF SBH ETSY MELI AEO=Bottom (Retail & Specialty Retail)
MANU(34): -2.06% Top=XYL PNR AME EMR CFX DOV MHK IR ….. CMI ITT ATI KMT SNA TEX MRC DDD=Bottom (Manufacturing)
MATE(24): -2.14% Top=SRCL DAR WM RYN WY MAS RSG FLR ….. MDR CAA VMC TPH KBH MLM FAST USG=Bottom (Materials & Construction)
DISV(49): -2.30% Top=SBAC G RBA ACM TRU HRB PAYX ROL ….. CNDT RHI RRD URI TAL CAR TRTN CXW=Bottom (Diversified Services)
CONS(52): -2.31% Top=CL WWW CHD KMB CLX EL TPX PG ….. GPK WRK SKX ENR BC GT KS BLL=Bottom (Consumer)
CHEM(28): -2.33% Top=ASH IFF SMG GRA APD PAH AXTA RPM ….. DD DOW TROX WLK CE HUN OLN CC=Bottom (Chemicals/Fertilizers)
TRAN(24): -2.70% Top=NAT WAB KSU UPS EXPD LUV SWFT SAVE ….. FDX DAL CP UAL UNP NSC XPO AAL=Bottom (Transportation)
COSW(81): -2.87% Top=ATHM VIPS EQIX TWLO DOX MANH BR NATI ….. SHOP TTWO NCR PFPT EA TWTR ZEN TTD=Bottom (Computer Software/Internet)
COHW(37): -2.94% Top=CCI COMM LVLT BBRY CTL ZAYO BCE QCOM ….. WDC INFN CIEN VIAV ACIA S FNSR SSYS=Bottom (Computer Hardware/Telecom)
FINA(87): -3.47% Top=CLNS CBOE PVTB ARCC PSEC NDAQ EFX CIT ….. HBAN BAC WAL STI AMTD SCHW RJF CFG=Bottom (Banks/Financials)
ELEC(47): -4.03% Top=PI WAT BRKR XLNX APH JBL FTV AYI ….. MSCC AMKR NVDA CAVM IDTI CY OCLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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