daytrend

05/18/2017

Filed under: Market Stats — daytrend @ 3:02 pm

Closing Stats
by daytrend on 20170518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

COMPARED TO YESTERDAY’S RANGE (20170518 Closing)
12.6% of stocks are above yesterday’s high.
34.9% are above yesterday’s midpoint. (65.1% are below.)
25.0% are below yesterday’s low.
62.4% are inside yesterday’s range.
27.6% of stocks with today’s high > yesterday’s high. (72.4% less than).
70.9% of stocks with today’s low < yesterday’s low. (29.1% greater than).

EVIDENCE OF INTRADAY TREND (20170518 Closing)
68.6% of stocks are above today’s open. (30.1% are below).
55.5% of stocks are above today’s open and yesterday’s close.
27.5% are below both.
1.7% of stocks opened above yesterday’s high.
28.0% of stocks opened above yesterday’s close. (67.1% opened below yesterday’s close).
34.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170518 Closing)
5.5% of stocks are in the top 10% of today’s range.
22.2% are in the top 20%.
67.6% are in the top half. 32.4% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20170518 Closing)
59.0% of stocks are above yesterday’s close. (41.0% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.8% are up 3.5% or more. 1.5% are down 3.5% or more.
65.8% are between +1% and -1%.

RSI on DAILY (20170518 Closing)
2-day: >=95:1.5%…>=90:3.1%…>=80:7.0%…>=50:27.0%…<=20:37.7%…<=10:22.4%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:32.7%…<=20:3.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:37.4%…<=20:0.4%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170518 Closing)
12.6% above previous 1 highs, 25.0% below previous 1 lows
6.8% above previous 2 highs, 23.3% below previous 2 lows
4.6% above previous 3 highs, 21.9% below previous 3 lows
4.3% above previous 4 highs, 20.4% below previous 4 lows
3.9% above previous 5 highs, 18.6% below previous 5 lows
3.3% above previous 6 highs, 17.8% below previous 6 lows
3.0% above previous 7 highs, 16.4% below previous 7 lows
2.7% above previous 8 highs, 15.5% below previous 8 lows
2.7% above previous 9 highs, 14.0% below previous 9 lows
2.7% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170518 Closing)
59.0% are above or equal to 5/17 close (1 days ago), 41.0% are below.
19.6% are above or equal to 5/16 close (2 days ago), 80.4% are below.
17.9% are above or equal to 5/15 close (3 days ago), 82.1% are below.
30.1% are above or equal to 5/12 close (4 days ago), 69.9% are below.
26.3% are above or equal to 5/11 close (5 days ago), 73.7% are below.
24.4% are above or equal to 5/10 close (6 days ago), 75.6% are below.
31.1% are above or equal to 5/9 close (7 days ago), 68.9% are below.
30.1% are above or equal to 5/8 close (8 days ago), 69.9% are below.
28.4% are above or equal to 5/5 close (9 days ago), 71.6% are below.
41.2% are above or equal to 5/4 close (10 days ago), 58.8% are below.
38.6% are above or equal to 5/3 close (11 days ago), 61.4% are below.
35.7% are above or equal to 5/2 close (12 days ago), 64.3% are below.
36.3% are above or equal to 5/1 close (13 days ago), 63.7% are below.
38.1% are above or equal to 4/28 close (14 days ago), 61.9% are below.
33.2% are above or equal to 4/27 close (15 days ago), 66.8% are below.
34.2% are above or equal to 4/26 close (16 days ago), 65.8% are below.
34.9% are above or equal to 4/25 close (17 days ago), 65.1% are below.
39.7% are above or equal to 4/24 close (18 days ago), 60.3% are below.
44.1% are above or equal to 4/21 close (19 days ago), 55.9% are below.
42.3% are above or equal to 4/20 close (20 days ago), 57.7% are below.
48.9% are above or equal to 4/19 close (21 days ago), 51.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170518 Closing)
20d: 3.6% new highs, 24.0% new lows
21d: 3.6% new highs, 22.2% new lows
42d: 3.2% new highs, 15.2% new lows
63d: 2.5% new highs, 13.3% new lows
126d: 2.4% new highs, 7.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170518 Closing)
2-day: 58.1% above, 41.9% below
3-day: 26.3% above, 73.7% below
4-day: 21.9% above, 78.1% below
5-day: 23.0% above, 77.0% below
8-day: 24.1% above, 75.9% below
10-day: 25.5% above, 74.5% below
20-day: 33.7% above, 66.3% below
50-day: 43.2% above, 56.8% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170518 Closing)
MATE(24): 1.09% Top=EXP SUM TPH MLM TOL CAA LEN FAST ….. SRCL MAS OC WM USG WY RYN FLR=Bottom (Materials & Construction)
ELEC(46): 0.73% Top=NVDA QRVO SPWR AVGO AMAT CY SWKS ADI ….. AMKR FLEX HIMX KEYS SIMO PI SNPS JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(100): 0.61% Top=BRX FCH PEB RLJ CCP HST INN STOR ….. AGNC OUT CBG DFT PLD SC BAM AMT=Bottom (Real Estate)
FINA(87): 0.46% Top=OZRK JNS IVZ UMPQ TWNK HBAN ZION SNV ….. ISBC JPM BEN OMF APO AMG PFG ATH=Bottom (Banks/Financials)
TRAN(23): 0.44% Top=SWFT CSX ALK CNI EXPD XPO FDX JBHT ….. SAVE JBLU KSU WAB DAL UAL AAL TRN=Bottom (Transportation)
DISV(48): 0.43% Top=ATHN RBA TRTN INFO ULTA URI ILG RHI ….. LDOS ADS SBAC FLT CAR RRD YY ZTO=Bottom (Diversified Services)
COSW(81): 0.38% Top=TTD SINA VEEV COUP TTWO SHOP MTCH YELP ….. SPLK JCOM FFIV TWLO BIDU SABR WUBA VIPS=Bottom (Computer Software/Internet)
LEIS(37): 0.34% Top=SHAK YUMC CCL HLT DPZ RCL WYN PK ….. WYNN MGM SONC MLCO SEAS BLMN GPRO JACK=Bottom (Leisure)
HEAL(46): 0.23% Top=IRWD UNH PRAH ALGN SYK DXCM AET HLS ….. VAR OPK IART VWR ESRX NUVA THC CYH=Bottom (Health)
INSU(31): 0.17% Top=XL MMC PGR AFSI UNM AJG TMK BRO ….. MTG AGO MET HIG WLTW CLGX RDN MBI=Bottom (Insurance)
RETA(57): 0.09% Top=KMX WMT W AAP LB LL KR NFLX ….. AEO GNC GPS DSW CHS ANF MELI TLRD=Bottom (Retail & Specialty Retail)
ENER(88): 0.08% Top=SN RES EGN FRAC ATW AR PTEN NOV ….. EOG KOS MRO GPOR CXO NBL REN SWN=Bottom (Energy)
COHW(36): -0.01% Top=S TMUS AAPL QCOM T VZ WDC ZAYO ….. HPQ ARRS MSI CIEN UBNT VG CDW CSCO=Bottom (Computer Hardware/Telecom)
MANU(33): -0.08% Top=DDD MWA PNR EMR DOV CFX IR FLS ….. DE AME AOS CMI ATI BWXT ITT AGCO=Bottom (Manufacturing)
CHEM(28): -0.13% Top=ASH HUN IFF SHW WLK GRA DOW DD ….. AGU ALB POT CC AXTA FMC TROX PAH=Bottom (Chemicals/Fertilizers)
CONS(52): -0.68% Top=ELF PVH SPB FBHS BERY GIL ENR ECL ….. IP KS RL CL TPX WHR OI TUP=Bottom (Consumer)
META(26): -1.29% Top=CNX CENX CCJ AA CMC SLCA TECK SCCO ….. GG NEM SSRI ABX TAHO AGI AG PAAS=Bottom (Metals & Mining)

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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