daytrend

05/19/2017

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

Closing Stats
by daytrend on 20170519. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170519 Closing)
52.3% of stocks are above yesterday’s high.
84.5% are above yesterday’s midpoint. (15.5% are below.)
4.0% are below yesterday’s low.
43.7% are inside yesterday’s range.
81.2% of stocks with today’s high > yesterday’s high. (18.8% less than).
13.0% of stocks with today’s low < yesterday’s low. (87.0% greater than).

EVIDENCE OF INTRADAY TREND (20170519 Closing)
73.3% of stocks are above today’s open. (25.7% are below).
71.6% of stocks are above today’s open and yesterday’s close.
15.4% are below both.
17.9% of stocks opened above yesterday’s high.
83.4% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170519 Closing)
7.8% of stocks are in the top 10% of today’s range.
20.9% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20170519 Closing)
83.6% of stocks are above yesterday’s close. (16.4% are below.)
3.3% are up 4.5% or more. 0.1% are down 4.5% or more.
7.1% are up 3.5% or more. 0.5% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY (20170519 Closing)
2-day: >=95:2.4%…>=90:7.2%…>=80:19.5%…>=50:67.7%…<=20:8.9%…<=10:4.7%…<=5:3.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.3%…>=50:47.2%…<=20:1.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:47.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170519 Closing)
52.3% above previous 1 highs, 4.0% below previous 1 lows
28.9% above previous 2 highs, 3.0% below previous 2 lows
14.9% above previous 3 highs, 3.0% below previous 3 lows
11.4% above previous 4 highs, 2.8% below previous 4 lows
10.7% above previous 5 highs, 2.8% below previous 5 lows
9.3% above previous 6 highs, 2.7% below previous 6 lows
8.0% above previous 7 highs, 2.5% below previous 7 lows
7.6% above previous 8 highs, 2.5% below previous 8 lows
7.1% above previous 9 highs, 2.5% below previous 9 lows
7.0% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170519 Closing)
83.6% are above or equal to 5/18 close (1 days ago), 16.4% are below.
81.7% are above or equal to 5/17 close (2 days ago), 18.3% are below.
38.2% are above or equal to 5/16 close (3 days ago), 61.8% are below.
34.3% are above or equal to 5/15 close (4 days ago), 65.7% are below.
46.9% are above or equal to 5/12 close (5 days ago), 53.1% are below.
42.5% are above or equal to 5/11 close (6 days ago), 57.5% are below.
35.7% are above or equal to 5/10 close (7 days ago), 64.3% are below.
44.4% are above or equal to 5/9 close (8 days ago), 55.6% are below.
42.7% are above or equal to 5/8 close (9 days ago), 57.3% are below.
40.9% are above or equal to 5/5 close (10 days ago), 59.1% are below.
50.7% are above or equal to 5/4 close (11 days ago), 49.3% are below.
48.8% are above or equal to 5/3 close (12 days ago), 51.2% are below.
44.0% are above or equal to 5/2 close (13 days ago), 56.0% are below.
43.3% are above or equal to 5/1 close (14 days ago), 56.7% are below.
44.7% are above or equal to 4/28 close (15 days ago), 55.3% are below.
40.6% are above or equal to 4/27 close (16 days ago), 59.4% are below.
39.9% are above or equal to 4/26 close (17 days ago), 60.1% are below.
41.8% are above or equal to 4/25 close (18 days ago), 58.2% are below.
45.0% are above or equal to 4/24 close (19 days ago), 55.0% are below.
50.8% are above or equal to 4/21 close (20 days ago), 49.2% are below.
49.5% are above or equal to 4/20 close (21 days ago), 50.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170519 Closing)
20d: 8.3% new highs, 6.0% new lows
21d: 8.0% new highs, 5.9% new lows
42d: 7.1% new highs, 4.7% new lows
63d: 6.4% new highs, 4.3% new lows
126d: 6.2% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170519 Closing)
2-day: 82.4% above, 17.6% below
3-day: 83.2% above, 16.8% below
4-day: 62.4% above, 37.6% below
5-day: 54.0% above, 46.0% below
8-day: 45.7% above, 54.3% below
10-day: 44.1% above, 55.9% below
20-day: 42.4% above, 57.6% below
50-day: 50.2% above, 49.8% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170519 Closing)
ENER(87): 2.64% Top=KOS REN NBR BAS WLL RES SPN HP ….. ETP HFC WPZ INT MMP XOM VVV RSPP=Bottom (Energy)
MANU(33): 1.89% Top=DE ATI AGCO KMT PH MRC DOV TEX ….. RS ITT BWXT SNA HON MHK DHR DDD=Bottom (Manufacturing)
CHEM(28): 1.83% Top=POT AGU CF PAH MOS HUN FMC TROX ….. VSM SMG CE PX IFF SHW ALB APD=Bottom (Chemicals/Fertilizers)
META(26): 1.77% Top=CLF TAHO FCX TECK CMC SLCA CENX SCCO ….. RGLD FNV ABX AEM PAAS WPM GG SSRI=Bottom (Metals & Mining)
ELEC(46): 1.47% Top=CREE SIMO FSLR HIMX CSIQ SPWR TRMB MRVL ….. CY KEYS SNPS AYI QRVO CAVM WAT AVGO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(49): 1.27% Top=WTW ZTO TRTN YY CAR URI JEC AL ….. PAYX RRD TRU CNDT AMN ULTA RBA MYGN=Bottom (Diversified Services)
TRAN(24): 0.86% Top=WAB UAL TRN GWR CP CNI ALK LUV ….. UPS JBHT KSU SAVE UNP CHRW SWFT SNDR=Bottom (Transportation)
COSW(81): 0.85% Top=ADSK PTC BITA WUBA BIDU TWLO WDAY JD ….. FEYE TTWO GRUB ZEN MULE SYMC TTD SHOP=Bottom (Computer Software/Internet)
REAL(100): 0.81% Top=PEI WPG CBL ALLY SPG KRG GGP DDR ….. MGP AVB TWO KRC VTR PSA CUBE MPW=Bottom (Real Estate)
FINA(87): 0.79% Top=SLM WDR AMG BX ETFC OMF JNS KKR ….. WAL FHN FNB APO ISBC HOMB BKU BOFI=Bottom (Banks/Financials)
MATE(25): 0.78% Top=DAR MDR KBH LEN CAA PHM DHI FAST ….. SRCL USG ADSW MLM RSG WM SUM EXP=Bottom (Materials & Construction)
COHW(37): 0.69% Top=TDS QCOM BBRY PANW FNSR S TDC VG ….. SSYS ARRS JNPR CSCO ZAYO NTAP ACIA PSTG=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.63% Top=GPRO SBUX SEAS HLT YUMC QSR YUM SONC ….. LVS DNKN PK SIX WYNN SHAK EAT BLMN=Bottom (Leisure)
HEAL(45): 0.62% Top=CYH THC ACHC HRC IART SYK ESRX RMD ….. TMO HOLX ANTM PRAH CNC MD DXCM IRWD=Bottom (Health)
RETA(57): 0.61% Top=LL GNC KORS BIG BLDR AAP ROST GME ….. WBA SIG DSW DKS LB CHS W GPS=Bottom (Retail & Specialty Retail)
CONS(52): 0.23% Top=SKX NWL HBI GIL HAS COH KS PVH ….. GPK WWW BERY CRI GT ELF RL FL=Bottom (Consumer)
INSU(31): 0.20% Top=CLGX MBI SLF MET LNC ORI AGO CNO ….. AIG FNF HIG ALL RDN FAF PGR XL=Bottom (Insurance)

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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