daytrend

05/22/2017

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

Closing Stats
by daytrend on 20170522. 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 (20170522 Closing)
40.5% of stocks are above yesterday’s high.
78.0% are above yesterday’s midpoint. (22.0% are below.)
3.9% are below yesterday’s low.
55.6% are inside yesterday’s range.
73.3% of stocks with today’s high > yesterday’s high. (26.7% less than).
15.4% of stocks with today’s low < yesterday’s low. (84.6% greater than).

EVIDENCE OF INTRADAY TREND (20170522 Closing)
58.8% of stocks are above today’s open. (40.1% are below).
57.9% of stocks are above today’s open and yesterday’s close.
24.9% are below both.
21.6% of stocks opened above yesterday’s high.
83.5% of stocks opened above yesterday’s close. (13.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170522 Closing)
11.3% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20170522 Closing)
73.9% of stocks are above yesterday’s close. (26.1% are below.)
1.8% are up 4.5% or more. 0.0% are down 4.5% or more.
2.7% are up 3.5% or more. 0.4% are down 3.5% or more.
62.5% are between +1% and -1%.

RSI on DAILY (20170522 Closing)
2-day: >=95:5.3%…>=90:13.6%…>=80:36.8%…>=50:78.7%…<=20:3.2%…<=10:1.9%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.5%…>=50:55.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:54.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170522 Closing)
40.5% above previous 1 highs, 3.9% below previous 1 lows
37.4% above previous 2 highs, 1.5% below previous 2 lows
27.9% above previous 3 highs, 1.3% below previous 3 lows
18.2% above previous 4 highs, 1.2% below previous 4 lows
15.5% above previous 5 highs, 1.1% below previous 5 lows
14.7% above previous 6 highs, 1.1% below previous 6 lows
13.2% above previous 7 highs, 1.1% below previous 7 lows
11.8% above previous 8 highs, 1.1% below previous 8 lows
11.3% above previous 9 highs, 0.8% below previous 9 lows
10.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170522 Closing)
73.9% are above or equal to 5/19 close (1 days ago), 26.1% are below.
89.4% are above or equal to 5/18 close (2 days ago), 10.6% are below.
85.8% are above or equal to 5/17 close (3 days ago), 14.2% are below.
50.2% are above or equal to 5/16 close (4 days ago), 49.8% are below.
44.4% are above or equal to 5/15 close (5 days ago), 55.6% are below.
56.1% are above or equal to 5/12 close (6 days ago), 43.9% are below.
49.2% are above or equal to 5/11 close (7 days ago), 50.8% are below.
42.8% are above or equal to 5/10 close (8 days ago), 57.2% are below.
50.7% are above or equal to 5/9 close (9 days ago), 49.3% are below.
49.9% are above or equal to 5/8 close (10 days ago), 50.1% are below.
47.5% are above or equal to 5/5 close (11 days ago), 52.5% are below.
56.0% are above or equal to 5/4 close (12 days ago), 44.0% are below.
52.6% are above or equal to 5/3 close (13 days ago), 47.4% are below.
48.2% are above or equal to 5/2 close (14 days ago), 51.8% are below.
48.7% are above or equal to 5/1 close (15 days ago), 51.3% are below.
49.1% are above or equal to 4/28 close (16 days ago), 50.9% are below.
44.0% are above or equal to 4/27 close (17 days ago), 56.0% are below.
43.3% are above or equal to 4/26 close (18 days ago), 56.7% are below.
44.8% are above or equal to 4/25 close (19 days ago), 55.2% are below.
48.6% are above or equal to 4/24 close (20 days ago), 51.4% are below.
54.9% are above or equal to 4/21 close (21 days ago), 45.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170522 Closing)
20d: 12.9% new highs, 2.7% new lows
21d: 12.8% new highs, 2.6% new lows
42d: 11.2% new highs, 2.1% new lows
63d: 9.5% new highs, 2.1% new lows
126d: 8.7% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170522 Closing)
2-day: 72.2% above, 27.8% below
3-day: 85.8% above, 14.2% below
4-day: 86.8% above, 13.2% below
5-day: 75.1% above, 24.9% below
8-day: 61.9% above, 38.1% below
10-day: 56.4% above, 43.6% below
20-day: 50.9% above, 49.1% below
50-day: 53.3% above, 46.7% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170522 Closing)
COHW(37): 2.12% Top=ACIA FNSR BBRY INFN CIEN VIAV PSTG QCOM ….. JNPR CTL VG LVLT VZ T UBNT ANET=Bottom (Computer Hardware/Telecom)
ELEC(46): 1.54% Top=OCLR PI CREE QRVO SPWR HIMX NVDA CGNX ….. FSLR KEYS CSIQ TER TXN WAT CY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.40% Top=NTNX SQ TTD COUP WUBA ADSK SINA VMW ….. CDK DOX XRX ZEN GRUB TWLO MANH TRIP=Bottom (Computer Software/Internet)
DISV(49): 1.15% Top=BAH CAR TRTN ZTO VNTV ATHN LDOS FDC ….. KBR RRD JEC ACM WTW RBA AMN CXW=Bottom (Diversified Services)
TRAN(26): 0.88% Top=TK AAL CSX SWFT LUV JBLU UAL FDX ….. KSU UPS TRN JBHT GWR WAB SNDR SAVE=Bottom (Transportation)
META(26): 0.78% Top=SSRI TECK CENX HL AA AG PAAS SCCO ….. FNV CNX AEM X STLD AGI TAHO SLCA=Bottom (Metals & Mining)
LEIS(37): 0.72% Top=MLCO GPRO WYNN HLT LVS YUMC DPZ MAR ….. SBUX CMG QSR EAT TXRH HGV SONC JACK=Bottom (Leisure)
RETA(57): 0.69% Top=LL JWN W TLRD LB AEO GNC FINL ….. LOW GME TGT ORLY ETSY URBN TSCO AAP=Bottom (Retail & Specialty Retail)
MATE(25): 0.56% Top=ADSW FAST MLM USG VMC RSG SRCL PHM ….. OC KBH CAA FLR RYN TPH EXP MDR=Bottom (Materials & Construction)
FINA(87): 0.48% Top=BX APO KKR CLNS BOFI PSEC JNS PFG ….. MS OMF AMP WDR DFS COF VOYA WETF=Bottom (Banks/Financials)
CONS(52): 0.41% Top=EPC FL FOSL PVH PAY TPX LEG PBI ….. FBHS CL BC CRI MAT SKX RL GPK=Bottom (Consumer)
INSU(31): 0.41% Top=FNF FAF CLGX XL PGR L AJG ORI ….. MBI AFL AGO UNM LNC VR MET AFSI=Bottom (Insurance)
MANU(33): 0.37% Top=DDD TEX MRC KMT DHR AME ROP PNR ….. CFX CAT MWA SWK AGCO ETN RS SNA=Bottom (Manufacturing)
HEAL(45): 0.37% Top=IRWD DXCM PRAH RMD XRAY BSX SYK ABT ….. BKD MOH MD OPK THC CNC MZOR CYH=Bottom (Health)
REAL(100): 0.32% Top=PEB UNIT INN RLJ FCH CONE CIM KRC ….. CBL MAC AKR KIM KRG SC GEO DDR=Bottom (Real Estate)
CHEM(28): -0.19% Top=VSM CE IFF WLK EMN PX AXTA GRA ….. AGU POT PAH CF HUN TROX ASH MOS=Bottom (Chemicals/Fertilizers)
ENER(89): -0.37% Top=KOS DK SPN ETP FRAC RDC DO SN ….. NFX WPX APA EGN AR REN SM CRC=Bottom (Energy)

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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