daytrend

05/23/2017

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

Closing Stats
by daytrend on 20170523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 851.

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

COMPARED TO YESTERDAY’S RANGE (20170523 Closing)
29.0% of stocks are above yesterday’s high.
57.2% are above yesterday’s midpoint. (42.8% are below.)
20.0% are below yesterday’s low.
51.0% are inside yesterday’s range.
57.6% of stocks with today’s high > yesterday’s high. (42.4% less than).
38.1% of stocks with today’s low < yesterday’s low. (61.9% greater than).

EVIDENCE OF INTRADAY TREND (20170523 Closing)
43.9% of stocks are above today’s open. (54.2% are below).
41.8% of stocks are above today’s open and yesterday’s close.
43.1% are below both.
19.4% of stocks opened above yesterday’s high.
74.6% of stocks opened above yesterday’s close. (20.0% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170523 Closing)
7.1% of stocks are in the top 10% of today’s range.
16.1% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
14.2% are in the bottom 10%.

GAIN (20170523 Closing)
55.2% of stocks are above yesterday’s close. (44.8% are below.)
0.7% are up 4.5% or more. 1.4% are down 4.5% or more.
1.4% are up 3.5% or more. 2.5% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170523 Closing)
2-day: >=95:6.6%…>=90:18.2%…>=80:39.4%…>=50:68.3%…<=20:7.5%…<=10:2.9%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.0%…>=50:57.9%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:55.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170523 Closing)
29.0% above previous 1 highs, 20.0% below previous 1 lows
26.6% above previous 2 highs, 8.9% below previous 2 lows
25.1% above previous 3 highs, 5.3% below previous 3 lows
19.4% above previous 4 highs, 4.8% below previous 4 lows
14.6% above previous 5 highs, 4.3% below previous 5 lows
12.8% above previous 6 highs, 4.3% below previous 6 lows
12.5% above previous 7 highs, 4.1% below previous 7 lows
11.9% above previous 8 highs, 3.5% below previous 8 lows
10.2% above previous 9 highs, 3.2% below previous 9 lows
9.2% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170523 Closing)
55.2% are above or equal to 5/22 close (1 days ago), 44.8% are below.
70.0% are above or equal to 5/19 close (2 days ago), 30.0% are below.
85.2% are above or equal to 5/18 close (3 days ago), 14.8% are below.
83.5% are above or equal to 5/17 close (4 days ago), 16.5% are below.
49.5% are above or equal to 5/16 close (5 days ago), 50.5% are below.
47.1% are above or equal to 5/15 close (6 days ago), 52.9% are below.
57.9% are above or equal to 5/12 close (7 days ago), 42.1% are below.
52.6% are above or equal to 5/11 close (8 days ago), 47.4% are below.
46.5% are above or equal to 5/10 close (9 days ago), 53.5% are below.
52.8% are above or equal to 5/9 close (10 days ago), 47.2% are below.
50.9% are above or equal to 5/8 close (11 days ago), 49.1% are below.
48.6% are above or equal to 5/5 close (12 days ago), 51.4% are below.
56.8% are above or equal to 5/4 close (13 days ago), 43.2% are below.
53.5% are above or equal to 5/3 close (14 days ago), 46.5% are below.
49.9% are above or equal to 5/2 close (15 days ago), 50.1% are below.
49.4% are above or equal to 5/1 close (16 days ago), 50.6% are below.
50.5% are above or equal to 4/28 close (17 days ago), 49.5% are below.
45.2% are above or equal to 4/27 close (18 days ago), 54.8% are below.
43.7% are above or equal to 4/26 close (19 days ago), 56.3% are below.
44.9% are above or equal to 4/25 close (20 days ago), 55.1% are below.
48.1% are above or equal to 4/24 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170523 Closing)
20d: 11.5% new highs, 3.5% new lows
21d: 11.2% new highs, 3.4% new lows
42d: 9.8% new highs, 2.8% new lows
63d: 8.7% new highs, 2.7% new lows
126d: 8.5% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170523 Closing)
2-day: 52.5% above, 47.5% below
3-day: 64.4% above, 35.6% below
4-day: 74.0% above, 26.0% below
5-day: 78.4% above, 21.6% below
8-day: 64.7% above, 35.3% below
10-day: 58.5% above, 41.5% below
20-day: 52.2% above, 47.8% below
50-day: 53.3% above, 46.7% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170523 Closing)
FINA(88): 0.67% Top=ZION RF APO FRC FNB KEY WBS HBAN ….. KKR AMG SLM WU AMP BEN IVZ ATH=Bottom (Banks/Financials)
INSU(31): 0.56% Top=AFSI MTG AIG VR XL L PRU UNM ….. AON PGR CINF BRO MMC TRV CLGX FNF=Bottom (Insurance)
TRAN(26): 0.50% Top=SNDR JBLU SWFT LUV ODFL EXPD AAL JBHT ….. CP UAL NSC GWR KSU CNI XPO TK=Bottom (Transportation)
MANU(34): 0.48% Top=ATI RS TEX MRC CAT DHR XYL KMT ….. ETN CFX IR BWXT EMR SNA SWK PNR=Bottom (Manufacturing)
REAL(99): 0.27% Top=PEI VER CBL ARI GPT AMH WPG LPT ….. BRX FCH OHI KIM PEB GEO RLJ NNN=Bottom (Real Estate)
HEAL(45): 0.05% Top=A BKD THC BDX NUVA SYK XRAY ANTM ….. BSX EW HOLX CYH UHS ACHC DXCM MZOR=Bottom (Health)
CHEM(28): 0.04% Top=CF CE ASH AGU POT RPM ALB MOS ….. DOW CBT OLN CC TROX PAH VSM HUN=Bottom (Chemicals/Fertilizers)
COHW(37): 0.01% Top=VG PSTG CTL PANW CCI TMUS CSCO LVLT ….. MSI VRSN COMM NTAP SSYS ACIA UBNT FNSR=Bottom (Computer Hardware/Telecom)
META(26): -0.01% Top=AKS X CLF STLD CMC NUE CNX CENX ….. PAAS TECK ABX AEM GG AG AGI SSRI=Bottom (Metals & Mining)
CONS(52): -0.02% Top=SKX TPX KS NKE UAA COTY GT WRK ….. FBHS RL BC HBI EL LULU CRI FOSL=Bottom (Consumer)
ENER(88): -0.14% Top=SN ATW RES OXY REN PDCE OKS XOG ….. FRAC DO FANG PTEN OAS NBR HP KOS=Bottom (Energy)
ELEC(47): -0.22% Top=ICHR SPWR CSIQ CAVM BRKR MRVL IDTI QRVO ….. AMBA AMD ON MXL SIMO OCLR HIMX XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.27% Top=YUMC HGV SEAS LQ MAR WYN PK WEN ….. DRI STAY BLMN CMG JACK EAT SHAK GPRO=Bottom (Leisure)
MATE(25): -0.27% Top=DAR RSG FLR RYN PWR TPH OC WM ….. TOL CAA MAS KBH SRCL LEN PHM DHI=Bottom (Materials & Construction)
COSW(83): -0.28% Top=TTWO ZEN SQ TWLO TTD INTU CDNS AZPN ….. MULE JD VIPS VEEV NTNX SINA CMCM TRIP=Bottom (Computer Software/Internet)
DISV(48): -0.31% Top=LDOS YY RBA AL R WTW KBR V ….. ATHN ULTA CNDT TAL MYGN VNTV CXW CAR=Bottom (Diversified Services)
RETA(57): -1.24% Top=MELI EBAY BID CVS ETSY RH CPRT DKS ….. CHS ORLY TSCO SBH AAP GME TLRD DSW=Bottom (Retail & Specialty Retail)

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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