daytrend

05/24/2017

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

Closing Stats
by daytrend on 20170524. 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 (20170524 Closing)
28.1% of stocks are above yesterday’s high.
57.3% are above yesterday’s midpoint. (42.7% are below.)
16.2% are below yesterday’s low.
55.6% are inside yesterday’s range.
52.5% of stocks with today’s high > yesterday’s high. (47.5% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170524 Closing)
54.5% of stocks are above today’s open. (44.5% are below).
50.6% of stocks are above today’s open and yesterday’s close.
36.8% are below both.
9.2% of stocks opened above yesterday’s high.
58.5% of stocks opened above yesterday’s close. (34.1% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170524 Closing)
14.6% of stocks are in the top 10% of today’s range.
27.5% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
3.6% are in the bottom 10%.

GAIN (20170524 Closing)
59.2% of stocks are above yesterday’s close. (40.8% are below.)
1.1% are up 4.5% or more. 0.9% are down 4.5% or more.
1.6% are up 3.5% or more. 1.3% are down 3.5% or more.
65.9% are between +1% and -1%.

RSI on DAILY (20170524 Closing)
2-day: >=95:13.5%…>=90:25.2%…>=80:39.5%…>=50:66.9%…<=20:11.1%…<=10:4.8%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.7%…>=50:57.9%…<=20:1.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:56.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170524 Closing)
28.1% above previous 1 highs, 16.2% below previous 1 lows
24.2% above previous 2 highs, 11.8% below previous 2 lows
22.6% above previous 3 highs, 6.8% below previous 3 lows
21.9% above previous 4 highs, 4.4% below previous 4 lows
19.3% above previous 5 highs, 4.4% below previous 5 lows
15.8% above previous 6 highs, 4.4% below previous 6 lows
14.6% above previous 7 highs, 4.2% below previous 7 lows
13.8% above previous 8 highs, 4.1% below previous 8 lows
12.9% above previous 9 highs, 4.0% below previous 9 lows
12.5% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170524 Closing)
59.2% are above or equal to 5/23 close (1 days ago), 40.8% are below.
59.2% are above or equal to 5/22 close (2 days ago), 40.8% are below.
70.8% are above or equal to 5/19 close (3 days ago), 29.2% are below.
82.9% are above or equal to 5/18 close (4 days ago), 17.1% are below.
81.9% are above or equal to 5/17 close (5 days ago), 18.1% are below.
52.4% are above or equal to 5/16 close (6 days ago), 47.6% are below.
50.5% are above or equal to 5/15 close (7 days ago), 49.5% are below.
60.7% are above or equal to 5/12 close (8 days ago), 39.3% are below.
55.3% are above or equal to 5/11 close (9 days ago), 44.7% are below.
47.2% are above or equal to 5/10 close (10 days ago), 52.8% are below.
54.0% are above or equal to 5/9 close (11 days ago), 46.0% are below.
52.7% are above or equal to 5/8 close (12 days ago), 47.3% are below.
49.5% are above or equal to 5/5 close (13 days ago), 50.5% are below.
58.0% are above or equal to 5/4 close (14 days ago), 42.0% are below.
54.9% are above or equal to 5/3 close (15 days ago), 45.1% are below.
52.4% are above or equal to 5/2 close (16 days ago), 47.6% are below.
51.5% are above or equal to 5/1 close (17 days ago), 48.5% are below.
51.8% are above or equal to 4/28 close (18 days ago), 48.2% are below.
45.5% are above or equal to 4/27 close (19 days ago), 54.5% are below.
45.5% are above or equal to 4/26 close (20 days ago), 54.5% are below.
45.9% are above or equal to 4/25 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170524 Closing)
20d: 11.2% new highs, 6.2% new lows
21d: 11.1% new highs, 6.1% new lows
42d: 10.2% new highs, 4.7% new lows
63d: 9.3% new highs, 4.4% new lows
126d: 8.8% new highs, 2.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170524 Closing)
2-day: 57.8% above, 42.2% below
3-day: 58.5% above, 41.5% below
4-day: 64.4% above, 35.6% below
5-day: 73.1% above, 26.9% below
8-day: 68.4% above, 31.6% below
10-day: 64.8% above, 35.2% below
20-day: 55.9% above, 44.1% below
50-day: 54.1% above, 45.9% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170524 Closing)
ELEC(47): 1.01% Top=FSLR CY PI SPWR IDTI MRVL MSCC SIMO ….. LRCX GRMN TRMB CGNX AMAT AYI HIMX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.81% Top=PEI TCO KRG WPG GGP DDR LHO REG ….. HCP MPW CCP ARE SC HTA PEB SLG=Bottom (Real Estate)
COSW(83): 0.80% Top=MULE TTWO INTU CMCM EA DATA NTNX SNAP ….. JD TWTR VIPS FEYE NTES NATI BITA MDRX=Bottom (Computer Software/Internet)
LEIS(37): 0.74% Top=JACK DPZ SONC SHAK WEN DNKN BLMN TXRH ….. WYNN RRR STAY MGM HGV YUMC SEAS GPRO=Bottom (Leisure)
CONS(52): 0.56% Top=WRK MAT HAS GPK SPB SKX PKG KS ….. COTY WHR HBI WWW ELF FOSL RL PBI=Bottom (Consumer)
DISV(48): 0.52% Top=WTW ATHN R FLT YY CTAS VNTV HRI ….. JEC URI MYGN RHI AL MAN TAL ULTA=Bottom (Diversified Services)
HEAL(45): 0.26% Top=IRWD IART AET BSX ANTM NUVA ZBH CNC ….. CYH XRAY HLS MZOR ACHC THC OPK UHS=Bottom (Health)
INSU(32): 0.17% Top=AFSI WLTW CLGX MTG AGO XL AIG PGR ….. PRU AFL TMK ORI L UNM LNC SLF=Bottom (Insurance)
TRAN(26): 0.15% Top=SNDR SWFT JBLU ODFL CNI CSX CP DAL ….. UAL KSU EXPD JBHT TRN ALK SAVE TK=Bottom (Transportation)
META(25): 0.14% Top=CENX AG ABX NEM FNV AGI PAAS AEM ….. TAHO STLD TECK SSRI SLCA CMC CCJ CLF=Bottom (Metals & Mining)
CHEM(28): -0.02% Top=CBT ASH VSM PX DD DOW IFF APD ….. SMG PAH MOS OLN CF HUN CC TROX=Bottom (Chemicals/Fertilizers)
MANU(34): -0.13% Top=MHK PH EMR DDD AME PNR ITW SWK ….. IR SNA TTC FLS RS MRC GE ATI=Bottom (Manufacturing)
FINA(88): -0.22% Top=EV WU GS YRD PYPL SBNY CLNS NAVI ….. CFG RF ZION FHN OZRK BMO TROW BOFI=Bottom (Banks/Financials)
COHW(37): -0.23% Top=WDC CDW VRSN BCE ARRS ACIA HRS VG ….. QCOM VZ VIAV FNSR TDC UBNT BBRY CIEN=Bottom (Computer Hardware/Telecom)
MATE(26): -0.33% Top=ADSW CAA MAS RYN LEN DHI PHM KBH ….. MDR VMC PWR FAST DAR MLM EXP FRTA=Bottom (Materials & Construction)
RETA(58): -0.57% Top=ANF DSW AEO BID W AZO MELI WSM ….. TSCO BBY LOW RH AAP SIG TIF CHS=Bottom (Retail & Specialty Retail)
ENER(85): -0.95% Top=SN MDU OKS HK NFG EEP PTEN FRAC ….. OAS HP PBF GPOR COG SWN RRC REN=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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