daytrend

05/25/2017

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

Closing Stats
by daytrend on 20170525. 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 (20170525 Closing)
39.4% of stocks are above yesterday’s high.
61.6% are above yesterday’s midpoint. (38.4% are below.)
21.1% are below yesterday’s low.
39.5% are inside yesterday’s range.
71.8% of stocks with today’s high > yesterday’s high. (28.2% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20170525 Closing)
47.4% of stocks are above today’s open. (51.3% are below).
46.0% of stocks are above today’s open and yesterday’s close.
39.6% are below both.
30.2% of stocks opened above yesterday’s high.
80.2% of stocks opened above yesterday’s close. (17.4% opened below yesterday’s close).
2.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170525 Closing)
4.8% of stocks are in the top 10% of today’s range.
17.2% are in the top 20%.
44.9% are in the top half. 55.1% of stocks are in the bottom half of today’s range.
24.4% are in the bottom 20%.
11.9% are in the bottom 10%.

GAIN (20170525 Closing)
58.8% of stocks are above yesterday’s close. (41.2% are below.)
1.4% are up 4.5% or more. 3.1% are down 4.5% or more.
2.5% are up 3.5% or more. 4.7% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20170525 Closing)
2-day: >=95:20.4%…>=90:29.9%…>=80:41.9%…>=50:63.9%…<=20:17.6%…<=10:10.1%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.0%…>=50:60.0%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:56.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170525 Closing)
39.4% above previous 1 highs, 21.1% below previous 1 lows
32.5% above previous 2 highs, 17.8% below previous 2 lows
29.8% above previous 3 highs, 14.5% below previous 3 lows
28.9% above previous 4 highs, 11.4% below previous 4 lows
28.5% above previous 5 highs, 7.3% below previous 5 lows
26.0% above previous 6 highs, 7.2% below previous 6 lows
22.0% above previous 7 highs, 7.2% below previous 7 lows
21.1% above previous 8 highs, 7.2% below previous 8 lows
20.5% above previous 9 highs, 6.8% below previous 9 lows
19.4% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170525 Closing)
58.8% are above or equal to 5/24 close (1 days ago), 41.2% are below.
62.0% are above or equal to 5/23 close (2 days ago), 38.0% are below.
61.2% are above or equal to 5/22 close (3 days ago), 38.8% are below.
69.4% are above or equal to 5/19 close (4 days ago), 30.6% are below.
76.9% are above or equal to 5/18 close (5 days ago), 23.1% are below.
79.2% are above or equal to 5/17 close (6 days ago), 20.8% are below.
53.9% are above or equal to 5/16 close (7 days ago), 46.1% are below.
52.8% are above or equal to 5/15 close (8 days ago), 47.2% are below.
60.2% are above or equal to 5/12 close (9 days ago), 39.8% are below.
54.7% are above or equal to 5/11 close (10 days ago), 45.3% are below.
48.4% are above or equal to 5/10 close (11 days ago), 51.6% are below.
55.4% are above or equal to 5/9 close (12 days ago), 44.6% are below.
53.5% are above or equal to 5/8 close (13 days ago), 46.5% are below.
50.7% are above or equal to 5/5 close (14 days ago), 49.3% are below.
58.6% are above or equal to 5/4 close (15 days ago), 41.4% are below.
55.3% are above or equal to 5/3 close (16 days ago), 44.7% are below.
52.1% are above or equal to 5/2 close (17 days ago), 47.9% are below.
51.1% are above or equal to 5/1 close (18 days ago), 48.9% are below.
51.8% are above or equal to 4/28 close (19 days ago), 48.2% are below.
46.7% are above or equal to 4/27 close (20 days ago), 53.3% are below.
45.2% are above or equal to 4/26 close (21 days ago), 54.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170525 Closing)
20d: 20.1% new highs, 5.3% new lows
21d: 18.7% new highs, 5.3% new lows
42d: 17.3% new highs, 4.4% new lows
63d: 15.6% new highs, 4.2% new lows
126d: 14.5% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170525 Closing)
2-day: 57.8% above, 42.2% below
3-day: 61.2% above, 38.8% below
4-day: 60.9% above, 39.1% below
5-day: 64.4% above, 35.6% below
8-day: 69.4% above, 30.6% below
10-day: 65.5% above, 34.5% below
20-day: 57.1% above, 42.9% below
50-day: 55.3% above, 44.7% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170525 Closing)
TRAN(26): 1.52% Top=NSC SAVE DAL UAL KSU CSX AAL SNDR ….. FDX WAB CP JBHT EXPD CHRW TK TRN=Bottom (Transportation)
RETA(59): 1.46% Top=BBY GES ANF BURL CPRT GME NFLX BIG ….. GPS AAP CHS AN WSM ETSY W SIG=Bottom (Retail & Specialty Retail)
COSW(82): 0.91% Top=MULE SNAP CMCM CSRA WUBA DATA PFPT NATI ….. SHOP GRUB MDSO MTCH FEYE TRIP TWLO BITA=Bottom (Computer Software/Internet)
HEAL(44): 0.78% Top=NUVA MZOR DVA ALGN THC IART DGX UNH ….. BCR EW PRXL BDX ACHC CYH BKD OPK=Bottom (Health)
INSU(32): 0.73% Top=CLGX MMC XL WLTW TRV MET AJG AFL ….. SLF AFG ORI CNO UNM FAF MTG RDN=Bottom (Insurance)
COHW(38): 0.66% Top=PSTG NTAP ANET VG S ZAYO VSAT TDC ….. CSCO QCOM PANW WDC FNSR INFN HPQ ACIA=Bottom (Computer Hardware/Telecom)
ELEC(47): 0.62% Top=SIMO IDTI CSIQ HIMX TEL XLNX KLAC JBL ….. CREE NVDA SPWR MXL ICHR AYI FSLR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.51% Top=PVH CRI ELF BERY WRK CLX EPC GIL ….. UAA HBI KS GT COTY MAT FOSL TPX=Bottom (Consumer)
LEIS(37): 0.38% Top=RCL DNKN SONC WYN SBUX MGM EXPE CCL ….. HLT JACK SEAS LQ H GPRO PK SIX=Bottom (Leisure)
DISV(49): 0.29% Top=ULTA CXW ADS INFO BAH TRU FISV MCO ….. AL MYGN ZTO ATHN YY MMS TAL KBR=Bottom (Diversified Services)
FINA(87): 0.22% Top=FII BLK BOFI IVZ AMTD ETFC SYF TROW ….. FNB PVTB LM CIT BMO SLM TWNK OZRK=Bottom (Banks/Financials)
REAL(100): -0.06% Top=GEO CBL DFT VER INN MAC GGP REXR ….. SHO HPP DDR AMH MPW PEB CCP OHI=Bottom (Real Estate)
CHEM(28): -0.20% Top=SMG AXTA HUN CC FMC GRA ASH ALB ….. OLN WLK MOS CF DD DOW TROX PAH=Bottom (Chemicals/Fertilizers)
MATE(26): -0.23% Top=FRTA VMC SUM ADSW MLM RSG SRCL WM ….. CAA DAR DHI EXP FLR TPH USG MDR=Bottom (Materials & Construction)
MANU(34): -0.33% Top=HON CAT IR ROK ITW ROP DHR BWXT ….. XYL DOV SNA GE FLS ITT TEX MRC=Bottom (Manufacturing)
META(25): -1.06% Top=PAAS AGI RGLD TECK SCCO FNV AEM TAHO ….. FCX CCJ CMC CLF CNX ABX AG SLCA=Bottom (Metals & Mining)
ENER(84): -3.23% Top=TSO MDU FANG COG INT WPZ VVV XOM ….. DO RIG SN ATW WLL NBR RDC SPN=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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