daytrend

05/30/2017

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

Closing Stats
by daytrend on 20170530. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20170530 Closing)
15.7% of stocks are above yesterday’s high.
38.5% are above yesterday’s midpoint. (61.5% are below.)
35.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
36.7% of stocks with today’s high > yesterday’s high. (63.3% less than).
62.1% of stocks with today’s low < yesterday’s low. (37.9% greater than).

EVIDENCE OF INTRADAY TREND (20170530 Closing)
43.9% of stocks are above today’s open. (54.5% are below).
32.7% of stocks are above today’s open and yesterday’s close.
52.4% are below both.
3.1% of stocks opened above yesterday’s high.
20.1% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
17.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170530 Closing)
5.2% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
26.1% are in the bottom 20%.
17.0% are in the bottom 10%.

GAIN (20170530 Closing)
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.5% are up 4.5% or more. 3.5% are down 4.5% or more.
0.6% are up 3.5% or more. 5.2% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20170530 Closing)
2-day: >=95:9.2%…>=90:13.2%…>=80:20.3%…>=50:41.1%…<=20:31.3%…<=10:16.8%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:52.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:52.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170530 Closing)
15.7% above previous 1 highs, 35.5% below previous 1 lows
10.4% above previous 2 highs, 29.0% below previous 2 lows
9.9% above previous 3 highs, 23.2% below previous 3 lows
9.2% above previous 4 highs, 20.5% below previous 4 lows
9.1% above previous 5 highs, 17.7% below previous 5 lows
8.8% above previous 6 highs, 15.1% below previous 6 lows
8.7% above previous 7 highs, 10.8% below previous 7 lows
8.1% above previous 8 highs, 10.0% below previous 8 lows
6.7% above previous 9 highs, 10.0% below previous 9 lows
6.7% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170530 Closing)
36.2% are above or equal to 5/26 close (1 days ago), 63.8% are below.
36.3% are above or equal to 5/25 close (2 days ago), 63.7% are below.
46.3% are above or equal to 5/24 close (3 days ago), 53.7% are below.
53.4% are above or equal to 5/23 close (4 days ago), 46.6% are below.
50.9% are above or equal to 5/22 close (5 days ago), 49.1% are below.
58.5% are above or equal to 5/19 close (6 days ago), 41.5% are below.
67.5% are above or equal to 5/18 close (7 days ago), 32.5% are below.
71.7% are above or equal to 5/17 close (8 days ago), 28.3% are below.
50.1% are above or equal to 5/16 close (9 days ago), 49.9% are below.
48.3% are above or equal to 5/15 close (10 days ago), 51.7% are below.
55.9% are above or equal to 5/12 close (11 days ago), 44.1% are below.
51.5% are above or equal to 5/11 close (12 days ago), 48.5% are below.
46.8% are above or equal to 5/10 close (13 days ago), 53.2% are below.
51.0% are above or equal to 5/9 close (14 days ago), 49.0% are below.
51.0% are above or equal to 5/8 close (15 days ago), 49.0% are below.
47.9% are above or equal to 5/5 close (16 days ago), 52.1% are below.
54.8% are above or equal to 5/4 close (17 days ago), 45.2% are below.
51.5% are above or equal to 5/3 close (18 days ago), 48.5% are below.
48.3% are above or equal to 5/2 close (19 days ago), 51.7% are below.
48.1% are above or equal to 5/1 close (20 days ago), 51.9% are below.
48.9% are above or equal to 4/28 close (21 days ago), 51.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170530 Closing)
20d: 10.1% new highs, 9.8% new lows
21d: 9.5% new highs, 9.8% new lows
42d: 8.6% new highs, 8.1% new lows
63d: 7.9% new highs, 7.2% new lows
126d: 7.8% new highs, 6.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170530 Closing)
2-day: 34.9% above, 65.1% below
3-day: 34.5% above, 65.5% below
4-day: 38.6% above, 61.4% below
5-day: 44.8% above, 55.2% below
8-day: 54.3% above, 45.7% below
10-day: 55.9% above, 44.1% below
20-day: 52.7% above, 47.3% below
50-day: 53.2% above, 46.8% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170530 Closing)
ELEC(47): 0.55% Top=FSLR ICHR HIMX SPWR ADI CSIQ JBL NVDA ….. AVGO CGNX AMKR CRUS IDTI AYI MRVL AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.12% Top=WHR RL IP OI CCK PBI TPX MAT ….. UAA LULU FOSL COTY BERY CRI GT ENR=Bottom (Consumer)
COHW(38): -0.14% Top=PSTG HPQ VZ STX WDC MSI T ZAYO ….. CIEN FNSR TMUS TDC INFN ACIA SSYS BBRY=Bottom (Computer Hardware/Telecom)
META(26): -0.17% Top=AKS X STLD AGI CLF SCCO TECK NUE ….. CCJ PAAS TAHO SLCA AEM SSRI AG CNX=Bottom (Metals & Mining)
MANU(35): -0.25% Top=TEX DOV TTC MWA XYL PNR AOS MHK ….. GE DE AGCO SNA BWXT JKS DDD MRC=Bottom (Manufacturing)
HEAL(43): -0.26% Top=IART A BAX VAR ALGN BDX DVA ABT ….. LH HLS MZOR CNC BKD ACHC CYH IRWD=Bottom (Health)
DISV(48): -0.28% Top=SBAC CAR AMN YY FDC ATHN ACM HRB ….. MAN ZTO ROL CXW TAL RRD AL WTW=Bottom (Diversified Services)
COSW(79): -0.33% Top=TTD MTCH SQ SYMC XRX SABR TWTR INTU ….. MDSO SINA VEEV VIPS WUBA PFPT MULE NTNX=Bottom (Computer Software/Internet)
LEIS(38): -0.39% Top=QSR LVS DPZ WYNN CCL YUM WYN SONC ….. CMG WEN STAY GPRO SEAS SHAK BLMN ZOES=Bottom (Leisure)
RETA(60): -0.40% Top=TLRD GNC GME LB KR TGT SBH M ….. KMX LOW MELI MIK BLDR SIG RH SHLD=Bottom (Retail & Specialty Retail)
MATE(27): -0.46% Top=JELD EXP WM TPH WY FLR MAS RYN ….. TOL MDR DAR PWR OC VMC SRCL FRTA=Bottom (Materials & Construction)
INSU(31): -0.50% Top=MMC AIG AON AFL BRO XL AFG TRV ….. VR MET FNF ORI RDN AGO MTG AFSI=Bottom (Insurance)
TRAN(27): -0.70% Top=JBHT NSC WAB SWFT SNDR UPS CNI ODFL ….. AAL LUV JBLU SAVE UAL DAL TK BRS=Bottom (Transportation)
CHEM(27): -0.77% Top=POT CBT SHW EMN ASH APD DD DOW ….. WLK MOS IFF OLN SMG HUN CC TROX=Bottom (Chemicals/Fertilizers)
REAL(101): -0.78% Top=MPW AMT GPT RLJ FCH DFT GLPI HR ….. SC NRZ BRX KIM DDR CBL PEI WPG=Bottom (Real Estate)
FINA(87): -0.87% Top=NAVI BX FRC WU YRD TD ATH EFX ….. FII LM SLM TWNK SCHW GS PSEC OZRK=Bottom (Banks/Financials)
ENER(83): -2.40% Top=ATW RDC TSO SU MDU EPD NOV XOM ….. HK CRC XOG ECA GPOR OAS SM WLL=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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