daytrend

06/01/2017

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

Closing Stats
by daytrend on 20170601. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170601 Closing)
62.0% of stocks are above yesterday’s high.
87.9% are above yesterday’s midpoint. (12.1% are below.)
2.4% are below yesterday’s low.
35.6% are inside yesterday’s range.
79.1% of stocks with today’s high > yesterday’s high. (20.9% less than).
15.3% of stocks with today’s low < yesterday’s low. (84.7% greater than).

EVIDENCE OF INTRADAY TREND (20170601 Closing)
83.5% of stocks are above today’s open. (16.1% are below).
81.8% of stocks are above today’s open and yesterday’s close.
10.5% are below both.
22.2% of stocks opened above yesterday’s high.
75.9% of stocks opened above yesterday’s close. (19.8% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170601 Closing)
35.0% of stocks are in the top 10% of today’s range.
54.6% are in the top 20%.
84.2% are in the top half. 15.8% of stocks are in the bottom half of today’s range.
3.1% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20170601 Closing)
88.2% of stocks are above yesterday’s close. (11.8% are below.)
2.9% are up 4.5% or more. 0.1% are down 4.5% or more.
6.7% are up 3.5% or more. 0.4% are down 3.5% or more.
38.8% are between +1% and -1%.

RSI on DAILY (20170601 Closing)
2-day: >=95:16.4%…>=90:26.4%…>=80:47.4%…>=50:80.8%…<=20:5.3%…<=10:3.1%…<=5:2.0%…
9-day: >=95:0.1%…>=90:0.5%…>=80:5.7%…>=50:66.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:62.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170601 Closing)
62.0% above previous 1 highs, 2.4% below previous 1 lows
47.8% above previous 2 highs, 1.9% below previous 2 lows
41.1% above previous 3 highs, 1.3% below previous 3 lows
33.1% above previous 4 highs, 1.0% below previous 4 lows
31.7% above previous 5 highs, 0.8% below previous 5 lows
29.5% above previous 6 highs, 0.8% below previous 6 lows
28.3% above previous 7 highs, 0.5% below previous 7 lows
28.2% above previous 8 highs, 0.4% below previous 8 lows
27.8% above previous 9 highs, 0.4% below previous 9 lows
26.2% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170601 Closing)
88.2% are above or equal to 5/31 close (1 days ago), 11.8% are below.
79.2% are above or equal to 5/30 close (2 days ago), 20.8% are below.
66.9% are above or equal to 5/26 close (3 days ago), 33.1% are below.
63.2% are above or equal to 5/25 close (4 days ago), 36.8% are below.
64.5% are above or equal to 5/24 close (5 days ago), 35.5% are below.
66.4% are above or equal to 5/23 close (6 days ago), 33.6% are below.
65.8% are above or equal to 5/22 close (7 days ago), 34.2% are below.
69.8% are above or equal to 5/19 close (8 days ago), 30.2% are below.
74.8% are above or equal to 5/18 close (9 days ago), 25.2% are below.
77.5% are above or equal to 5/17 close (10 days ago), 22.5% are below.
60.0% are above or equal to 5/16 close (11 days ago), 40.0% are below.
58.4% are above or equal to 5/15 close (12 days ago), 41.6% are below.
63.4% are above or equal to 5/12 close (13 days ago), 36.6% are below.
60.0% are above or equal to 5/11 close (14 days ago), 40.0% are below.
54.5% are above or equal to 5/10 close (15 days ago), 45.5% are below.
59.0% are above or equal to 5/9 close (16 days ago), 41.0% are below.
57.2% are above or equal to 5/8 close (17 days ago), 42.8% are below.
54.5% are above or equal to 5/5 close (18 days ago), 45.5% are below.
60.3% are above or equal to 5/4 close (19 days ago), 39.7% are below.
58.5% are above or equal to 5/3 close (20 days ago), 41.5% are below.
55.9% are above or equal to 5/2 close (21 days ago), 44.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170601 Closing)
20d: 21.6% new highs, 1.8% new lows
21d: 20.9% new highs, 1.8% new lows
42d: 17.0% new highs, 1.2% new lows
63d: 16.0% new highs, 1.1% new lows
126d: 14.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170601 Closing)
2-day: 87.7% above, 12.3% below
3-day: 85.8% above, 14.2% below
4-day: 78.7% above, 21.3% below
5-day: 74.6% above, 25.4% below
8-day: 70.3% above, 29.7% below
10-day: 72.5% above, 27.5% below
20-day: 64.5% above, 35.5% below
50-day: 59.1% above, 40.9% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170601 Closing)
COHW(38): 2.66% Top=PANW CIEN BBRY INFN FNSR LVLT CTL VSAT ….. ANET TMUS AAPL ZAYO VZ BCE STX NTAP=Bottom (Computer Hardware/Telecom)
RETA(60): 1.93% Top=SIG W ANF URBN BID DLTR GES MIK ….. GNC LL AMZN COST WSM NFLX KORS ROST=Bottom (Retail & Specialty Retail)
HEAL(42): 1.91% Top=ACHC THC OPK CNC CYH MOH ANTM ZBH ….. IART DGX XRAY A ALGN DXCM VWR MZOR=Bottom (Health)
TRAN(26): 1.68% Top=TK BRS SAVE XPO FDX TRN UAL WAB ….. JBHT SNDR KSU CP NSC LUV UNP SWFT=Bottom (Transportation)
LEIS(38): 1.62% Top=ZOES LVS YUMC WYNN ARMK LQ EAT RCL ….. MTN JACK HLT SBUX DNKN H SIX QSR=Bottom (Leisure)
CHEM(27): 1.55% Top=AXTA CC VSM HUN PPG RPM PAH SHW ….. FMC APD GRA MOS CF IFF ALB POT=Bottom (Chemicals/Fertilizers)
FINA(86): 1.53% Top=AMG IVZ VOYA WDR FRC YRD FHN LM ….. EWBC NDAQ TD CIT ICE PVTB RF SLM=Bottom (Banks/Financials)
MATE(25): 1.46% Top=FLR SRCL PWR TOL EXP MDR DAR PHM ….. ADSW TPH FAST SUM WM OC MAS JELD=Bottom (Materials & Construction)
DISV(46): 1.41% Top=KBR FDC AL ATHN WTW ZTO ATGE SERV ….. ILG ADS V SBAC FISV BAH VNTV ROL=Bottom (Diversified Services)
CONS(52): 1.31% Top=GT PBI ELF UAA TPX SKX PAY RL ….. CLX FL COH TUP WWW VFC MAT NKE=Bottom (Consumer)
INSU(29): 1.27% Top=AFSI LNC AGO CNO RDN MET PRU BRO ….. AON AFG AIG TRV WLTW FAF XL MMC=Bottom (Insurance)
MANU(36): 1.18% Top=ITT TEX ATI JKS RS CFX AGCO CMI ….. IEX LII HON CAT EMR PNR IR DCI=Bottom (Manufacturing)
COSW(80): 1.14% Top=VIPS NCR ZEN MDRX TRIP PFPT YELP CMCM ….. SINA NTNX CHKP CDNS MTCH TWLO JKHY HPE=Bottom (Computer Software/Internet)
ENER(83): 1.14% Top=SN DK PBF REN HFC MTDR DO OXY ….. PAGP XEC EPD NFG SPN SM WLL GPOR=Bottom (Energy)
ELEC(46): 1.04% Top=HIMX OCLR PI MRVL CRUS MSCC AYI JBL ….. FSLR CAVM MXL ICHR TXN AVGO AMD ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(98): 0.84% Top=PEI WPG SRC CBL UNIT CUZ SC OFC ….. UDR AVB HST DFT PSA EXR CUBE TCO=Bottom (Real Estate)
META(25): 0.04% Top=CCJ CMC CNX NUE STLD CENX PAAS SLCA ….. SCCO AGI WPM SSRI AKS X AG ABX=Bottom (Metals & Mining)

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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