daytrend

06/02/2017

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

Closing Stats
by daytrend on 20170602. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170602 Closing)
36.3% of stocks are above yesterday’s high.
72.1% are above yesterday’s midpoint. (27.9% are below.)
10.7% are below yesterday’s low.
53.0% are inside yesterday’s range.
67.2% of stocks with today’s high > yesterday’s high. (32.8% less than).
21.4% of stocks with today’s low < yesterday’s low. (78.6% greater than).

EVIDENCE OF INTRADAY TREND (20170602 Closing)
51.2% of stocks are above today’s open. (47.6% are below).
42.6% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
26.4% of stocks opened above yesterday’s high.
53.7% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170602 Closing)
8.1% of stocks are in the top 10% of today’s range.
19.7% are in the top 20%.
52.5% are in the top half. 47.5% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
8.6% are in the bottom 10%.

GAIN (20170602 Closing)
51.8% of stocks are above yesterday’s close. (48.2% are below.)
0.6% are up 4.5% or more. 1.1% are down 4.5% or more.
1.1% are up 3.5% or more. 1.9% are down 3.5% or more.
60.3% are between +1% and -1%.

RSI on DAILY (20170602 Closing)
2-day: >=95:17.3%…>=90:30.3%…>=80:42.1%…>=50:67.8%…<=20:9.7%…<=10:3.9%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.4%…>=80:7.6%…>=50:66.0%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.3%…>=50:62.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170602 Closing)
36.3% above previous 1 highs, 10.7% below previous 1 lows
33.8% above previous 2 highs, 4.4% below previous 2 lows
31.5% above previous 3 highs, 4.1% below previous 3 lows
29.6% above previous 4 highs, 3.9% below previous 4 lows
27.1% above previous 5 highs, 3.8% below previous 5 lows
26.0% above previous 6 highs, 3.3% below previous 6 lows
24.7% above previous 7 highs, 3.2% below previous 7 lows
24.0% above previous 8 highs, 3.2% below previous 8 lows
24.0% above previous 9 highs, 3.0% below previous 9 lows
23.7% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170602 Closing)
51.8% are above or equal to 6/1 close (1 days ago), 48.2% are below.
80.1% are above or equal to 5/31 close (2 days ago), 19.9% are below.
76.1% are above or equal to 5/30 close (3 days ago), 23.9% are below.
65.2% are above or equal to 5/26 close (4 days ago), 34.8% are below.
63.2% are above or equal to 5/25 close (5 days ago), 36.8% are below.
64.7% are above or equal to 5/24 close (6 days ago), 35.3% are below.
65.9% are above or equal to 5/23 close (7 days ago), 34.1% are below.
64.1% are above or equal to 5/22 close (8 days ago), 35.9% are below.
69.7% are above or equal to 5/19 close (9 days ago), 30.3% are below.
74.3% are above or equal to 5/18 close (10 days ago), 25.7% are below.
75.3% are above or equal to 5/17 close (11 days ago), 24.7% are below.
61.1% are above or equal to 5/16 close (12 days ago), 38.9% are below.
59.2% are above or equal to 5/15 close (13 days ago), 40.8% are below.
63.4% are above or equal to 5/12 close (14 days ago), 36.6% are below.
59.4% are above or equal to 5/11 close (15 days ago), 40.6% are below.
55.6% are above or equal to 5/10 close (16 days ago), 44.4% are below.
58.7% are above or equal to 5/9 close (17 days ago), 41.3% are below.
57.4% are above or equal to 5/8 close (18 days ago), 42.6% are below.
55.1% are above or equal to 5/5 close (19 days ago), 44.9% are below.
60.5% are above or equal to 5/4 close (20 days ago), 39.5% are below.
58.7% are above or equal to 5/3 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170602 Closing)
20d: 29.6% new highs, 4.5% new lows
21d: 29.2% new highs, 4.4% new lows
42d: 23.2% new highs, 3.8% new lows
63d: 22.1% new highs, 3.2% new lows
126d: 20.2% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170602 Closing)
2-day: 50.7% above, 49.3% below
3-day: 71.5% above, 28.5% below
4-day: 74.2% above, 25.8% below
5-day: 71.4% above, 28.6% below
8-day: 68.3% above, 31.7% below
10-day: 68.3% above, 31.7% below
20-day: 64.4% above, 35.6% below
50-day: 60.0% above, 40.0% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170602 Closing)
MATE(26): 0.66% Top=PHM KBH OC DHI JELD FAST CAA LEN ….. EXP WY WCN VMC MLM FLR SRCL MDR=Bottom (Materials & Construction)
REAL(99): 0.61% Top=SUI DFT CONE EQR AVB UDR REXR AMH ….. DDR MAC WPG PEI KIM SPG SKT CBL=Bottom (Real Estate)
ELEC(46): 0.56% Top=AVGO HIMX ICHR ON KEYS AMAT WAT LRCX ….. NVDA OCLR CRUS CSIQ CAVM MRVL CY ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 0.47% Top=SHOP TTD TWLO WDAY VEEV BL MSFT GRUB ….. TWTR SNAP WUBA DNB TRIP VMW ADP CMCM=Bottom (Computer Software/Internet)
TRAN(25): 0.45% Top=SAVE DAL FDX WAB SWFT UAL ALK XPO ….. CSX CNI SNDR KSU CP NSC BRS TK=Bottom (Transportation)
LEIS(38): 0.39% Top=PK EAT TXRH JACK DRI SBUX MAR DPZ ….. SIX QSR RRR MLCO ZOES CMG BYD SEAS=Bottom (Leisure)
CONS(52): 0.37% Top=LULU ENR UAA EL ELF VFC NKE HAS ….. BMS PBI AVY COTY GPK CSL FOSL FL=Bottom (Consumer)
COHW(38): 0.35% Top=VSAT S ANET AAPL CIEN MSI CCI STX ….. ZAYO ACIA NTAP PANW BBRY TDC FNSR VIAV=Bottom (Computer Hardware/Telecom)
MANU(37): 0.24% Top=JKS ITT AOS KMT DCI IEX XYL MIDD ….. SNA DOV ATI RS TEX FLS CMI MRC=Bottom (Manufacturing)
HEAL(42): 0.21% Top=OPK ALGN HOLX BKD IART PKI DXCM NUVA ….. BAX HCA MOH THC DVA MZOR UHS CYH=Bottom (Health)
DISV(46): 0.20% Top=TAL CXW ULTA MA ROL MYGN ALLE FDC ….. LDOS YY AL TRU GPN HRB URI ADS=Bottom (Diversified Services)
CHEM(26): 0.20% Top=PX SHW APD PPG VSM AXTA TROX WLK ….. POT HUN SMG CC MOS PAH OLN CF=Bottom (Chemicals/Fertilizers)
INSU(29): -0.35% Top=FAF FNF PGR AIG WLTW MTG MMC CNO ….. SLF XL L RDN UNM AGO LNC AFSI=Bottom (Insurance)
FINA(87): -0.52% Top=TWNK WETF BGCP OZRK SYF CLNS BX PYPL ….. FHN CIT RF SCHW SLM SIVB NAVI PACW=Bottom (Banks/Financials)
META(24): -0.79% Top=SSRI AGI FNV AEM WPM TAHO STLD AG ….. X GG FCX TECK CCJ CENX CNX SLCA=Bottom (Metals & Mining)
RETA(60): -0.99% Top=BLDR W EBAY BURL NFLX SIG WBA AMZN ….. GES PAG LL TLRD URBN AEO SHLD RH=Bottom (Retail & Specialty Retail)
ENER(82): -1.62% Top=SM TSO SPN NOV RSPP OXY EPD WMB ….. WLL QEP AR CLR CVE NFX GPOR CRC=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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