daytrend

06/05/2017

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

Closing Stats
by daytrend on 20170605. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170605 Closing)
16.1% of stocks are above yesterday’s high.
44.4% are above yesterday’s midpoint. (55.6% are below.)
27.6% are below yesterday’s low.
56.3% are inside yesterday’s range.
39.5% of stocks with today’s high > yesterday’s high. (60.5% less than).
49.5% of stocks with today’s low < yesterday’s low. (50.5% greater than).

EVIDENCE OF INTRADAY TREND (20170605 Closing)
45.2% of stocks are above today’s open. (53.5% are below).
35.1% of stocks are above today’s open and yesterday’s close.
49.8% are below both.
5.6% of stocks opened above yesterday’s high.
27.6% of stocks opened above yesterday’s close. (67.0% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170605 Closing)
5.2% of stocks are in the top 10% of today’s range.
12.0% are in the top 20%.
40.0% are in the top half. 60.0% of stocks are in the bottom half of today’s range.
28.3% are in the bottom 20%.
18.6% are in the bottom 10%.

GAIN (20170605 Closing)
40.7% of stocks are above yesterday’s close. (59.3% are below.)
0.8% are up 4.5% or more. 0.6% are down 4.5% or more.
1.7% are up 3.5% or more. 1.2% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20170605 Closing)
2-day: >=95:11.0%…>=90:17.0%…>=80:25.6%…>=50:51.0%…<=20:13.8%…<=10:6.3%…<=5:3.0%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.4%…>=50:61.1%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.2%…>=50:60.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170605 Closing)
16.1% above previous 1 highs, 27.6% below previous 1 lows
13.0% above previous 2 highs, 10.7% below previous 2 lows
12.2% above previous 3 highs, 5.9% below previous 3 lows
11.5% above previous 4 highs, 5.2% below previous 4 lows
11.2% above previous 5 highs, 5.0% below previous 5 lows
10.7% above previous 6 highs, 4.5% below previous 6 lows
10.5% above previous 7 highs, 4.1% below previous 7 lows
10.1% above previous 8 highs, 4.1% below previous 8 lows
9.9% above previous 9 highs, 3.8% below previous 9 lows
9.9% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170605 Closing)
40.7% are above or equal to 6/2 close (1 days ago), 59.3% are below.
45.2% are above or equal to 6/1 close (2 days ago), 54.8% are below.
74.4% are above or equal to 5/31 close (3 days ago), 25.6% are below.
70.9% are above or equal to 5/30 close (4 days ago), 29.1% are below.
61.2% are above or equal to 5/26 close (5 days ago), 38.8% are below.
59.3% are above or equal to 5/25 close (6 days ago), 40.7% are below.
60.9% are above or equal to 5/24 close (7 days ago), 39.1% are below.
63.4% are above or equal to 5/23 close (8 days ago), 36.6% are below.
61.7% are above or equal to 5/22 close (9 days ago), 38.3% are below.
66.2% are above or equal to 5/19 close (10 days ago), 33.8% are below.
71.0% are above or equal to 5/18 close (11 days ago), 29.0% are below.
73.6% are above or equal to 5/17 close (12 days ago), 26.4% are below.
58.7% are above or equal to 5/16 close (13 days ago), 41.3% are below.
56.9% are above or equal to 5/15 close (14 days ago), 43.1% are below.
61.1% are above or equal to 5/12 close (15 days ago), 38.9% are below.
57.9% are above or equal to 5/11 close (16 days ago), 42.1% are below.
54.1% are above or equal to 5/10 close (17 days ago), 45.9% are below.
57.3% are above or equal to 5/9 close (18 days ago), 42.7% are below.
55.4% are above or equal to 5/8 close (19 days ago), 44.6% are below.
53.8% are above or equal to 5/5 close (20 days ago), 46.2% are below.
59.8% are above or equal to 5/4 close (21 days ago), 40.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170605 Closing)
20d: 18.5% new highs, 5.2% new lows
21d: 18.2% new highs, 5.1% new lows
42d: 15.4% new highs, 4.7% new lows
63d: 14.7% new highs, 4.5% new lows
126d: 13.6% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170605 Closing)
2-day: 38.9% above, 61.1% below
3-day: 42.2% above, 57.8% below
4-day: 57.0% above, 43.0% below
5-day: 63.0% above, 37.0% below
8-day: 61.2% above, 38.8% below
10-day: 61.9% above, 38.1% below
20-day: 61.3% above, 38.7% below
50-day: 57.4% above, 42.6% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170605 Closing)
META(25): 0.46% Top=CENX AKS X CMC AA FCX CCJ AGI ….. TAHO NEM RGLD FNV CNX SLCA AEM WPM=Bottom (Metals & Mining)
ELEC(46): 0.31% Top=ICHR OCLR AMD NVDA CY ON GRMN SPWR ….. BRKR FLEX CAVM MXL FSLR QRVO MSCC ADI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): 0.13% Top=ICE EV SYF ETFC WDR CIT IVZ CME ….. PFG BX HOMB FII CLNS KKR APO WETF=Bottom (Banks/Financials)
TRAN(25): 0.09% Top=XPO LUV SWFT SAVE JBHT SNDR CNI KSU ….. UAL CHRW CP UNP NSC CSX TRN TK=Bottom (Transportation)
CONS(53): -0.05% Top=GOOS SKX FOSL COH MAT WHR UAA GIL ….. KS SON BERY ELF ENR GPK BC LULU=Bottom (Consumer)
ENER(82): -0.09% Top=SM PBF TSO EEP SPN OII RES DO ….. REN XEC CXO FRAC XOG PDCE PE RSPP=Bottom (Energy)
RETA(60): -0.17% Top=GNC RH KORS TLRD FINL MIK TIF BABA ….. URBN JWN ORLY BLDR KSS ANF WSM SHLD=Bottom (Retail & Specialty Retail)
COHW(38): -0.24% Top=UBNT INFN PANW ANET COMM S MSI VG ….. NTAP BBRY TMUS VIAV WDC CIEN STX ACIA=Bottom (Computer Hardware/Telecom)
COSW(81): -0.25% Top=YELP CSRA GWRE GOOG AKAM FTNT SQ SSNC ….. VEEV WDAY ADSK TTD VIPS VMW SNAP SINA=Bottom (Computer Software/Internet)
HEAL(46): -0.45% Top=DXCM RMD COO ESRX UHS MOH CNC VAR ….. DVA HCA LH BKD MZOR THC CYH OPK=Bottom (Health)
MANU(37): -0.47% Top=ATI MRC RS TTC XYL GE DOV DE ….. BWXT KMT PNR CMI ETN PH DCI JKS=Bottom (Manufacturing)
REAL(101): -0.47% Top=XHR UNIT AVB CPT UDR MAA EQR PEI ….. MAC STOR DFT RLGY O VER NNN DDR=Bottom (Real Estate)
LEIS(38): -0.49% Top=GPRO YUMC EXPE DRI RRR EAT ZOES ARMK ….. WYN CMG MTN MAR WEN SEAS LQ SIX=Bottom (Leisure)
DISV(45): -0.50% Top=MYGN FDC FLT CNDT ULTA MA PAYX ZTO ….. CTAS WTW ACM JEC RHI MAN URI CAR=Bottom (Diversified Services)
CHEM(26): -0.53% Top=VSM CC PAH MOS DOW DD IFF HUN ….. OLN RPM APD CE SMG PPG TROX PX=Bottom (Chemicals/Fertilizers)
MATE(27): -0.68% Top=GMS FAST MLM EXP MDR USG VMC WY ….. PWR PHM FLR SRCL DHI CAA KBH TOL=Bottom (Materials & Construction)
INSU(29): -0.93% Top=TRV PGR ALL WLTW MMC AFL AON L ….. AFG AGO LNC ORI MTG RDN CNO AFSI=Bottom (Insurance)

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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