daytrend

06/06/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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

COMPARED TO YESTERDAY’S RANGE (20170606 Closing)
18.2% of stocks are above yesterday’s high.
36.4% are above yesterday’s midpoint. (63.6% are below.)
38.2% are below yesterday’s low.
43.6% are inside yesterday’s range.
36.5% of stocks with today’s high > yesterday’s high. (63.5% less than).
71.6% of stocks with today’s low < yesterday’s low. (28.4% greater than).

EVIDENCE OF INTRADAY TREND (20170606 Closing)
53.4% of stocks are above today’s open. (45.0% are below).
39.0% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
2.6% of stocks opened above yesterday’s high.
16.4% of stocks opened above yesterday’s close. (80.9% opened below yesterday’s close).
32.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170606 Closing)
9.4% of stocks are in the top 10% of today’s range.
20.5% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
22.3% are in the bottom 20%.
13.3% are in the bottom 10%.

GAIN (20170606 Closing)
41.4% of stocks are above yesterday’s close. (58.6% are below.)
2.6% are up 4.5% or more. 1.3% are down 4.5% or more.
4.6% are up 3.5% or more. 1.9% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY (20170606 Closing)
2-day: >=95:7.2%…>=90:10.7%…>=80:17.9%…>=50:42.5%…<=20:23.8%…<=10:8.2%…<=5:2.8%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.1%…>=50:56.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:56.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170606 Closing)
18.2% above previous 1 highs, 38.2% below previous 1 lows
12.3% above previous 2 highs, 28.9% below previous 2 lows
9.8% above previous 3 highs, 16.0% below previous 3 lows
9.5% above previous 4 highs, 9.7% below previous 4 lows
7.8% above previous 5 highs, 8.8% below previous 5 lows
7.5% above previous 6 highs, 7.8% below previous 6 lows
6.3% above previous 7 highs, 7.2% below previous 7 lows
6.0% above previous 8 highs, 5.9% below previous 8 lows
5.5% above previous 9 highs, 5.5% below previous 9 lows
5.2% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170606 Closing)
41.4% are above or equal to 6/5 close (1 days ago), 58.6% are below.
37.9% are above or equal to 6/2 close (2 days ago), 62.1% are below.
40.9% are above or equal to 6/1 close (3 days ago), 59.1% are below.
67.3% are above or equal to 5/31 close (4 days ago), 32.7% are below.
64.5% are above or equal to 5/30 close (5 days ago), 35.5% are below.
56.2% are above or equal to 5/26 close (6 days ago), 43.8% are below.
54.0% are above or equal to 5/25 close (7 days ago), 46.0% are below.
55.5% are above or equal to 5/24 close (8 days ago), 44.5% are below.
57.9% are above or equal to 5/23 close (9 days ago), 42.1% are below.
57.5% are above or equal to 5/22 close (10 days ago), 42.5% are below.
63.5% are above or equal to 5/19 close (11 days ago), 36.5% are below.
70.3% are above or equal to 5/18 close (12 days ago), 29.7% are below.
72.0% are above or equal to 5/17 close (13 days ago), 28.0% are below.
57.7% are above or equal to 5/16 close (14 days ago), 42.3% are below.
55.8% are above or equal to 5/15 close (15 days ago), 44.2% are below.
59.8% are above or equal to 5/12 close (16 days ago), 40.2% are below.
56.5% are above or equal to 5/11 close (17 days ago), 43.5% are below.
52.8% are above or equal to 5/10 close (18 days ago), 47.2% are below.
56.6% are above or equal to 5/9 close (19 days ago), 43.4% are below.
55.3% are above or equal to 5/8 close (20 days ago), 44.7% are below.
52.5% are above or equal to 5/5 close (21 days ago), 47.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170606 Closing)
20d: 12.0% new highs, 8.4% new lows
21d: 11.7% new highs, 8.4% new lows
42d: 9.7% new highs, 6.6% new lows
63d: 9.4% new highs, 6.4% new lows
126d: 8.8% new highs, 4.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170606 Closing)
2-day: 40.3% above, 59.7% below
3-day: 36.8% above, 63.2% below
4-day: 37.0% above, 63.0% below
5-day: 48.7% above, 51.3% below
8-day: 53.2% above, 46.8% below
10-day: 53.4% above, 46.6% below
20-day: 58.9% above, 41.1% below
50-day: 56.3% above, 43.7% below
200-day: 63.7% above, 36.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170606 Closing)
META(24): 2.60% Top=AG AGI TAHO ABX AEM GG NEM WPM ….. CENX SCCO STLD AA CMC CCJ NUE X=Bottom (Metals & Mining)
ENER(83): 2.08% Top=SN CRC REN SPN SM SWN CPE XOG ….. FTI BPL EEP HFC HP MMP MDU DK=Bottom (Energy)
ELEC(46): 0.79% Top=OCLR AMD PI AYI MXL HIMX CGNX CAVM ….. INTC TRMB FSLR TER CY CSIQ GRMN SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.05% Top=BRS TK XPO KSU SWFT FDX SAVE CNI ….. JBLU EXPD SNDR TRN UNP NSC LUV WAB=Bottom (Transportation)
HEAL(46): 0.01% Top=IRTC MOH THC OPK BKD NUVA CNC UNH ….. BDX MZOR PRXL ACHC UHS HOLX ESRX DXCM=Bottom (Health)
COHW(38): -0.02% Top=FNSR ACIA VIAV VG TDC INFN ANET WDC ….. PANW QCOM HRS TDS TMUS S COMM HPQ=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.26% Top=LVS JACK DNKN MGM MLCO RRR SHAK BYD ….. WEN SEAS EAT STAY HLT H WYN MAR=Bottom (Leisure)
REAL(101): -0.30% Top=KIM DDR SC CBL REG RPT BRX XHR ….. AMH RESI CUBE CBG VNO ACC AVB OUT=Bottom (Real Estate)
COSW(82): -0.30% Top=SQ NTES TWLO TEAM FEYE PFPT SHOP MTCH ….. GRUB SINA NCR VIPS TRIP TWTR BL COUP=Bottom (Computer Software/Internet)
DISV(45): -0.32% Top=MYGN AMN ADS CNDT CAR AL GPN SERV ….. VRSK SCI BAH HRB CTAS ALLE ULTA FLT=Bottom (Diversified Services)
MANU(37): -0.45% Top=JKS DDD ATI MRC TEX CMI DOV KMT ….. PNR SWK CFX ROK AOS RS FLS ITT=Bottom (Manufacturing)
CONS(51): -0.48% Top=GOOS PBI GPK BC GT COTY CHD GIL ….. SPB PVH WHR PAY LULU SKX FL ENR=Bottom (Consumer)
FINA(86): -0.49% Top=SLM TWNK ATH SYF NAVI NDAQ STT GS ….. VOYA HOMB AMTD WETF BOFI SBNY PFG FII=Bottom (Banks/Financials)
MATE(27): -0.49% Top=MDR ADSW JELD TOL FLR SUM DAR KBH ….. TPH MLM CAA EXP GMS USG SRCL FAST=Bottom (Materials & Construction)
CHEM(25): -0.51% Top=AXTA CE PAH DOW POT DD OLN FMC ….. SHW CF WLK ALB SMG HUN TROX CC=Bottom (Chemicals/Fertilizers)
INSU(29): -0.74% Top=AFSI RDN AGO MTG HIG SLF PGR AON ….. AFL MET FAF TMK LNC UNM PRU CNO=Bottom (Insurance)
RETA(61): -1.93% Top=SIG W TIF AN MELI KORS BURL NFLX ….. JWN ANF KSS GES M MIK CASY GNC=Bottom (Retail & Specialty Retail)

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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