daytrend

06/07/2017

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

Closing Stats
by daytrend on 20170607. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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

COMPARED TO YESTERDAY’S RANGE (20170607 Closing)
21.0% of stocks are above yesterday’s high.
50.9% are above yesterday’s midpoint. (49.1% are below.)
21.9% are below yesterday’s low.
57.1% are inside yesterday’s range.
47.1% of stocks with today’s high > yesterday’s high. (52.9% less than).
44.8% of stocks with today’s low < yesterday’s low. (55.2% greater than).

EVIDENCE OF INTRADAY TREND (20170607 Closing)
47.3% of stocks are above today’s open. (51.7% are below).
44.6% of stocks are above today’s open and yesterday’s close.
42.3% are below both.
8.3% of stocks opened above yesterday’s high.
65.2% of stocks opened above yesterday’s close. (28.4% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170607 Closing)
8.2% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
51.2% are in the top half. 48.8% of stocks are in the bottom half of today’s range.
20.1% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN (20170607 Closing)
55.2% of stocks are above yesterday’s close. (44.8% are below.)
0.5% are up 4.5% or more. 4.2% are down 4.5% or more.
1.2% are up 3.5% or more. 5.5% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20170607 Closing)
2-day: >=95:6.9%…>=90:10.7%…>=80:19.4%…>=50:47.0%…<=20:25.7%…<=10:9.9%…<=5:3.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:4.6%…>=50:56.6%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:56.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170607 Closing)
21.0% above previous 1 highs, 21.9% below previous 1 lows
12.7% above previous 2 highs, 18.9% below previous 2 lows
10.0% above previous 3 highs, 17.5% below previous 3 lows
9.5% above previous 4 highs, 13.6% below previous 4 lows
9.3% above previous 5 highs, 9.8% below previous 5 lows
8.4% above previous 6 highs, 9.4% below previous 6 lows
8.2% above previous 7 highs, 8.8% below previous 7 lows
7.7% above previous 8 highs, 8.7% below previous 8 lows
7.7% above previous 9 highs, 8.1% below previous 9 lows
7.5% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170607 Closing)
55.2% are above or equal to 6/6 close (1 days ago), 44.8% are below.
41.9% are above or equal to 6/5 close (2 days ago), 58.1% are below.
38.0% are above or equal to 6/2 close (3 days ago), 62.0% are below.
41.0% are above or equal to 6/1 close (4 days ago), 59.0% are below.
61.8% are above or equal to 5/31 close (5 days ago), 38.2% are below.
60.0% are above or equal to 5/30 close (6 days ago), 40.0% are below.
54.8% are above or equal to 5/26 close (7 days ago), 45.2% are below.
52.3% are above or equal to 5/25 close (8 days ago), 47.7% are below.
57.1% are above or equal to 5/24 close (9 days ago), 42.9% are below.
59.8% are above or equal to 5/23 close (10 days ago), 40.2% are below.
59.5% are above or equal to 5/22 close (11 days ago), 40.5% are below.
65.5% are above or equal to 5/19 close (12 days ago), 34.5% are below.
71.0% are above or equal to 5/18 close (13 days ago), 29.0% are below.
72.4% are above or equal to 5/17 close (14 days ago), 27.6% are below.
57.0% are above or equal to 5/16 close (15 days ago), 43.0% are below.
54.5% are above or equal to 5/15 close (16 days ago), 45.5% are below.
59.6% are above or equal to 5/12 close (17 days ago), 40.4% are below.
56.5% are above or equal to 5/11 close (18 days ago), 43.5% are below.
52.3% are above or equal to 5/10 close (19 days ago), 47.7% are below.
56.2% are above or equal to 5/9 close (20 days ago), 43.8% are below.
54.0% are above or equal to 5/8 close (21 days ago), 46.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170607 Closing)
20d: 10.9% new highs, 10.5% new lows
21d: 10.6% new highs, 10.3% new lows
42d: 8.3% new highs, 8.6% new lows
63d: 7.7% new highs, 8.0% new lows
126d: 7.1% new highs, 6.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170607 Closing)
2-day: 53.6% above, 46.4% below
3-day: 44.9% above, 55.1% below
4-day: 41.1% above, 58.9% below
5-day: 41.6% above, 58.4% below
8-day: 51.2% above, 48.8% below
10-day: 53.3% above, 46.7% below
20-day: 59.0% above, 41.0% below
50-day: 55.9% above, 44.1% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170607 Closing)
FINA(86): 0.77% Top=ICE VOYA CBOE SYF NDAQ CFG WETF HBAN ….. LAZ SLM TD WU WDR BMO CIT ATH=Bottom (Banks/Financials)
REAL(102): 0.70% Top=DDR BRX WPG GGP KIM VER RPAI HPP ….. DLR GLPI BAM HPT RLGY RESI GEO CCP=Bottom (Real Estate)
INSU(29): 0.49% Top=SLF AGO AFSI LNC RDN AJG CNO MTG ….. PGR XL TMK BRO L AIG TRV AFG=Bottom (Insurance)
RETA(61): 0.44% Top=SHLD TLRD SBH SIG RH BIG BLDR MELI ….. LOW KORS GNC WSM DLTR ANF LL MIK=Bottom (Retail & Specialty Retail)
TRAN(25): 0.39% Top=ALK SNDR AAL DAL JBHT XPO JBLU SWFT ….. NSC UPS TRN CNI TK CP SAVE BRS=Bottom (Transportation)
HEAL(46): 0.18% Top=THC CNC IRTC HOLX UNH BSX ACHC VAR ….. MOH DXCM MD IRWD DVA OPK BKD MZOR=Bottom (Health)
LEIS(38): 0.14% Top=YUMC SIX BYD TXRH ARMK RRR MLCO RCL ….. BLMN GPRO SBUX JACK LQ SONC CMG SEAS=Bottom (Leisure)
COSW(83): -0.02% Top=VIPS NTES SINA TTWO JD YELP PFPT WUBA ….. DNB TRIP SPLK MANH TEAM COUP TTD SNAP=Bottom (Computer Software/Internet)
CONS(52): -0.03% Top=WRK GT UAA NKE BC TPX ELF BERY ….. PBI SKX CSL COTY OI MAT GOOS PAY=Bottom (Consumer)
MATE(27): -0.07% Top=OC SRCL DHI VMC MLM TOL PHM PWR ….. USG CAA TPH WY DAR GMS FLR MDR=Bottom (Materials & Construction)
ELEC(46): -0.14% Top=AMD ICHR SWKS AMAT SIMO MCHP WAT NVDA ….. CGNX FSLR CY MXL GRMN KEYS SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): -0.23% Top=YY WTW ZTO ATHN VNTV BAH G CAR ….. FLT ADS URI SERV CXW CNDT RBA AMN=Bottom (Diversified Services)
COHW(38): -0.29% Top=NTAP INFN CDW PANW AAPL ANET COMM VRSN ….. PSTG QCOM MSI S ACIA BCE FNSR JNPR=Bottom (Computer Hardware/Telecom)
CHEM(24): -0.30% Top=CC EMN SMG CF DOW DD CE ASH ….. APD WLK AXTA IFF POT MOS PAH TROX=Bottom (Chemicals/Fertilizers)
MANU(35): -0.60% Top=JKS XYL ITW AOS TTC MIDD SWK TEX ….. EMR DDD ETN PH DOV FLS CFX MRC=Bottom (Manufacturing)
META(24): -1.10% Top=X NEM SCCO SSRI CCJ AA AGI CENX ….. CMC TAHO FNV RGLD CNX TECK AG SLCA=Bottom (Metals & Mining)
ENER(80): -4.10% Top=VVV TSO COG NFG PBF VLO HFC PSX ….. CPE REN WPX SPN OAS WLL SN SM=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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