daytrend

06/08/2017

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

Closing Stats
by daytrend on 20170608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170608 Closing)
35.1% of stocks are above yesterday’s high.
58.7% are above yesterday’s midpoint. (41.3% are below.)
18.2% are below yesterday’s low.
46.7% are inside yesterday’s range.
55.2% of stocks with today’s high > yesterday’s high. (44.8% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20170608 Closing)
59.0% of stocks are above today’s open. (40.0% are below).
54.3% of stocks are above today’s open and yesterday’s close.
36.0% are below both.
9.4% of stocks opened above yesterday’s high.
46.7% of stocks opened above yesterday’s close. (46.0% opened below yesterday’s close).
8.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170608 Closing)
16.2% of stocks are in the top 10% of today’s range.
26.3% are in the top 20%.
62.1% are in the top half. 37.9% of stocks are in the bottom half of today’s range.
13.0% are in the bottom 20%.
7.4% are in the bottom 10%.

GAIN (20170608 Closing)
59.3% of stocks are above yesterday’s close. (40.7% are below.)
2.1% are up 4.5% or more. 0.7% are down 4.5% or more.
5.4% are up 3.5% or more. 1.5% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20170608 Closing)
2-day: >=95:10.5%…>=90:18.8%…>=80:32.6%…>=50:57.1%…<=20:20.5%…<=10:11.0%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.5%…>=50:64.8%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:62.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170608 Closing)
35.1% above previous 1 highs, 18.2% below previous 1 lows
30.6% above previous 2 highs, 14.3% below previous 2 lows
23.7% above previous 3 highs, 13.9% below previous 3 lows
20.8% above previous 4 highs, 13.2% below previous 4 lows
19.8% above previous 5 highs, 11.8% below previous 5 lows
19.3% above previous 6 highs, 10.1% below previous 6 lows
18.2% above previous 7 highs, 9.2% below previous 7 lows
17.1% above previous 8 highs, 8.9% below previous 8 lows
15.8% above previous 9 highs, 8.0% below previous 9 lows
15.2% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170608 Closing)
59.3% are above or equal to 6/7 close (1 days ago), 40.7% are below.
60.6% are above or equal to 6/6 close (2 days ago), 39.4% are below.
53.1% are above or equal to 6/5 close (3 days ago), 46.9% are below.
48.7% are above or equal to 6/2 close (4 days ago), 51.3% are below.
51.3% are above or equal to 6/1 close (5 days ago), 48.7% are below.
66.9% are above or equal to 5/31 close (6 days ago), 33.1% are below.
66.4% are above or equal to 5/30 close (7 days ago), 33.6% are below.
61.3% are above or equal to 5/26 close (8 days ago), 38.7% are below.
59.4% are above or equal to 5/25 close (9 days ago), 40.6% are below.
62.4% are above or equal to 5/24 close (10 days ago), 37.6% are below.
65.4% are above or equal to 5/23 close (11 days ago), 34.6% are below.
65.0% are above or equal to 5/22 close (12 days ago), 35.0% are below.
68.1% are above or equal to 5/19 close (13 days ago), 31.9% are below.
73.3% are above or equal to 5/18 close (14 days ago), 26.7% are below.
74.5% are above or equal to 5/17 close (15 days ago), 25.5% are below.
61.2% are above or equal to 5/16 close (16 days ago), 38.8% are below.
59.2% are above or equal to 5/15 close (17 days ago), 40.8% are below.
64.0% are above or equal to 5/12 close (18 days ago), 36.0% are below.
59.6% are above or equal to 5/11 close (19 days ago), 40.4% are below.
56.5% are above or equal to 5/10 close (20 days ago), 43.5% are below.
59.4% are above or equal to 5/9 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170608 Closing)
20d: 18.7% new highs, 9.6% new lows
21d: 17.7% new highs, 9.6% new lows
42d: 12.5% new highs, 7.5% new lows
63d: 11.8% new highs, 7.0% new lows
126d: 11.1% new highs, 5.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170608 Closing)
2-day: 58.3% above, 41.7% below
3-day: 58.6% above, 41.4% below
4-day: 55.4% above, 44.6% below
5-day: 52.4% above, 47.6% below
8-day: 58.0% above, 42.0% below
10-day: 59.8% above, 40.2% below
20-day: 66.9% above, 33.1% below
50-day: 60.0% above, 40.0% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170608 Closing)
META(26): 1.74% Top=CENX AKS STLD X CLF CCJ CMC TECK ….. AEM FNV NEM ABX AGI AG GG TAHO=Bottom (Metals & Mining)
FINA(86): 1.69% Top=HOMB UMPQ WBS SLM SNV FHN EWBC WDR ….. LAZ PSEC ARCC AMG SYF WU EFX TWNK=Bottom (Banks/Financials)
ELEC(46): 1.66% Top=NVDA HIMX ICHR SPWR AMD MSCC MXL CY ….. KLAC AYI SNPS GRMN OCLR TRMB GLW KEYS=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 1.21% Top=MBI AFSI LNC AGO UNM CNO HIG RDN ….. SLF PGR AON L WLTW VR FNF XL=Bottom (Insurance)
MANU(34): 1.05% Top=KMT ATI EMR RS DDD TEX DCI CFX ….. SWK ITW IR MRC GE BWXT DHR SNA=Bottom (Manufacturing)
CHEM(23): 0.65% Top=OLN WLK PAH CF CC SHW MOS ALB ….. PPG RPM DOW PX CE AXTA HUN SMG=Bottom (Chemicals/Fertilizers)
COHW(38): 0.60% Top=INFN SSYS ACIA STX NTAP COMM UBNT ARRS ….. TMUS S PANW VZ T CIEN FNSR CCI=Bottom (Computer Hardware/Telecom)
RETA(61): 0.51% Top=BABA JWN W RH BLDR MIK ETSY TLRD ….. SHLD ORLY TJX KSS KMX GME AAP URBN=Bottom (Retail & Specialty Retail)
TRAN(25): 0.47% Top=BRS SNDR TRN WAB CNI KSU AAL DAL ….. FDX CHRW SWFT XPO JBLU ALK LUV UAL=Bottom (Transportation)
COSW(83): 0.23% Top=YHOO MDRX BL FFIV SQ DATA TTD SHOP ….. FIS MULE BR VMW VIPS SNAP NTNX SINA=Bottom (Computer Software/Internet)
DISV(45): 0.15% Top=AMN CXW MAN WTW JEC ADS ATHN RHI ….. ALLE FISV SERV SBAC GPN TRU ZTO R=Bottom (Diversified Services)
HEAL(45): 0.12% Top=TVTY IRTC NUVA ALGN STE PRXL DXCM IRWD ….. DGX DVA PKI A UNH TMO SYK MZOR=Bottom (Health)
MATE(27): 0.08% Top=MDR SUM MLM FLR PWR VMC DAR GMS ….. RSG PHM TPH WCN WM WY SRCL CAA=Bottom (Materials & Construction)
LEIS(38): 0.06% Top=SHAK SIX EXPE WYNN BLMN MLCO LVS GPRO ….. WEN EAT DNKN HLT MTN SBUX QSR YUMC=Bottom (Leisure)
REAL(102): -0.06% Top=GEO RLJ PEB LHO HPT RESI INN SHO ….. FRT TCO MAC STOR RPAI CBL SKT DDR=Bottom (Real Estate)
CONS(52): -0.20% Top=TPX BC UAA WWW PAY SKX PBI GIL ….. KMB CL COTY ELF GPK FL GOOS ENR=Bottom (Consumer)
ENER(78): -0.63% Top=AR PBF PTEN HFC DK VLO NFG RES ….. OXY HES OAS CRZO QEP CPE WPX CLR=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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