daytrend

06/09/2017

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

Closing Stats
by daytrend on 20170609. 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 (20170609 Closing)
42.0% of stocks are above yesterday’s high.
60.8% are above yesterday’s midpoint. (39.2% are below.)
22.4% are below yesterday’s low.
35.7% are inside yesterday’s range.
72.3% of stocks with today’s high > yesterday’s high. (27.7% less than).
41.9% of stocks with today’s low < yesterday’s low. (58.1% greater than).

EVIDENCE OF INTRADAY TREND (20170609 Closing)
58.1% of stocks are above today’s open. (41.3% are below).
56.6% of stocks are above today’s open and yesterday’s close.
38.4% are below both.
13.8% of stocks opened above yesterday’s high.
68.5% of stocks opened above yesterday’s close. (26.6% opened below yesterday’s close).
2.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170609 Closing)
14.6% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
57.3% are in the top half. 42.7% of stocks are in the bottom half of today’s range.
11.5% are in the bottom 20%.
2.1% are in the bottom 10%.

GAIN (20170609 Closing)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
4.3% are up 4.5% or more. 5.9% are down 4.5% or more.
9.3% are up 3.5% or more. 9.5% are down 3.5% or more.
36.4% are between +1% and -1%.

RSI on DAILY (20170609 Closing)
2-day: >=95:15.0%…>=90:25.1%…>=80:36.6%…>=50:58.9%…<=20:23.3%…<=10:13.2%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:61.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:64.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170609 Closing)
42.0% above previous 1 highs, 22.4% below previous 1 lows
33.3% above previous 2 highs, 19.7% below previous 2 lows
30.7% above previous 3 highs, 17.7% below previous 3 lows
27.1% above previous 4 highs, 15.9% below previous 4 lows
25.3% above previous 5 highs, 14.3% below previous 5 lows
24.6% above previous 6 highs, 12.2% below previous 6 lows
24.6% above previous 7 highs, 10.5% below previous 7 lows
24.3% above previous 8 highs, 9.4% below previous 8 lows
23.3% above previous 9 highs, 8.7% below previous 9 lows
21.5% above previous 10 highs, 7.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170609 Closing)
60.2% are above or equal to 6/8 close (1 days ago), 39.8% are below.
60.0% are above or equal to 6/7 close (2 days ago), 40.0% are below.
55.6% are above or equal to 6/6 close (3 days ago), 44.4% are below.
52.8% are above or equal to 6/5 close (4 days ago), 47.2% are below.
48.9% are above or equal to 6/2 close (5 days ago), 51.1% are below.
52.3% are above or equal to 6/1 close (6 days ago), 47.7% are below.
65.2% are above or equal to 5/31 close (7 days ago), 34.8% are below.
63.7% are above or equal to 5/30 close (8 days ago), 36.3% are below.
60.2% are above or equal to 5/26 close (9 days ago), 39.8% are below.
59.8% are above or equal to 5/25 close (10 days ago), 40.2% are below.
62.9% are above or equal to 5/24 close (11 days ago), 37.1% are below.
67.1% are above or equal to 5/23 close (12 days ago), 32.9% are below.
66.0% are above or equal to 5/22 close (13 days ago), 34.0% are below.
69.7% are above or equal to 5/19 close (14 days ago), 30.3% are below.
74.9% are above or equal to 5/18 close (15 days ago), 25.1% are below.
76.0% are above or equal to 5/17 close (16 days ago), 24.0% are below.
62.9% are above or equal to 5/16 close (17 days ago), 37.1% are below.
62.2% are above or equal to 5/15 close (18 days ago), 37.8% are below.
66.3% are above or equal to 5/12 close (19 days ago), 33.7% are below.
63.0% are above or equal to 5/11 close (20 days ago), 37.0% are below.
59.5% are above or equal to 5/10 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170609 Closing)
20d: 27.9% new highs, 6.9% new lows
21d: 26.8% new highs, 6.7% new lows
42d: 18.7% new highs, 4.0% new lows
63d: 16.6% new highs, 3.7% new lows
126d: 15.0% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170609 Closing)
2-day: 59.7% above, 40.3% below
3-day: 60.6% above, 39.4% below
4-day: 59.2% above, 40.8% below
5-day: 56.4% above, 43.6% below
8-day: 55.3% above, 44.7% below
10-day: 57.1% above, 42.9% below
20-day: 65.3% above, 34.7% below
50-day: 63.7% above, 36.3% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170609 Closing)
ENER(82): 3.33% Top=SPN CPE SM CRZO WLL OAS PDCE HP ….. EEP MPLX NFG BPL WPZ EPD REN ETP=Bottom (Energy)
FINA(85): 1.93% Top=HOMB PACW UMPQ WAL SCHW WBS VLY EWBC ….. ICE BX SYF EFX LAZ TWNK PYPL APO=Bottom (Banks/Financials)
CHEM(23): 1.47% Top=POT MOS WLK OLN PX CE SHW CF ….. ASH RPM FMC TROX PAH SMG CC HUN=Bottom (Chemicals/Fertilizers)
RETA(61): 1.32% Top=URBN KSS JWN BBBY SBH TSCO FINL SIG ….. BABA AMZN EBAY ETSY TLRD W MELI NFLX=Bottom (Retail & Specialty Retail)
INSU(32): 0.97% Top=AFL UNM LNC MET PRU ORI CNO TMK ….. VR AON WLTW FNF FAF ACGL MBI AFSI=Bottom (Insurance)
REAL(103): 0.93% Top=DFT GEO CBL DDR ALLY XHR KRG RPT ….. SUI EXR AMH CUBE TWO SC PSA DLR=Bottom (Real Estate)
MATE(27): 0.81% Top=MDR PWR FAST FLR EXP WY VMC JELD ….. SRCL WCN OC TOL LEN DAR GMS CAA=Bottom (Materials & Construction)
CONS(52): 0.66% Top=BC HBI UAA WRK VFC PVH SKX IP ….. HAS BLL MAT EPC ELF SPB PAY TPX=Bottom (Consumer)
MANU(34): 0.60% Top=TEX KMT AGCO MRC PNR ITT EMR PH ….. TTC DE ATI DHR BWXT AOS JKS DDD=Bottom (Manufacturing)
DISV(44): 0.11% Top=CXW ACM JEC KBR URI MYGN CNDT RBA ….. TRU MA ATHN V ILG GPN PCLN WTW=Bottom (Diversified Services)
TRAN(23): -0.03% Top=TRN SNDR WAB CHRW SWFT KSU EXPD LUV ….. XPO ALK CP NSC CSX SAVE UAL AAL=Bottom (Transportation)
HEAL(45): -0.19% Top=MD ACHC OPK THC ESRX BKD DVA ABT ….. CYH BAX A DXCM EW COO ALGN MZOR=Bottom (Health)
META(26): -0.91% Top=SLCA FCX CNX CMC CCJ NUE STLD SCCO ….. FNV RGLD TAHO WPM AEM CENX AG SSRI=Bottom (Metals & Mining)
LEIS(38): -1.14% Top=EAT BLMN PK ZOES TXRH SONC LQ DRI ….. RCL DNKN MLCO EXPE WYNN BYD MTN DPZ=Bottom (Leisure)
COHW(38): -2.09% Top=VZ CCI T ZAYO CTL TDC BCE LVLT ….. AAPL ACIA PSTG ANET WDC S INFN SSYS=Bottom (Computer Hardware/Telecom)
COSW(82): -2.91% Top=IBM SABR WUBA TRI TRIP DNB TSS MANH ….. MULE CMCM TEAM JD SQ TTD OKTA SHOP=Bottom (Computer Software/Internet)
ELEC(46): -3.53% Top=AYI GRMN FLEX TEL APH WAT FTV GLW ….. MSCC CRUS AMAT KLAC NVDA OCLR ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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