daytrend

06/13/2017

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

Closing Stats
by daytrend on 20170613. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20170613 Closing)
37.5% of stocks are above yesterday’s high.
78.1% are above yesterday’s midpoint. (21.9% are below.)
4.8% are below yesterday’s low.
57.7% are inside yesterday’s range.
61.9% of stocks with today’s high > yesterday’s high. (38.1% less than).
19.0% of stocks with today’s low < yesterday’s low. (81.0% greater than).

EVIDENCE OF INTRADAY TREND (20170613 Closing)
67.8% of stocks are above today’s open. (31.1% are below).
65.4% of stocks are above today’s open and yesterday’s close.
18.3% are below both.
12.1% of stocks opened above yesterday’s high.
69.5% of stocks opened above yesterday’s close. (24.5% opened below yesterday’s close).
2.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170613 Closing)
20.9% of stocks are in the top 10% of today’s range.
33.8% are in the top 20%.
70.0% are in the top half. 30.0% of stocks are in the bottom half of today’s range.
7.4% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20170613 Closing)
79.2% of stocks are above yesterday’s close. (20.8% are below.)
1.8% are up 4.5% or more. 0.1% are down 4.5% or more.
3.7% are up 3.5% or more. 0.2% are down 3.5% or more.
60.6% are between +1% and -1%.

RSI on DAILY (20170613 Closing)
2-day: >=95:16.0%…>=90:28.7%…>=80:46.8%…>=50:76.8%…<=20:5.6%…<=10:3.2%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.9%…>=50:73.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:73.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170613 Closing)
37.5% above previous 1 highs, 4.8% below previous 1 lows
23.9% above previous 2 highs, 2.4% below previous 2 lows
22.6% above previous 3 highs, 1.5% below previous 3 lows
20.2% above previous 4 highs, 1.2% below previous 4 lows
18.8% above previous 5 highs, 1.1% below previous 5 lows
17.0% above previous 6 highs, 1.1% below previous 6 lows
15.9% above previous 7 highs, 0.8% below previous 7 lows
14.8% above previous 8 highs, 0.7% below previous 8 lows
14.8% above previous 9 highs, 0.6% below previous 9 lows
14.1% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170613 Closing)
79.2% are above or equal to 6/12 close (1 days ago), 20.8% are below.
74.7% are above or equal to 6/9 close (2 days ago), 25.3% are below.
68.2% are above or equal to 6/8 close (3 days ago), 31.8% are below.
68.9% are above or equal to 6/7 close (4 days ago), 31.1% are below.
65.9% are above or equal to 6/6 close (5 days ago), 34.1% are below.
63.3% are above or equal to 6/5 close (6 days ago), 36.7% are below.
60.1% are above or equal to 6/2 close (7 days ago), 39.9% are below.
60.9% are above or equal to 6/1 close (8 days ago), 39.1% are below.
71.7% are above or equal to 5/31 close (9 days ago), 28.3% are below.
72.7% are above or equal to 5/30 close (10 days ago), 27.3% are below.
69.8% are above or equal to 5/26 close (11 days ago), 30.2% are below.
70.1% are above or equal to 5/25 close (12 days ago), 29.9% are below.
70.3% are above or equal to 5/24 close (13 days ago), 29.7% are below.
71.5% are above or equal to 5/23 close (14 days ago), 28.5% are below.
71.3% are above or equal to 5/22 close (15 days ago), 28.7% are below.
74.7% are above or equal to 5/19 close (16 days ago), 25.3% are below.
78.5% are above or equal to 5/18 close (17 days ago), 21.5% are below.
79.1% are above or equal to 5/17 close (18 days ago), 20.9% are below.
68.5% are above or equal to 5/16 close (19 days ago), 31.5% are below.
69.1% are above or equal to 5/15 close (20 days ago), 30.9% are below.
71.9% are above or equal to 5/12 close (21 days ago), 28.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170613 Closing)
20d: 21.3% new highs, 1.9% new lows
21d: 20.5% new highs, 1.7% new lows
42d: 12.0% new highs, 0.7% new lows
63d: 10.7% new highs, 0.7% new lows
126d: 8.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170613 Closing)
2-day: 78.5% above, 21.5% below
3-day: 78.4% above, 21.6% below
4-day: 74.0% above, 26.0% below
5-day: 71.9% above, 28.1% below
8-day: 67.2% above, 32.8% below
10-day: 68.1% above, 31.9% below
20-day: 73.0% above, 27.0% below
50-day: 68.4% above, 31.6% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170613 Closing)
ENER(82): 2.20% Top=SM WLL WPX SN CRC SWN CRZO RDC ….. CVX XOM EEP ETE MMP EPD BPL ETP=Bottom (Energy)
CHEM(23): 1.71% Top=SMG CF CC TROX DD DOW HUN FMC ….. RPM PX EMN AXTA OLN ASH MOS PAH=Bottom (Chemicals/Fertilizers)
MATE(27): 1.35% Top=JELD SUM PHM GMS MAS CAA VMC LEN ….. USG OC WY WM RSG FLR SRCL FAST=Bottom (Materials & Construction)
META(26): 0.95% Top=CMC CNX AG SLCA AEM SSRI AA RGLD ….. NEM X ABX STLD TECK CLF CENX AKS=Bottom (Metals & Mining)
DISV(44): 0.92% Top=CAR FLT ILG TRU FDC HRB MYGN PCLN ….. JEC URI SBAC RHI AMN CNDT RBA CXW=Bottom (Diversified Services)
TRAN(24): 0.82% Top=TK XPO KSU WAB UNP CP JBLU TRN ….. LUV CNI FDX SAVE AAL ALK UAL DAL=Bottom (Transportation)
COSW(83): 0.77% Top=OKTA MULE NTNX SSNC DATA PTC COUP TWLO ….. SYMC VEEV VIPS NTES YHOO WUBA SHOP MDSO=Bottom (Computer Software/Internet)
HEAL(45): 0.76% Top=IRTC RMD CNC CYH COO DXCM THC STE ….. UHS ESRX HCA VAR PRXL VWR OPK BKD=Bottom (Health)
MANU(34): 0.70% Top=MRC DDD SWK IR BWXT JKS CFX AOS ….. RS CMI ROK EMR CAT XYL KMT GE=Bottom (Manufacturing)
COHW(37): 0.67% Top=PSTG WDC CTL BBRY FNSR COMM SSYS CIEN ….. UBNT VG TMUS T BCE TDS VZ VSAT=Bottom (Computer Hardware/Telecom)
ELEC(46): 0.66% Top=BRKR CSIQ ICHR SPWR ADI MRVL PI ON ….. TXN FLEX TER GRMN CAVM AMD KEYS AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.66% Top=GOOS KS ELF NWL FBHS BLL MAT SEE ….. LEG ENR CSL PVH COH UAA TPX FOSL=Bottom (Consumer)
LEIS(36): 0.64% Top=MLCO WYNN RRR STAY H DPZ MAR MGM ….. SEAS SIX TXRH GPRO SHAK DRI BLMN EAT=Bottom (Leisure)
INSU(32): 0.44% Top=ORI RDN AGO HIG MTG AFSI MBI AON ….. AJG MMC ALL CNO LNC PGR CINF PRU=Bottom (Insurance)
FINA(86): 0.40% Top=EFX KKR APO STT SEIC NDAQ CMA CIT ….. VLY BOFI BGCP TROW WETF PSEC FHN ARCC=Bottom (Banks/Financials)
RETA(60): 0.29% Top=CVNA ETSY BLDR TLRD AMZN KMX RH BBY ….. URBN SIG TIF FINL KORS DSW M BABA=Bottom (Retail & Specialty Retail)
REAL(106): 0.25% Top=ALLY INN PEB FCH AMH APLE DFT XHR ….. SLG ESRT WPG PGRE FR TCO GEO MPW=Bottom (Real Estate)

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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