daytrend

06/14/2017

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

Closing Stats
by daytrend on 20170614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170614 Closing)
21.7% of stocks are above yesterday’s high.
47.3% are above yesterday’s midpoint. (52.7% are below.)
27.2% are below yesterday’s low.
51.0% are inside yesterday’s range.
51.9% of stocks with today’s high > yesterday’s high. (48.1% less than).
53.9% of stocks with today’s low < yesterday’s low. (46.1% greater than).

EVIDENCE OF INTRADAY TREND (20170614 Closing)
33.6% of stocks are above today’s open. (65.7% are below).
28.7% of stocks are above today’s open and yesterday’s close.
53.9% are below both.
24.5% of stocks opened above yesterday’s high.
61.3% of stocks opened above yesterday’s close. (34.8% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170614 Closing)
12.2% of stocks are in the top 10% of today’s range.
20.8% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
15.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170614 Closing)
41.6% of stocks are above yesterday’s close. (58.4% are below.)
0.7% are up 4.5% or more. 4.3% are down 4.5% or more.
1.0% are up 3.5% or more. 7.2% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20170614 Closing)
2-day: >=95:13.4%…>=90:19.5%…>=80:28.4%…>=50:51.4%…<=20:15.1%…<=10:5.4%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.3%…>=50:65.0%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:66.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170614 Closing)
21.7% above previous 1 highs, 27.2% below previous 1 lows
17.7% above previous 2 highs, 15.9% below previous 2 lows
14.7% above previous 3 highs, 8.5% below previous 3 lows
14.1% above previous 4 highs, 5.6% below previous 4 lows
13.5% above previous 5 highs, 5.0% below previous 5 lows
12.5% above previous 6 highs, 4.7% below previous 6 lows
11.5% above previous 7 highs, 4.5% below previous 7 lows
10.0% above previous 8 highs, 4.5% below previous 8 lows
9.9% above previous 9 highs, 4.4% below previous 9 lows
9.9% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170614 Closing)
41.6% are above or equal to 6/13 close (1 days ago), 58.4% are below.
56.9% are above or equal to 6/12 close (2 days ago), 43.1% are below.
59.0% are above or equal to 6/9 close (3 days ago), 41.0% are below.
62.1% are above or equal to 6/8 close (4 days ago), 37.9% are below.
64.5% are above or equal to 6/7 close (5 days ago), 35.5% are below.
61.6% are above or equal to 6/6 close (6 days ago), 38.4% are below.
57.6% are above or equal to 6/5 close (7 days ago), 42.4% are below.
55.2% are above or equal to 6/2 close (8 days ago), 44.8% are below.
56.2% are above or equal to 6/1 close (9 days ago), 43.8% are below.
67.7% are above or equal to 5/31 close (10 days ago), 32.3% are below.
66.2% are above or equal to 5/30 close (11 days ago), 33.8% are below.
64.9% are above or equal to 5/26 close (12 days ago), 35.1% are below.
62.8% are above or equal to 5/25 close (13 days ago), 37.2% are below.
66.4% are above or equal to 5/24 close (14 days ago), 33.6% are below.
68.6% are above or equal to 5/23 close (15 days ago), 31.4% are below.
67.5% are above or equal to 5/22 close (16 days ago), 32.5% are below.
71.7% are above or equal to 5/19 close (17 days ago), 28.3% are below.
75.7% are above or equal to 5/18 close (18 days ago), 24.3% are below.
76.5% are above or equal to 5/17 close (19 days ago), 23.5% are below.
64.4% are above or equal to 5/16 close (20 days ago), 35.6% are below.
65.2% are above or equal to 5/15 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170614 Closing)
20d: 19.2% new highs, 5.4% new lows
21d: 19.0% new highs, 5.1% new lows
42d: 12.1% new highs, 3.2% new lows
63d: 11.7% new highs, 2.9% new lows
126d: 10.0% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170614 Closing)
2-day: 40.3% above, 59.7% below
3-day: 50.1% above, 49.9% below
4-day: 53.2% above, 46.8% below
5-day: 57.7% above, 42.3% below
8-day: 60.2% above, 39.8% below
10-day: 58.5% above, 41.5% below
20-day: 66.9% above, 33.1% below
50-day: 64.5% above, 35.5% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170614 Closing)
HEAL(44): 0.75% Top=BKD CYH MZOR IRTC DXCM THC ACHC MOH ….. TMO IRWD BSX LH MD COO TVTY DGX=Bottom (Health)
INSU(32): 0.36% Top=PGR FAF TRV MMC AFSI XL ALL AFG ….. BRO UNM L AJG RDN LNC MBI CNO=Bottom (Insurance)
RETA(60): 0.16% Top=CVNA M JWN GES RH HD W BLDR ….. ROST GME BURL TSCO FINL CHS LL MELI=Bottom (Retail & Specialty Retail)
LEIS(36): 0.15% Top=SEAS QSR EAT CCL DPZ ARMK EXPE MGM ….. STAY CMG SBUX GPRO RRR SHAK SONC MLCO=Bottom (Leisure)
REAL(104): 0.10% Top=OUT DFT DLR AGNC TWO O PLD NLY ….. INN REXR BRX RPAI FCH RLJ GEO KRG=Bottom (Real Estate)
DISV(44): 0.01% Top=HRB CAR RHI MYGN AL INFO ATHN MCO ….. KBR YY ADS VNTV ATGE CXW FDC URI=Bottom (Diversified Services)
FINA(86): -0.05% Top=WDR GS CME FITB AMG SYF SEIC AMTD ….. ATH WBS SBNY WU DFS APO PACW KKR=Bottom (Banks/Financials)
CONS(51): -0.21% Top=NWL WHR LULU EPC CLX FBHS VFC RL ….. BC MAT GT KS FL CSL FOSL GOOS=Bottom (Consumer)
MATE(27): -0.38% Top=TPH JELD TOL CAA DHI DAR MAS PHM ….. USG SUM FLR PWR MLM VMC EXP MDR=Bottom (Materials & Construction)
COSW(83): -0.42% Top=OKTA MULE MDSO YHOO ATVI SABR IT TWLO ….. TTD PFPT JD NTES NTNX AZPN NCR CMCM=Bottom (Computer Software/Internet)
COHW(37): -0.55% Top=INFN UBNT ZAYO VZ LVLT CTL CDW PSTG ….. S JNPR SSYS STX HPQ NTAP BBRY WDC=Bottom (Computer Hardware/Telecom)
TRAN(23): -0.62% Top=JBLU LUV EXPD ALK UAL DAL AAL FDX ….. SWFT CSX SNDR TRN UNP CP CHRW NSC=Bottom (Transportation)
ELEC(46): -0.95% Top=OCLR AYI TRMB CGNX GRMN NVDA XLNX PI ….. HIMX TER SWKS KLAC AMBA ICHR QRVO CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(34): -0.96% Top=TTC BWXT GE AGCO DHR ITW IEX AOS ….. DOV FLS RS TEX ITT CFX KMT MRC=Bottom (Manufacturing)
CHEM(24): -1.56% Top=HUN AXTA PPG ASH SHW RPM APD PAH ….. SMG TROX ALB WLK OLN CF MOS CC=Bottom (Chemicals/Fertilizers)
META(25): -3.62% Top=CENX FCX NEM SCCO NUE ABX RGLD AKS ….. AGI PAAS AEM X AG SSRI TAHO SLCA=Bottom (Metals & Mining)
ENER(81): -3.89% Top=NFG VVV MDU EPD OKS XOM COG INT ….. CRZO SPN CRC DK XOG REN OAS 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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: