daytrend

06/15/2017

Filed under: Market Stats — daytrend @ 3:32 pm

Closing Stats
by daytrend on 20170615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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 (20170615 Closing)
13.2% of stocks are above yesterday’s high.
39.0% are above yesterday’s midpoint. (61.0% are below.)
27.4% are below yesterday’s low.
59.3% are inside yesterday’s range.
28.6% of stocks with today’s high > yesterday’s high. (71.4% less than).
74.0% of stocks with today’s low < yesterday’s low. (26.0% greater than).

EVIDENCE OF INTRADAY TREND (20170615 Closing)
66.7% of stocks are above today’s open. (32.1% are below).
35.1% of stocks are above today’s open and yesterday’s close.
31.7% are below both.
0.6% of stocks opened above yesterday’s high.
1.4% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
45.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170615 Closing)
16.0% of stocks are in the top 10% of today’s range.
31.7% are in the top 20%.
63.2% are in the top half. 36.8% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20170615 Closing)
36.8% of stocks are above yesterday’s close. (63.2% are below.)
0.4% are up 4.5% or more. 3.9% are down 4.5% or more.
0.5% are up 3.5% or more. 6.6% are down 3.5% or more.
62.6% are between +1% and -1%.

RSI on DAILY (20170615 Closing)
2-day: >=95:8.5%…>=90:12.9%…>=80:19.2%…>=50:42.1%…<=20:27.1%…<=10:13.0%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.7%…>=50:60.4%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:61.2%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170615 Closing)
13.2% above previous 1 highs, 27.4% below previous 1 lows
10.6% above previous 2 highs, 21.5% below previous 2 lows
10.1% above previous 3 highs, 17.4% below previous 3 lows
9.4% above previous 4 highs, 14.2% below previous 4 lows
9.2% above previous 5 highs, 12.1% below previous 5 lows
8.8% above previous 6 highs, 11.5% below previous 6 lows
8.6% above previous 7 highs, 11.2% below previous 7 lows
8.4% above previous 8 highs, 11.2% below previous 8 lows
7.8% above previous 9 highs, 10.9% below previous 9 lows
7.6% above previous 10 highs, 10.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170615 Closing)
36.8% are above or equal to 6/14 close (1 days ago), 63.2% are below.
35.4% are above or equal to 6/13 close (2 days ago), 64.6% are below.
52.5% are above or equal to 6/12 close (3 days ago), 47.5% are below.
52.3% are above or equal to 6/9 close (4 days ago), 47.7% are below.
57.4% are above or equal to 6/8 close (5 days ago), 42.6% are below.
60.0% are above or equal to 6/7 close (6 days ago), 40.0% are below.
57.6% are above or equal to 6/6 close (7 days ago), 42.4% are below.
54.7% are above or equal to 6/5 close (8 days ago), 45.3% are below.
52.0% are above or equal to 6/2 close (9 days ago), 48.0% are below.
53.6% are above or equal to 6/1 close (10 days ago), 46.4% are below.
63.1% are above or equal to 5/31 close (11 days ago), 36.9% are below.
63.1% are above or equal to 5/30 close (12 days ago), 36.9% are below.
61.5% are above or equal to 5/26 close (13 days ago), 38.5% are below.
61.6% are above or equal to 5/25 close (14 days ago), 38.4% are below.
62.6% are above or equal to 5/24 close (15 days ago), 37.4% are below.
65.4% are above or equal to 5/23 close (16 days ago), 34.6% are below.
64.9% are above or equal to 5/22 close (17 days ago), 35.1% are below.
69.2% are above or equal to 5/19 close (18 days ago), 30.8% are below.
73.3% are above or equal to 5/18 close (19 days ago), 26.7% are below.
74.5% are above or equal to 5/17 close (20 days ago), 25.5% are below.
61.9% are above or equal to 5/16 close (21 days ago), 38.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170615 Closing)
20d: 13.4% new highs, 11.7% new lows
21d: 13.2% new highs, 11.7% new lows
42d: 9.4% new highs, 7.8% new lows
63d: 8.4% new highs, 7.2% new lows
126d: 7.2% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170615 Closing)
2-day: 35.4% above, 64.6% below
3-day: 32.9% above, 67.1% below
4-day: 40.3% above, 59.7% below
5-day: 44.7% above, 55.3% below
8-day: 54.9% above, 45.1% below
10-day: 54.4% above, 45.6% below
20-day: 61.6% above, 38.4% below
50-day: 62.5% above, 37.5% below
200-day: 65.0% above, 35.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170615 Closing)
INSU(32): 0.33% Top=XL AJG MBI CINF ALL ORI TRV L ….. MET LNC AFL RDN SLF CNO AIG MTG=Bottom (Insurance)
REAL(104): 0.22% Top=ALLY KRG EXR CUBE KIM DDR STOR PSA ….. UNIT NYRT BAM CUZ CONE CBG RLGY PEI=Bottom (Real Estate)
TRAN(23): 0.14% Top=CHRW EXPD LUV CNI KSU UPS UNP FDX ….. UAL TRN AAL DAL ALK SNDR JBLU SAVE=Bottom (Transportation)
MANU(34): 0.05% Top=DDD ITT KMT CAT PH CMI IR AME ….. CFX SWK SNA MRC TEX JKS RS ATI=Bottom (Manufacturing)
DISV(46): -0.18% Top=ILG WTW HRB ADS MYGN FDC VNTV ALLE ….. AMN WEX ACM CNDT RBA ZTO YY CAR=Bottom (Diversified Services)
COHW(36): -0.19% Top=PSTG FNSR SSYS CDW CIEN COMM INFN STX ….. TDS S CTL PANW VSAT ZAYO ACIA UBNT=Bottom (Computer Hardware/Telecom)
FINA(86): -0.33% Top=BOFI COF AMP NAVI CIT SYF PYPL BEN ….. WU GS FHN TWNK SIVB WDR NYCB SBNY=Bottom (Banks/Financials)
COSW(81): -0.46% Top=TRI SQ MDSO ADP VEEV ATVI IT MDRX ….. OTEX COUP WUBA SYMC MTCH OKTA MULE SNAP=Bottom (Computer Software/Internet)
HEAL(46): -0.53% Top=DXCM TVTY RMD ABT CNC DGX COO NUVA ….. IRWD MD HCA BKD IRTC CYH THC MZOR=Bottom (Health)
CONS(50): -0.58% Top=RL PG WRK GPK CLX CHD CL ELF ….. TPX FL GOOS PAY NKE UAA FOSL MAT=Bottom (Consumer)
LEIS(36): -0.76% Top=CCL HLT MAR MGM QSR MTN SHAK ARMK ….. DNKN TXRH SIX BLMN SONC GPRO SEAS EAT=Bottom (Leisure)
MATE(27): -0.77% Top=RSG FAST WM JELD MAS ADSW MDR SRCL ….. PWR LEN DHI GMS EXP TPH USG FLR=Bottom (Materials & Construction)
RETA(60): -0.98% Top=CVNA W PAG ETSY AN CHS AZO AAP ….. GME GNC BIG DLTR TGT WFM SFM KR=Bottom (Retail & Specialty Retail)
ELEC(46): -1.07% Top=CY KEYS PI GLW NVDA TEL FTV APH ….. OCLR CREE AMD CSIQ LRCX JBL HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): -1.21% Top=SMG AXTA CE FMC PPG APD PX SHW ….. PAH WLK POT MOS CF ALB CC TROX=Bottom (Chemicals/Fertilizers)
META(26): -2.03% Top=SSRI FNV AGI OR TAHO GG RGLD CNX ….. AKS SCCO TECK CMC FCX STLD CENX NUE=Bottom (Metals & Mining)
ENER(81): -2.22% Top=AR SWN NFG DO COG DK EPD HFC ….. MTDR PE REN CPE RSPP QEP SM CRZO=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: