daytrend

06/16/2017

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

Closing Stats
by daytrend on 20170616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 839.

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

COMPARED TO YESTERDAY’S RANGE (20170616 Closing)
27.9% of stocks are above yesterday’s high.
60.2% are above yesterday’s midpoint. (39.8% are below.)
14.7% are below yesterday’s low.
57.4% are inside yesterday’s range.
48.5% of stocks with today’s high > yesterday’s high. (51.5% less than).
41.7% of stocks with today’s low < yesterday’s low. (58.3% greater than).

EVIDENCE OF INTRADAY TREND (20170616 Closing)
55.2% of stocks are above today’s open. (42.8% are below).
46.2% of stocks are above today’s open and yesterday’s close.
36.7% are below both.
11.7% of stocks opened above yesterday’s high.
46.0% of stocks opened above yesterday’s close. (49.9% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170616 Closing)
22.3% of stocks are in the top 10% of today’s range.
34.4% are in the top 20%.
64.8% are in the top half. 35.2% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20170616 Closing)
54.1% of stocks are above yesterday’s close. (45.9% are below.)
1.0% are up 4.5% or more. 2.1% are down 4.5% or more.
1.9% are up 3.5% or more. 3.2% are down 3.5% or more.
69.2% are between +1% and -1%.

RSI on DAILY (20170616 Closing)
2-day: >=95:8.1%…>=90:12.5%…>=80:21.8%…>=50:45.4%…<=20:26.9%…<=10:12.5%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.2%…>=50:57.9%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:61.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170616 Closing)
27.9% above previous 1 highs, 14.7% below previous 1 lows
14.9% above previous 2 highs, 11.7% below previous 2 lows
12.9% above previous 3 highs, 9.9% below previous 3 lows
12.3% above previous 4 highs, 8.3% below previous 4 lows
11.2% above previous 5 highs, 6.4% below previous 5 lows
11.0% above previous 6 highs, 5.8% below previous 6 lows
10.7% above previous 7 highs, 5.5% below previous 7 lows
10.6% above previous 8 highs, 4.9% below previous 8 lows
9.7% above previous 9 highs, 4.9% below previous 9 lows
9.2% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170616 Closing)
54.1% are above or equal to 6/15 close (1 days ago), 45.9% are below.
39.8% are above or equal to 6/14 close (2 days ago), 60.2% are below.
37.3% are above or equal to 6/13 close (3 days ago), 62.7% are below.
52.3% are above or equal to 6/12 close (4 days ago), 47.7% are below.
52.2% are above or equal to 6/9 close (5 days ago), 47.8% are below.
57.0% are above or equal to 6/8 close (6 days ago), 43.0% are below.
57.9% are above or equal to 6/7 close (7 days ago), 42.1% are below.
57.9% are above or equal to 6/6 close (8 days ago), 42.1% are below.
56.9% are above or equal to 6/5 close (9 days ago), 43.1% are below.
52.2% are above or equal to 6/2 close (10 days ago), 47.8% are below.
54.0% are above or equal to 6/1 close (11 days ago), 46.0% are below.
64.1% are above or equal to 5/31 close (12 days ago), 35.9% are below.
62.9% are above or equal to 5/30 close (13 days ago), 37.1% are below.
61.1% are above or equal to 5/26 close (14 days ago), 38.9% are below.
59.1% are above or equal to 5/25 close (15 days ago), 40.9% are below.
62.7% are above or equal to 5/24 close (16 days ago), 37.3% are below.
64.4% are above or equal to 5/23 close (17 days ago), 35.6% are below.
64.7% are above or equal to 5/22 close (18 days ago), 35.3% are below.
66.7% are above or equal to 5/19 close (19 days ago), 33.3% are below.
72.5% are above or equal to 5/18 close (20 days ago), 27.5% are below.
73.7% are above or equal to 5/17 close (21 days ago), 26.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170616 Closing)
20d: 13.9% new highs, 8.5% new lows
21d: 13.9% new highs, 8.5% new lows
42d: 10.1% new highs, 7.0% new lows
63d: 9.5% new highs, 6.1% new lows
126d: 8.3% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170616 Closing)
2-day: 52.2% above, 47.8% below
3-day: 44.7% above, 55.3% below
4-day: 41.6% above, 58.4% below
5-day: 45.1% above, 54.9% below
8-day: 51.4% above, 48.6% below
10-day: 53.3% above, 46.7% below
20-day: 59.5% above, 40.5% below
50-day: 61.7% above, 38.3% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170616 Closing)
ENER(83): 1.17% Top=SN PBF DK PAA MUR OKS OXY KOS ….. GPOR PE LPI OAS SWN RSPP SM REN=Bottom (Energy)
CHEM(25): 0.62% Top=CF POT ALB MOS WLK PAH OLN AXTA ….. EMN PX PPG SHW IFF SMG CC TROX=Bottom (Chemicals/Fertilizers)
MANU(35): 0.53% Top=JKS IR PH ROK DE CAT DCI SNA ….. FLS NDSN CMI AOS AGCO KMT BWXT MRC=Bottom (Manufacturing)
ELEC(46): 0.50% Top=PI HIMX KEYS ICHR TER FTV CGNX CSIQ ….. FLEX CAVM MXL CREE AYI CY SIMO JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): 0.36% Top=BLMN EAT QSR LQ MTN HGV DNKN SONC ….. SIX MAR SEAS DRI HLT MLCO CMG GPRO=Bottom (Leisure)
INSU(32): 0.32% Top=XL HIG FNF VR WLTW AFL AFSI MBI ….. LNC RDN AGO CINF CNO MTG ORI PRU=Bottom (Insurance)
COSW(81): 0.30% Top=TWLO OKTA SNAP COUP TTD SHOP MULE NTES ….. TSS SSNC FIS TWTR BIDU EQIX YELP SQ=Bottom (Computer Software/Internet)
TRAN(23): 0.24% Top=CNI KSU WAB DAL CHRW XPO NSC UNP ….. SAVE EXPD SWFT AAL UAL JBHT CSX JBLU=Bottom (Transportation)
HEAL(44): 0.19% Top=IRTC STE OPK PRXL RMD DVA MD AET ….. THC HCA TVTY UHS HOLX BKD NUVA ACHC=Bottom (Health)
COHW(36): 0.06% Top=FNSR VIAV ACIA STX HRS PSTG INFN BCE ….. JNPR CIEN TMUS COMM AAPL LVLT S CTL=Bottom (Computer Hardware/Telecom)
MATE(27): 0.05% Top=FAST WCN ADSW JELD FLR SUM VMC MLM ….. LEN KBH MDR GMS DHI OC CAA DAR=Bottom (Materials & Construction)
FINA(86): -0.17% Top=CIT WETF CLNS LM AXP AMG TD PSEC ….. FHN CBOE VOYA ATH FNB SBNY ISBC NAVI=Bottom (Banks/Financials)
REAL(103): -0.37% Top=PEB EXR OUT HPT OHI LHO GLPI CIM ….. SKT DDR WRI REG RPAI BRX RPT KIM=Bottom (Real Estate)
CONS(50): -0.41% Top=PKG IP KS LEG RL HAS NWL SEE ….. WWW FL SKX PAY GOOS GT UAA NKE=Bottom (Consumer)
META(25): -0.74% Top=AGI CMC AEM STLD NUE PAAS WPM CCJ ….. FCX X AG SSRI CNX AA CENX TECK=Bottom (Metals & Mining)
DISV(46): -0.75% Top=ATHN MYGN ADS CNDT URI ALLE MCO MAN ….. ILG G LDOS RBA CXW VNTV CAR BAH=Bottom (Diversified Services)
RETA(59): -1.23% Top=CVNA W AMZN BID TIF JWN SIG AEO ….. WMT WBA TGT AN PAG SFM COST KR=Bottom (Retail & Specialty Retail)

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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