daytrend

06/19/2017

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

Closing Stats
by daytrend on 20170619. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 862.

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

COMPARED TO YESTERDAY’S RANGE (20170619 Closing)
53.0% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
5.8% are below yesterday’s low.
41.2% are inside yesterday’s range.
77.4% of stocks with today’s high > yesterday’s high. (22.6% less than).
17.3% of stocks with today’s low < yesterday’s low. (82.7% greater than).

EVIDENCE OF INTRADAY TREND (20170619 Closing)
60.7% of stocks are above today’s open. (37.9% are below).
59.5% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
38.2% of stocks opened above yesterday’s high.
83.6% of stocks opened above yesterday’s close. (13.1% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170619 Closing)
18.7% of stocks are in the top 10% of today’s range.
33.4% are in the top 20%.
65.2% are in the top half. 34.8% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20170619 Closing)
74.9% of stocks are above yesterday’s close. (25.1% are below.)
1.5% are up 4.5% or more. 0.5% are down 4.5% or more.
3.9% are up 3.5% or more. 0.9% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20170619 Closing)
2-day: >=95:12.1%…>=90:22.4%…>=80:39.4%…>=50:69.8%…<=20:12.4%…<=10:5.8%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.6%…>=80:6.0%…>=50:67.3%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.0%…>=50:68.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170619 Closing)
53.0% above previous 1 highs, 5.8% below previous 1 lows
42.9% above previous 2 highs, 4.4% below previous 2 lows
29.6% above previous 3 highs, 4.1% below previous 3 lows
26.2% above previous 4 highs, 3.8% below previous 4 lows
24.8% above previous 5 highs, 3.6% below previous 5 lows
20.8% above previous 6 highs, 2.9% below previous 6 lows
19.7% above previous 7 highs, 2.4% below previous 7 lows
19.3% above previous 8 highs, 2.3% below previous 8 lows
18.6% above previous 9 highs, 1.4% below previous 9 lows
17.4% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170619 Closing)
74.9% are above or equal to 6/16 close (1 days ago), 25.1% are below.
73.1% are above or equal to 6/15 close (2 days ago), 26.9% are below.
61.7% are above or equal to 6/14 close (3 days ago), 38.3% are below.
54.9% are above or equal to 6/13 close (4 days ago), 45.1% are below.
62.1% are above or equal to 6/12 close (5 days ago), 37.9% are below.
62.2% are above or equal to 6/9 close (6 days ago), 37.8% are below.
62.2% are above or equal to 6/8 close (7 days ago), 37.8% are below.
63.3% are above or equal to 6/7 close (8 days ago), 36.7% are below.
63.3% are above or equal to 6/6 close (9 days ago), 36.7% are below.
62.2% are above or equal to 6/5 close (10 days ago), 37.8% are below.
58.0% are above or equal to 6/2 close (11 days ago), 42.0% are below.
60.2% are above or equal to 6/1 close (12 days ago), 39.8% are below.
69.3% are above or equal to 5/31 close (13 days ago), 30.7% are below.
69.4% are above or equal to 5/30 close (14 days ago), 30.6% are below.
66.9% are above or equal to 5/26 close (15 days ago), 33.1% are below.
65.8% are above or equal to 5/25 close (16 days ago), 34.2% are below.
66.7% are above or equal to 5/24 close (17 days ago), 33.3% are below.
69.3% are above or equal to 5/23 close (18 days ago), 30.7% are below.
68.7% are above or equal to 5/22 close (19 days ago), 31.3% are below.
72.0% are above or equal to 5/19 close (20 days ago), 28.0% are below.
75.1% are above or equal to 5/18 close (21 days ago), 24.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170619 Closing)
20d: 23.7% new highs, 4.1% new lows
21d: 23.7% new highs, 3.9% new lows
42d: 18.3% new highs, 3.4% new lows
63d: 17.3% new highs, 2.9% new lows
126d: 14.8% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170619 Closing)
2-day: 73.1% above, 26.9% below
3-day: 73.4% above, 26.6% below
4-day: 68.6% above, 31.4% below
5-day: 65.2% above, 34.8% below
8-day: 63.1% above, 36.9% below
10-day: 64.2% above, 35.8% below
20-day: 65.5% above, 34.5% below
50-day: 65.5% above, 34.5% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170619 Closing)
ELEC(46): 1.72% Top=ICHR AMD MXL IDTI NVDA CGNX CRUS KLAC ….. MRVL TER ADI PI APH KEYS OCLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.59% Top=TWLO NTES GRUB VEEV TTD SHOP JD NTNX ….. YHOO AKAM TTWO JKHY FIS IBM MDRX TRIP=Bottom (Computer Software/Internet)
HEAL(44): 1.34% Top=PKI EW IRTC ALGN BAX RMD THC DXCM ….. MZOR DGX UHS CNC DVA BKD HLS SYK=Bottom (Health)
CHEM(27): 1.29% Top=CE TROX CC EMN HUN CF SHW PAH ….. PX ALB GRA PPG AGU POT AXTA FMC=Bottom (Chemicals/Fertilizers)
LEIS(38): 1.20% Top=MLCO WEN WYNN DPZ STAY HGV BYD WYN ….. TXRH ARMK BLMN PK H SIX JACK SEAS=Bottom (Leisure)
DISV(47): 1.01% Top=WTW YY CAR ILG PCLN RHI MYGN HRB ….. AMN SBAC MCO LDOS CNDT ULTA FLT AL=Bottom (Diversified Services)
COHW(38): 0.96% Top=SSYS ANET AAPL COMM BBRY PANW CIEN HPQ ….. T VZ TDS STX FNSR LVLT VG CTL=Bottom (Computer Hardware/Telecom)
MANU(36): 0.85% Top=DDD TEX JKS ETN CMI IEX AOS NDSN ….. MRC ROK ATI CAT SNA DCI GE DE=Bottom (Manufacturing)
TRAN(24): 0.81% Top=XPO UAL SAVE ALK SWFT AAL LUV CSX ….. UPS ODFL FDX JBHT CHRW KSU CNI EXPD=Bottom (Transportation)
FINA(90): 0.78% Top=NAVI APO KKR ATH SLM MS IVZ JPM ….. EFX TCF ISBC FHN FNB FHB SBNY NYCB=Bottom (Banks/Financials)
RETA(59): 0.77% Top=LL MELI ETSY BID SFM BABA EBAY PAG ….. GNC M CHS TLRD COST TGT FINL W=Bottom (Retail & Specialty Retail)
CONS(51): 0.75% Top=GOOS BC CCK PBI KMB EPC BLL NKE ….. BMS NWL ELF KS RL HBI FL MAT=Bottom (Consumer)
META(27): 0.73% Top=AKS TECK X AA CLF OR NUE FCX ….. SLCA PAAS CNX GG STLD AEM AGI TAHO=Bottom (Metals & Mining)
INSU(34): 0.15% Top=MTG FNF AFL LNC MBI MET SLF UNM ….. AFG ALL AFSI BRO CINF TRV CNO ORI=Bottom (Insurance)
REAL(108): 0.04% Top=GEO UNIT RLGY HST CBG RESI RLJ FCH ….. REG DDR WRI KRG KIM PEI AHH RPT=Bottom (Real Estate)
ENER(83): -0.20% Top=RICE QEP PBF HFC SPN XOG VLO GPOR ….. COG ETE CLR SN CRZO CRC RRC AR=Bottom (Energy)
MATE(28): -0.36% Top=DAR OC KBH USG RYN MAS GMS TPH ….. RSG MDR WM JELD SUM LEN ADSW WCN=Bottom (Materials & Construction)

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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