daytrend

06/20/2017

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

Closing Stats
by daytrend on 20170620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170620 Closing)
7.1% of stocks are above yesterday’s high.
25.6% are above yesterday’s midpoint. (74.4% are below.)
46.5% are below yesterday’s low.
46.5% are inside yesterday’s range.
31.5% of stocks with today’s high > yesterday’s high. (68.5% less than).
63.8% of stocks with today’s low < yesterday’s low. (36.2% greater than).

EVIDENCE OF INTRADAY TREND (20170620 Closing)
20.4% of stocks are above today’s open. (78.3% are below).
13.7% of stocks are above today’s open and yesterday’s close.
75.7% are below both.
6.3% of stocks opened above yesterday’s high.
24.1% of stocks opened above yesterday’s close. (70.3% opened below yesterday’s close).
15.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170620 Closing)
2.7% of stocks are in the top 10% of today’s range.
7.6% are in the top 20%.
27.6% are in the top half. 72.4% of stocks are in the bottom half of today’s range.
44.0% are in the bottom 20%.
28.2% are in the bottom 10%.

GAIN (20170620 Closing)
17.1% of stocks are above yesterday’s close. (82.9% are below.)
0.1% are up 4.5% or more. 1.4% are down 4.5% or more.
0.3% are up 3.5% or more. 4.3% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20170620 Closing)
2-day: >=95:3.8%…>=90:5.8%…>=80:10.9%…>=50:30.1%…<=20:28.6%…<=10:13.3%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:54.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:58.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170620 Closing)
7.1% above previous 1 highs, 46.5% below previous 1 lows
6.4% above previous 2 highs, 22.5% below previous 2 lows
5.0% above previous 3 highs, 16.8% below previous 3 lows
3.9% above previous 4 highs, 15.6% below previous 4 lows
3.7% above previous 5 highs, 14.5% below previous 5 lows
3.7% above previous 6 highs, 13.1% below previous 6 lows
3.1% above previous 7 highs, 10.7% below previous 7 lows
2.9% above previous 8 highs, 8.9% below previous 8 lows
2.8% above previous 9 highs, 8.7% below previous 9 lows
2.8% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170620 Closing)
17.1% are above or equal to 6/19 close (1 days ago), 82.9% are below.
45.1% are above or equal to 6/16 close (2 days ago), 54.9% are below.
48.4% are above or equal to 6/15 close (3 days ago), 51.6% are below.
42.5% are above or equal to 6/14 close (4 days ago), 57.5% are below.
38.1% are above or equal to 6/13 close (5 days ago), 61.9% are below.
48.9% are above or equal to 6/12 close (6 days ago), 51.1% are below.
48.8% are above or equal to 6/9 close (7 days ago), 51.2% are below.
53.0% are above or equal to 6/8 close (8 days ago), 47.0% are below.
56.0% are above or equal to 6/7 close (9 days ago), 44.0% are below.
56.0% are above or equal to 6/6 close (10 days ago), 44.0% are below.
53.5% are above or equal to 6/5 close (11 days ago), 46.5% are below.
49.8% are above or equal to 6/2 close (12 days ago), 50.2% are below.
53.0% are above or equal to 6/1 close (13 days ago), 47.0% are below.
62.3% are above or equal to 5/31 close (14 days ago), 37.7% are below.
61.3% are above or equal to 5/30 close (15 days ago), 38.7% are below.
59.2% are above or equal to 5/26 close (16 days ago), 40.8% are below.
58.2% are above or equal to 5/25 close (17 days ago), 41.8% are below.
60.1% are above or equal to 5/24 close (18 days ago), 39.9% are below.
62.3% are above or equal to 5/23 close (19 days ago), 37.7% are below.
62.3% are above or equal to 5/22 close (20 days ago), 37.7% are below.
66.3% are above or equal to 5/19 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170620 Closing)
20d: 9.7% new highs, 10.5% new lows
21d: 9.7% new highs, 10.5% new lows
42d: 7.6% new highs, 9.4% new lows
63d: 7.5% new highs, 8.8% new lows
126d: 7.0% new highs, 7.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170620 Closing)
2-day: 16.5% above, 83.5% below
3-day: 29.8% above, 70.2% below
4-day: 35.7% above, 64.3% below
5-day: 38.1% above, 61.9% below
8-day: 41.8% above, 58.2% below
10-day: 46.3% above, 53.7% below
20-day: 56.4% above, 43.6% below
50-day: 60.4% above, 39.6% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170620 Closing)
HEAL(43): -0.31% Top=IRWD LH OPK BKD MD HOLX HLS PKI ….. STE DVA ACHC IRTC MZOR ALGN THC CYH=Bottom (Health)
REAL(108): -0.41% Top=CCP HTA GLPI DLR DFT HCN VTR CBL ….. FR UNIT DDR WPG VER GEO PEI NRZ=Bottom (Real Estate)
MATE(28): -0.57% Top=LEN JELD DHI KBH TOL USG OC CAA ….. RYN FLR MDR SUM PWR EXP FAST DAR=Bottom (Materials & Construction)
META(26): -0.62% Top=AGI X NUE OR AG TAHO STLD SSRI ….. AEM AA CNX CENX CCJ FCX TECK SCCO=Bottom (Metals & Mining)
CHEM(28): -0.74% Top=OLN FMC SHW ASH HUN SMG CBT IFF ….. PX WLK CE AGU POT TROX MOS CF=Bottom (Chemicals/Fertilizers)
INSU(34): -0.81% Top=TRV XL WLTW ALL ACGL FNF HIG FAF ….. LNC SLF MET UNM CNO RDN MTG MBI=Bottom (Insurance)
DISV(47): -0.90% Top=WTW MYGN YY ULTA ADS ATGE VRSK G ….. FLT INFO CXW RBA URI DFIN WEX CAR=Bottom (Diversified Services)
COSW(82): -0.91% Top=MULE NTES BIDU ADBE EQIX DST SABR ORCL ….. TWLO VIPS OKTA PFPT YELP COUP SNAP MDSO=Bottom (Computer Software/Internet)
CONS(51): -0.97% Top=FOSL ELF AVY BERY KMB HAS FBHS BLL ….. MAT NWL FL LULU UAA VFC WWW SKX=Bottom (Consumer)
COHW(38): -1.01% Top=S HPQ CDW VG UBNT COMM TMUS BBRY ….. CIEN STX SSYS VIAV CTL INFN ACIA PSTG=Bottom (Computer Hardware/Telecom)
FINA(90): -1.07% Top=AXP NAVI SYF ARCC FII FITB PSEC ICE ….. FNB TCF EWBC PACW WETF HOMB FHB APO=Bottom (Banks/Financials)
ELEC(46): -1.27% Top=AMD MRVL CSIQ IDTI KEYS SNPS NVDA AVGO ….. CGNX CRUS MCHP SIMO CAVM KLAC SPWR ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): -1.30% Top=STAY MCD MGM YUM ARMK DPZ QSR GPRO ….. DRI RRR LVS WEN LQ SEAS BLMN CMG=Bottom (Leisure)
MANU(36): -1.42% Top=JKS SWK DHR NDSN ITW CAT PH XYL ….. MWA DOV MRC BWXT TEX FLS KMT RS=Bottom (Manufacturing)
TRAN(24): -1.70% Top=FDX WAB LUV SNDR CP XPO UPS SWFT ….. NSC KSU CSX JBHT ODFL CHRW UNP AAL=Bottom (Transportation)
ENER(84): -1.90% Top=SN RSPP WPX CPE REN PE FANG MTDR ….. DO APA PAA RDC OII OKS CVE CRC=Bottom (Energy)
RETA(60): -1.98% Top=FND W LB EBAY WMT AMZN SBH CVS ….. GPS JWN KSS AEO CHS AAP ROST TLRD=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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