daytrend

06/21/2017

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

Closing Stats
by daytrend on 20170621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20170621 Closing)
11.4% of stocks are above yesterday’s high.
26.1% are above yesterday’s midpoint. (73.9% are below.)
45.9% are below yesterday’s low.
42.7% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
69.1% of stocks with today’s low < yesterday’s low. (30.9% greater than).

EVIDENCE OF INTRADAY TREND (20170621 Closing)
30.8% of stocks are above today’s open. (68.5% are below).
28.2% of stocks are above today’s open and yesterday’s close.
61.8% are below both.
3.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (29.0% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170621 Closing)
6.7% of stocks are in the top 10% of today’s range.
13.8% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
32.6% are in the bottom 20%.
15.8% are in the bottom 10%.

GAIN (20170621 Closing)
35.7% of stocks are above yesterday’s close. (64.3% are below.)
1.3% are up 4.5% or more. 3.4% are down 4.5% or more.
1.6% are up 3.5% or more. 5.6% are down 3.5% or more.
54.6% are between +1% and -1%.

RSI on DAILY (20170621 Closing)
2-day: >=95:3.5%…>=90:6.2%…>=80:12.9%…>=50:32.1%…<=20:45.5%…<=10:25.9%…<=5:12.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:45.8%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170621 Closing)
11.4% above previous 1 highs, 45.9% below previous 1 lows
9.8% above previous 2 highs, 40.1% below previous 2 lows
9.1% above previous 3 highs, 30.9% below previous 3 lows
8.4% above previous 4 highs, 25.8% below previous 4 lows
7.1% above previous 5 highs, 23.8% below previous 5 lows
6.6% above previous 6 highs, 23.0% below previous 6 lows
6.5% above previous 7 highs, 21.3% below previous 7 lows
4.6% above previous 8 highs, 17.7% below previous 8 lows
4.5% above previous 9 highs, 13.5% below previous 9 lows
4.2% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170621 Closing)
35.7% are above or equal to 6/20 close (1 days ago), 64.3% are below.
21.5% are above or equal to 6/19 close (2 days ago), 78.5% are below.
38.2% are above or equal to 6/16 close (3 days ago), 61.8% are below.
40.9% are above or equal to 6/15 close (4 days ago), 59.1% are below.
38.2% are above or equal to 6/14 close (5 days ago), 61.8% are below.
35.1% are above or equal to 6/13 close (6 days ago), 64.9% are below.
44.0% are above or equal to 6/12 close (7 days ago), 56.0% are below.
44.4% are above or equal to 6/9 close (8 days ago), 55.6% are below.
48.3% are above or equal to 6/8 close (9 days ago), 51.7% are below.
52.3% are above or equal to 6/7 close (10 days ago), 47.7% are below.
51.8% are above or equal to 6/6 close (11 days ago), 48.2% are below.
48.5% are above or equal to 6/5 close (12 days ago), 51.5% are below.
46.0% are above or equal to 6/2 close (13 days ago), 54.0% are below.
48.0% are above or equal to 6/1 close (14 days ago), 52.0% are below.
58.7% are above or equal to 5/31 close (15 days ago), 41.3% are below.
58.4% are above or equal to 5/30 close (16 days ago), 41.6% are below.
55.4% are above or equal to 5/26 close (17 days ago), 44.6% are below.
54.8% are above or equal to 5/25 close (18 days ago), 45.2% are below.
56.6% are above or equal to 5/24 close (19 days ago), 43.4% are below.
58.4% are above or equal to 5/23 close (20 days ago), 41.6% are below.
58.7% are above or equal to 5/22 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170621 Closing)
20d: 8.2% new highs, 12.2% new lows
21d: 8.2% new highs, 11.8% new lows
42d: 6.2% new highs, 9.3% new lows
63d: 5.8% new highs, 8.8% new lows
126d: 5.6% new highs, 8.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170621 Closing)
2-day: 34.7% above, 65.3% below
3-day: 25.3% above, 74.7% below
4-day: 31.2% above, 68.8% below
5-day: 33.7% above, 66.3% below
8-day: 35.7% above, 64.3% below
10-day: 36.8% above, 63.2% below
20-day: 48.4% above, 51.6% below
50-day: 57.0% above, 43.0% below
200-day: 62.6% above, 37.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170621 Closing)
ELEC(46): 1.06% Top=AMD CSIQ FSLR MXL CRUS SPWR AVGO CAVM ….. SIMO AMBA GRMN TEL TRMB IDTI AYI INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 1.02% Top=RHT JD TWTR SINA WDAY MULE DATA TTD ….. TRIP FEYE CSRA IBM DNB SABR OKTA NCR=Bottom (Computer Software/Internet)
HEAL(43): 0.45% Top=OPK IRWD CNC ALGN IART LH ZBH UNH ….. HLS ABT BDX UHS A NUVA DVA THC=Bottom (Health)
META(26): 0.28% Top=WPM GG TAHO AGI TECK AG RGLD PAAS ….. NUE CCJ AKS CMC AA CNX CENX SLCA=Bottom (Metals & Mining)
TRAN(24): -0.00% Top=ALK FDX LUV DAL XPO AAL SWFT CP ….. CNI ODFL UNP SNDR JBHT KSU TRN CHRW=Bottom (Transportation)
DISV(48): -0.16% Top=MYGN HRB BFAM CNDT YY CAR ATHN PCLN ….. RHI JEC MCO KBR URI ULTA AL DFIN=Bottom (Diversified Services)
COHW(38): -0.18% Top=WDC ANET TDC STX S NTAP SSYS UBNT ….. BCE CCI VZ VG T VSAT VIAV ACIA=Bottom (Computer Hardware/Telecom)
CONS(51): -0.23% Top=GOOS NKE SKX COH LULU GT BC GIL ….. NWL ECL KS FOSL ENR PBI CRI FL=Bottom (Consumer)
LEIS(38): -0.28% Top=SIX MLCO RCL EXPE CCL YUMC HGV WYN ….. STAY SONC SHAK CMG RRR BYD EAT DNKN=Bottom (Leisure)
MATE(27): -0.61% Top=MDR OC PHM KBH JELD WCN TOL RYN ….. LEN FAST USG PWR FLR SRCL GMS EXP=Bottom (Materials & Construction)
REAL(106): -0.61% Top=WRE DFT DLR SLG CCP SC RLGY PLD ….. RPAI KRG RLJ WPG CBL UNIT DDR SRC=Bottom (Real Estate)
RETA(60): -0.76% Top=FND BABA CVNA MELI RH NFLX ETSY W ….. GES CHS DKS FINL GNC BURL SIG TLRD=Bottom (Retail & Specialty Retail)
FINA(90): -0.91% Top=PYPL SLM LAZ SYF PSEC FNB STT BX ….. RF OZRK TCF SBNY AMG CFR NAVI VOYA=Bottom (Banks/Financials)
INSU(34): -0.94% Top=RE FNF PGR ALL VR FAF TRV ACGL ….. TMK SLF MET CNO AFSI PRU UNM LNC=Bottom (Insurance)
CHEM(28): -1.31% Top=HUN VSM CE POT IFF PPG FMC AGU ….. DOW EMN CBT DD CC AXTA TROX OLN=Bottom (Chemicals/Fertilizers)
MANU(36): -1.90% Top=JKS DHR RS AGCO DDD SWK NDSN HON ….. CAT TEX ITT DOV FLS CFX KMT MRC=Bottom (Manufacturing)
ENER(85): -2.82% Top=GPOR VVV WPZ EEP HFC SU MMP INT ….. OAS CRC RDC SM CRZO SPN BAS SN=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/

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