daytrend

06/22/2017

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

Closing Stats
by daytrend on 20170622. 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 (20170622 Closing)
21.3% of stocks are above yesterday’s high.
44.7% are above yesterday’s midpoint. (55.3% are below.)
24.4% are below yesterday’s low.
54.3% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
50.9% of stocks with today’s low < yesterday’s low. (49.1% greater than).

EVIDENCE OF INTRADAY TREND (20170622 Closing)
51.9% of stocks are above today’s open. (47.3% are below).
48.0% of stocks are above today’s open and yesterday’s close.
40.5% are below both.
7.3% of stocks opened above yesterday’s high.
53.0% of stocks opened above yesterday’s close. (40.5% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170622 Closing)
4.1% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
51.6% are in the top half. 48.4% of stocks are in the bottom half of today’s range.
18.7% are in the bottom 20%.
10.8% are in the bottom 10%.

GAIN (20170622 Closing)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
2.3% are up 4.5% or more. 0.3% are down 4.5% or more.
4.2% are up 3.5% or more. 0.8% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20170622 Closing)
2-day: >=95:4.1%…>=90:8.2%…>=80:18.7%…>=50:43.0%…<=20:32.6%…<=10:21.1%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:49.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:52.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170622 Closing)
21.3% above previous 1 highs, 24.4% below previous 1 lows
15.7% above previous 2 highs, 22.5% below previous 2 lows
13.3% above previous 3 highs, 21.2% below previous 3 lows
12.6% above previous 4 highs, 17.5% below previous 4 lows
11.7% above previous 5 highs, 15.5% below previous 5 lows
9.6% above previous 6 highs, 14.4% below previous 6 lows
8.7% above previous 7 highs, 13.9% below previous 7 lows
8.6% above previous 8 highs, 12.5% below previous 8 lows
6.6% above previous 9 highs, 10.9% below previous 9 lows
6.3% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170622 Closing)
55.5% are above or equal to 6/21 close (1 days ago), 44.5% are below.
42.6% are above or equal to 6/20 close (2 days ago), 57.4% are below.
29.9% are above or equal to 6/19 close (3 days ago), 70.1% are below.
42.7% are above or equal to 6/16 close (4 days ago), 57.3% are below.
44.5% are above or equal to 6/15 close (5 days ago), 55.5% are below.
40.5% are above or equal to 6/14 close (6 days ago), 59.5% are below.
38.3% are above or equal to 6/13 close (7 days ago), 61.7% are below.
45.4% are above or equal to 6/12 close (8 days ago), 54.6% are below.
45.4% are above or equal to 6/9 close (9 days ago), 54.6% are below.
48.1% are above or equal to 6/8 close (10 days ago), 51.9% are below.
54.3% are above or equal to 6/7 close (11 days ago), 45.7% are below.
55.0% are above or equal to 6/6 close (12 days ago), 45.0% are below.
50.9% are above or equal to 6/5 close (13 days ago), 49.1% are below.
47.8% are above or equal to 6/2 close (14 days ago), 52.2% are below.
48.6% are above or equal to 6/1 close (15 days ago), 51.4% are below.
58.7% are above or equal to 5/31 close (16 days ago), 41.3% are below.
58.4% are above or equal to 5/30 close (17 days ago), 41.6% are below.
55.9% are above or equal to 5/26 close (18 days ago), 44.1% are below.
55.1% are above or equal to 5/25 close (19 days ago), 44.9% are below.
57.5% are above or equal to 5/24 close (20 days ago), 42.5% are below.
58.7% are above or equal to 5/23 close (21 days ago), 41.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170622 Closing)
20d: 9.7% new highs, 10.0% new lows
21d: 9.4% new highs, 9.6% new lows
42d: 7.3% new highs, 7.7% new lows
63d: 6.6% new highs, 7.1% new lows
126d: 5.8% new highs, 5.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170622 Closing)
2-day: 54.5% above, 45.5% below
3-day: 45.6% above, 54.4% below
4-day: 36.4% above, 63.6% below
5-day: 38.5% above, 61.5% below
8-day: 38.9% above, 61.1% below
10-day: 41.2% above, 58.8% below
20-day: 49.2% above, 50.8% below
50-day: 57.1% above, 42.9% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170622 Closing)
META(27): 1.64% Top=CLF TECK SSRI AG PAAS TAHO CENX FCX ….. GG STLD AGI CCJ AA AEM CNX X=Bottom (Metals & Mining)
HEAL(43): 1.01% Top=THC CYH ACHC CNC MD HLS LH HCA ….. HRC BSX EW PKI IRTC IART RMD OPK=Bottom (Health)
RETA(60): 0.56% Top=CVNA RH KMX CHS ETSY JWN LB GES ….. CVS CASY ROST COST WBA TLRD FND BURL=Bottom (Retail & Specialty Retail)
COHW(38): 0.50% Top=INFN BBRY PSTG PANW UBNT CIEN SSYS ACIA ….. CTL TDS HRS WDC ZAYO S JNPR VG=Bottom (Computer Hardware/Telecom)
COSW(81): 0.46% Top=ORCL MDSO MDRX FEYE SPLK PFPT TWTR YELP ….. AABA DNB NCR MULE AZPN COUP ACN SINA=Bottom (Computer Software/Internet)
DISV(48): 0.44% Top=CAR VNTV AMN WTW KBR URI CXW ZTO ….. PAYX YY BFAM VRSK ULTA DFIN ROL RBA=Bottom (Diversified Services)
MANU(37): 0.44% Top=JKS ATI MRC DDD NDSN MWA MIDD ITT ….. AOS PH SWK DHR AGCO DE GE TTC=Bottom (Manufacturing)
ELEC(46): 0.44% Top=SPWR CSIQ HIMX FSLR AMD ADI CREE AYI ….. QRVO OCLR KLAC SIMO CGNX TER CY ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(51): 0.42% Top=FOSL SKX PVH EPC WWW TPX LULU PAY ….. HAS SEE BERY NWL GOOS CSL ENR KS=Bottom (Consumer)
REAL(106): 0.34% Top=NRZ SKT KIM GPT SC DFT ALLY WPG ….. DRE MAA OUT EXR O UDR NNN EQR=Bottom (Real Estate)
LEIS(38): 0.28% Top=TXRH BLMN EAT SIX DNKN EXPE STAY SEAS ….. SBUX PK BYD CCL HGV RCL MLCO JACK=Bottom (Leisure)
ENER(84): 0.28% Top=CRC WPX GPOR HFC NBR EEP ECA SN ….. CRZO SM RDC LPI MTDR REN BAS OII=Bottom (Energy)
MATE(27): 0.13% Top=MDR USG SRCL VMC DAR EXP RYN WY ….. TOL KBH JELD PHM CAA OC DHI LEN=Bottom (Materials & Construction)
TRAN(24): 0.11% Top=CP KSU TRN AAL DAL LUV CSX SWFT ….. UNP FDX SNDR SAVE EXPD ODFL JBLU XPO=Bottom (Transportation)
CHEM(28): 0.10% Top=PAH CF MOS WLK HUN DD APD POT ….. EMN IFF CE RPM ALB OLN FMC CBT=Bottom (Chemicals/Fertilizers)
FINA(90): -0.30% Top=WETF WDR BMO BOFI CLNS KKR PVTB LM ….. SYF WAL AMP PB PFG CFR PACW TWNK=Bottom (Banks/Financials)
INSU(34): -0.54% Top=AFSI MBI FAF FNF CNO SLF RE TRV ….. AFG AJG ACGL PRU RDN XL MTG WLTW=Bottom (Insurance)

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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