daytrend

06/26/2017

Filed under: Market Stats — daytrend @ 3:04 pm

Closing Stats
by daytrend on 20170626. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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

COMPARED TO YESTERDAY’S RANGE (20170626 Closing)
30.6% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
9.5% are below yesterday’s low.
59.9% are inside yesterday’s range.
73.2% of stocks with today’s high > yesterday’s high. (26.8% less than).
26.0% of stocks with today’s low < yesterday’s low. (74.0% greater than).

EVIDENCE OF INTRADAY TREND (20170626 Closing)
48.3% of stocks are above today’s open. (50.2% are below).
46.8% of stocks are above today’s open and yesterday’s close.
36.4% are below both.
21.0% of stocks opened above yesterday’s high.
85.8% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170626 Closing)
5.3% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
46.0% are in the top half. 54.0% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
10.5% are in the bottom 10%.

GAIN (20170626 Closing)
62.0% of stocks are above yesterday’s close. (38.0% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
2.1% are up 3.5% or more. 1.0% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20170626 Closing)
2-day: >=95:5.8%…>=90:14.9%…>=80:31.3%…>=50:65.5%…<=20:7.8%…<=10:4.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.5%…>=50:60.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:62.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170626 Closing)
30.6% above previous 1 highs, 9.5% below previous 1 lows
26.5% above previous 2 highs, 5.8% below previous 2 lows
18.6% above previous 3 highs, 4.0% below previous 3 lows
15.3% above previous 4 highs, 3.7% below previous 4 lows
11.7% above previous 5 highs, 3.3% below previous 5 lows
10.0% above previous 6 highs, 2.4% below previous 6 lows
8.1% above previous 7 highs, 1.8% below previous 7 lows
7.6% above previous 8 highs, 1.7% below previous 8 lows
7.0% above previous 9 highs, 1.7% below previous 9 lows
6.5% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170626 Closing)
62.0% are above or equal to 6/23 close (1 days ago), 38.0% are below.
73.4% are above or equal to 6/22 close (2 days ago), 26.6% are below.
68.6% are above or equal to 6/21 close (3 days ago), 31.4% are below.
58.0% are above or equal to 6/20 close (4 days ago), 42.0% are below.
43.9% are above or equal to 6/19 close (5 days ago), 56.1% are below.
54.3% are above or equal to 6/16 close (6 days ago), 45.7% are below.
55.6% are above or equal to 6/15 close (7 days ago), 44.4% are below.
49.8% are above or equal to 6/14 close (8 days ago), 50.2% are below.
45.5% are above or equal to 6/13 close (9 days ago), 54.5% are below.
52.0% are above or equal to 6/12 close (10 days ago), 48.0% are below.
53.2% are above or equal to 6/9 close (11 days ago), 46.8% are below.
54.9% are above or equal to 6/8 close (12 days ago), 45.1% are below.
59.8% are above or equal to 6/7 close (13 days ago), 40.2% are below.
61.1% are above or equal to 6/6 close (14 days ago), 38.9% are below.
58.4% are above or equal to 6/5 close (15 days ago), 41.6% are below.
55.0% are above or equal to 6/2 close (16 days ago), 45.0% are below.
56.6% are above or equal to 6/1 close (17 days ago), 43.4% are below.
64.8% are above or equal to 5/31 close (18 days ago), 35.2% are below.
63.9% are above or equal to 5/30 close (19 days ago), 36.1% are below.
61.6% are above or equal to 5/26 close (20 days ago), 38.4% are below.
60.4% are above or equal to 5/25 close (21 days ago), 39.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170626 Closing)
20d: 15.3% new highs, 3.0% new lows
21d: 15.1% new highs, 3.0% new lows
42d: 10.9% new highs, 1.8% new lows
63d: 9.5% new highs, 1.0% new lows
126d: 8.7% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170626 Closing)
2-day: 60.8% above, 39.2% below
3-day: 69.9% above, 30.1% below
4-day: 69.6% above, 30.4% below
5-day: 66.1% above, 33.9% below
8-day: 58.5% above, 41.5% below
10-day: 55.8% above, 44.2% below
20-day: 57.2% above, 42.8% below
50-day: 60.9% above, 39.1% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170626 Closing)
RETA(59): 1.31% Top=CVNA FND SBH CVS AN SIG CHS RH ….. CPRT NFLX JWN AMZN BLDR EBAY W MELI=Bottom (Retail & Specialty Retail)
REAL(107): 0.99% Top=STOR NNN PEI VER DDR RPT CBG SC ….. DLR SUI DRE MAA NRZ COR AMH AHH=Bottom (Real Estate)
DISV(51): 0.62% Top=CAR RRD SCI ULTA KBR HRI JEC R ….. FLT LKSD YY GPN WTW AMN SERV WEX=Bottom (Diversified Services)
FINA(90): 0.62% Top=SLM SYF FNB NAVI BGCP FHB TCF BOFI ….. CME CLNS TWNK WU PYPL KKR ATH APO=Bottom (Banks/Financials)
ENER(86): 0.58% Top=NS SM RRC OKS DCP RES ETP PUMP ….. SU BCEI FANG APC COP MUR CRZO PDCE=Bottom (Energy)
INSU(33): 0.56% Top=MBI AGO AFSI HIG CINF CNO L MET ….. MMC RE ACGL AFL RDN WLTW FAF MTG=Bottom (Insurance)
CONS(50): 0.53% Top=TPX BERY PBI OI UAA PVH PKG GT ….. EPC ELF MAT WRK EL BMS SKX GOOS=Bottom (Consumer)
MATE(28): 0.29% Top=TPH PWR SRCL MLM KBH SUM FLR VMC ….. RYN DAR WCN FAST JELD WY GMS MDR=Bottom (Materials & Construction)
TRAN(26): 0.25% Top=TRN JBLU EXPD KSU CSX CHRW JBHT UPS ….. UNP DAL SNDR GWR LUV SAVE ALK XPO=Bottom (Transportation)
CHEM(28): 0.12% Top=OLN MOS EMN GRA IFF SHW AGU WLK ….. APD CF TROX RPM ASH PAH HUN VSM=Bottom (Chemicals/Fertilizers)
MANU(39): -0.01% Top=TEX FLS MRC MIDD SNA MWA CFX AOS ….. ROK LECO DCI ATI PH KMT JKS DDD=Bottom (Manufacturing)
META(28): -0.04% Top=GSM CNX CCJ CENX FCX SCCO CLF AA ….. GG TAHO AEM FNV OR AKS CMC X=Bottom (Metals & Mining)
LEIS(38): -0.06% Top=GPRO EAT DRI TXRH YUMC BLMN DPZ WYN ….. LVS WYNN MGM MTN EXPE MLCO SEAS SHAK=Bottom (Leisure)
HEAL(45): -0.26% Top=OPK THC STE IRTC DXCM BKD ESRX MD ….. A RMD ANTM ALGN BSX EW CNC IRWD=Bottom (Health)
COHW(38): -0.42% Top=BBRY HPQ TDS NTAP COMM VZ CTL T ….. PANW CIEN PSTG FNSR VIAV ANET ACIA SSYS=Bottom (Computer Hardware/Telecom)
COSW(81): -0.64% Top=NCR WUBA NTNX COTV SYMC EQIX TTWO EA ….. SHOP TWLO MDSO YELP ZEN PFPT NTES GRUB=Bottom (Computer Software/Internet)
ELEC(46): -0.68% Top=HIMX CY FSLR AMBA PI GLW ICHR JBL ….. TXN LRCX AMAT KLAC MXL SWKS QRVO BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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