daytrend

06/29/2017

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

Closing Stats
by daytrend on 20170629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY’S RANGE (20170629 Closing)
12.9% of stocks are above yesterday’s high.
34.2% are above yesterday’s midpoint. (65.8% are below.)
40.6% are below yesterday’s low.
46.5% are inside yesterday’s range.
43.3% of stocks with today’s high > yesterday’s high. (56.7% less than).
65.5% of stocks with today’s low < yesterday’s low. (34.5% greater than).

EVIDENCE OF INTRADAY TREND (20170629 Closing)
20.1% of stocks are above today’s open. (79.3% are below).
17.7% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
17.1% of stocks opened above yesterday’s high.
52.6% of stocks opened above yesterday’s close. (43.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170629 Closing)
1.9% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
28.1% are in the top half. 71.9% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20170629 Closing)
28.8% of stocks are above yesterday’s close. (71.2% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
2.1% are up 3.5% or more. 3.3% are down 3.5% or more.
45.7% are between +1% and -1%.

RSI on DAILY (20170629 Closing)
2-day: >=95:10.4%…>=90:16.8%…>=80:23.9%…>=50:40.1%…<=20:25.9%…<=10:13.1%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:47.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:51.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170629 Closing)
12.9% above previous 1 highs, 40.6% below previous 1 lows
12.3% above previous 2 highs, 30.8% below previous 2 lows
11.6% above previous 3 highs, 28.7% below previous 3 lows
11.4% above previous 4 highs, 25.8% below previous 4 lows
11.0% above previous 5 highs, 22.7% below previous 5 lows
9.6% above previous 6 highs, 21.5% below previous 6 lows
8.4% above previous 7 highs, 20.5% below previous 7 lows
6.1% above previous 8 highs, 19.5% below previous 8 lows
5.8% above previous 9 highs, 17.4% below previous 9 lows
5.6% above previous 10 highs, 14.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170629 Closing)
28.8% are above or equal to 6/28 close (1 days ago), 71.2% are below.
53.5% are above or equal to 6/27 close (2 days ago), 46.5% are below.
44.7% are above or equal to 6/26 close (3 days ago), 55.3% are below.
48.1% are above or equal to 6/23 close (4 days ago), 51.9% are below.
52.6% are above or equal to 6/22 close (5 days ago), 47.4% are below.
54.1% are above or equal to 6/21 close (6 days ago), 45.9% are below.
48.5% are above or equal to 6/20 close (7 days ago), 51.5% are below.
38.5% are above or equal to 6/19 close (8 days ago), 61.5% are below.
47.6% are above or equal to 6/16 close (9 days ago), 52.4% are below.
48.2% are above or equal to 6/15 close (10 days ago), 51.8% are below.
41.9% are above or equal to 6/14 close (11 days ago), 58.1% are below.
36.8% are above or equal to 6/13 close (12 days ago), 63.2% are below.
46.2% are above or equal to 6/12 close (13 days ago), 53.8% are below.
48.4% are above or equal to 6/9 close (14 days ago), 51.6% are below.
52.4% are above or equal to 6/8 close (15 days ago), 47.6% are below.
55.4% are above or equal to 6/7 close (16 days ago), 44.6% are below.
54.0% are above or equal to 6/6 close (17 days ago), 46.0% are below.
51.5% are above or equal to 6/5 close (18 days ago), 48.5% are below.
49.4% are above or equal to 6/2 close (19 days ago), 50.6% are below.
51.4% are above or equal to 6/1 close (20 days ago), 48.6% are below.
60.5% are above or equal to 5/31 close (21 days ago), 39.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170629 Closing)
20d: 13.1% new highs, 15.3% new lows
21d: 13.0% new highs, 14.3% new lows
42d: 9.0% new highs, 5.7% new lows
63d: 7.5% new highs, 3.8% new lows
126d: 4.1% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170629 Closing)
2-day: 28.5% above, 71.5% below
3-day: 41.2% above, 58.8% below
4-day: 41.4% above, 58.6% below
5-day: 43.5% above, 56.5% below
8-day: 49.1% above, 50.9% below
10-day: 46.8% above, 53.2% below
20-day: 47.7% above, 52.3% below
50-day: 56.7% above, 43.3% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170629 Closing)
ENER(88): 1.20% Top=SWN FRAC BAS CRZO PDCE DVN CLR NFX ….. CVE MDU XOM CRC TSO MPC VVV PBF=Bottom (Energy)
FINA(89): 0.53% Top=RF BGCP C OZRK WFC TCF FHB SNV ….. TROW CME WDR EFX PYPL COF WETF LM=Bottom (Banks/Financials)
INSU(32): -0.08% Top=MBI CNO PRU LNC MET AGO MTG SLF ….. TMK AJG AON RDN PGR AFL TRV MMC=Bottom (Insurance)
TRAN(26): -0.29% Top=SNDR TK ALK AAL XPO CHRW WAB DAL ….. ODFL FDX UNP KSU NSC CSX UAL CNI=Bottom (Transportation)
RETA(60): -0.40% Top=GES TLRD CHS DSW GNC WBA AEO URBN ….. EBAY DKS BID W BLDR FND MELI LL=Bottom (Retail & Specialty Retail)
CONS(50): -0.44% Top=LULU FOSL TPX WWW MAT RL HBI SKX ….. UAA PG KMB EPC CLX KS BERY GOOS=Bottom (Consumer)
HEAL(43): -0.72% Top=CYH UHS MD ACHC ABT VAR PRAH TVTY ….. IART IRTC CNC BKD ESRX ALGN DXCM OPK=Bottom (Health)
MANU(38): -0.78% Top=ATI MRC SNA RS ITT FLS CFX TEX ….. IR ITW NDSN TTC MHK DDD KMT MIDD=Bottom (Manufacturing)
DISV(50): -0.82% Top=AMN CAR MAN URI RBA DFIN R BFAM ….. FISV ILG MYGN CXW WTW MA RRD LKSD=Bottom (Diversified Services)
LEIS(37): -0.92% Top=BLMN EAT DNKN CMG SEAS GPRO TXRH DRI ….. HGV MAR HLT SHAK LVS WYNN MGM WYN=Bottom (Leisure)
REAL(110): -1.10% Top=SC DDR KRG PEI PGRE FPO UDR WPG ….. CCP EDR NSA SNH HR OHI GOV DOC=Bottom (Real Estate)
CHEM(29): -1.11% Top=CF CE MOS SMG WLK GRA HUN AXTA ….. PAH IFF ALB APD FMC SHW TROX CC=Bottom (Chemicals/Fertilizers)
META(27): -1.18% Top=SLCA CNX STLD CMC FCX AA SCCO TECK ….. PAAS RGLD WPM GG AG AEM SSRI AGI=Bottom (Metals & Mining)
MATE(29): -1.38% Top=CBI FAST TPH SUM WY LEN SRCL WM ….. TOL PHM MAS VMC MLM JELD USG GMS=Bottom (Materials & Construction)
COSW(84): -1.58% Top=SPLK BIDU WUBA SNAP NCR MDRX DNB FTNT ….. TTD NUAN SHOP SQ DATA JD BLKB NTES=Bottom (Computer Software/Internet)
COHW(38): -1.90% Top=VRSN BCE TDC SSYS NTAP T CDW VZ ….. ACIA CTL FNSR STX CIEN ANET VIAV INFN=Bottom (Computer Hardware/Telecom)
ELEC(46): -2.01% Top=AYI CSIQ GRMN GLW IDTI WAT BRKR SPWR ….. HIMX NVDA KLAC LRCX AMD CGNX ICHR PI=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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