daytrend

06/30/2017

Filed under: Market Stats — daytrend @ 4:08 pm

Closing Stats
by daytrend on 20170630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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

COMPARED TO YESTERDAY’S RANGE (20170630 Closing)
13.0% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
10.5% are below yesterday’s low.
76.6% are inside yesterday’s range.
34.5% of stocks with today’s high > yesterday’s high. (65.5% less than).
26.7% of stocks with today’s low < yesterday’s low. (73.3% greater than).

EVIDENCE OF INTRADAY TREND (20170630 Closing)
42.3% of stocks are above today’s open. (56.3% are below).
41.3% of stocks are above today’s open and yesterday’s close.
39.4% are below both.
5.1% of stocks opened above yesterday’s high.
86.6% of stocks opened above yesterday’s close. (10.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170630 Closing)
0.9% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
46.2% are in the top half. 53.8% of stocks are in the bottom half of today’s range.
23.1% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20170630 Closing)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
0.6% are up 4.5% or more. 0.8% are down 4.5% or more.
0.8% are up 3.5% or more. 1.0% are down 3.5% or more.
68.9% are between +1% and -1%.

RSI on DAILY (20170630 Closing)
2-day: >=95:8.6%…>=90:13.6%…>=80:21.5%…>=50:51.7%…<=20:19.2%…<=10:8.7%…<=5:5.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:53.2%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170630 Closing)
13.0% above previous 1 highs, 10.5% below previous 1 lows
9.8% above previous 2 highs, 7.9% below previous 2 lows
8.0% above previous 3 highs, 6.3% below previous 3 lows
7.6% above previous 4 highs, 5.2% below previous 4 lows
7.1% above previous 5 highs, 4.1% below previous 5 lows
6.6% above previous 6 highs, 3.8% below previous 6 lows
5.5% above previous 7 highs, 3.6% below previous 7 lows
4.9% above previous 8 highs, 3.6% below previous 8 lows
4.5% above previous 9 highs, 3.4% below previous 9 lows
4.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170630 Closing)
59.5% are above or equal to 6/29 close (1 days ago), 40.5% are below.
37.8% are above or equal to 6/28 close (2 days ago), 62.2% are below.
59.0% are above or equal to 6/27 close (3 days ago), 41.0% are below.
49.9% are above or equal to 6/26 close (4 days ago), 50.1% are below.
51.6% are above or equal to 6/23 close (5 days ago), 48.4% are below.
55.2% are above or equal to 6/22 close (6 days ago), 44.8% are below.
57.9% are above or equal to 6/21 close (7 days ago), 42.1% are below.
51.1% are above or equal to 6/20 close (8 days ago), 48.9% are below.
42.0% are above or equal to 6/19 close (9 days ago), 58.0% are below.
50.7% are above or equal to 6/16 close (10 days ago), 49.3% are below.
50.6% are above or equal to 6/15 close (11 days ago), 49.4% are below.
43.7% are above or equal to 6/14 close (12 days ago), 56.3% are below.
40.3% are above or equal to 6/13 close (13 days ago), 59.7% are below.
48.0% are above or equal to 6/12 close (14 days ago), 52.0% are below.
50.0% are above or equal to 6/9 close (15 days ago), 50.0% are below.
53.8% are above or equal to 6/8 close (16 days ago), 46.2% are below.
56.4% are above or equal to 6/7 close (17 days ago), 43.6% are below.
57.0% are above or equal to 6/6 close (18 days ago), 43.0% are below.
53.4% are above or equal to 6/5 close (19 days ago), 46.6% are below.
51.0% are above or equal to 6/2 close (20 days ago), 49.0% are below.
52.3% are above or equal to 6/1 close (21 days ago), 47.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170630 Closing)
20d: 6.8% new highs, 3.9% new lows
21d: 6.7% new highs, 3.7% new lows
42d: 4.6% new highs, 1.3% new lows
63d: 3.9% new highs, 0.7% new lows
126d: 2.8% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170630 Closing)
2-day: 57.9% above, 42.1% below
3-day: 45.5% above, 54.5% below
4-day: 52.2% above, 47.8% below
5-day: 50.2% above, 49.8% below
8-day: 53.6% above, 46.4% below
10-day: 52.6% above, 47.4% below
20-day: 50.2% above, 49.8% below
50-day: 57.1% above, 42.9% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170630 Closing)
CHEM(29): 1.23% Top=TROX CC SMG CF WLK CE HUN OLN ….. POT VSM AGU AXTA ASH PAH FMC SHW=Bottom (Chemicals/Fertilizers)
MANU(38): 0.93% Top=TEX BWXT EMR ROK MRC NDSN DOV PH ….. DHR KMT LECO TTC GE RS ATI DDD=Bottom (Manufacturing)
CONS(50): 0.81% Top=NKE MAT UAA WWW WHR IP CSL HAS ….. CLX CL PKG SEE COTY ENR PBI BMS=Bottom (Consumer)
MATE(28): 0.74% Top=PWR FAST DHI USG PHM EXP MDR FLR ….. MLM WCN WM JELD VMC GMS SRCL CBI=Bottom (Materials & Construction)
ENER(88): 0.58% Top=BCEI CRZO SM MPLX OAS HES PE RSPP ….. NBL SWN RRC HFC SEP DO RDC CRC=Bottom (Energy)
TRAN(25): 0.49% Top=KSU NSC CHRW AAL CSX WAB SNDR FDX ….. JBLU XPO DAL UAL TRN SWFT SAVE TK=Bottom (Transportation)
RETA(60): 0.48% Top=W TLRD TSCO BLDR AZO KSS PAG KORS ….. MELI CVNA SIG AMZN GPS FINL DSW FND=Bottom (Retail & Specialty Retail)
DISV(48): 0.40% Top=CAR URI WTW HRI RRD ALLE JEC VRSK ….. V AL ATHN TRU RBA FDC FLT DFIN=Bottom (Diversified Services)
HEAL(43): 0.30% Top=IRWD MZOR LH IART DVA RMD ALGN BDX ….. BSX ACHC BKD MOH NUVA THC CYH OPK=Bottom (Health)
FINA(89): -0.02% Top=FII COF DFS HBAN WU KKR ETFC SYF ….. NYCB FHN CBSH VLY GS UMPQ VOYA WDR=Bottom (Banks/Financials)
COSW(83): -0.09% Top=EQIX DST AZPN OTEX TWTR TTWO SSNC NTNX ….. MSCI TTD SPLK FEYE FDS OKTA COUP VIPS=Bottom (Computer Software/Internet)
LEIS(37): -0.13% Top=YUMC WEN HGV QSR MLCO WYNN STAY JACK ….. CMG EAT SONC SIX LQ DRI GPRO MGM=Bottom (Leisure)
META(27): -0.16% Top=AGI TAHO AG RGLD STLD CMC AEM NEM ….. CLF CENX SLCA AA X CNX AKS CCJ=Bottom (Metals & Mining)
INSU(32): -0.19% Top=MBI SLF LNC FNF AJG MMC ALL RDN ….. ORI XL WLTW ACGL AGO BRO AFSI AIG=Bottom (Insurance)
REAL(110): -0.29% Top=DOC BDN CONE GEO AMH STAG ARE UNIT ….. KRG SKT PEB DRH NRZ LHO KIM BRX=Bottom (Real Estate)
COHW(38): -0.45% Top=S VZ UBNT TMUS TU COMM T QCOM ….. TDC CTL PSTG CIEN VG INFN SSYS WDC=Bottom (Computer Hardware/Telecom)
ELEC(45): -0.66% Top=AYI KEYS FTV TEL INTC JBL XLNX GRMN ….. NVDA QRVO SPWR MRVL CY SIMO 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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