daytrend

07/06/2017

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

Closing Stats
by daytrend on 20170706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 807.

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

COMPARED TO YESTERDAY’S RANGE (20170706 Closing)
2.1% of stocks are above yesterday’s high.
17.8% are above yesterday’s midpoint. (82.2% are below.)
53.3% are below yesterday’s low.
44.6% are inside yesterday’s range.
19.2% of stocks with today’s high > yesterday’s high. (80.8% less than).
70.6% of stocks with today’s low < yesterday’s low. (29.4% greater than).

EVIDENCE OF INTRADAY TREND (20170706 Closing)
22.7% of stocks are above today’s open. (76.6% are below).
10.2% of stocks are above today’s open and yesterday’s close.
75.2% are below both.
0.6% of stocks opened above yesterday’s high.
15.9% of stocks opened above yesterday’s close. (81.4% opened below yesterday’s close).
18.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170706 Closing)
1.1% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
18.6% are in the top half. 81.4% of stocks are in the bottom half of today’s range.
49.9% are in the bottom 20%.
26.1% are in the bottom 10%.

GAIN (20170706 Closing)
12.0% of stocks are above yesterday’s close. (88.0% are below.)
0.0% are up 4.5% or more. 2.0% are down 4.5% or more.
0.0% are up 3.5% or more. 5.6% are down 3.5% or more.
46.8% are between +1% and -1%.

RSI on DAILY (20170706 Closing)
2-day: >=95:1.2%…>=90:2.5%…>=80:4.0%…>=50:17.6%…<=20:38.3%…<=10:16.2%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:35.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:40.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170706 Closing)
2.1% above previous 1 highs, 53.3% below previous 1 lows
0.6% above previous 2 highs, 45.7% below previous 2 lows
0.6% above previous 3 highs, 37.1% below previous 3 lows
0.5% above previous 4 highs, 30.7% below previous 4 lows
0.5% above previous 5 highs, 26.9% below previous 5 lows
0.5% above previous 6 highs, 24.0% below previous 6 lows
0.2% above previous 7 highs, 21.7% below previous 7 lows
0.2% above previous 8 highs, 18.8% below previous 8 lows
0.2% above previous 9 highs, 17.5% below previous 9 lows
0.2% above previous 10 highs, 16.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170706 Closing)
12.0% are above or equal to 7/5 close (1 days ago), 88.0% are below.
22.7% are above or equal to 7/3 close (2 days ago), 77.3% are below.
30.6% are above or equal to 6/30 close (3 days ago), 69.4% are below.
37.2% are above or equal to 6/29 close (4 days ago), 62.8% are below.
26.8% are above or equal to 6/28 close (5 days ago), 73.2% are below.
41.8% are above or equal to 6/27 close (6 days ago), 58.2% are below.
37.5% are above or equal to 6/26 close (7 days ago), 62.5% are below.
41.3% are above or equal to 6/23 close (8 days ago), 58.7% are below.
46.7% are above or equal to 6/22 close (9 days ago), 53.3% are below.
48.9% are above or equal to 6/21 close (10 days ago), 51.1% are below.
42.1% are above or equal to 6/20 close (11 days ago), 57.9% are below.
33.5% are above or equal to 6/19 close (12 days ago), 66.5% are below.
40.6% are above or equal to 6/16 close (13 days ago), 59.4% are below.
41.5% are above or equal to 6/15 close (14 days ago), 58.5% are below.
36.4% are above or equal to 6/14 close (15 days ago), 63.6% are below.
34.4% are above or equal to 6/13 close (16 days ago), 65.6% are below.
41.3% are above or equal to 6/12 close (17 days ago), 58.7% are below.
42.4% are above or equal to 6/9 close (18 days ago), 57.6% are below.
45.6% are above or equal to 6/8 close (19 days ago), 54.4% are below.
48.3% are above or equal to 6/7 close (20 days ago), 51.7% are below.
46.7% are above or equal to 6/6 close (21 days ago), 53.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170706 Closing)
20d: 4.1% new highs, 13.0% new lows
21d: 4.1% new highs, 12.8% new lows
42d: 3.2% new highs, 5.1% new lows
63d: 2.5% new highs, 3.5% new lows
126d: 1.2% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170706 Closing)
2-day: 11.4% above, 88.6% below
3-day: 14.3% above, 85.7% below
4-day: 20.2% above, 79.8% below
5-day: 23.7% above, 76.3% below
8-day: 27.5% above, 72.5% below
10-day: 31.7% above, 68.3% below
20-day: 36.1% above, 63.9% below
50-day: 48.6% above, 51.4% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170706 Closing)
INSU(30): -0.28% Top=MBI LNC PRU AGO AIG UNM AON XL ….. BRO PGR RDN FNF FAF AFL ACGL MTG=Bottom (Insurance)
CHEM(26): -0.68% Top=DD DOW HUN CE FMC EMN ALB SMG ….. AGU PAH OLN POT CC MOS VSM CF=Bottom (Chemicals/Fertilizers)
ELEC(41): -0.76% Top=AVGO LRCX MSCC CREE NVDA SWKS KLAC ON ….. MRVL CY APH CAVM INTC GRMN GLW XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(23): -0.83% Top=AAL LUV ALK DAL CP TK UNP CNI ….. KSU WAB EXPD SWFT FDX CHRW TRN SNDR=Bottom (Transportation)
FINA(79): -0.83% Top=APO FNB PSEC WBS BKU LM WETF WAL ….. EV TWNK BK SIVB PYPL SLM BOFI AMG=Bottom (Banks/Financials)
META(24): -0.89% Top=AGI STLD AA NUE CCJ RGLD GG PAAS ….. NEM SCCO ABX AKS SLCA FCX AG CLF=Bottom (Metals & Mining)
MANU(37): -0.97% Top=DOV CMI IR KMT AME ETN RS EMR ….. AGCO PNR SNA DDD ATI JKS TEX GE=Bottom (Manufacturing)
DISV(43): -1.11% Top=WTW HRB RRD PCLN ZTO ILG AL SBAC ….. VNTV ADS ULTA CXW CAR FDC AMN ATGE=Bottom (Diversified Services)
COSW(78): -1.11% Top=OKTA WUBA NTES TWTR GWRE MTCH VMW ANSS ….. HPE VIPS FDS TRIP AKAM YELP NCR NTNX=Bottom (Computer Software/Internet)
LEIS(34): -1.22% Top=HGV DPZ TXRH MCD LQ DNKN RRR JACK ….. EAT CCL RCL LVS SEAS MGM ARMK YUMC=Bottom (Leisure)
CONS(48): -1.30% Top=BERY AVY CHD GT CCK BMS CLX GPK ….. PVH GOOS KS LULU RL ELF FOSL TPX=Bottom (Consumer)
COHW(37): -1.39% Top=CTL ACIA TU LVLT UBNT COMM TDS WDC ….. VZ HPQ SSYS CDW TDC PSTG NTAP STX=Bottom (Computer Hardware/Telecom)
MATE(26): -1.42% Top=PWR FAST WM WCN DHI VMC SRCL MLM ….. MAS KBH EXP FLR JELD WY USG CBI=Bottom (Materials & Construction)
REAL(104): -1.70% Top=KIM FPO DDR PKY BAM MFA AGNC NLY ….. NSA GEO MAA HR SNH HTA MPW DOC=Bottom (Real Estate)
HEAL(40): -1.73% Top=IRWD MOH SYK ANTM TMO VAR AET OPK ….. IRTC DXCM HCA NUVA MD THC ACHC CYH=Bottom (Health)
RETA(56): -1.85% Top=FND MELI SFM RH KMX WMT TIF DLTR ….. CHS GES BBBY CPRT SIG CVNA URBN LB=Bottom (Retail & Specialty Retail)
ENER(81): -1.87% Top=WES MMP PAGP SEP WMB CVE LPI NFG ….. SM WPX NFX XOG QEP CRZO SN CRC=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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