daytrend

07/08/2017

Filed under: Market Stats — daytrend @ 9:53 am

Market Stats at End of Day
by daytrend on 20170707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170707 EOD)
30.6% of stocks are above yesterday’s high.
59.5% are above yesterday’s midpoint. (40.5% are below.)
13.2% are below yesterday’s low.
56.2% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND (20170707 EOD)
72.4% of stocks are above today’s open. (25.4% are below).
70.4% of stocks are above today’s open and yesterday’s close.
18.8% are below both.
3.3% of stocks opened above yesterday’s high.
74.3% of stocks opened above yesterday’s close. (19.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170707 EOD)
17.0% of stocks are in the top 10% of today’s range.
38.5% are in the top 20%.
77.9% are in the top half. 22.1% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170707 EOD)
79.1% of stocks are above yesterday’s close. (20.9% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 0.7% are down 3.5% or more.
51.6% are between +1% and -1%.

RSI on DAILY (20170707 EOD)
2-day: >=95:2.7%…>=90:6.0%…>=80:15.7%…>=50:56.8%…<=20:17.1%…<=10:7.4%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:51.7%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:53.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170707 EOD)
30.6% above previous 1 highs, 13.2% below previous 1 lows
18.8% above previous 2 highs, 11.0% below previous 2 lows
14.2% above previous 3 highs, 10.4% below previous 3 lows
11.6% above previous 4 highs, 9.3% below previous 4 lows
9.1% above previous 5 highs, 8.1% below previous 5 lows
7.7% above previous 6 highs, 7.3% below previous 6 lows
7.2% above previous 7 highs, 7.1% below previous 7 lows
5.8% above previous 8 highs, 6.1% below previous 8 lows
5.8% above previous 9 highs, 5.2% below previous 9 lows
5.5% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170707 EOD)
79.1% are above or equal to 7/6 close (1 days ago), 20.9% are below.
39.6% are above or equal to 7/5 close (2 days ago), 60.4% are below.
39.2% are above or equal to 7/3 close (3 days ago), 60.8% are below.
49.2% are above or equal to 6/30 close (4 days ago), 50.8% are below.
52.9% are above or equal to 6/29 close (5 days ago), 47.1% are below.
38.0% are above or equal to 6/28 close (6 days ago), 62.0% are below.
54.5% are above or equal to 6/27 close (7 days ago), 45.5% are below.
44.7% are above or equal to 6/26 close (8 days ago), 55.3% are below.
49.0% are above or equal to 6/23 close (9 days ago), 51.0% are below.
54.4% are above or equal to 6/22 close (10 days ago), 45.6% are below.
56.2% are above or equal to 6/21 close (11 days ago), 43.8% are below.
50.4% are above or equal to 6/20 close (12 days ago), 49.6% are below.
41.8% are above or equal to 6/19 close (13 days ago), 58.2% are below.
51.4% are above or equal to 6/16 close (14 days ago), 48.6% are below.
51.4% are above or equal to 6/15 close (15 days ago), 48.6% are below.
45.3% are above or equal to 6/14 close (16 days ago), 54.7% are below.
42.5% are above or equal to 6/13 close (17 days ago), 57.5% are below.
46.9% are above or equal to 6/12 close (18 days ago), 53.1% are below.
49.5% are above or equal to 6/9 close (19 days ago), 50.5% are below.
51.0% are above or equal to 6/8 close (20 days ago), 49.0% are below.
54.8% are above or equal to 6/7 close (21 days ago), 45.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170707 EOD)
20d: 5.7% new highs, 11.6% new lows
21d: 5.5% new highs, 11.3% new lows
42d: 4.8% new highs, 6.4% new lows
63d: 4.3% new highs, 5.2% new lows
126d: 3.5% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170707 EOD)
2-day: 78.3% above, 21.7% below
3-day: 56.0% above, 44.0% below
4-day: 46.5% above, 53.5% below
5-day: 47.3% above, 52.7% below
8-day: 49.4% above, 50.6% below
10-day: 47.6% above, 52.4% below
20-day: 47.9% above, 52.1% below
50-day: 55.0% above, 45.0% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170707 EOD)
ELEC(46): 1.87% Top=OCLR ICHR CGNX CY PI KEYS AMAT SPWR ….. SNPS FTV INTC MRVL GRMN AMBA AYI SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 1.35% Top=FEYE VEEV COUP SHOP OKTA ATVI TTD SYMC ….. AABA TRI VIPS TRIP BIDU AKAM NTES SNAP=Bottom (Computer Software/Internet)
MATE(27): 1.21% Top=DHI LEN TOL TPH KBH CAA SUM PHM ….. DAR EXP FLR CBI WY FAST VMC MDR=Bottom (Materials & Construction)
COHW(38): 1.20% Top=ACIA FNSR PANW CIEN VIAV STX JNPR ANET ….. BCE TU VZ TDC T TDS LVLT CTL=Bottom (Computer Hardware/Telecom)
DISV(48): 1.16% Top=CAR WTW MAN AMN RHI PCLN BAH VNTV ….. HRB VRSK URI RBA DFIN KBR ATHN ZTO=Bottom (Diversified Services)
HEAL(41): 1.14% Top=COO ACHC THC PRAH CNC UHS DXCM IRTC ….. PKI DVA UNH VAR XRAY LH ESRX IRWD=Bottom (Health)
CHEM(26): 1.11% Top=CC ALB AXTA RPM OLN SMG PAH FMC ….. DD DOW PX POT EMN MON ASH AGU=Bottom (Chemicals/Fertilizers)
CONS(50): 0.92% Top=FOSL RL SKX COH PAY AVY GIL HBI ….. UAA CL TPX KS FL EPC EL ENR=Bottom (Consumer)
TRAN(24): 0.91% Top=SAVE ALK JBLU DAL AAL FDX UAL JBHT ….. XPO SWFT UNP CSX WAB CHRW CP TK=Bottom (Transportation)
LEIS(37): 0.90% Top=YUMC SEAS MCD MGM DPZ RRR BYD WYNN ….. QSR EAT BLMN H HGV GPRO SIX DNKN=Bottom (Leisure)
INSU(31): 0.81% Top=AFSI FAF XL PGR MTG AON LNC TMK ….. PRU UNM AIG ORI HIG CNO AGO MBI=Bottom (Insurance)
MANU(36): 0.67% Top=SWK JKS TEX KMT TTC PNR DE IR ….. DHR CFX FLS DDD GE RS MRC ATI=Bottom (Manufacturing)
FINA(87): 0.62% Top=SIVB TROW BOFI CLNS LM AMG IVZ FII ….. TCF FNB GS BGCP ISBC BKU ARCC APO=Bottom (Banks/Financials)
REAL(108): 0.47% Top=COR KIM KRG CONE AKR GEO VNO SC ….. BXMT STWD NLY AGNC ARI DOC CIM TWO=Bottom (Real Estate)
RETA(58): 0.32% Top=GNC SFM CVNA FND NFLX ETSY BURL URBN ….. AAP AZO SBH COST ORLY LB TLRD RH=Bottom (Retail & Specialty Retail)
ENER(86): -0.31% Top=PBF DK HFC NS VLO MPC TSO PDCE ….. HES SM REN DO SN OAS NBR RDC=Bottom (Energy)
META(24): -1.53% Top=CLF AA SCCO CCJ FCX RGLD NEM AGI ….. ABX GG X STLD AG SSRI PAAS SLCA=Bottom (Metals & Mining)

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.
Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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