daytrend

07/10/2017

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

Closing Stats
by daytrend on 20170710. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 847.

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

COMPARED TO YESTERDAY’S RANGE (20170710 Closing)
30.5% of stocks are above yesterday’s high.
61.0% are above yesterday’s midpoint. (39.0% are below.)
16.5% are below yesterday’s low.
53.0% are inside yesterday’s range.
60.4% of stocks with today’s high > yesterday’s high. (39.6% less than).
31.4% of stocks with today’s low < yesterday’s low. (68.6% greater than).

EVIDENCE OF INTRADAY TREND (20170710 Closing)
54.4% of stocks are above today’s open. (44.0% are below).
47.2% of stocks are above today’s open and yesterday’s close.
42.6% are below both.
6.5% of stocks opened above yesterday’s high.
32.2% of stocks opened above yesterday’s close. (61.0% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170710 Closing)
6.1% of stocks are in the top 10% of today’s range.
18.8% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
24.9% are in the bottom 20%.
16.6% are in the bottom 10%.

GAIN (20170710 Closing)
49.8% of stocks are above yesterday’s close. (50.2% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
2.7% are up 3.5% or more. 1.7% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20170710 Closing)
2-day: >=95:3.5%…>=90:9.0%…>=80:23.8%…>=50:53.2%…<=20:20.7%…<=10:10.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.0%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170710 Closing)
30.5% above previous 1 highs, 16.5% below previous 1 lows
20.9% above previous 2 highs, 14.0% below previous 2 lows
15.9% above previous 3 highs, 14.0% below previous 3 lows
13.7% above previous 4 highs, 13.8% below previous 4 lows
12.3% above previous 5 highs, 13.0% below previous 5 lows
10.0% above previous 6 highs, 12.6% below previous 6 lows
9.1% above previous 7 highs, 12.3% below previous 7 lows
7.8% above previous 8 highs, 11.6% below previous 8 lows
6.5% above previous 9 highs, 10.6% below previous 9 lows
6.4% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170710 Closing)
49.8% are above or equal to 7/7 close (1 days ago), 50.2% are below.
68.5% are above or equal to 7/6 close (2 days ago), 31.5% are below.
41.9% are above or equal to 7/5 close (3 days ago), 58.1% are below.
42.3% are above or equal to 7/3 close (4 days ago), 57.7% are below.
47.8% are above or equal to 6/30 close (5 days ago), 52.2% are below.
51.6% are above or equal to 6/29 close (6 days ago), 48.4% are below.
41.9% are above or equal to 6/28 close (7 days ago), 58.1% are below.
55.3% are above or equal to 6/27 close (8 days ago), 44.7% are below.
46.8% are above or equal to 6/26 close (9 days ago), 53.2% are below.
48.5% are above or equal to 6/23 close (10 days ago), 51.5% are below.
55.1% are above or equal to 6/22 close (11 days ago), 44.9% are below.
56.0% are above or equal to 6/21 close (12 days ago), 44.0% are below.
52.4% are above or equal to 6/20 close (13 days ago), 47.6% are below.
44.3% are above or equal to 6/19 close (14 days ago), 55.7% are below.
52.5% are above or equal to 6/16 close (15 days ago), 47.5% are below.
52.7% are above or equal to 6/15 close (16 days ago), 47.3% are below.
48.6% are above or equal to 6/14 close (17 days ago), 51.4% are below.
42.6% are above or equal to 6/13 close (18 days ago), 57.4% are below.
47.9% are above or equal to 6/12 close (19 days ago), 52.1% are below.
50.4% are above or equal to 6/9 close (20 days ago), 49.6% are below.
50.6% are above or equal to 6/8 close (21 days ago), 49.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170710 Closing)
20d: 8.7% new highs, 11.2% new lows
21d: 8.7% new highs, 10.4% new lows
42d: 7.3% new highs, 5.9% new lows
63d: 6.4% new highs, 4.5% new lows
126d: 5.2% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170710 Closing)
2-day: 48.5% above, 51.5% below
3-day: 61.7% above, 38.3% below
4-day: 53.4% above, 46.6% below
5-day: 48.4% above, 51.6% below
8-day: 48.4% above, 51.6% below
10-day: 50.3% above, 49.7% below
20-day: 50.5% above, 49.5% below
50-day: 54.5% above, 45.5% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170710 Closing)
META(24): 2.44% Top=AG FCX CLF TECK PAAS CCJ ABX AGI ….. GG RGLD NEM STLD NUE SLCA CMC AA=Bottom (Metals & Mining)
CHEM(26): 1.47% Top=CF AGU MOS POT TROX CC FMC ALB ….. CE PPG SHW MON OLN APD AXTA SMG=Bottom (Chemicals/Fertilizers)
ENER(86): 1.18% Top=BAS APA ECA RDC SPN DO SM WPX ….. WES BPL ETP GEL SEP DCP MMP NS=Bottom (Energy)
ELEC(46): 0.78% Top=NVDA ICHR AMD TER AMBA XLNX OCLR CAVM ….. INTC CY BRKR IDTI QRVO SIMO GRMN XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.49% Top=HPQ WDC JNPR FNSR SSYS INFN TMUS CIEN ….. T BBRY CTL VG VZ TDS ZAYO VSAT=Bottom (Computer Hardware/Telecom)
MANU(36): 0.46% Top=JKS MRC PH AGCO ETN DE ITT WBT ….. RS AOS TEX NDSN XYL GE DHR SNA=Bottom (Manufacturing)
COSW(80): 0.38% Top=WUBA JD SHOP MTCH SYMC YELP CDK NOW ….. MANH TRIP DST ADP PFPT GWRE MULE COUP=Bottom (Computer Software/Internet)
FINA(87): 0.02% Top=APO PYPL AMG KKR IVZ WDR NAVI RJF ….. OZRK HOMB FNB PACW FHB BKU SYF TWNK=Bottom (Banks/Financials)
MATE(27): 0.02% Top=DHI LEN TOL CAA PWR MDR MAS WY ….. SUM DAR EXP MLM GMS SRCL VMC CBI=Bottom (Materials & Construction)
CONS(50): 0.01% Top=KS WRK IP PKG NKE PAY SEE PBI ….. GOOS ELF ENR EPC COTY CRI BC FL=Bottom (Consumer)
LEIS(37): -0.02% Top=HGV WYNN BYD RRR MGM QSR HLT LVS ….. SONC DRI EAT JACK LQ SHAK CMG DNKN=Bottom (Leisure)
INSU(31): -0.08% Top=AGO RE SLF LNC MBI MTG TMK HIG ….. AIG AJG FAF BRO CINF CNO TRV AFSI=Bottom (Insurance)
HEAL(41): -0.31% Top=THC CYH ACHC PKI COO A ANTM ZBH ….. DGX ESRX MD IRTC IRWD DVA DXCM OPK=Bottom (Health)
DISV(48): -0.40% Top=ZTO YY AL VNTV V URI MAN PAYX ….. SBAC CXW RRD AMN MYGN ATGE ULTA RBA=Bottom (Diversified Services)
TRAN(24): -0.75% Top=NSC CNI EXPD CHRW KSU FDX UNP CP ….. JBLU DAL TK LUV XPO SAVE SWFT SNDR=Bottom (Transportation)
REAL(108): -1.03% Top=NLY SC ARR CBG CIM COR AGNC ACC ….. SHO LHO NSA DRH ESRT DEI HPP DOC=Bottom (Real Estate)
RETA(58): -1.87% Top=CVNA EBAY AMZN NFLX MELI AZO BABA KMX ….. KSS CHS GES BBY GPS GNC M DKS=Bottom (Retail & Specialty Retail)

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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