daytrend

07/11/2017

Filed under: Market Stats — daytrend @ 3:15 pm

Closing Stats
by daytrend on 20170711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 844.

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 (20170711 Closing)
23.2% of stocks are above yesterday’s high.
48.2% are above yesterday’s midpoint. (51.8% are below.)
21.8% are below yesterday’s low.
55.0% are inside yesterday’s range.
41.6% of stocks with today’s high > yesterday’s high. (58.4% less than).
52.7% of stocks with today’s low < yesterday’s low. (47.3% greater than).

EVIDENCE OF INTRADAY TREND (20170711 Closing)
50.8% of stocks are above today’s open. (47.3% are below).
47.3% of stocks are above today’s open and yesterday’s close.
41.5% are below both.
3.4% of stocks opened above yesterday’s high.
52.7% of stocks opened above yesterday’s close. (37.2% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170711 Closing)
11.7% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
62.6% are in the top half. 37.4% of stocks are in the bottom half of today’s range.
11.3% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20170711 Closing)
54.7% of stocks are above yesterday’s close. (45.3% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.7% are up 3.5% or more. 0.7% are down 3.5% or more.
72.9% are between +1% and -1%.

RSI on DAILY (20170711 Closing)
2-day: >=95:4.5%…>=90:10.9%…>=80:23.9%…>=50:49.8%…<=20:20.4%…<=10:8.6%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:52.8%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:52.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170711 Closing)
23.2% above previous 1 highs, 21.8% below previous 1 lows
20.6% above previous 2 highs, 15.4% below previous 2 lows
14.3% above previous 3 highs, 13.6% below previous 3 lows
11.5% above previous 4 highs, 13.2% below previous 4 lows
9.8% above previous 5 highs, 12.3% below previous 5 lows
9.0% above previous 6 highs, 10.9% below previous 6 lows
7.3% above previous 7 highs, 9.4% below previous 7 lows
6.9% above previous 8 highs, 8.9% below previous 8 lows
5.8% above previous 9 highs, 8.4% below previous 9 lows
4.5% above previous 10 highs, 7.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170711 Closing)
54.7% are above or equal to 7/10 close (1 days ago), 45.3% are below.
48.7% are above or equal to 7/7 close (2 days ago), 51.3% are below.
64.1% are above or equal to 7/6 close (3 days ago), 35.9% are below.
42.5% are above or equal to 7/5 close (4 days ago), 57.5% are below.
40.6% are above or equal to 7/3 close (5 days ago), 59.4% are below.
48.3% are above or equal to 6/30 close (6 days ago), 51.7% are below.
52.7% are above or equal to 6/29 close (7 days ago), 47.3% are below.
42.7% are above or equal to 6/28 close (8 days ago), 57.3% are below.
55.0% are above or equal to 6/27 close (9 days ago), 45.0% are below.
47.2% are above or equal to 6/26 close (10 days ago), 52.8% are below.
50.5% are above or equal to 6/23 close (11 days ago), 49.5% are below.
55.6% are above or equal to 6/22 close (12 days ago), 44.4% are below.
57.3% are above or equal to 6/21 close (13 days ago), 42.7% are below.
53.3% are above or equal to 6/20 close (14 days ago), 46.7% are below.
45.3% are above or equal to 6/19 close (15 days ago), 54.7% are below.
52.4% are above or equal to 6/16 close (16 days ago), 47.6% are below.
53.1% are above or equal to 6/15 close (17 days ago), 46.9% are below.
49.5% are above or equal to 6/14 close (18 days ago), 50.5% are below.
44.0% are above or equal to 6/13 close (19 days ago), 56.0% are below.
50.1% are above or equal to 6/12 close (20 days ago), 49.9% are below.
50.4% are above or equal to 6/9 close (21 days ago), 49.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170711 Closing)
20d: 5.8% new highs, 13.7% new lows
21d: 5.1% new highs, 12.4% new lows
42d: 3.4% new highs, 6.5% new lows
63d: 2.7% new highs, 4.4% new lows
126d: 2.1% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170711 Closing)
2-day: 53.1% above, 46.9% below
3-day: 48.2% above, 51.8% below
4-day: 57.0% above, 43.0% below
5-day: 52.6% above, 47.4% below
8-day: 49.2% above, 50.8% below
10-day: 50.8% above, 49.2% below
20-day: 52.6% above, 47.4% below
50-day: 55.9% above, 44.1% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170711 Closing)
META(25): 1.34% Top=CNX CLF TECK AKS AA CMC AG X ….. SCCO ABX FCX FNV NUE CCJ STLD AGI=Bottom (Metals & Mining)
ENER(87): 1.27% Top=HK CRZO DVN REN RES SM PE CLR ….. EPD PAGP CRC GPOR PBF SN DK QEP=Bottom (Energy)
COSW(79): 0.55% Top=SQ YELP TWTR NTES COUP VIPS TWLO TTD ….. SABR FEYE OKTA ATVI MDRX CTXS ADP SNAP=Bottom (Computer Software/Internet)
ELEC(46): 0.36% Top=AMAT PI LRCX CAVM SPWR ADI QRVO NVDA ….. BRKR GLW FTV CGNX ICHR OCLR HIMX SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.32% Top=TROX CC ALB SMG WLK RPM AXTA VSM ….. PPG HUN PX MON APD MOS CF FMC=Bottom (Chemicals/Fertilizers)
MANU(36): 0.22% Top=ATI NDSN TEX AGCO JKS GE LECO DDD ….. PNR SNA SWK XYL ITT IR FLS MRC=Bottom (Manufacturing)
LEIS(37): 0.18% Top=HGV STAY WEN TXRH SHAK BLMN RRR SIX ….. GPRO CCL MCD LVS WYNN ARMK CMG SEAS=Bottom (Leisure)
REAL(106): 0.11% Top=UNIT PEB DRH ARR SHO STOR LHO CXP ….. GGP SPG NSA MAA MAC SC PEI SLG=Bottom (Real Estate)
HEAL(40): 0.07% Top=IRWD DVA NUVA PRAH CNC IART DXCM VAR ….. RMD UNH BDX ZBH HOLX THC ACHC HLS=Bottom (Health)
COHW(38): -0.05% Top=WDC ANET SSYS NTAP CDW PANW INFN STX ….. VZ VIAV CCI CTL S ACIA FNSR FTR=Bottom (Computer Hardware/Telecom)
DISV(48): -0.17% Top=RBA ZTO ADS MA FLT SCI VNTV G ….. ACM CAR MAN RHI AMN PAYX RRD ULTA=Bottom (Diversified Services)
RETA(57): -0.33% Top=RH W BABA NFLX MELI CPRT KSS LL ….. TSCO ETSY SIG AZO CHS CVNA MIK KORS=Bottom (Retail & Specialty Retail)
FINA(87): -0.36% Top=TWNK ZION SLM CLNS SIVB BX APO BGCP ….. EV FRC STT LM WETF LAZ IVZ TROW=Bottom (Banks/Financials)
MATE(27): -0.47% Top=MDR WY CAA SRCL MAS CBI EXP PWR ….. USG KBH LEN GMS PHM MLM SUM TOL=Bottom (Materials & Construction)
INSU(31): -0.49% Top=AFSI FAF ACGL CNO RDN AFL ORI FNF ….. AON PGR SLF ALL WLTW AJG RE MBI=Bottom (Insurance)
CONS(50): -0.50% Top=PAY BC ENR GT OI KS AVY PBI ….. BLL WWW ELF VFC UAA GIL SKX FOSL=Bottom (Consumer)
TRAN(24): -0.67% Top=XPO EXPD CHRW WAB SAVE UNP CNI UPS ….. JBHT CSX ALK SNDR SWFT UAL AAL LUV=Bottom (Transportation)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: