daytrend

07/12/2017

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

Closing Stats
by daytrend on 20170712. 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 (20170712 Closing)
51.5% of stocks are above yesterday’s high.
81.5% are above yesterday’s midpoint. (18.5% are below.)
5.5% are below yesterday’s low.
43.0% are inside yesterday’s range.
83.4% of stocks with today’s high > yesterday’s high. (16.6% less than).
14.5% of stocks with today’s low < yesterday’s low. (85.5% greater than).

EVIDENCE OF INTRADAY TREND (20170712 Closing)
56.6% of stocks are above today’s open. (41.7% are below).
55.1% of stocks are above today’s open and yesterday’s close.
19.7% are below both.
51.1% of stocks opened above yesterday’s high.
88.9% of stocks opened above yesterday’s close. (9.6% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170712 Closing)
7.4% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
49.0% are in the top half. 51.0% of stocks are in the bottom half of today’s range.
22.1% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20170712 Closing)
78.7% of stocks are above yesterday’s close. (21.3% are below.)
1.1% are up 4.5% or more. 0.6% are down 4.5% or more.
2.4% are up 3.5% or more. 0.7% are down 3.5% or more.
54.8% are between +1% and -1%.

RSI on DAILY (20170712 Closing)
2-day: >=95:11.7%…>=90:22.7%…>=80:42.7%…>=50:76.2%…<=20:8.7%…<=10:4.6%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.4%…>=50:63.9%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:62.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170712 Closing)
51.5% above previous 1 highs, 5.5% below previous 1 lows
37.1% above previous 2 highs, 4.7% below previous 2 lows
34.1% above previous 3 highs, 3.4% below previous 3 lows
29.6% above previous 4 highs, 3.2% below previous 4 lows
24.3% above previous 5 highs, 3.1% below previous 5 lows
22.4% above previous 6 highs, 3.0% below previous 6 lows
21.6% above previous 7 highs, 2.5% below previous 7 lows
20.2% above previous 8 highs, 2.5% below previous 8 lows
17.6% above previous 9 highs, 2.5% below previous 9 lows
16.4% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170712 Closing)
78.7% are above or equal to 7/11 close (1 days ago), 21.3% are below.
75.7% are above or equal to 7/10 close (2 days ago), 24.3% are below.
66.4% are above or equal to 7/7 close (3 days ago), 33.6% are below.
74.6% are above or equal to 7/6 close (4 days ago), 25.4% are below.
56.9% are above or equal to 7/5 close (5 days ago), 43.1% are below.
49.9% are above or equal to 7/3 close (6 days ago), 50.1% are below.
59.4% are above or equal to 6/30 close (7 days ago), 40.6% are below.
61.2% are above or equal to 6/29 close (8 days ago), 38.8% are below.
54.3% are above or equal to 6/28 close (9 days ago), 45.7% are below.
63.8% are above or equal to 6/27 close (10 days ago), 36.2% are below.
56.1% are above or equal to 6/26 close (11 days ago), 43.9% are below.
58.4% are above or equal to 6/23 close (12 days ago), 41.6% are below.
64.0% are above or equal to 6/22 close (13 days ago), 36.0% are below.
64.5% are above or equal to 6/21 close (14 days ago), 35.5% are below.
60.1% are above or equal to 6/20 close (15 days ago), 39.9% are below.
52.1% are above or equal to 6/19 close (16 days ago), 47.9% are below.
58.9% are above or equal to 6/16 close (17 days ago), 41.1% are below.
58.0% are above or equal to 6/15 close (18 days ago), 42.0% are below.
53.7% are above or equal to 6/14 close (19 days ago), 46.3% are below.
49.6% are above or equal to 6/13 close (20 days ago), 50.4% are below.
55.6% are above or equal to 6/12 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170712 Closing)
20d: 19.8% new highs, 3.2% new lows
21d: 19.4% new highs, 3.0% new lows
42d: 12.6% new highs, 2.0% new lows
63d: 10.6% new highs, 1.4% new lows
126d: 8.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170712 Closing)
2-day: 77.8% above, 22.2% below
3-day: 77.3% above, 22.7% below
4-day: 74.1% above, 25.9% below
5-day: 75.8% above, 24.2% below
8-day: 63.4% above, 36.6% below
10-day: 61.9% above, 38.1% below
20-day: 61.0% above, 39.0% below
50-day: 62.5% above, 37.5% below
200-day: 64.0% above, 36.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170712 Closing)
ELEC(46): 1.68% Top=SPWR FSLR NVDA CSIQ ON AMD TEL CAVM ….. PI AMBA GRMN BRKR OCLR AMAT AYI SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(80): 1.65% Top=ATVI SINA SPLK SHOP WDAY GRUB TWTR VIPS ….. HPE MSCI MDSO ZEN CDK MULE SNAP MDRX=Bottom (Computer Software/Internet)
TRAN(24): 1.36% Top=UAL AAL ALK DAL SWFT CSX CP JBLU ….. JBHT UPS LUV FDX CHRW XPO TRN EXPD=Bottom (Transportation)
DISV(49): 1.22% Top=CAR YY CXW ULTA SCI GPN SBAC ATHN ….. TRU FLT R JEC KBR AMN AL RBA=Bottom (Diversified Services)
REAL(106): 1.17% Top=GEO CONE RLGY CUZ NSA VER ALLY AMT ….. HST RLJ APLE PKY ARI GTY BXMT FPO=Bottom (Real Estate)
CHEM(26): 1.02% Top=ALB VSM CC OLN DD DOW FMC WLK ….. PAH HUN RPM AGU MON MOS POT CF=Bottom (Chemicals/Fertilizers)
HEAL(41): 0.89% Top=SYK CYH BKD IART NUVA THC HRC A ….. AET IRWD DGX HCA HLS ZBH ACHC OPK=Bottom (Health)
RETA(57): 0.71% Top=RH CVNA MIK NFLX EBAY BABA BURL TIF ….. CHS TLRD BBY SFM GNC AZO SIG DKS=Bottom (Retail & Specialty Retail)
INSU(31): 0.66% Top=MBI AGO MTG RDN FAF CNO SLF MMC ….. AJG TRV MET AFL AFSI UNM L ORI=Bottom (Insurance)
MANU(37): 0.51% Top=JKS CFX XYL ITT DOV FLS BWXT PNR ….. LECO WBT RS TTC SNA KMT AGCO DE=Bottom (Manufacturing)
MATE(27): 0.50% Top=GMS DAR MLM EXP USG WY CBI PWR ….. SRCL TPH MAS KBH DHI PHM TOL FAST=Bottom (Materials & Construction)
COHW(38): 0.48% Top=PSTG NTAP WDC STX TU INFN CCI QCOM ….. ZAYO BBRY TDS UBNT LVLT FTR CTL COMM=Bottom (Computer Hardware/Telecom)
LEIS(37): 0.37% Top=SHAK SIX BYD GPRO EXPE ARMK HGV MCD ….. SEAS WEN LQ HLT SONC STAY QSR JACK=Bottom (Leisure)
ENER(87): 0.32% Top=REN ECA QEP SM BAS NFG MPLX SU ….. MRO CPE XEC RRC PBF GPOR SN HK=Bottom (Energy)
FINA(86): 0.32% Top=PYPL EV WETF BMO NAVI TD BGCP COF ….. OZRK RF ZION CBOE LAZ BAC MS SBNY=Bottom (Banks/Financials)
CONS(50): 0.18% Top=TPX PAY CSL AVY WRK LEG SEE SKX ….. CHD EPC RL KMB ENR ELF UAA FOSL=Bottom (Consumer)
META(25): -0.38% Top=X CMC SCCO GG NUE NEM CCJ AKS ….. SLCA CLF AG AA CNX SSRI FCX CENX=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.
Closing Stats $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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