daytrend

07/13/2017

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

Closing Stats
by daytrend on 20170713. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 841.

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

COMPARED TO YESTERDAY’S RANGE (20170713 Closing)
24.1% of stocks are above yesterday’s high.
57.0% are above yesterday’s midpoint. (43.0% are below.)
16.4% are below yesterday’s low.
59.5% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND (20170713 Closing)
51.1% of stocks are above today’s open. (47.6% are below).
48.6% of stocks are above today’s open and yesterday’s close.
40.2% are below both.
10.3% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170713 Closing)
13.9% of stocks are in the top 10% of today’s range.
26.9% are in the top 20%.
58.6% are in the top half. 41.4% of stocks are in the bottom half of today’s range.
14.7% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170713 Closing)
56.8% of stocks are above yesterday’s close. (43.2% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
3.6% are up 3.5% or more. 0.4% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170713 Closing)
2-day: >=95:10.6%…>=90:21.0%…>=80:40.5%…>=50:72.2%…<=20:6.1%…<=10:1.9%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:66.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:64.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170713 Closing)
24.1% above previous 1 highs, 16.4% below previous 1 lows
20.7% above previous 2 highs, 4.8% below previous 2 lows
17.2% above previous 3 highs, 3.0% below previous 3 lows
15.3% above previous 4 highs, 1.8% below previous 4 lows
13.8% above previous 5 highs, 1.7% below previous 5 lows
11.1% above previous 6 highs, 1.5% below previous 6 lows
9.9% above previous 7 highs, 1.4% below previous 7 lows
9.5% above previous 8 highs, 1.3% below previous 8 lows
8.7% above previous 9 highs, 1.1% below previous 9 lows
8.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170713 Closing)
56.8% are above or equal to 7/12 close (1 days ago), 43.2% are below.
80.5% are above or equal to 7/11 close (2 days ago), 19.5% are below.
74.8% are above or equal to 7/10 close (3 days ago), 25.2% are below.
69.6% are above or equal to 7/7 close (4 days ago), 30.4% are below.
77.2% are above or equal to 7/6 close (5 days ago), 22.8% are below.
58.9% are above or equal to 7/5 close (6 days ago), 41.1% are below.
50.7% are above or equal to 7/3 close (7 days ago), 49.3% are below.
62.5% are above or equal to 6/30 close (8 days ago), 37.5% are below.
64.6% are above or equal to 6/29 close (9 days ago), 35.4% are below.
55.2% are above or equal to 6/28 close (10 days ago), 44.8% are below.
66.0% are above or equal to 6/27 close (11 days ago), 34.0% are below.
58.3% are above or equal to 6/26 close (12 days ago), 41.7% are below.
59.7% are above or equal to 6/23 close (13 days ago), 40.3% are below.
65.3% are above or equal to 6/22 close (14 days ago), 34.7% are below.
64.7% are above or equal to 6/21 close (15 days ago), 35.3% are below.
62.1% are above or equal to 6/20 close (16 days ago), 37.9% are below.
52.8% are above or equal to 6/19 close (17 days ago), 47.2% are below.
59.6% are above or equal to 6/16 close (18 days ago), 40.4% are below.
59.9% are above or equal to 6/15 close (19 days ago), 40.1% are below.
55.6% are above or equal to 6/14 close (20 days ago), 44.4% are below.
52.0% are above or equal to 6/13 close (21 days ago), 48.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170713 Closing)
20d: 14.5% new highs, 3.6% new lows
21d: 14.3% new highs, 3.6% new lows
42d: 10.3% new highs, 1.4% new lows
63d: 8.2% new highs, 1.1% new lows
126d: 6.5% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170713 Closing)
2-day: 56.4% above, 43.6% below
3-day: 72.1% above, 27.9% below
4-day: 73.8% above, 26.2% below
5-day: 73.0% above, 27.0% below
8-day: 69.7% above, 30.3% below
10-day: 67.4% above, 32.6% below
20-day: 63.3% above, 36.7% below
50-day: 63.5% above, 36.5% below
200-day: 64.7% above, 35.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170713 Closing)
RETA(57): 2.04% Top=TLRD GPS URBN KSS TGT RH AEO AN ….. BABA FND CPRT BID NFLX BURL AMZN MELI=Bottom (Retail & Specialty Retail)
ENER(85): 0.90% Top=RDC REN NBR DO SM HK RIG CRC ….. QEP WES PSX GEL DK HFC PBF MDU=Bottom (Energy)
META(25): 0.90% Top=AKS CENX SLCA AA X CLF NUE STLD ….. RGLD ABX SSRI WPM AEM AGI AG PAAS=Bottom (Metals & Mining)
FINA(85): 0.55% Top=TROW PYPL LM ICE ATH ETFC GS RF ….. WBS SNV WU EFX WAL IVZ FRC WETF=Bottom (Banks/Financials)
INSU(31): 0.45% Top=LNC UNM AIG AJG SLF MBI MMC HIG ….. ACGL FAF CNO BRO AGO XL MTG AFSI=Bottom (Insurance)
CONS(51): 0.41% Top=FOSL KS TPX WRK IP PBI PVH PKG ….. CLX BMS BLL KMB MAT ECL HAS GIL=Bottom (Consumer)
MATE(27): 0.38% Top=CBI PWR MDR GMS DAR FAST TOL CAA ….. RSG DHI WM MLM FLR SUM VMC WY=Bottom (Materials & Construction)
CHEM(26): 0.33% Top=CC CF POT FMC AGU MOS TROX ALB ….. PX OLN MON EMN ASH DOW DD RPM=Bottom (Chemicals/Fertilizers)
COHW(38): 0.23% Top=FTR NTAP PSTG INFN FNSR VIAV AAPL TDC ….. TU CIEN TMUS WDC UBNT T SSYS STX=Bottom (Computer Hardware/Telecom)
REAL(102): 0.18% Top=PEI SLG SKT CBL WPG STOR TCO KIM ….. GPT ARR AGNC NLY TWO ELS IVR CIM=Bottom (Real Estate)
MANU(37): 0.11% Top=MRC RS TEX AGCO XYL SNA DHR DCI ….. PNR LECO DOV AME NDSN FLS ITW DDD=Bottom (Manufacturing)
DISV(49): 0.09% Top=CAR ZTO FLT VNTV ADS RRD AL WEX ….. HRB JEC ROL LDOS MYGN ALLE ULTA YY=Bottom (Diversified Services)
COSW(80): -0.08% Top=VIPS NTNX SNAP OTEX WUBA GRUB TRIP HPE ….. TTD YELP EA BLKB SHOP TEAM NUAN NTES=Bottom (Computer Software/Internet)
TRAN(24): -0.15% Top=TK JBLU UPS SAVE CP AAL KSU LUV ….. CNI CSX JBHT ALK SNDR DAL WAB SWFT=Bottom (Transportation)
ELEC(46): -0.16% Top=AYI CY OCLR AMBA PI ICHR SWKS KEYS ….. CGNX HIMX CAVM NVDA MXL SPWR XPER AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.19% Top=GPRO SEAS LQ CMG QSR STAY MGM EXPE ….. MCD PK DRI YUMC DPZ BYD TXRH HGV=Bottom (Leisure)
HEAL(41): -0.33% Top=OPK ZBH A XRAY ACHC DVA PKI AET ….. SYK PRAH STE BKD THC EW DXCM CYH=Bottom (Health)

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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