daytrend

07/17/2017

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

Closing Stats
by daytrend on 20170717. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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

COMPARED TO YESTERDAY’S RANGE (20170717 Closing)
34.3% of stocks are above yesterday’s high.
65.5% are above yesterday’s midpoint. (34.5% are below.)
13.0% are below yesterday’s low.
52.7% are inside yesterday’s range.
68.7% of stocks with today’s high > yesterday’s high. (31.3% less than).
36.1% of stocks with today’s low < yesterday’s low. (63.9% greater than).

EVIDENCE OF INTRADAY TREND (20170717 Closing)
57.7% of stocks are above today’s open. (40.6% are below).
46.7% of stocks are above today’s open and yesterday’s close.
34.4% are below both.
18.5% of stocks opened above yesterday’s high.
43.4% of stocks opened above yesterday’s close. (52.9% opened below yesterday’s close).
6.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170717 Closing)
5.2% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20170717 Closing)
54.2% of stocks are above yesterday’s close. (45.8% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
1.0% are up 3.5% or more. 1.0% are down 3.5% or more.
73.9% are between +1% and -1%.

RSI on DAILY (20170717 Closing)
2-day: >=95:15.9%…>=90:25.9%…>=80:41.7%…>=50:70.0%…<=20:7.3%…<=10:2.3%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:75.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:73.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170717 Closing)
34.3% above previous 1 highs, 13.0% below previous 1 lows
29.0% above previous 2 highs, 6.8% below previous 2 lows
24.9% above previous 3 highs, 5.0% below previous 3 lows
24.1% above previous 4 highs, 2.3% below previous 4 lows
23.0% above previous 5 highs, 2.1% below previous 5 lows
21.7% above previous 6 highs, 1.7% below previous 6 lows
19.4% above previous 7 highs, 1.6% below previous 7 lows
14.8% above previous 8 highs, 1.6% below previous 8 lows
13.9% above previous 9 highs, 1.6% below previous 9 lows
13.2% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170717 Closing)
54.2% are above or equal to 7/14 close (1 days ago), 45.8% are below.
69.5% are above or equal to 7/13 close (2 days ago), 30.5% are below.
71.4% are above or equal to 7/12 close (3 days ago), 28.6% are below.
83.2% are above or equal to 7/11 close (4 days ago), 16.8% are below.
79.0% are above or equal to 7/10 close (5 days ago), 21.0% are below.
75.6% are above or equal to 7/7 close (6 days ago), 24.4% are below.
82.6% are above or equal to 7/6 close (7 days ago), 17.4% are below.
66.8% are above or equal to 7/5 close (8 days ago), 33.2% are below.
57.8% are above or equal to 7/3 close (9 days ago), 42.2% are below.
69.3% are above or equal to 6/30 close (10 days ago), 30.7% are below.
71.1% are above or equal to 6/29 close (11 days ago), 28.9% are below.
63.4% are above or equal to 6/28 close (12 days ago), 36.6% are below.
70.8% are above or equal to 6/27 close (13 days ago), 29.2% are below.
65.1% are above or equal to 6/26 close (14 days ago), 34.9% are below.
65.6% are above or equal to 6/23 close (15 days ago), 34.4% are below.
70.4% are above or equal to 6/22 close (16 days ago), 29.6% are below.
70.4% are above or equal to 6/21 close (17 days ago), 29.6% are below.
67.6% are above or equal to 6/20 close (18 days ago), 32.4% are below.
59.1% are above or equal to 6/19 close (19 days ago), 40.9% are below.
63.5% are above or equal to 6/16 close (20 days ago), 36.5% are below.
63.7% are above or equal to 6/15 close (21 days ago), 36.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170717 Closing)
20d: 19.7% new highs, 1.6% new lows
21d: 19.2% new highs, 1.6% new lows
42d: 13.2% new highs, 0.7% new lows
63d: 10.1% new highs, 0.6% new lows
126d: 7.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170717 Closing)
2-day: 53.0% above, 47.0% below
3-day: 62.7% above, 37.3% below
4-day: 68.4% above, 31.6% below
5-day: 75.5% above, 24.5% below
8-day: 79.0% above, 21.0% below
10-day: 74.6% above, 25.4% below
20-day: 73.1% above, 26.9% below
50-day: 68.9% above, 31.1% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170717 Closing)
META(25): 0.83% Top=CENX FCX PAAS SCCO SSRI AG CCJ AGI ….. AEM WPM ABX STLD X CLF CNX AKS=Bottom (Metals & Mining)
REAL(100): 0.58% Top=RLJ MPW INN LHO WPG DDR HST EDR ….. UNIT CONE SKT SC BAM MFA RLGY ALLY=Bottom (Real Estate)
RETA(56): 0.55% Top=GNC LL RH M DKS TLRD KSS KORS ….. KAR KR SFM CASY ETSY W SIG CVNA=Bottom (Retail & Specialty Retail)
MANU(37): 0.17% Top=JKS SNA MIDD ATI RS XYL CFX WBT ….. TTC ROK ETN TEX DCI FLS MRC DDD=Bottom (Manufacturing)
CONS(50): 0.16% Top=FOSL RL WHR CHD FL CCK PVH EL ….. NKE PKG SKX MAT KS OI GOOS TPX=Bottom (Consumer)
INSU(31): 0.14% Top=MBI CNO WLTW AGO AON RE TRV HIG ….. FAF AFL LNC AFSI RDN ALL BRO SLF=Bottom (Insurance)
FINA(85): 0.13% Top=CIT BK LAZ WDR OZRK BGCP SNV BX ….. NAVI JPM SEIC ZION TD SLM WETF BLK=Bottom (Banks/Financials)
CHEM(26): 0.03% Top=TROX HUN VSM MOS SHW MON FMC RPM ….. SMG AXTA OLN EMN ASH PAH ALB CF=Bottom (Chemicals/Fertilizers)
COSW(77): -0.02% Top=TWLO NTNX VMW AKAM FFIV DATA SYMC GWRE ….. WUBA MDSO ADSK VIPS SHOP SINA MTCH NTES=Bottom (Computer Software/Internet)
MATE(27): -0.10% Top=GMS CBI WY WM RSG DHI TPH WCN ….. MAS DAR FAST SRCL MDR USG PWR SUM=Bottom (Materials & Construction)
ENER(82): -0.11% Top=DK NBL OII CRC FRAC PBF ETP SWN ….. SPN NS OAS XOG HK GPOR NBR REN=Bottom (Energy)
ELEC(46): -0.12% Top=ICHR SPWR PI HIMX TER MSCC GLW AMD ….. OCLR CAVM MRVL CSIQ AMBA XPER AYI MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): -0.13% Top=ZAYO S ACIA TDS VRSN TMUS VIAV HPQ ….. BBRY STX CIEN COMM HRS FNSR FTR CCI=Bottom (Computer Hardware/Telecom)
LEIS(36): -0.15% Top=RCL STAY CCL PK WYN DRI HLT ARMK ….. BYD QSR EXPE HGV GPRO RRR SHAK SEAS=Bottom (Leisure)
DISV(46): -0.22% Top=YY CNDT WTW AL FISV KBR URI INFO ….. HRB FLT CAR RRD VNTV BAH ULTA ZTO=Bottom (Diversified Services)
HEAL(40): -0.24% Top=ALGN ESRX PKI DVA CNC DGX A COO ….. SYK VAR EW DXCM HRC HOLX BKD OPK=Bottom (Health)
TRAN(24): -0.40% Top=TK JBHT TRN SAVE LUV EXPD JBLU UAL ….. CHRW ALK DAL WAB CP FDX SNDR XPO=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/

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