daytrend

07/20/2017

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

Closing Stats
by daytrend on 20170720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE (20170720 Closing)
27.0% of stocks are above yesterday’s high.
57.4% are above yesterday’s midpoint. (42.6% are below.)
18.6% are below yesterday’s low.
54.3% are inside yesterday’s range.
62.9% of stocks with today’s high > yesterday’s high. (37.1% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND (20170720 Closing)
40.6% of stocks are above today’s open. (58.2% are below).
37.4% of stocks are above today’s open and yesterday’s close.
52.5% are below both.
22.3% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (27.2% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170720 Closing)
5.1% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
43.8% are in the top half. 56.2% of stocks are in the bottom half of today’s range.
27.2% are in the bottom 20%.
15.7% are in the bottom 10%.

GAIN (20170720 Closing)
44.3% of stocks are above yesterday’s close. (55.7% are below.)
0.1% are up 4.5% or more. 1.9% are down 4.5% or more.
0.9% are up 3.5% or more. 4.2% are down 3.5% or more.
65.9% are between +1% and -1%.

RSI on DAILY (20170720 Closing)
2-day: >=95:13.8%…>=90:20.7%…>=80:32.4%…>=50:62.1%…<=20:13.4%…<=10:7.6%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:69.9%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:70.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170720 Closing)
27.0% above previous 1 highs, 18.6% below previous 1 lows
24.8% above previous 2 highs, 12.8% below previous 2 lows
20.5% above previous 3 highs, 11.8% below previous 3 lows
18.8% above previous 4 highs, 10.1% below previous 4 lows
18.3% above previous 5 highs, 8.5% below previous 5 lows
17.8% above previous 6 highs, 7.8% below previous 6 lows
17.7% above previous 7 highs, 5.8% below previous 7 lows
17.3% above previous 8 highs, 5.4% below previous 8 lows
16.8% above previous 9 highs, 5.0% below previous 9 lows
16.6% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170720 Closing)
44.3% are above or equal to 7/19 close (1 days ago), 55.7% are below.
70.5% are above or equal to 7/18 close (2 days ago), 29.5% are below.
62.8% are above or equal to 7/17 close (3 days ago), 37.2% are below.
65.3% are above or equal to 7/14 close (4 days ago), 34.7% are below.
68.9% are above or equal to 7/13 close (5 days ago), 31.1% are below.
70.4% are above or equal to 7/12 close (6 days ago), 29.6% are below.
77.3% are above or equal to 7/11 close (7 days ago), 22.7% are below.
75.2% are above or equal to 7/10 close (8 days ago), 24.8% are below.
72.7% are above or equal to 7/7 close (9 days ago), 27.3% are below.
78.6% are above or equal to 7/6 close (10 days ago), 21.4% are below.
67.0% are above or equal to 7/5 close (11 days ago), 33.0% are below.
61.6% are above or equal to 7/3 close (12 days ago), 38.4% are below.
68.5% are above or equal to 6/30 close (13 days ago), 31.5% are below.
70.5% are above or equal to 6/29 close (14 days ago), 29.5% are below.
64.8% are above or equal to 6/28 close (15 days ago), 35.2% are below.
70.8% are above or equal to 6/27 close (16 days ago), 29.2% are below.
64.9% are above or equal to 6/26 close (17 days ago), 35.1% are below.
65.3% are above or equal to 6/23 close (18 days ago), 34.7% are below.
71.1% are above or equal to 6/22 close (19 days ago), 28.9% are below.
70.7% are above or equal to 6/21 close (20 days ago), 29.3% are below.
67.5% are above or equal to 6/20 close (21 days ago), 32.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170720 Closing)
20d: 28.5% new highs, 4.7% new lows
21d: 27.7% new highs, 4.7% new lows
42d: 16.8% new highs, 2.3% new lows
63d: 13.5% new highs, 1.4% new lows
126d: 10.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170720 Closing)
2-day: 43.2% above, 56.8% below
3-day: 61.2% above, 38.8% below
4-day: 62.7% above, 37.3% below
5-day: 64.4% above, 35.6% below
8-day: 69.3% above, 30.7% below
10-day: 71.9% above, 28.1% below
20-day: 69.5% above, 30.5% below
50-day: 70.0% above, 30.0% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170720 Closing)
ELEC(58): 0.28% Top=PI HIMX MTSI MSCC CY IPHI SWKS AMD ….. CTRL SPWR TTMI SIMO ICHR CSIQ KEM AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.23% Top=FTR CTL CNSL VZ INFN HPQ LVLT T ….. CDW SYNA ACIA PANW TMUS CCI VIAV QCOM=Bottom (Computer Hardware/Telecom)
HEAL(46): 0.18% Top=THC ABT DVA MOH UNH MASI MD UHS ….. A BSX VAR OSUR ZBH OPK XRAY IRWD=Bottom (Health)
INSU(30): 0.10% Top=PGR CINF AJG AFSI AON MMC ACGL SLF ….. L AFL FNF MET LNC MTG UNM TRV=Bottom (Insurance)
DISV(48): 0.02% Top=AMN URI AL RCII WTW YY HRB G ….. R AAN ACM JEC ZG MYGN SBAC ADS=Bottom (Diversified Services)
LEIS(40): -0.01% Top=MGM RCL SHAK PLNT PLAY CCL WEN YUMC ….. GPRO WYNN H SONC SIX MLCO PK CMG=Bottom (Leisure)
RETA(59): -0.05% Top=CHS TLRD AAP DDS AZO GNC DSW KR ….. FIVE LL CVNA BURL BBY HD LOW FND=Bottom (Retail & Specialty Retail)
META(25): -0.15% Top=CENX WPM AEM FNV ABX CMC PAAS AG ….. SCCO TECK X NUE AKS CNX CLF SLCA=Bottom (Metals & Mining)
CONS(55): -0.17% Top=FOSL GIII GOOS NKE VFC WWW PVH RL ….. BERY SCSS PKG IRBT FBHS SON WHR BC=Bottom (Consumer)
FINA(88): -0.25% Top=BBT BK PYPL WETF IBKR WAL FII USB ….. MTB BX NTRS NAVI YRD KEY FNB SLM=Bottom (Banks/Financials)
COSW(87): -0.32% Top=CSOD NCR TWTR COUP SABR CSRA HPE CRM ….. GDDY NEWR IAC MTCH NUAN TRIP CHKP PTC=Bottom (Computer Software/Internet)
REAL(102): -0.55% Top=CBL NRZ WPG UNIT TCO ARI GEO PEI ….. GOV DRH DRE HST SHO SLG HPT LHO=Bottom (Real Estate)
MATE(29): -0.57% Top=FAST SRCL WY DY SUM MLM TPH WM ….. CBI TMHC MDC OC GMS MAS PWR MDR=Bottom (Materials & Construction)
CHEM(27): -0.72% Top=CF VSM TROX POT AGU HUN UNVR APD ….. OLN ALB PAH CE AXTA RPM SHW PPG=Bottom (Chemicals/Fertilizers)
MANU(38): -0.74% Top=MIDD RS ATI BWXT CFX DCI FLS AGCO ….. PNR AOS KMT DDD MRC DOV DHR SNA=Bottom (Manufacturing)
TRAN(23): -0.84% Top=TK SWFT CP KSU JBLU XPO EXPD JBHT ….. LUV NSC DAL CSX WAB SAVE UAL CHRW=Bottom (Transportation)
ENER(80): -1.56% Top=VNOM PAGP NFG SU VVV WMB ETE CVX ….. RDC NFX OAS RRC XOG SM SN CRZO=Bottom (Energy)

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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