daytrend

07/21/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170721. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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 (20170721 Closing)
16.0% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
29.9% are below yesterday’s low.
54.1% are inside yesterday’s range.
36.0% of stocks with today’s high > yesterday’s high. (64.0% less than).
60.0% of stocks with today’s low < yesterday’s low. (40.0% greater than).

EVIDENCE OF INTRADAY TREND (20170721 Closing)
43.7% of stocks are above today’s open. (54.7% are below).
34.9% of stocks are above today’s open and yesterday’s close.
48.3% are below both.
7.1% of stocks opened above yesterday’s high.
41.0% of stocks opened above yesterday’s close. (55.6% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170721 Closing)
10.1% of stocks are in the top 10% of today’s range.
19.6% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.0% are in the bottom 10%.

GAIN (20170721 Closing)
42.6% of stocks are above yesterday’s close. (57.4% are below.)
0.7% are up 4.5% or more. 1.2% are down 4.5% or more.
1.3% are up 3.5% or more. 2.4% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20170721 Closing)
2-day: >=95:10.9%…>=90:16.3%…>=80:24.9%…>=50:46.1%…<=20:20.0%…<=10:9.2%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:65.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:67.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170721 Closing)
16.0% above previous 1 highs, 29.9% below previous 1 lows
14.2% above previous 2 highs, 17.8% below previous 2 lows
13.2% above previous 3 highs, 12.2% below previous 3 lows
12.3% above previous 4 highs, 11.4% below previous 4 lows
11.4% above previous 5 highs, 9.6% below previous 5 lows
10.9% above previous 6 highs, 8.3% below previous 6 lows
10.6% above previous 7 highs, 7.8% below previous 7 lows
10.6% above previous 8 highs, 5.8% below previous 8 lows
10.2% above previous 9 highs, 5.1% below previous 9 lows
10.2% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170721 Closing)
42.6% are above or equal to 7/20 close (1 days ago), 57.4% are below.
42.0% are above or equal to 7/19 close (2 days ago), 58.0% are below.
63.5% are above or equal to 7/18 close (3 days ago), 36.5% are below.
57.9% are above or equal to 7/17 close (4 days ago), 42.1% are below.
59.6% are above or equal to 7/14 close (5 days ago), 40.4% are below.
67.3% are above or equal to 7/13 close (6 days ago), 32.7% are below.
67.1% are above or equal to 7/12 close (7 days ago), 32.9% are below.
74.6% are above or equal to 7/11 close (8 days ago), 25.4% are below.
73.8% are above or equal to 7/10 close (9 days ago), 26.2% are below.
69.6% are above or equal to 7/7 close (10 days ago), 30.4% are below.
76.1% are above or equal to 7/6 close (11 days ago), 23.9% are below.
65.9% are above or equal to 7/5 close (12 days ago), 34.1% are below.
59.0% are above or equal to 7/3 close (13 days ago), 41.0% are below.
66.2% are above or equal to 6/30 close (14 days ago), 33.8% are below.
68.5% are above or equal to 6/29 close (15 days ago), 31.5% are below.
62.5% are above or equal to 6/28 close (16 days ago), 37.5% are below.
68.9% are above or equal to 6/27 close (17 days ago), 31.1% are below.
63.1% are above or equal to 6/26 close (18 days ago), 36.9% are below.
63.6% are above or equal to 6/23 close (19 days ago), 36.4% are below.
68.4% are above or equal to 6/22 close (20 days ago), 31.6% are below.
69.2% are above or equal to 6/21 close (21 days ago), 30.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170721 Closing)
20d: 15.7% new highs, 5.4% new lows
21d: 15.1% new highs, 4.8% new lows
42d: 11.6% new highs, 3.1% new lows
63d: 9.2% new highs, 2.4% new lows
126d: 7.2% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170721 Closing)
2-day: 40.2% above, 59.8% below
3-day: 39.4% above, 60.6% below
4-day: 47.6% above, 52.4% below
5-day: 51.7% above, 48.3% below
8-day: 60.5% above, 39.5% below
10-day: 66.5% above, 33.5% below
20-day: 65.7% above, 34.3% below
50-day: 67.4% above, 32.6% below
200-day: 67.0% above, 33.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170721 Closing)
COHW(40): 0.41% Top=VIAV ACIA TMUS ZAYO RCI CCI S INFN ….. PANW FNSR BBRY PSTG TDC SYNA CUDA ANET=Bottom (Computer Hardware/Telecom)
INSU(29): 0.33% Top=FNF MTG RDN AGO FAF AJG PRU ACGL ….. HIG ALL AIG AFL PGR MBI SLF AFSI=Bottom (Insurance)
CONS(55): 0.31% Top=IRBT CRI CL VFC RL MAT NKE COH ….. UFS PKG SCSS FOSL GT FL VSTO SON=Bottom (Consumer)
CHEM(27): 0.10% Top=TROX GRA PAH OLN VSM FMC ALB RPM ….. DD PX AGU DOW CE UNVR HUN AXTA=Bottom (Chemicals/Fertilizers)
DISV(47): 0.07% Top=ATHN MCO RCII V HCSG TRU INFO RBA ….. ADS ULTA CNDT KBR ILG HRB URI ZTO=Bottom (Diversified Services)
REAL(101): -0.02% Top=RLJ ALLY NSA SBRA CIM NLY EXR CPT ….. STAG ROIC PEI CBL GGP BDN WRE GOV=Bottom (Real Estate)
MATE(29): -0.06% Top=CAA WY SRCL SUM PWR DHI VMC WM ….. FLR DY USG TMHC FAST CBI GMS MDR=Bottom (Materials & Construction)
FINA(86): -0.16% Top=COF ETFC SYF IBKR FITB DFS TWNK ICE ….. WDR YRD OZRK KEY FNB CFG HBAN WBS=Bottom (Banks/Financials)
RETA(60): -0.16% Top=DDS NFLX KMX AAP AZO LOW M KSS ….. GME EBAY AEO BURL FND RH GNC SHLD=Bottom (Retail & Specialty Retail)
LEIS(40): -0.19% Top=WYNN MLCO MGM HLT PK TXRH DNKN MAR ….. SEAS YUMC CCL DRI PLAY PLNT CAKE CMG=Bottom (Leisure)
TRAN(23): -0.20% Top=CSX KSU CHRW JBLU SWFT FDX XPO UPS ….. UAL AAL SAVE WAB ALK DAL UNP TK=Bottom (Transportation)
HEAL(46): -0.36% Top=OPK IRWD MD BDX A TMO AET LH ….. MASI EW IART MOH RMD NUVA OSUR COO=Bottom (Health)
MANU(38): -0.48% Top=XYL HON BWXT CFX CMI AGCO WBT ITT ….. ROK WOR AOS KMT JKS GE ATI MRC=Bottom (Manufacturing)
META(25): -0.49% Top=AGI NEM TECK AEM AG GG RGLD NUE ….. CENX CCJ CNX X CMC CLF SLCA AKS=Bottom (Metals & Mining)
COSW(84): -0.58% Top=NUAN PTC SQ TTWO ADP BIDU VIPS MDRX ….. SHOP CSOD TWTR SNAP TTD COUP NCR MANH=Bottom (Computer Software/Internet)
ELEC(58): -0.71% Top=CGNX AAOI HIMX AYI QRVO IPHI BRKR AMD ….. ADI FSLR CSIQ MCHP SIMO PI KEM ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(81): -1.34% Top=ECA NFG LPI MDU PSX RMP APC CXO ….. PDCE CRC SN OAS PTEN SPN FRAC HP=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/

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

Create a free website or blog at WordPress.com.

%d bloggers like this: