daytrend

07/24/2017

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

Closing Stats
by daytrend on 20170724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 861.

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

COMPARED TO YESTERDAY’S RANGE (20170724 Closing)
22.9% of stocks are above yesterday’s high.
51.1% are above yesterday’s midpoint. (48.9% are below.)
19.3% are below yesterday’s low.
57.8% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20170724 Closing)
48.9% of stocks are above today’s open. (49.9% are below).
44.9% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
5.3% of stocks opened above yesterday’s high.
46.7% of stocks opened above yesterday’s close. (42.7% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170724 Closing)
9.9% of stocks are in the top 10% of today’s range.
23.9% are in the top 20%.
55.5% are in the top half. 44.5% of stocks are in the bottom half of today’s range.
19.0% are in the bottom 20%.
9.3% are in the bottom 10%.

GAIN (20170724 Closing)
51.2% of stocks are above yesterday’s close. (48.8% are below.)
0.6% are up 4.5% or more. 1.4% are down 4.5% or more.
1.4% are up 3.5% or more. 2.3% are down 3.5% or more.
67.4% are between +1% and -1%.

RSI on DAILY (20170724 Closing)
2-day: >=95:7.1%…>=90:13.1%…>=80:22.5%…>=50:49.7%…<=20:21.6%…<=10:10.6%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.3%…>=50:63.6%…<=20:0.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:64.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170724 Closing)
22.9% above previous 1 highs, 19.3% below previous 1 lows
14.8% above previous 2 highs, 14.9% below previous 2 lows
13.2% above previous 3 highs, 12.0% below previous 3 lows
12.7% above previous 4 highs, 10.3% below previous 4 lows
11.4% above previous 5 highs, 9.6% below previous 5 lows
10.8% above previous 6 highs, 9.2% below previous 6 lows
9.6% above previous 7 highs, 7.7% below previous 7 lows
9.5% above previous 8 highs, 7.5% below previous 8 lows
9.4% above previous 9 highs, 6.9% below previous 9 lows
9.4% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170724 Closing)
51.2% are above or equal to 7/21 close (1 days ago), 48.8% are below.
44.9% are above or equal to 7/20 close (2 days ago), 55.1% are below.
43.2% are above or equal to 7/19 close (3 days ago), 56.8% are below.
61.1% are above or equal to 7/18 close (4 days ago), 38.9% are below.
56.7% are above or equal to 7/17 close (5 days ago), 43.3% are below.
58.4% are above or equal to 7/14 close (6 days ago), 41.6% are below.
64.6% are above or equal to 7/13 close (7 days ago), 35.4% are below.
66.2% are above or equal to 7/12 close (8 days ago), 33.8% are below.
72.0% are above or equal to 7/11 close (9 days ago), 28.0% are below.
72.8% are above or equal to 7/10 close (10 days ago), 27.2% are below.
68.9% are above or equal to 7/7 close (11 days ago), 31.1% are below.
73.9% are above or equal to 7/6 close (12 days ago), 26.1% are below.
63.8% are above or equal to 7/5 close (13 days ago), 36.2% are below.
58.2% are above or equal to 7/3 close (14 days ago), 41.8% are below.
64.2% are above or equal to 6/30 close (15 days ago), 35.8% are below.
66.3% are above or equal to 6/29 close (16 days ago), 33.7% are below.
62.3% are above or equal to 6/28 close (17 days ago), 37.7% are below.
67.5% are above or equal to 6/27 close (18 days ago), 32.5% are below.
61.9% are above or equal to 6/26 close (19 days ago), 38.1% are below.
63.8% are above or equal to 6/23 close (20 days ago), 36.2% are below.
67.8% are above or equal to 6/22 close (21 days ago), 32.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170724 Closing)
20d: 12.9% new highs, 5.3% new lows
21d: 12.9% new highs, 5.0% new lows
42d: 8.9% new highs, 3.1% new lows
63d: 8.4% new highs, 2.7% new lows
126d: 6.9% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170724 Closing)
2-day: 49.7% above, 50.3% below
3-day: 46.9% above, 53.1% below
4-day: 42.3% above, 57.7% below
5-day: 48.8% above, 51.2% below
8-day: 56.3% above, 43.7% below
10-day: 61.6% above, 38.4% below
20-day: 63.4% above, 36.6% below
50-day: 65.5% above, 34.5% below
200-day: 66.1% above, 33.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170724 Closing)
FINA(86): 0.66% Top=YRD CFG SLM BSAC STI FNB ZION SBNY ….. CME ARCC NAVI AXP GS AMTD COF ESNT=Bottom (Banks/Financials)
COSW(81): 0.62% Top=SHOP VEEV TTD ZEN PAYC BIDU HQY MDSO ….. TRIP IBM HPE ADP YELP NTNX VIPS SNAP=Bottom (Computer Software/Internet)
HEAL(45): 0.48% Top=CYH OSUR GKOS ISRG MASI THC ALGN NUVA ….. UNH DVA HLS ZBH IRWD EW MOH OPK=Bottom (Health)
ELEC(58): 0.34% Top=AAOI CGNX KEM COHR ICHR OCLR FLEX AMD ….. XPER BRKR CY NVDA MXL AMBA SWKS HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): 0.28% Top=AFSI TRV WLTW LNC PGR UNM ALL SLF ….. MET ORI ACGL HIG RDN FNF MBI MTG=Bottom (Insurance)
CHEM(27): 0.00% Top=PAH CC TROX HUN FMC WLK PX VSM ….. APD UNVR OLN MOS PPG AXTA CF RPM=Bottom (Chemicals/Fertilizers)
COHW(40): 0.00% Top=FNSR CIEN ANET VIAV AAPL VRSN SYNA BBRY ….. QCOM VZ TDS LVLT ZAYO FTR CNSL CTL=Bottom (Computer Hardware/Telecom)
ENER(80): -0.07% Top=VNOM WPX PDCE EGN LPI PAGP PE HES ….. RES GPOR RRC CRZO PTEN HAL FRAC SM=Bottom (Energy)
DISV(48): -0.11% Top=YY WTW CHGG ADS ZTO FDC GPN V ….. RBA SERV CXW RHI ACM KBR RCII MAN=Bottom (Diversified Services)
MANU(37): -0.14% Top=JKS CAT DOV HON TEX KMT DDD CMI ….. RS ATI AOS RXN SNA GE SWK ITW=Bottom (Manufacturing)
REAL(98): -0.16% Top=PLD GLPI FCH CBG BRX MAA STAG DFT ….. HCN AVB AIV INN CCP DDR MPW PEI=Bottom (Real Estate)
LEIS(40): -0.24% Top=WYNN RRR MLCO PK BYD GPRO RCL LVS ….. CAKE MCD PLAY EAT PZZA CMG DRI BLMN=Bottom (Leisure)
MATE(29): -0.44% Top=PWR FAST DY MLM PHM KBH VMC MDC ….. WY LEN MDR SRCL MAS TMHC USG CBI=Bottom (Materials & Construction)
TRAN(23): -0.49% Top=TK TRN SWFT EXPD CHRW FDX XPO JBHT ….. AAL DAL ALK CP UAL CSX SAVE JBLU=Bottom (Transportation)
CONS(56): -0.77% Top=FN IRBT COTY LEG PBI VFC IP GPK ….. KS UAA CL WWW RL MAT FL HAS=Bottom (Consumer)
RETA(60): -1.21% Top=RH AMZN FND BBY CVNA WMT WBA CPRT ….. TJX DSW BBBY CHS SHLD TLRD DKS FINL=Bottom (Retail & Specialty Retail)
META(25): -1.29% Top=CNX TECK SCCO RGLD NUE X AA STLD ….. WPM PAAS GG AKS AGI AG ABX SLCA=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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