daytrend

07/25/2017

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

Closing Stats
by daytrend on 20170725. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 860.

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

COMPARED TO YESTERDAY’S RANGE (20170725 Closing)
50.5% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
11.7% are below yesterday’s low.
37.8% are inside yesterday’s range.
73.8% of stocks with today’s high > yesterday’s high. (26.2% less than).
28.8% of stocks with today’s low < yesterday’s low. (71.2% greater than).

EVIDENCE OF INTRADAY TREND (20170725 Closing)
58.1% of stocks are above today’s open. (40.6% are below).
55.9% of stocks are above today’s open and yesterday’s close.
24.0% are below both.
36.3% of stocks opened above yesterday’s high.
82.7% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170725 Closing)
11.2% of stocks are in the top 10% of today’s range.
22.2% 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.
14.8% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170725 Closing)
73.8% of stocks are above yesterday’s close. (26.2% are below.)
3.5% are up 4.5% or more. 1.0% are down 4.5% or more.
7.2% are up 3.5% or more. 1.4% are down 3.5% or more.
50.3% are between +1% and -1%.

RSI on DAILY (20170725 Closing)
2-day: >=95:10.9%…>=90:21.3%…>=80:39.4%…>=50:72.6%…<=20:12.2%…<=10:6.2%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.8%…>=50:71.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:72.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170725 Closing)
50.5% above previous 1 highs, 11.7% below previous 1 lows
37.9% above previous 2 highs, 8.6% below previous 2 lows
28.4% above previous 3 highs, 7.4% below previous 3 lows
26.3% above previous 4 highs, 5.9% below previous 4 lows
25.5% above previous 5 highs, 5.0% below previous 5 lows
23.5% above previous 6 highs, 4.2% below previous 6 lows
22.7% above previous 7 highs, 4.1% below previous 7 lows
21.4% above previous 8 highs, 3.5% below previous 8 lows
20.9% above previous 9 highs, 3.3% below previous 9 lows
20.7% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170725 Closing)
73.8% are above or equal to 7/24 close (1 days ago), 26.2% are below.
68.5% are above or equal to 7/21 close (2 days ago), 31.5% are below.
63.3% are above or equal to 7/20 close (3 days ago), 36.7% are below.
58.8% are above or equal to 7/19 close (4 days ago), 41.2% are below.
69.3% are above or equal to 7/18 close (5 days ago), 30.7% are below.
66.3% are above or equal to 7/17 close (6 days ago), 33.7% are below.
69.0% are above or equal to 7/14 close (7 days ago), 31.0% are below.
73.3% are above or equal to 7/13 close (8 days ago), 26.7% are below.
72.4% are above or equal to 7/12 close (9 days ago), 27.6% are below.
77.0% are above or equal to 7/11 close (10 days ago), 23.0% are below.
76.9% are above or equal to 7/10 close (11 days ago), 23.1% are below.
74.9% are above or equal to 7/7 close (12 days ago), 25.1% are below.
78.5% are above or equal to 7/6 close (13 days ago), 21.5% are below.
68.4% are above or equal to 7/5 close (14 days ago), 31.6% are below.
64.4% are above or equal to 7/3 close (15 days ago), 35.6% are below.
70.0% are above or equal to 6/30 close (16 days ago), 30.0% are below.
70.7% are above or equal to 6/29 close (17 days ago), 29.3% are below.
66.2% are above or equal to 6/28 close (18 days ago), 33.8% are below.
69.9% are above or equal to 6/27 close (19 days ago), 30.1% are below.
66.6% are above or equal to 6/26 close (20 days ago), 33.4% are below.
66.5% are above or equal to 6/23 close (21 days ago), 33.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170725 Closing)
20d: 29.9% new highs, 4.1% new lows
21d: 29.9% new highs, 4.0% new lows
42d: 20.9% new highs, 2.3% new lows
63d: 16.4% new highs, 1.3% new lows
126d: 12.1% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170725 Closing)
2-day: 73.0% above, 27.0% below
3-day: 72.6% above, 27.4% below
4-day: 69.9% above, 30.1% below
5-day: 66.2% above, 33.8% below
8-day: 68.3% above, 31.7% below
10-day: 71.3% above, 28.7% below
20-day: 72.9% above, 27.1% below
50-day: 69.9% above, 30.1% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170725 Closing)
META(25): 2.68% Top=FCX AKS NEM CNX CLF TECK ABX CMC ….. WPM GG RGLD AGI SSRI AEM PAAS FNV=Bottom (Metals & Mining)
ENER(80): 2.60% Top=CRC SM RRC CVE PDCE NBR SN PE ….. MMP WES OII EEP WPZ WMB QEP FTI=Bottom (Energy)
RETA(59): 2.25% Top=TLRD DDS DSW GNC SIG URBN CHS SHLD ….. BABA AMZN KORS AN EBAY NFLX MELI RH=Bottom (Retail & Specialty Retail)
FINA(88): 1.23% Top=VLY TROW MBFI WBS C SBNY FNB BAC ….. TD TWNK ATH LAZ CBOE ICE PYPL CIT=Bottom (Banks/Financials)
MATE(28): 1.09% Top=CBI FAST USG FLR JELD CAA PWR TOL ….. LEN PHM VMC MDC MAS WY OC MDR=Bottom (Materials & Construction)
CHEM(27): 0.93% Top=CC RPM TROX PAH OLN HUN PPG FMC ….. MOS AGU SHW ALB APD MON CF CE=Bottom (Chemicals/Fertilizers)
INSU(27): 0.75% Top=AFSI ORI MET CNO SLF LNC PRU AIG ….. MMC PGR AON MBI FNF XL MTG RDN=Bottom (Insurance)
CONS(57): 0.73% Top=SKX FOSL DECK VFC GIII RL COTY GT ….. UAA FN CCK POOL GOOS IRBT AVY GPK=Bottom (Consumer)
DISV(46): 0.59% Top=YY RCII ACM URI KBR ULTA KTOS R ….. SBAC MCO CTAS TRU ZTO MYGN ATHN WTW=Bottom (Diversified Services)
MANU(36): 0.58% Top=ATI CAT MRC KMT RS FLS DDD BWXT ….. IR CFX XYL SWK DHR PNR LECO JKS=Bottom (Manufacturing)
COSW(81): 0.53% Top=CDNS TRIP TTD TSS NCR JD COUP AKAM ….. NTES ADBE PFPT PAYC VEEV SNAP SHOP GOOG=Bottom (Computer Software/Internet)
REAL(98): 0.38% Top=DDR KIM FCH BRX HST GTY LHO UNIT ….. EQR BXMT NLY UDR CPT BAM EDR ACC=Bottom (Real Estate)
LEIS(40): 0.37% Top=MCD CMG EAT HGV CAKE SONC SEAS HLT ….. PK RCL DNKN YUMC PZZA PLAY MLCO DPZ=Bottom (Leisure)
TRAN(23): 0.19% Top=TK SWFT JBHT CSX XPO NSC UNP UPS ….. CNI KSU SAVE DAL AAL UAL LUV WAB=Bottom (Transportation)
COHW(40): 0.18% Top=ACIA TDS FTR S ANET JNPR TDC CUDA ….. TU NTAP TMUS WDC BBRY RCI PSTG STX=Bottom (Computer Hardware/Telecom)
ELEC(59): 0.14% Top=MTSI TEL OCLR GRMN CRUS TRMB IDTI MSCC ….. KLAC IPHI BRKR CTRL MRVL ICHR PI WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): -0.75% Top=GKOS GMED BKD RMD IART XRAY NVRO STE ….. CNC A ALGN PKI OSUR HCA THC 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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