daytrend

07/26/2017

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

Closing Stats
by daytrend on 20170726. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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 (20170726 Closing)
21.0% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
29.7% are below yesterday’s low.
49.3% are inside yesterday’s range.
46.8% of stocks with today’s high > yesterday’s high. (53.2% less than).
46.1% of stocks with today’s low < yesterday’s low. (53.9% greater than).

EVIDENCE OF INTRADAY TREND (20170726 Closing)
33.5% of stocks are above today’s open. (65.1% are below).
30.9% of stocks are above today’s open and yesterday’s close.
56.5% are below both.
14.2% of stocks opened above yesterday’s high.
68.0% of stocks opened above yesterday’s close. (25.2% opened below yesterday’s close).
5.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170726 Closing)
5.9% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
38.5% are in the top half. 61.5% of stocks are in the bottom half of today’s range.
31.3% are in the bottom 20%.
15.3% are in the bottom 10%.

GAIN (20170726 Closing)
40.7% of stocks are above yesterday’s close. (59.3% are below.)
1.2% are up 4.5% or more. 2.2% are down 4.5% or more.
2.3% are up 3.5% or more. 3.5% are down 3.5% or more.
54.4% are between +1% and -1%.

RSI on DAILY (20170726 Closing)
2-day: >=95:8.9%…>=90:14.9%…>=80:26.6%…>=50:52.9%…<=20:17.2%…<=10:9.4%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.4%…>=50:65.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:66.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170726 Closing)
21.0% above previous 1 highs, 29.7% below previous 1 lows
17.6% above previous 2 highs, 16.4% below previous 2 lows
15.4% above previous 3 highs, 14.1% below previous 3 lows
12.9% above previous 4 highs, 12.6% below previous 4 lows
12.0% above previous 5 highs, 10.8% below previous 5 lows
11.9% above previous 6 highs, 9.0% below previous 6 lows
11.8% above previous 7 highs, 8.5% below previous 7 lows
11.5% above previous 8 highs, 8.1% below previous 8 lows
11.4% above previous 9 highs, 7.5% below previous 9 lows
11.2% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170726 Closing)
40.7% are above or equal to 7/25 close (1 days ago), 59.3% are below.
63.2% are above or equal to 7/24 close (2 days ago), 36.8% are below.
61.1% are above or equal to 7/21 close (3 days ago), 38.9% are below.
54.5% are above or equal to 7/20 close (4 days ago), 45.5% are below.
53.0% are above or equal to 7/19 close (5 days ago), 47.0% are below.
63.5% are above or equal to 7/18 close (6 days ago), 36.5% are below.
60.4% are above or equal to 7/17 close (7 days ago), 39.6% are below.
62.1% are above or equal to 7/14 close (8 days ago), 37.9% are below.
65.4% are above or equal to 7/13 close (9 days ago), 34.6% are below.
67.2% are above or equal to 7/12 close (10 days ago), 32.8% are below.
71.9% are above or equal to 7/11 close (11 days ago), 28.1% are below.
70.6% are above or equal to 7/10 close (12 days ago), 29.4% are below.
69.4% are above or equal to 7/7 close (13 days ago), 30.6% are below.
74.0% are above or equal to 7/6 close (14 days ago), 26.0% are below.
64.6% are above or equal to 7/5 close (15 days ago), 35.4% are below.
58.4% are above or equal to 7/3 close (16 days ago), 41.6% are below.
66.0% are above or equal to 6/30 close (17 days ago), 34.0% are below.
67.3% are above or equal to 6/29 close (18 days ago), 32.7% are below.
63.2% are above or equal to 6/28 close (19 days ago), 36.8% are below.
67.9% are above or equal to 6/27 close (20 days ago), 32.1% are below.
63.6% are above or equal to 6/26 close (21 days ago), 36.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170726 Closing)
20d: 20.0% new highs, 7.6% new lows
21d: 19.6% new highs, 7.3% new lows
42d: 13.2% new highs, 3.8% new lows
63d: 11.2% new highs, 2.2% new lows
126d: 8.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170726 Closing)
2-day: 39.9% above, 60.1% below
3-day: 54.1% above, 45.9% below
4-day: 56.6% above, 43.4% below
5-day: 56.5% above, 43.5% below
8-day: 59.1% above, 40.9% below
10-day: 61.3% above, 38.7% below
20-day: 65.6% above, 34.4% below
50-day: 67.3% above, 32.7% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170726 Closing)
META(24): 0.57% Top=X AEM AG SLCA PAAS WPM FNV GG ….. CNX CLF AA CCJ STLD NUE CMC AKS=Bottom (Metals & Mining)
ELEC(59): 0.49% Top=AMD ON UCTT LRCX KEM AMAT MCHP TER ….. TRMB APH FTV WAT AYI OCLR TEL GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.35% Top=DDR DRE HIW EQR MAC GOV AVB CBL ….. PEB RLJ ALLY RLGY SHO HST DRH LHO=Bottom (Real Estate)
COSW(82): 0.15% Top=EA OTEX JD GRUB ATVI ADP VIPS ZEN ….. HPE MDSO TWTR MANH NCR NTNX SNAP AKAM=Bottom (Computer Software/Internet)
RETA(59): 0.11% Top=BBBY W SBH MELI BABA EBAY ETSY KORS ….. FINL BIG CASY WBA RH FND FRED AEO=Bottom (Retail & Specialty Retail)
DISV(46): -0.09% Top=CHGG SERV ROL R FLT WTW PAYX V ….. AMN SCI YY MAN CXW ULTA ATHN RHI=Bottom (Diversified Services)
ENER(78): -0.10% Top=SPN VNOM GPOR FRAC OAS HAL SM RES ….. LPI XOG HP CRC DO RIG ECA HES=Bottom (Energy)
CONS(57): -0.17% Top=IRBT POOL SCSS COTY CL VSTO AVY CRI ….. KMB UFS OI UAA SKX DECK CSL LEG=Bottom (Consumer)
COHW(40): -0.57% Top=T VZ VRSN COMM BCE MSI AAPL CDW ….. TDS CSCO S ACIA STX CIEN PSTG JNPR=Bottom (Computer Hardware/Telecom)
TRAN(24): -0.61% Top=LUV UAL CSX AAL ALK SWFT ODFL SAVE ….. CP UPS TK CNI NSC JBLU TRN WAB=Bottom (Transportation)
MATE(28): -0.64% Top=OC WCN DY MDR JELD GMS MAS RSG ….. TOL WM VMC DAR SUM KBH DHI USG=Bottom (Materials & Construction)
INSU(30): -0.89% Top=RDN FNF ACGL AIG MTG MMC BRO FAF ….. HIG MBI ORI AGO MET AEL CNO RE=Bottom (Insurance)
FINA(91): -0.97% Top=AMP BKU NDAQ ZION STT TROW PYPL CBOE ….. PACW WTFC WBS FHN PB NYCB VLY BGCP=Bottom (Banks/Financials)
LEIS(40): -0.98% Top=SIX SEAS EXPE GPRO PLNT SHAK RRR MAR ….. STAY SONC CMG TXRH CAKE DPZ WYNN BLMN=Bottom (Leisure)
MANU(38): -1.13% Top=JKS HON GE WBT DHR SNA AGCO DE ….. ATI TEX RXN CR RS IR KMT DDD=Bottom (Manufacturing)
CHEM(28): -1.24% Top=RPM MON PPG SHW HUN PX DOW ASH ….. OLN CE POT POL VSM MOS TROX CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.26% Top=LH ESRX CNC NVRO IRWD XRAY UNH OPK ….. TMO CYH ANTM PKI ACHC HLS UHS IART=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/

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

Blog at WordPress.com.

%d bloggers like this: