daytrend

07/27/2017

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

Closing Stats
by daytrend on 20170727. 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 (20170727 Closing)
17.6% of stocks are above yesterday’s high.
35.0% are above yesterday’s midpoint. (65.0% are below.)
38.3% are below yesterday’s low.
44.1% are inside yesterday’s range.
41.0% of stocks with today’s high > yesterday’s high. (59.0% less than).
71.3% of stocks with today’s low < yesterday’s low. (28.7% greater than).

EVIDENCE OF INTRADAY TREND (20170727 Closing)
39.2% of stocks are above today’s open. (60.2% are below).
35.7% of stocks are above today’s open and yesterday’s close.
54.1% are below both.
13.6% of stocks opened above yesterday’s high.
63.8% of stocks opened above yesterday’s close. (31.0% opened below yesterday’s close).
9.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170727 Closing)
14.5% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
48.5% are in the top half. 51.5% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20170727 Closing)
42.3% of stocks are above yesterday’s close. (57.7% are below.)
2.6% are up 4.5% or more. 3.8% are down 4.5% or more.
3.8% are up 3.5% or more. 6.8% are down 3.5% or more.
48.5% are between +1% and -1%.

RSI on DAILY (20170727 Closing)
2-day: >=95:7.4%…>=90:12.9%…>=80:22.2%…>=50:42.0%…<=20:30.4%…<=10:14.2%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:58.1%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170727 Closing)
17.6% above previous 1 highs, 38.3% below previous 1 lows
15.4% above previous 2 highs, 30.2% below previous 2 lows
14.6% above previous 3 highs, 23.2% below previous 3 lows
14.0% above previous 4 highs, 20.3% below previous 4 lows
12.5% above previous 5 highs, 18.5% below previous 5 lows
12.0% above previous 6 highs, 16.4% below previous 6 lows
11.9% above previous 7 highs, 14.2% below previous 7 lows
11.6% above previous 8 highs, 13.4% below previous 8 lows
11.3% above previous 9 highs, 12.2% below previous 9 lows
11.1% above previous 10 highs, 11.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170727 Closing)
42.3% are above or equal to 7/26 close (1 days ago), 57.7% are below.
36.5% are above or equal to 7/25 close (2 days ago), 63.5% are below.
50.1% are above or equal to 7/24 close (3 days ago), 49.9% are below.
51.8% are above or equal to 7/21 close (4 days ago), 48.2% are below.
49.2% are above or equal to 7/20 close (5 days ago), 50.8% are below.
44.4% are above or equal to 7/19 close (6 days ago), 55.6% are below.
55.3% are above or equal to 7/18 close (7 days ago), 44.7% are below.
53.4% are above or equal to 7/17 close (8 days ago), 46.6% are below.
55.5% are above or equal to 7/14 close (9 days ago), 44.5% are below.
60.5% are above or equal to 7/13 close (10 days ago), 39.5% are below.
61.9% are above or equal to 7/12 close (11 days ago), 38.1% are below.
68.5% are above or equal to 7/11 close (12 days ago), 31.5% are below.
68.2% are above or equal to 7/10 close (13 days ago), 31.8% are below.
65.8% are above or equal to 7/7 close (14 days ago), 34.2% are below.
70.3% are above or equal to 7/6 close (15 days ago), 29.7% are below.
61.1% are above or equal to 7/5 close (16 days ago), 38.9% are below.
58.6% are above or equal to 7/3 close (17 days ago), 41.4% are below.
63.3% are above or equal to 6/30 close (18 days ago), 36.7% are below.
65.1% are above or equal to 6/29 close (19 days ago), 34.9% are below.
60.3% are above or equal to 6/28 close (20 days ago), 39.7% are below.
65.6% are above or equal to 6/27 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170727 Closing)
20d: 20.1% new highs, 13.5% new lows
21d: 19.2% new highs, 13.4% new lows
42d: 14.2% new highs, 7.3% new lows
63d: 11.0% new highs, 4.7% new lows
126d: 8.5% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170727 Closing)
2-day: 41.2% above, 58.8% below
3-day: 37.6% above, 62.4% below
4-day: 42.6% above, 57.4% below
5-day: 44.4% above, 55.6% below
8-day: 46.8% above, 53.2% below
10-day: 48.4% above, 51.6% below
20-day: 61.9% above, 38.1% below
50-day: 63.6% above, 36.4% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170727 Closing)
RETA(60): 2.04% Top=GNC TSCO ORLY SHLD DDS TLRD DSW AEO ….. ETSY AN AMZN SFM BABA EBAY W NFLX=Bottom (Retail & Specialty Retail)
ENER(78): 0.70% Top=CVE APC MUR FTI APA AR ECA XEC ….. DK EPD PTEN PAA WES HP HK QEP=Bottom (Energy)
REAL(99): 0.42% Top=KIM PEI CBL WPG ALLY DDR HST GTY ….. GLPI KRC CCP AMT OHI CUBE EXR PSA=Bottom (Real Estate)
MANU(38): 0.30% Top=SNA ATI JKS TEX ROK LECO IR GE ….. AOS FLS ETN MRC MHK DDD DHR HON=Bottom (Manufacturing)
MATE(29): 0.08% Top=MAS EXP USG CBI WM RSG GMS DY ….. DHI SUM DAR JELD TMHC VMC MDC TPH=Bottom (Materials & Construction)
CONS(58): -0.01% Top=TPX KS SCSS GIII COTY FL IP VSTO ….. SLGN GOOS SKX FN TUP BMS BC WHR=Bottom (Consumer)
COHW(40): -0.06% Top=TDC VZ FTR SYNA T CTL LVLT CNSL ….. PANW ACIA INFN FNSR ANET VIAV S KN=Bottom (Computer Hardware/Telecom)
DISV(47): -0.41% Top=SCI PAYX ALLE RCII AAN ULTA HRB ADS ….. MA KTOS SERV ZTO ATHN WTW R CHGG=Bottom (Diversified Services)
LEIS(40): -0.48% Top=SBUX CMG DNKN YUM JACK H LVS MAR ….. EXPE BYD MLCO DPZ SEAS PLAY WYNN SIX=Bottom (Leisure)
FINA(93): -0.58% Top=ISBC PYPL TCF WBS BGCP KKR WU FNB ….. BEN RJF WDR LAZ DFS IVZ LM TWNK=Bottom (Banks/Financials)
INSU(31): -0.65% Top=CNO FAF CLGX LNC MET PRU UNM ALL ….. AEL AFSI AON MMC AJG ORI ACGL XL=Bottom (Insurance)
CHEM(28): -0.69% Top=MOS UNVR MON AGU POT EMN APD CF ….. TROX SHW CE HUN PAH PX OLN GRA=Bottom (Chemicals/Fertilizers)
META(23): -1.23% Top=CCJ ABX CNX SLCA NUE TECK STLD AEM ….. CENX SSRI PAAS AG FCX X CLF GG=Bottom (Metals & Mining)
COSW(81): -1.35% Top=ADP SNAP FB MANH AKAM VIPS YELP NOW ….. VEEV TWLO NTNX SQ FTNT FFIV DST TWTR=Bottom (Computer Software/Internet)
HEAL(46): -1.58% Top=BKD IART DGX EW A TMO DVA ACHC ….. ZBH IRWD CNC NUVA DXCM AMED THC CYH=Bottom (Health)
ELEC(59): -1.93% Top=APH FTV FLEX INTC JBL WAT BRKR SPWR ….. KEM AMD PI TER HIMX CAVM MTSI ICHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -2.26% Top=TK TRN WAB ALK CP CHRW CNI JBLU ….. UAL XPO CSX ODFL UPS LUV SWFT SAVE=Bottom (Transportation)

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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