daytrend

07/31/2017

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

Closing Stats
by daytrend on 20170731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20170731 Closing)
22.1% of stocks are above yesterday’s high.
50.5% are above yesterday’s midpoint. (49.5% are below.)
21.7% are below yesterday’s low.
56.2% are inside yesterday’s range.
49.3% of stocks with today’s high > yesterday’s high. (50.7% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20170731 Closing)
36.8% of stocks are above today’s open. (62.3% are below).
35.3% of stocks are above today’s open and yesterday’s close.
50.1% are below both.
17.4% of stocks opened above yesterday’s high.
76.1% of stocks opened above yesterday’s close. (19.4% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170731 Closing)
6.4% of stocks are in the top 10% of today’s range.
17.0% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
20.8% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20170731 Closing)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.8% are up 4.5% or more. 0.9% are down 4.5% or more.
1.1% are up 3.5% or more. 2.4% are down 3.5% or more.
64.1% are between +1% and -1%.

RSI on DAILY (20170731 Closing)
2-day: >=95:4.1%…>=90:8.0%…>=80:16.2%…>=50:42.1%…<=20:28.1%…<=10:16.6%…<=5:10.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:53.5%…<=20:2.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:57.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170731 Closing)
22.1% above previous 1 highs, 21.7% below previous 1 lows
12.9% above previous 2 highs, 13.9% below previous 2 lows
8.5% above previous 3 highs, 12.5% below previous 3 lows
7.3% above previous 4 highs, 11.4% below previous 4 lows
6.9% above previous 5 highs, 10.3% below previous 5 lows
6.4% above previous 6 highs, 9.8% below previous 6 lows
5.4% above previous 7 highs, 9.4% below previous 7 lows
5.3% above previous 8 highs, 9.0% below previous 8 lows
5.0% above previous 9 highs, 8.2% below previous 9 lows
4.9% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170731 Closing)
48.2% are above or equal to 7/28 close (1 days ago), 51.8% are below.
45.7% are above or equal to 7/27 close (2 days ago), 54.3% are below.
41.7% are above or equal to 7/26 close (3 days ago), 58.3% are below.
36.3% are above or equal to 7/25 close (4 days ago), 63.7% are below.
48.1% are above or equal to 7/24 close (5 days ago), 51.9% are below.
48.6% are above or equal to 7/21 close (6 days ago), 51.4% are below.
45.7% are above or equal to 7/20 close (7 days ago), 54.3% are below.
43.3% are above or equal to 7/19 close (8 days ago), 56.7% are below.
52.1% are above or equal to 7/18 close (9 days ago), 47.9% are below.
50.9% are above or equal to 7/17 close (10 days ago), 49.1% are below.
52.6% are above or equal to 7/14 close (11 days ago), 47.4% are below.
55.2% are above or equal to 7/13 close (12 days ago), 44.8% are below.
57.0% are above or equal to 7/12 close (13 days ago), 43.0% are below.
63.5% are above or equal to 7/11 close (14 days ago), 36.5% are below.
63.3% are above or equal to 7/10 close (15 days ago), 36.7% are below.
62.1% are above or equal to 7/7 close (16 days ago), 37.9% are below.
67.2% are above or equal to 7/6 close (17 days ago), 32.8% are below.
58.5% are above or equal to 7/5 close (18 days ago), 41.5% are below.
54.5% are above or equal to 7/3 close (19 days ago), 45.5% are below.
59.9% are above or equal to 6/30 close (20 days ago), 40.1% are below.
61.6% are above or equal to 6/29 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170731 Closing)
20d: 8.9% new highs, 8.2% new lows
21d: 8.7% new highs, 7.8% new lows
42d: 6.6% new highs, 4.9% new lows
63d: 5.6% new highs, 3.0% new lows
126d: 4.7% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170731 Closing)
2-day: 47.0% above, 53.0% below
3-day: 45.6% above, 54.4% below
4-day: 41.6% above, 58.4% below
5-day: 37.8% above, 62.2% below
8-day: 45.4% above, 54.6% below
10-day: 45.4% above, 54.6% below
20-day: 56.0% above, 44.0% below
50-day: 60.3% above, 39.7% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170731 Closing)
FINA(93): 0.82% Top=YRD BOFI OZRK WETF BSAC VLY FII JHG ….. BX BKU CIT LPLA WBS BGCP PFG PYPL=Bottom (Banks/Financials)
META(23): 0.55% Top=CLF TECK X AA CMC STLD GG AG ….. PAAS CENX SCCO SSRI CNX WPM AEM CCJ=Bottom (Metals & Mining)
INSU(34): 0.43% Top=ORI XL MTG VR ACGL AXS FNF RE ….. MBI AON MET WLTW MMC AJG FAF AEL=Bottom (Insurance)
REAL(100): 0.15% Top=NRZ CUBE DFT CUZ EXR DLR OHI PEB ….. PEI SPG RPAI AMT KRC GOV UNIT EDR=Bottom (Real Estate)
LEIS(40): 0.13% Top=SEAS DPZ GPRO PLAY HGV EAT ARMK MAR ….. WEN TXRH BLMN QSR EXPE SIX CMG SHAK=Bottom (Leisure)
MANU(38): 0.05% Top=CFX TEX SNA MIDD RS PH SWK MRC ….. HON BWXT RXN DDD IR KMT JKS AOS=Bottom (Manufacturing)
CONS(59): 0.01% Top=UAA FL MAT FOSL ENR PBI NWL CCK ….. SPB SKX HBI IRBT TPX LEG GT COH=Bottom (Consumer)
DISV(48): -0.04% Top=SERV MYGN FISV CXW TRU MAN ULTA ACM ….. ATHN ZTO ATGE CHGG WEX AAN WTW CAR=Bottom (Diversified Services)
MATE(28): -0.27% Top=EXP SRCL CBI WM PWR DY PHM GMS ….. VMC SUM MAS MDC FAST MDR FLR CAA=Bottom (Materials & Construction)
RETA(59): -0.33% Top=COST AZO ORLY BBBY FIVE DKS AAP LB ….. FND AMZN PAG LL SHLD DDS GNC RH=Bottom (Retail & Specialty Retail)
COHW(40): -0.36% Top=ZAYO CIEN TDC STX VZ JNPR QCOM ACIA ….. VRSN PSTG PANW FTR SYNA CUDA S BBRY=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.41% Top=PAH CE CF POT AGU EMN UNVR MOS ….. CC HUN SHW AXTA PX DD DOW OLN=Bottom (Chemicals/Fertilizers)
TRAN(25): -0.43% Top=TK SWFT UPS CHRW WAB JBHT EXPD KSU ….. CP ALK CSX NSC LUV DAL SAVE ODFL=Bottom (Transportation)
ELEC(54): -0.70% Top=KEM CSIQ FSLR AAOI IPHI TXN APH INTC ….. KLAC CREE AMAT GRMN AMD CY PI UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(77): -0.72% Top=PBF DO VLO QEP HFC MPC TSO PXD ….. CRC XOG RRC SPN SM RES INT GPOR=Bottom (Energy)
COSW(81): -0.80% Top=BIDU DST SABR ADP INTU ATVI AKAM FIS ….. TWLO HQY MULE TEAM ELLI TWTR PFPT FEYE=Bottom (Computer Software/Internet)
HEAL(49): -0.89% Top=OPK AMED MDXG IRWD UNH HOLX NVRO BCR ….. NUVA THC TVTY ALGN CYH BKD CNC MOH=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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