Closing Stats
by daytrend on 20170831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 848.
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 (20170831 Closing)
58.3% of stocks are above yesterday’s high.
82.9% are above yesterday’s midpoint. (17.1% are below.)
7.1% are below yesterday’s low.
34.7% are inside yesterday’s range.
84.6% of stocks with today’s high > yesterday’s high. (15.4% less than).
14.9% of stocks with today’s low < yesterday’s low. (85.1% greater than).
EVIDENCE OF INTRADAY TREND (20170831 Closing)
64.3% of stocks are above today’s open. (35.0% are below).
63.7% of stocks are above today’s open and yesterday’s close.
23.3% are below both.
44.3% of stocks opened above yesterday’s high.
88.8% of stocks opened above yesterday’s close. (7.8% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE (20170831 Closing)
14.4% of stocks are in the top 10% of today’s range.
31.0% are in the top 20%.
65.1% are in the top half. 34.9% of stocks are in the bottom half of today’s range.
13.4% are in the bottom 20%.
7.0% are in the bottom 10%.
GAIN (20170831 Closing)
76.1% of stocks are above yesterday’s close. (23.9% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
3.1% are up 3.5% or more. 0.6% are down 3.5% or more.
55.2% are between +1% and -1%.
RSI on DAILY (20170831 Closing)
2-day: >=95:20.5%…>=90:36.6%…>=80:57.1%…>=50:79.7%…<=20:8.3%…<=10:4.4%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:63.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:57.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170831 Closing)
58.3% above previous 1 highs, 7.1% below previous 1 lows
52.8% above previous 2 highs, 3.3% below previous 2 lows
43.9% above previous 3 highs, 3.2% below previous 3 lows
38.7% above previous 4 highs, 2.6% below previous 4 lows
35.4% above previous 5 highs, 2.5% below previous 5 lows
33.6% above previous 6 highs, 2.4% below previous 6 lows
32.7% above previous 7 highs, 2.1% below previous 7 lows
32.2% above previous 8 highs, 1.9% below previous 8 lows
31.1% above previous 9 highs, 1.9% below previous 9 lows
26.7% above previous 10 highs, 1.9% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170831 Closing)
76.1% are above or equal to 8/30 close (1 days ago), 23.9% are below.
81.0% are above or equal to 8/29 close (2 days ago), 19.0% are below.
75.5% are above or equal to 8/28 close (3 days ago), 24.5% are below.
70.0% are above or equal to 8/25 close (4 days ago), 30.0% are below.
76.2% are above or equal to 8/24 close (5 days ago), 23.8% are below.
72.2% are above or equal to 8/23 close (6 days ago), 27.8% are below.
70.2% are above or equal to 8/22 close (7 days ago), 29.8% are below.
78.9% are above or equal to 8/21 close (8 days ago), 21.1% are below.
78.3% are above or equal to 8/18 close (9 days ago), 21.7% are below.
74.8% are above or equal to 8/17 close (10 days ago), 25.2% are below.
57.8% are above or equal to 8/16 close (11 days ago), 42.2% are below.
59.0% are above or equal to 8/15 close (12 days ago), 41.0% are below.
57.0% are above or equal to 8/14 close (13 days ago), 43.0% are below.
65.3% are above or equal to 8/11 close (14 days ago), 34.7% are below.
64.5% are above or equal to 8/10 close (15 days ago), 35.5% are below.
50.5% are above or equal to 8/9 close (16 days ago), 49.5% are below.
48.9% are above or equal to 8/8 close (17 days ago), 51.1% are below.
46.2% are above or equal to 8/7 close (18 days ago), 53.8% are below.
46.3% are above or equal to 8/4 close (19 days ago), 53.7% are below.
49.1% are above or equal to 8/3 close (20 days ago), 50.9% are below.
45.4% are above or equal to 8/2 close (21 days ago), 54.6% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170831 Closing)
20d: 21.0% new highs, 2.6% new lows
21d: 19.8% new highs, 2.5% new lows
42d: 12.3% new highs, 2.1% new lows
63d: 10.3% new highs, 1.7% new lows
126d: 9.3% new highs, 1.1% new lows
COMPARED TO SIMPLE MOVING AVERAGES (20170831 Closing)
2-day: 75.4% above, 24.6% below
3-day: 80.9% above, 19.1% below
4-day: 80.0% above, 20.0% below
5-day: 76.1% above, 23.9% below
8-day: 77.7% above, 22.3% below
10-day: 77.4% above, 22.6% below
20-day: 62.6% above, 37.4% below
50-day: 49.6% above, 50.4% below
200-day: 56.3% above, 43.8% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170831 Closing)
HEAL(43): 1.85% Top=BKD CYH OPK MD TVTY HLS IRWD CNC ….. BAX EW BDX DXCM PRAH AET MDXG THC=Bottom (Health)
ENER(76): 1.70% Top=XOG CRZO CVE SM LPI QEP OAS PAA ….. VVV VLO ANDV PBF DO HP DK HFC=Bottom (Energy)
CHEM(24): 1.23% Top=UNVR TROX CC CE PAH ASH FMC GRA ….. EMN OLN RPM PPG SHW HUN CF APD=Bottom (Chemicals/Fertilizers)
LEIS(43): 1.22% Top=MLCO EXPE STAY SIX LVS MGM PLNT RCL ….. MCD HLT MAR JACK PZZA DNKN DRI EAT=Bottom (Leisure)
META(23): 1.13% Top=AG IAG GG RGLD CENX PAAS AA CCJ ….. NEM TECK CMC SLCA X NUE STLD CLF=Bottom (Metals & Mining)
MATE(31): 1.04% Top=DY OC WY CAA TPH MDR LEN DHI ….. SUM EXP USG VMC SRCL MLM JELD CBI=Bottom (Materials & Construction)
DISV(48): 0.93% Top=YY ULTA CAR ACM TEDU RHI SERV PCLN ….. MCO HRB MA AMN CNDT URI WTW R=Bottom (Diversified Services)
COSW(83): 0.88% Top=IAC HDP VEEV HQY MTCH CERN CDNS SINA ….. ATVI SABR WUBA EA YELP ALRM SNAP CMCM=Bottom (Computer Software/Internet)
MANU(33): 0.85% Top=JKS SWK GNRC MIDD PNR DHR TTC CFX ….. HON ATI CAT IR WBT KMT TEX DDD=Bottom (Manufacturing)
CONS(53): 0.75% Top=HAS WWW PBI ELF CRI KS ECL NWL ….. LULU SCSS PVH LEG UAA FN VSTO FOSL=Bottom (Consumer)
ELEC(54): 0.72% Top=HIMX TSEM KEM PI AMD AVGO COHR NVDA ….. GRMN TER AMAT SPWR OCLR FSLR AAOI UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(99): 0.60% Top=SRC BDN GPT HPP DOC MPW CBG GEO ….. GGP SC SLG AMH MAC SKT WPG CBL=Bottom (Real Estate)
RETA(61): 0.52% Top=MELI AN TIF RH CPRT PAG CHS CVNA ….. BBBY DSW KR GME AEO SFM GES FIVE=Bottom (Retail & Specialty Retail)
FINA(81): 0.20% Top=TD ESNT LM ISBC EV BEN FII OZRK ….. WBS PACW CFG STI BGCP RF MTB PSEC=Bottom (Banks/Financials)
INSU(30): 0.10% Top=RDN FNF MTG MMC FAF ACGL AON AFL ….. ORI MET AXS TRV HIG MBI XL AFSI=Bottom (Insurance)
TRAN(24): -0.02% Top=CNI LUV AAL CP DAL ALK KSU JBLU ….. ODFL CSX UPS SSW JBHT SWFT SAVE CHRW=Bottom (Transportation)
COHW(42): -0.27% Top=VG TDC BBRY CDW ACIA CUDA VRSN NTAP ….. ATUS SYNA INFN WDC CTL UBNT FNSR CIEN=Bottom (Computer Hardware/Telecom)
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/