daytrend

08/01/2017

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

Closing Stats
by daytrend on 20170801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 876.

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

COMPARED TO YESTERDAY’S RANGE (20170801 Closing)
30.9% of stocks are above yesterday’s high.
59.0% are above yesterday’s midpoint. (41.0% are below.)
16.0% are below yesterday’s low.
53.1% are inside yesterday’s range.
55.4% of stocks with today’s high > yesterday’s high. (44.6% less than).
40.1% of stocks with today’s low < yesterday’s low. (59.9% greater than).

EVIDENCE OF INTRADAY TREND (20170801 Closing)
46.0% of stocks are above today’s open. (51.7% are below).
44.3% of stocks are above today’s open and yesterday’s close.
33.8% are below both.
23.9% of stocks opened above yesterday’s high.
82.0% of stocks opened above yesterday’s close. (14.3% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170801 Closing)
13.7% of stocks are in the top 10% of today’s range.
25.3% are in the top 20%.
57.5% are in the top half. 42.5% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20170801 Closing)
64.3% of stocks are above yesterday’s close. (35.7% are below.)
1.4% are up 4.5% or more. 1.4% are down 4.5% or more.
2.2% are up 3.5% or more. 2.4% are down 3.5% or more.
61.4% are between +1% and -1%.

RSI on DAILY (20170801 Closing)
2-day: >=95:6.1%…>=90:12.8%…>=80:25.2%…>=50:56.3%…<=20:18.9%…<=10:11.1%…<=5:6.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:55.8%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:59.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170801 Closing)
30.9% above previous 1 highs, 16.0% below previous 1 lows
23.5% above previous 2 highs, 11.2% below previous 2 lows
16.3% above previous 3 highs, 9.1% below previous 3 lows
13.7% above previous 4 highs, 8.1% below previous 4 lows
11.8% above previous 5 highs, 7.3% below previous 5 lows
11.4% above previous 6 highs, 6.3% below previous 6 lows
11.0% above previous 7 highs, 6.2% below previous 7 lows
10.2% above previous 8 highs, 6.1% below previous 8 lows
9.9% above previous 9 highs, 5.8% below previous 9 lows
9.8% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170801 Closing)
64.3% are above or equal to 7/31 close (1 days ago), 35.7% are below.
56.8% are above or equal to 7/28 close (2 days ago), 43.2% are below.
52.1% are above or equal to 7/27 close (3 days ago), 47.9% are below.
46.7% are above or equal to 7/26 close (4 days ago), 53.3% are below.
40.4% are above or equal to 7/25 close (5 days ago), 59.6% are below.
51.9% are above or equal to 7/24 close (6 days ago), 48.1% are below.
52.9% are above or equal to 7/21 close (7 days ago), 47.1% are below.
49.1% are above or equal to 7/20 close (8 days ago), 50.9% are below.
46.0% are above or equal to 7/19 close (9 days ago), 54.0% are below.
54.1% are above or equal to 7/18 close (10 days ago), 45.9% are below.
53.8% are above or equal to 7/17 close (11 days ago), 46.2% are below.
54.6% are above or equal to 7/14 close (12 days ago), 45.4% are below.
58.4% are above or equal to 7/13 close (13 days ago), 41.6% are below.
60.8% are above or equal to 7/12 close (14 days ago), 39.2% are below.
65.2% are above or equal to 7/11 close (15 days ago), 34.8% are below.
64.4% are above or equal to 7/10 close (16 days ago), 35.6% are below.
64.0% are above or equal to 7/7 close (17 days ago), 36.0% are below.
68.5% are above or equal to 7/6 close (18 days ago), 31.5% are below.
59.6% are above or equal to 7/5 close (19 days ago), 40.4% are below.
57.3% are above or equal to 7/3 close (20 days ago), 42.7% are below.
61.3% are above or equal to 6/30 close (21 days ago), 38.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170801 Closing)
20d: 13.4% new highs, 8.4% new lows
21d: 13.2% new highs, 8.3% new lows
42d: 10.2% new highs, 4.9% new lows
63d: 8.9% new highs, 3.2% new lows
126d: 6.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170801 Closing)
2-day: 62.2% above, 37.8% below
3-day: 58.9% above, 41.1% below
4-day: 55.7% above, 44.3% below
5-day: 52.6% above, 47.4% below
8-day: 49.9% above, 50.1% below
10-day: 49.7% above, 50.3% below
20-day: 57.8% above, 42.2% below
50-day: 62.0% above, 38.0% below
200-day: 64.4% above, 35.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170801 Closing)
COHW(40): 1.40% Top=S ACIA FTR PSTG SYNA KN TMUS TDC ….. BCE HPQ RCI VRSN INFN T ZAYO ANET=Bottom (Computer Hardware/Telecom)
RETA(59): 1.02% Top=LL DDS FIVE GNC DSW BBY ORLY AAP ….. TLRD ETSY W AN GME DKS SHLD RH=Bottom (Retail & Specialty Retail)
ELEC(54): 0.97% Top=CGNX SIMO MSCC AMBA CRUS INTC IPHI SPWR ….. SWKS TEL QRVO AYI LRCX XPER IDTI UCTT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.64% Top=GVA MDC TMHC TOL KBH PWR PHM LEN ….. SRCL USG MDR EXP CBI SUM VMC MLM=Bottom (Materials & Construction)
INSU(35): 0.52% Top=RDN MTG AFL MET HIG CNO L AEL ….. AIG BRO ALL MBI CLGX VR ORI FNF=Bottom (Insurance)
REAL(100): 0.51% Top=SPG NNN CCP SKT GOV CUZ KIM GGP ….. DOC PSA HTA OHI HCN UNIT VTR HCP=Bottom (Real Estate)
CHEM(28): 0.51% Top=APD PAH VSM OLN TROX ALB FMC AXTA ….. SHW UNVR ASH CF AGU POT HUN MOS=Bottom (Chemicals/Fertilizers)
LEIS(40): 0.40% Top=TXRH RCL PLAY YUMC BLMN SBUX BYD ARMK ….. QSR LVS MCD SONC SEAS WYNN GPRO EXPE=Bottom (Leisure)
FINA(93): 0.36% Top=SIVB EWBC C JHG PYPL WETF TCF OZRK ….. DFS WBS TD AMTD FII SYF TWNK YRD=Bottom (Banks/Financials)
COSW(82): 0.33% Top=SHOP TRI HQY GRUB YELP SQ DATA NATI ….. ZEN ADP HDP SOHU CDK SNAP TRIP SABR=Bottom (Computer Software/Internet)
DISV(48): 0.18% Top=ATHN CAR RCII CNDT ULTA FLT V MA ….. AAN WEX PAYX URI CHGG RBA R ZTO=Bottom (Diversified Services)
CONS(60): 0.05% Top=ENR TPX OI FOSL GOOS VSTO CRI ATR ….. SPB KMB COTY BC MAT UFS UAA PBI=Bottom (Consumer)
TRAN(25): -0.03% Top=SAVE TK DAL AAL TRN CNI GWR LUV ….. SWFT UNP JBHT CSX ODFL KSU WAB XPO=Bottom (Transportation)
HEAL(47): -0.47% Top=HLS MASI CNC ALGN OSUR LH VAR PKI ….. ACHC NUVA TVTY MD NVRO CYH OPK BKD=Bottom (Health)
MANU(37): -0.48% Top=XYL DDD KMT MHK FLS HON EMR CR ….. WBT ITT TEX IR GGG ATI ETN CMI=Bottom (Manufacturing)
ENER(77): -0.69% Top=INT PBF PSX COG ETP HFC ETE CVX ….. HP DO HES OAS CVE CRC RRC SPN=Bottom (Energy)
META(23): -1.14% Top=ABX FNV RGLD SCCO CCJ CLF AA PAAS ….. FCX NUE AEM CMC STLD X CNX SLCA=Bottom (Metals & Mining)

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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