daytrend

08/03/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170803. 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 (20170803 Closing)
13.2% of stocks are above yesterday’s high.
40.8% are above yesterday’s midpoint. (59.2% are below.)
29.5% are below yesterday’s low.
57.3% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
51.6% of stocks with today’s low < yesterday’s low. (48.4% greater than).

EVIDENCE OF INTRADAY TREND (20170803 Closing)
41.7% of stocks are above today’s open. (57.4% are below).
35.0% of stocks are above today’s open and yesterday’s close.
52.6% are below both.
6.2% of stocks opened above yesterday’s high.
40.2% of stocks opened above yesterday’s close. (52.4% opened below yesterday’s close).
9.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170803 Closing)
5.9% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
41.7% are in the top half. 58.3% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
12.1% are in the bottom 10%.

GAIN (20170803 Closing)
41.0% of stocks are above yesterday’s close. (59.0% are below.)
1.7% are up 4.5% or more. 4.7% are down 4.5% or more.
2.9% are up 3.5% or more. 5.8% are down 3.5% or more.
59.1% are between +1% and -1%.

RSI on DAILY (20170803 Closing)
2-day: >=95:3.5%…>=90:6.8%…>=80:13.6%…>=50:33.4%…<=20:34.7%…<=10:22.3%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.5%…>=50:41.8%…<=20:3.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:45.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170803 Closing)
13.2% above previous 1 highs, 29.5% below previous 1 lows
8.9% above previous 2 highs, 24.0% below previous 2 lows
8.0% above previous 3 highs, 20.2% below previous 3 lows
7.1% above previous 4 highs, 17.6% below previous 4 lows
5.8% above previous 5 highs, 15.4% below previous 5 lows
5.3% above previous 6 highs, 15.0% below previous 6 lows
4.5% above previous 7 highs, 14.2% below previous 7 lows
4.5% above previous 8 highs, 13.5% below previous 8 lows
4.5% above previous 9 highs, 12.9% below previous 9 lows
4.1% above previous 10 highs, 12.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170803 Closing)
41.0% are above or equal to 8/2 close (1 days ago), 59.0% are below.
31.5% are above or equal to 8/1 close (2 days ago), 68.5% are below.
38.4% are above or equal to 7/31 close (3 days ago), 61.6% are below.
41.3% are above or equal to 7/28 close (4 days ago), 58.7% are below.
40.1% are above or equal to 7/27 close (5 days ago), 59.9% are below.
38.2% are above or equal to 7/26 close (6 days ago), 61.8% are below.
33.4% are above or equal to 7/25 close (7 days ago), 66.6% are below.
42.5% are above or equal to 7/24 close (8 days ago), 57.5% are below.
41.0% are above or equal to 7/21 close (9 days ago), 59.0% are below.
39.7% are above or equal to 7/20 close (10 days ago), 60.3% are below.
38.2% are above or equal to 7/19 close (11 days ago), 61.8% are below.
43.3% are above or equal to 7/18 close (12 days ago), 56.7% are below.
42.9% are above or equal to 7/17 close (13 days ago), 57.1% are below.
44.7% are above or equal to 7/14 close (14 days ago), 55.3% are below.
47.9% are above or equal to 7/13 close (15 days ago), 52.1% are below.
49.8% are above or equal to 7/12 close (16 days ago), 50.2% are below.
55.3% are above or equal to 7/11 close (17 days ago), 44.7% are below.
56.4% are above or equal to 7/10 close (18 days ago), 43.6% are below.
56.6% are above or equal to 7/7 close (19 days ago), 43.4% are below.
59.4% are above or equal to 7/6 close (20 days ago), 40.6% are below.
52.6% are above or equal to 7/5 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170803 Closing)
20d: 9.9% new highs, 13.1% new lows
21d: 9.9% new highs, 12.7% new lows
42d: 7.5% new highs, 9.4% new lows
63d: 6.3% new highs, 7.3% new lows
126d: 5.5% new highs, 5.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170803 Closing)
2-day: 39.2% above, 60.8% below
3-day: 32.2% above, 67.8% below
4-day: 33.2% above, 66.8% below
5-day: 35.6% above, 64.4% below
8-day: 34.5% above, 65.5% below
10-day: 36.6% above, 63.4% below
20-day: 43.5% above, 56.5% below
50-day: 50.9% above, 49.1% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170803 Closing)
COSW(86): 0.57% Top=TTWO DATA MULE IAC ATVI GRUB TTD BIDU ….. CTXS SYMC MDRX VIPS YELP ADP ANSS SQ=Bottom (Computer Software/Internet)
DISV(51): 0.52% Top=CHGG LDOS G YY CXW AMN ILG SERV ….. INFO PAYX JEC WEX VRSK SSTK ATHN RRD=Bottom (Diversified Services)
TRAN(25): 0.11% Top=CSX DAL UAL GWR NSC TRN LUV EXPD ….. KSU WAB JBHT ALK CNI CP XPO SAVE=Bottom (Transportation)
MATE(27): 0.08% Top=SRCL PWR WY WM PHM RSG SUM TPH ….. MAS GVA OC FAST CBI VMC MLM TMHC=Bottom (Materials & Construction)
RETA(59): -0.18% Top=SHLD W BBBY KSS MELI M SIG GNC ….. COST KR AZO RH WSM ETSY AAP LB=Bottom (Retail & Specialty Retail)
INSU(33): -0.23% Top=CINF AEL PGR FAF TRV HIG AIG CNO ….. AJG AFSI BRO WLTW MTG RDN MET PRU=Bottom (Insurance)
LEIS(40): -0.24% Top=H DPZ GPRO RCL TVPT QSR PLNT MLCO ….. STAY PLAY EAT BLMN PK YUM DRI CAKE=Bottom (Leisure)
REAL(98): -0.24% Top=RLGY MAC DEI VER SRC GOV CCP SBRA ….. AVB FCH CONE WPG PEI SNH EXR UNIT=Bottom (Real Estate)
FINA(91): -0.39% Top=YRD APO WDR IBKR BGCP CME BSAC NDAQ ….. TWNK WETF C FNB OZRK WBS NYCB ICE=Bottom (Banks/Financials)
CONS(59): -0.45% Top=FOSL CLX FL GIII BERY PVH DECK SKX ….. CHD WRK FBHS ENR BLL MAT PBI VSTO=Bottom (Consumer)
MANU(37): -0.46% Top=TEX JKS MRC DOV GE ITT PH HON ….. EMR XYL LECO ETN CR FLS KMT DDD=Bottom (Manufacturing)
HEAL(46): -0.62% Top=AET IART MDXG ACHC EW CNC ALGN ANTM ….. MD CYH GMED MOH IRWD GKOS HOLX MASI=Bottom (Health)
CHEM(29): -0.64% Top=CF AGU POT MOS PAH EMN CE SMG ….. RPM DOW UNVR PPG HUN CC WLK AXTA=Bottom (Chemicals/Fertilizers)
COHW(39): -0.91% Top=PSTG ACIA HPQ CNSL CDW VZ VRSN CUDA ….. BCE NTAP SYNA S LVLT CTL COMM FTR=Bottom (Computer Hardware/Telecom)
ELEC(57): -1.06% Top=AAOI CAVM OCLR COHR NVDA MCHP XLNX KEM ….. AEIS SPWR AMKR MTSI IPHI TSEM CRUS TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(23): -1.36% Top=CLF X NUE STLD CMC FCX SCCO RGLD ….. NEM GG TECK CCJ SLCA AG CNX CENX=Bottom (Metals & Mining)
ENER(76): -2.60% Top=RIG DO MRO RDC OII HP MDU SPN ….. APA NBL QEP CPE RSPP CXO WPX MTDR=Bottom (Energy)

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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