daytrend

08/07/2017

Filed under: Market Stats — daytrend @ 3:02 pm

Closing Stats
by daytrend on 20170807. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 899.

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

COMPARED TO YESTERDAY’S RANGE (20170807 Closing)
26.9% of stocks are above yesterday’s high.
53.6% are above yesterday’s midpoint. (46.4% are below.)
19.2% are below yesterday’s low.
53.8% are inside yesterday’s range.
45.8% of stocks with today’s high > yesterday’s high. (54.2% less than).
39.0% of stocks with today’s low < yesterday’s low. (61.0% greater than).

EVIDENCE OF INTRADAY TREND (20170807 Closing)
51.4% of stocks are above today’s open. (47.6% are below).
48.1% of stocks are above today’s open and yesterday’s close.
42.0% are below both.
8.9% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (40.7% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170807 Closing)
10.8% of stocks are in the top 10% of today’s range.
21.9% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20170807 Closing)
54.6% of stocks are above yesterday’s close. (45.4% are below.)
1.4% are up 4.5% or more. 1.2% are down 4.5% or more.
3.1% are up 3.5% or more. 3.6% are down 3.5% or more.
62.4% are between +1% and -1%.

RSI on DAILY (20170807 Closing)
2-day: >=95:4.8%…>=90:11.0%…>=80:23.6%…>=50:53.7%…<=20:18.9%…<=10:11.2%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:49.6%…<=20:3.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:51.5%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170807 Closing)
26.9% above previous 1 highs, 19.2% below previous 1 lows
19.2% above previous 2 highs, 12.2% below previous 2 lows
15.6% above previous 3 highs, 10.5% below previous 3 lows
12.9% above previous 4 highs, 9.6% below previous 4 lows
11.3% above previous 5 highs, 8.7% below previous 5 lows
9.3% above previous 6 highs, 7.9% below previous 6 lows
6.9% above previous 7 highs, 7.2% below previous 7 lows
6.5% above previous 8 highs, 7.0% below previous 8 lows
6.2% above previous 9 highs, 6.9% below previous 9 lows
6.1% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170807 Closing)
54.6% are above or equal to 8/4 close (1 days ago), 45.4% are below.
62.4% are above or equal to 8/3 close (2 days ago), 37.6% are below.
54.1% are above or equal to 8/2 close (3 days ago), 45.9% are below.
44.2% are above or equal to 8/1 close (4 days ago), 55.8% are below.
48.9% are above or equal to 7/31 close (5 days ago), 51.1% are below.
49.3% are above or equal to 7/28 close (6 days ago), 50.7% are below.
45.6% are above or equal to 7/27 close (7 days ago), 54.4% are below.
44.2% are above or equal to 7/26 close (8 days ago), 55.8% are below.
39.7% are above or equal to 7/25 close (9 days ago), 60.3% are below.
47.1% are above or equal to 7/24 close (10 days ago), 52.9% are below.
46.8% are above or equal to 7/21 close (11 days ago), 53.2% are below.
45.6% are above or equal to 7/20 close (12 days ago), 54.4% are below.
42.8% are above or equal to 7/19 close (13 days ago), 57.2% are below.
50.3% are above or equal to 7/18 close (14 days ago), 49.7% are below.
48.3% are above or equal to 7/17 close (15 days ago), 51.7% are below.
49.6% are above or equal to 7/14 close (16 days ago), 50.4% are below.
52.5% are above or equal to 7/13 close (17 days ago), 47.5% are below.
53.4% are above or equal to 7/12 close (18 days ago), 46.6% are below.
57.4% are above or equal to 7/11 close (19 days ago), 42.6% are below.
59.1% are above or equal to 7/10 close (20 days ago), 40.9% are below.
57.8% are above or equal to 7/7 close (21 days ago), 42.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170807 Closing)
20d: 9.5% new highs, 8.6% new lows
21d: 9.2% new highs, 8.0% new lows
42d: 7.0% new highs, 5.8% new lows
63d: 5.9% new highs, 5.1% new lows
126d: 4.6% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170807 Closing)
2-day: 52.9% above, 47.1% below
3-day: 58.3% above, 41.7% below
4-day: 55.4% above, 44.6% below
5-day: 52.5% above, 47.5% below
8-day: 49.9% above, 50.1% below
10-day: 47.1% above, 52.9% below
20-day: 47.4% above, 52.6% below
50-day: 54.4% above, 45.6% below
200-day: 62.4% above, 37.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170807 Closing)
ELEC(58): 2.03% Top=ON KEM AAOI SPWR CSIQ UCTT HIMX TTMI ….. FTV WAT GLW SIMO MSCC BRKR AYI PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 0.79% Top=BABA SHLD WSM SFM RH BBY DDS ETSY ….. CPRT ROST TIF CHS AAP DKS MELI URBN=Bottom (Retail & Specialty Retail)
LEIS(42): 0.61% Top=GPRO PZZA MLCO SHAK EAT WING BYD PLAY ….. RRR WEN EXPE CMG RCL SIX DNKN SEAS=Bottom (Leisure)
CONS(57): 0.46% Top=PBI IRBT EL COTY PVH SCSS OI BLL ….. FL VFC HAS SKX VSTO ECL MAT FOSL=Bottom (Consumer)
COSW(87): 0.43% Top=GRUB TWLO SINA YELP TTD NTNX VIPS TTWO ….. SPLK ULTI NEWR IAC OTEX SABR ACXM ZEN=Bottom (Computer Software/Internet)
COHW(43): 0.35% Top=EFII FNSR ACIA TDS VIAV AAPL CIEN ANET ….. S CCI SYNA MSI KN INFN BBRY ATUS=Bottom (Computer Hardware/Telecom)
META(23): 0.31% Top=X CENX CMC FCX TECK STLD AA CLF ….. ABX WPM RGLD FNV CNX PAAS AG SLCA=Bottom (Metals & Mining)
DISV(53): 0.17% Top=WTW YY CAR ZTO KBR AMN CHGG KTOS ….. WEX SSTK FLT CNDT FDC RCII BAH CXW=Bottom (Diversified Services)
FINA(91): 0.14% Top=YRD APO OMF TWNK LM NAVI SYF WDR ….. FMBI PBCT SIVB FNB UMPQ BKU WU NYCB=Bottom (Banks/Financials)
HEAL(47): 0.08% Top=GKOS OSUR IART ALGN PKI HLS OPK XRAY ….. ZBH UHS MD DVA NUVA MOH IRWD BKD=Bottom (Health)
REAL(102): 0.06% Top=UNIT CBL SC PEI GGP MAC WPG TCO ….. RLJ KRC FCH FR OUT REXR STAG GEO=Bottom (Real Estate)
TRAN(25): -0.07% Top=CSX TRN NSC SWFT KSU CNI XPO DAL ….. TK CP UAL EXPD CHRW JBLU SAVE LUV=Bottom (Transportation)
MANU(38): -0.14% Top=JKS ATI SNA RS DOV GGG LECO ROK ….. AGCO ITW PH RXN ITT FLS MRC DDD=Bottom (Manufacturing)
CHEM(30): -0.23% Top=ALB HUN VSM CE CC WLK EMN TROX ….. POL GRA CF PAH AGU POT MOS UNVR=Bottom (Chemicals/Fertilizers)
INSU(33): -0.47% Top=CNO RDN AFSI XL MBI CLGX MTG AEL ….. TRV PRU WRB FAF ORI ACGL VR MET=Bottom (Insurance)
MATE(29): -0.47% Top=WCN BECN TMHC SUM TPH KBH SRCL CAA ….. VMC EXP MDR MDC USG FAST FLR CBI=Bottom (Materials & Construction)
ENER(80): -1.71% Top=CRC XOG MTDR FANG INT MDU AR MMP ….. HK MRO RDC CRZO NFX SM QEP NBR=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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