daytrend

08/08/2017

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

Closing Stats
by daytrend on 20170808. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20170808 Closing)
14.6% of stocks are above yesterday’s high.
37.6% are above yesterday’s midpoint. (62.4% are below.)
32.5% are below yesterday’s low.
52.9% are inside yesterday’s range.
51.2% of stocks with today’s high > yesterday’s high. (48.8% less than).
56.0% of stocks with today’s low < yesterday’s low. (44.0% greater than).

EVIDENCE OF INTRADAY TREND (20170808 Closing)
40.2% of stocks are above today’s open. (58.5% are below).
29.4% of stocks are above today’s open and yesterday’s close.
55.8% are below both.
5.8% of stocks opened above yesterday’s high.
21.6% of stocks opened above yesterday’s close. (71.5% opened below yesterday’s close).
14.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170808 Closing)
2.2% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
26.3% are in the top half. 73.7% of stocks are in the bottom half of today’s range.
34.0% are in the bottom 20%.
16.0% are in the bottom 10%.

GAIN (20170808 Closing)
33.5% of stocks are above yesterday’s close. (66.5% are below.)
1.5% are up 4.5% or more. 1.5% are down 4.5% or more.
2.4% are up 3.5% or more. 3.0% are down 3.5% or more.
61.9% are between +1% and -1%.

RSI on DAILY (20170808 Closing)
2-day: >=95:5.1%…>=90:9.2%…>=80:15.9%…>=50:40.2%…<=20:29.9%…<=10:15.6%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.1%…>=50:44.1%…<=20:4.0%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:48.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170808 Closing)
14.6% above previous 1 highs, 32.5% below previous 1 lows
11.0% above previous 2 highs, 23.9% below previous 2 lows
8.7% above previous 3 highs, 17.4% below previous 3 lows
7.5% above previous 4 highs, 13.9% below previous 4 lows
6.9% above previous 5 highs, 12.9% below previous 5 lows
6.4% above previous 6 highs, 12.2% below previous 6 lows
6.0% above previous 7 highs, 11.6% below previous 7 lows
5.0% above previous 8 highs, 10.4% below previous 8 lows
4.4% above previous 9 highs, 10.2% below previous 9 lows
4.4% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170808 Closing)
33.5% are above or equal to 8/7 close (1 days ago), 66.5% are below.
42.9% are above or equal to 8/4 close (2 days ago), 57.1% are below.
52.9% are above or equal to 8/3 close (3 days ago), 47.1% are below.
46.8% are above or equal to 8/2 close (4 days ago), 53.2% are below.
38.3% are above or equal to 8/1 close (5 days ago), 61.7% are below.
43.6% are above or equal to 7/31 close (6 days ago), 56.4% are below.
45.6% are above or equal to 7/28 close (7 days ago), 54.4% are below.
41.6% are above or equal to 7/27 close (8 days ago), 58.4% are below.
41.2% are above or equal to 7/26 close (9 days ago), 58.8% are below.
36.8% are above or equal to 7/25 close (10 days ago), 63.2% are below.
42.9% are above or equal to 7/24 close (11 days ago), 57.1% are below.
43.6% are above or equal to 7/21 close (12 days ago), 56.4% are below.
43.6% are above or equal to 7/20 close (13 days ago), 56.4% are below.
40.7% are above or equal to 7/19 close (14 days ago), 59.3% are below.
46.7% are above or equal to 7/18 close (15 days ago), 53.3% are below.
46.0% are above or equal to 7/17 close (16 days ago), 54.0% are below.
46.6% are above or equal to 7/14 close (17 days ago), 53.4% are below.
49.6% are above or equal to 7/13 close (18 days ago), 50.4% are below.
50.7% are above or equal to 7/12 close (19 days ago), 49.3% are below.
55.9% are above or equal to 7/11 close (20 days ago), 44.1% are below.
56.2% are above or equal to 7/10 close (21 days ago), 43.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170808 Closing)
20d: 12.2% new highs, 11.9% new lows
21d: 12.2% new highs, 11.6% new lows
42d: 10.0% new highs, 8.0% new lows
63d: 8.6% new highs, 6.7% new lows
126d: 6.5% new highs, 5.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170808 Closing)
2-day: 32.3% above, 67.7% below
3-day: 37.5% above, 62.5% below
4-day: 44.4% above, 55.6% below
5-day: 44.8% above, 55.2% below
8-day: 42.3% above, 57.7% below
10-day: 41.9% above, 58.1% below
20-day: 43.0% above, 57.0% below
50-day: 52.2% above, 47.8% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170808 Closing)
CONS(59): 0.41% Top=RL FOSL UAA SKX SEE FL ELY EPC ….. WRK NWL CHD FBHS KS HAS SCSS MAT=Bottom (Consumer)
DISV(54): 0.26% Top=RBA ACM WTW KTOS JEC AMN RRD FCN ….. MCO INFO WEX ADS PAYX SSTK CNDT CAR=Bottom (Diversified Services)
FINA(91): -0.01% Top=JHG FITB BOFI SYF AMP PNC DFS CBOE ….. LM ISBC TWNK FII WDR EFX ESNT WETF=Bottom (Banks/Financials)
INSU(33): -0.11% Top=AEL FNF MTG CNO LNC MET UNM AFL ….. AFSI XL BRO AIG MMC RDN WRB MBI=Bottom (Insurance)
RETA(61): -0.13% Top=KORS SHLD DSW GPS GES CHS TGT AEO ….. LB AZO KAR RH LL PAG GNC W=Bottom (Retail & Specialty Retail)
META(23): -0.17% Top=AA CENX SCCO TECK STLD WPM CCJ FNV ….. ABX AGI AEM CMC NEM FCX CLF SLCA=Bottom (Metals & Mining)
COHW(43): -0.22% Top=EFII VG UBNT ACIA FNSR ZAYO VIAV CIEN ….. CUDA COMM CTL ANET CNSL S FTR SYNA=Bottom (Computer Hardware/Telecom)
ELEC(59): -0.25% Top=OCLR MTSI IPHI KEM AAOI COHR AMBA TSEM ….. BRKR FSLR BRKS CREE AMD XPER TTMI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(29): -0.29% Top=DY TMHC CBI OC PWR TPH GVA TOL ….. KBH USG FAST MAS EXP MLM VMC SRCL=Bottom (Materials & Construction)
COSW(88): -0.41% Top=LC TWLO BL SQ ULTI JD BIDU TTWO ….. CTXS MULE OTEX SNAP IT ADP COTV ZEN=Bottom (Computer Software/Internet)
MANU(36): -0.44% Top=AGCO BWXT DE RXN ITT MRC ROK AOS ….. EMR PNR ETN DHR FLS JKS ATI DDD=Bottom (Manufacturing)
HEAL(50): -0.45% Top=BKD NVRO GKOS MDXG OSUR AMED MD ANTM ….. IART XRAY ZBH TMO PKI OPK CYH THC=Bottom (Health)
TRAN(25): -0.48% Top=NSC CSX KSU UNP SWFT ODFL CNI CHRW ….. DAL ALK TK LUV AAL JBLU WAB EXPD=Bottom (Transportation)
REAL(101): -0.49% Top=GEO SC BXMT TWO AIV DRE EDR NLY ….. PGRE LHO SHO CONE HST PEI DRH INN=Bottom (Real Estate)
LEIS(43): -0.97% Top=GPRO RCL LQ SHAK ARMK BLMN DNKN SIX ….. EXPE EAT DRI WYN HLT H SONC SEAS=Bottom (Leisure)
CHEM(30): -1.34% Top=AXTA AGU POT IFF MON FMC VSM CE ….. ASH MOS UNVR HUN OLN PAH CC ALB=Bottom (Chemicals/Fertilizers)
ENER(79): -1.35% Top=PXD RSPP OAS PE EGN SM XEC HK ….. ETE OII CRZO REN SPN PDCE PAGP PAA=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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