daytrend

08/09/2017

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

Closing Stats
by daytrend on 20170809. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20170809 Closing)
9.7% of stocks are above yesterday’s high.
27.8% are above yesterday’s midpoint. (72.2% are below.)
38.5% are below yesterday’s low.
51.8% are inside yesterday’s range.
18.5% of stocks with today’s high > yesterday’s high. (81.5% less than).
74.3% of stocks with today’s low < yesterday’s low. (25.7% greater than).

EVIDENCE OF INTRADAY TREND (20170809 Closing)
50.7% of stocks are above today’s open. (48.0% are below).
32.2% of stocks are above today’s open and yesterday’s close.
45.4% are below both.
3.2% of stocks opened above yesterday’s high.
18.4% of stocks opened above yesterday’s close. (79.3% opened below yesterday’s close).
38.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170809 Closing)
16.4% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
54.5% are in the top half. 45.5% of stocks are in the bottom half of today’s range.
14.0% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170809 Closing)
35.8% of stocks are above yesterday’s close. (64.2% are below.)
1.3% are up 4.5% or more. 2.3% are down 4.5% or more.
2.3% are up 3.5% or more. 3.2% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20170809 Closing)
2-day: >=95:3.9%…>=90:7.3%…>=80:12.3%…>=50:32.8%…<=20:35.8%…<=10:19.1%…<=5:9.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.6%…>=50:40.9%…<=20:4.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:43.8%…<=20:1.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170809 Closing)
9.7% above previous 1 highs, 38.5% below previous 1 lows
7.6% above previous 2 highs, 29.7% below previous 2 lows
6.6% above previous 3 highs, 25.1% below previous 3 lows
5.8% above previous 4 highs, 19.7% below previous 4 lows
4.8% above previous 5 highs, 16.6% below previous 5 lows
4.6% above previous 6 highs, 14.6% below previous 6 lows
4.5% above previous 7 highs, 13.6% below previous 7 lows
4.1% above previous 8 highs, 12.9% below previous 8 lows
3.5% above previous 9 highs, 12.2% below previous 9 lows
3.5% above previous 10 highs, 11.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170809 Closing)
35.8% are above or equal to 8/8 close (1 days ago), 64.2% are below.
29.9% are above or equal to 8/7 close (2 days ago), 70.1% are below.
38.4% are above or equal to 8/4 close (3 days ago), 61.6% are below.
46.6% are above or equal to 8/3 close (4 days ago), 53.4% are below.
43.2% are above or equal to 8/2 close (5 days ago), 56.8% are below.
34.8% are above or equal to 8/1 close (6 days ago), 65.2% are below.
39.6% are above or equal to 7/31 close (7 days ago), 60.4% are below.
41.3% are above or equal to 7/28 close (8 days ago), 58.7% are below.
38.4% are above or equal to 7/27 close (9 days ago), 61.6% are below.
38.0% are above or equal to 7/26 close (10 days ago), 62.0% are below.
34.5% are above or equal to 7/25 close (11 days ago), 65.5% are below.
40.5% are above or equal to 7/24 close (12 days ago), 59.5% are below.
41.1% are above or equal to 7/21 close (13 days ago), 58.9% are below.
40.5% are above or equal to 7/20 close (14 days ago), 59.5% are below.
38.8% are above or equal to 7/19 close (15 days ago), 61.2% are below.
45.5% are above or equal to 7/18 close (16 days ago), 54.5% are below.
43.5% are above or equal to 7/17 close (17 days ago), 56.5% are below.
43.3% are above or equal to 7/14 close (18 days ago), 56.7% are below.
48.2% are above or equal to 7/13 close (19 days ago), 51.8% are below.
49.1% are above or equal to 7/12 close (20 days ago), 50.9% are below.
53.8% are above or equal to 7/11 close (21 days ago), 46.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170809 Closing)
20d: 4.6% new highs, 20.1% new lows
21d: 4.6% new highs, 18.6% new lows
42d: 3.9% new highs, 11.6% new lows
63d: 3.4% new highs, 8.4% new lows
126d: 3.0% new highs, 6.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170809 Closing)
2-day: 35.1% above, 64.9% below
3-day: 30.6% above, 69.4% below
4-day: 31.5% above, 68.5% below
5-day: 36.1% above, 63.9% below
8-day: 37.7% above, 62.3% below
10-day: 36.9% above, 63.1% below
20-day: 40.0% above, 60.0% below
50-day: 49.2% above, 50.8% below
200-day: 59.1% above, 40.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170809 Closing)
META(23): 0.35% Top=FNV AGI AG SLCA ABX PAAS WPM GG ….. X CENX NUE TECK STLD CLF CMC AA=Bottom (Metals & Mining)
INSU(33): -0.00% Top=MBI WRB RDN TRV AON VR MTG XL ….. SLF LNC AIG MET FNF FAF PRU AFSI=Bottom (Insurance)
DISV(54): -0.04% Top=MYGN CAR CNDT KTOS VNTV YY HRB SSTK ….. URI ATGE ACM BAH AL CXW ZTO RBA=Bottom (Diversified Services)
ENER(81): -0.08% Top=XEC CLR ETE GPOR REN RSPP ETP PAA ….. PBF RIG DK SPN RDC DO CVI CJ=Bottom (Energy)
TRAN(25): -0.14% Top=JBHT CSX SWFT UNP CP TRN UPS GWR ….. EXPD XPO CHRW ALK UAL AAL DAL TK=Bottom (Transportation)
COSW(90): -0.28% Top=DXC SNAP GDDY TRIP NTES EQIX VEEV ADP ….. IT SSNC ACXM SABR VIPS TWOU MDRX LC=Bottom (Computer Software/Internet)
MATE(30): -0.31% Top=FAST TPH MLM PWR DHI DY CAA EXP ….. JELD KBH SUM WCN TMHC MAS MDC SRCL=Bottom (Materials & Construction)
RETA(60): -0.33% Top=KAR SHLD LL CPRT AN ETSY LOW HD ….. SBH SIG CHS GPS URBN TLRD W DSW=Bottom (Retail & Specialty Retail)
MANU(37): -0.37% Top=MRC DDD SNA GE MHK DE HON BWXT ….. CR ITT CRS TEX LECO FLS KMT ZBRA=Bottom (Manufacturing)
COHW(42): -0.45% Top=ZAYO VG HRS VRSN QCOM CCI AAPL JNPR ….. CNSL ANET CDW EFII CIEN S FNSR ACIA=Bottom (Computer Hardware/Telecom)
LEIS(43): -0.50% Top=WEN EXPE YUM DPZ TVPT RCL YUMC CMG ….. SBUX STAY EAT HGV MAR H GPRO RRR=Bottom (Leisure)
CHEM(30): -0.52% Top=IFF CF WLK SHW FMC DD APD PX ….. MOS VSM ASH OLN CC ALB UNVR PAH=Bottom (Chemicals/Fertilizers)
REAL(102): -0.54% Top=STWD NLY SRC TWO MFA AGNC AMT DDR ….. RLJ CCP DRH HR SBRA UNIT LGIH HPT=Bottom (Real Estate)
ELEC(58): -0.67% Top=IPHI TSEM UCTT BRKS NVDA IPGP GRMN SIMO ….. COHR HIMX PI CAVM AMKR AAOI OCLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(91): -0.80% Top=ICE CBOE NDAQ CME FII JHG IBKR BLK ….. SLM ATH NAVI WETF SIVB VOYA CLNS TWNK=Bottom (Banks/Financials)
HEAL(52): -0.95% Top=OPK ALGN BDX IRWD BAX ANTM PKI VAR ….. OSUR CYH NVRO MD GKOS THC PRAH XRAY=Bottom (Health)
CONS(58): -1.08% Top=EL ECL NKE EPC CHD PG SCSS SKX ….. WHR BLL DECK PBI GIII MAT WWW FOSL=Bottom (Consumer)

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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