daytrend

08/10/2017

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

Closing Stats
by daytrend on 20170810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20170810 Closing)
3.9% of stocks are above yesterday’s high.
11.1% are above yesterday’s midpoint. (88.9% are below.)
67.7% are below yesterday’s low.
28.4% are inside yesterday’s range.
17.4% of stocks with today’s high > yesterday’s high. (82.6% less than).
78.7% of stocks with today’s low < yesterday’s low. (21.3% greater than).

EVIDENCE OF INTRADAY TREND (20170810 Closing)
11.7% of stocks are above today’s open. (87.4% are below).
6.3% of stocks are above today’s open and yesterday’s close.
85.6% are below both.
3.4% of stocks opened above yesterday’s high.
12.5% of stocks opened above yesterday’s close. (85.2% opened below yesterday’s close).
22.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170810 Closing)
0.5% of stocks are in the top 10% of today’s range.
2.0% are in the top 20%.
11.4% are in the top half. 88.6% of stocks are in the bottom half of today’s range.
65.7% are in the bottom 20%.
45.5% are in the bottom 10%.

GAIN (20170810 Closing)
8.8% of stocks are above yesterday’s close. (91.2% are below.)
0.5% are up 4.5% or more. 5.5% are down 4.5% or more.
0.7% are up 3.5% or more. 12.2% are down 3.5% or more.
26.6% are between +1% and -1%.

RSI on DAILY (20170810 Closing)
2-day: >=95:0.4%…>=90:1.2%…>=80:3.3%…>=50:10.3%…<=20:70.8%…<=10:49.8%…<=5:29.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:22.1%…<=20:7.8%…<=10:0.4%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:27.5%…<=20:1.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170810 Closing)
3.9% above previous 1 highs, 67.7% below previous 1 lows
2.4% above previous 2 highs, 63.6% below previous 2 lows
2.2% above previous 3 highs, 59.6% below previous 3 lows
1.9% above previous 4 highs, 54.5% below previous 4 lows
1.3% above previous 5 highs, 48.5% below previous 5 lows
1.1% above previous 6 highs, 43.9% below previous 6 lows
1.1% above previous 7 highs, 41.9% below previous 7 lows
1.1% above previous 8 highs, 39.8% below previous 8 lows
1.1% above previous 9 highs, 36.1% below previous 9 lows
1.1% above previous 10 highs, 33.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170810 Closing)
8.8% are above or equal to 8/9 close (1 days ago), 91.2% are below.
13.6% are above or equal to 8/8 close (2 days ago), 86.4% are below.
14.3% are above or equal to 8/7 close (3 days ago), 85.7% are below.
16.9% are above or equal to 8/4 close (4 days ago), 83.1% are below.
22.9% are above or equal to 8/3 close (5 days ago), 77.1% are below.
22.7% are above or equal to 8/2 close (6 days ago), 77.3% are below.
19.7% are above or equal to 8/1 close (7 days ago), 80.3% are below.
23.9% are above or equal to 7/31 close (8 days ago), 76.1% are below.
24.2% are above or equal to 7/28 close (9 days ago), 75.8% are below.
25.0% are above or equal to 7/27 close (10 days ago), 75.0% are below.
24.8% are above or equal to 7/26 close (11 days ago), 75.2% are below.
24.9% are above or equal to 7/25 close (12 days ago), 75.1% are below.
29.8% are above or equal to 7/24 close (13 days ago), 70.2% are below.
29.3% are above or equal to 7/21 close (14 days ago), 70.7% are below.
28.8% are above or equal to 7/20 close (15 days ago), 71.2% are below.
28.8% are above or equal to 7/19 close (16 days ago), 71.2% are below.
34.9% are above or equal to 7/18 close (17 days ago), 65.1% are below.
33.6% are above or equal to 7/17 close (18 days ago), 66.4% are below.
35.0% are above or equal to 7/14 close (19 days ago), 65.0% are below.
37.9% are above or equal to 7/13 close (20 days ago), 62.1% are below.
38.4% are above or equal to 7/12 close (21 days ago), 61.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170810 Closing)
20d: 3.7% new highs, 32.7% new lows
21d: 3.7% new highs, 31.7% new lows
42d: 3.0% new highs, 19.5% new lows
63d: 2.4% new highs, 12.9% new lows
126d: 1.5% new highs, 8.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170810 Closing)
2-day: 8.1% above, 91.9% below
3-day: 10.5% above, 89.5% below
4-day: 10.9% above, 89.1% below
5-day: 11.3% above, 88.7% below
8-day: 14.1% above, 85.9% below
10-day: 15.6% above, 84.4% below
20-day: 23.6% above, 76.4% below
50-day: 36.0% above, 64.0% below
200-day: 55.0% above, 45.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170810 Closing)
META(23): 0.47% Top=PAAS AG AEM FNV GG RGLD ABX NEM ….. CENX SCCO TECK AA CNX CLF FCX CCJ=Bottom (Metals & Mining)
LEIS(43): -0.74% Top=PLNT EAT DRI BYD MCD SONC JACK WING ….. WYN RCL EXPE WYNN MGM CMG WEN GPRO=Bottom (Leisure)
REAL(103): -0.74% Top=SFR CONE REXR STAG EDR WRE INN OFC ….. SC ALLY MAC CBG CBL PEI WPG UNIT=Bottom (Real Estate)
INSU(33): -1.23% Top=MBI WRB TRV FAF XL ACGL VR AJG ….. FNF SLF LNC AFSI RDN MET PRU MTG=Bottom (Insurance)
ENER(81): -1.39% Top=CRZO GPOR PAGP XOG CLR RRC PDCE AR ….. RES CVE XEC DK BPL QEP OII REN=Bottom (Energy)
DISV(56): -1.45% Top=VNTV CNDT WTW BAH LDOS MMS SBAC FCN ….. RCII PCLN ACM URI SSTK ADS KBR ZG=Bottom (Diversified Services)
HEAL(52): -1.50% Top=VAR NUVA BDX BCR NXTM HCA HLS PRAH ….. HOLX GMED ALGN BKD OSUR NVRO OPK MDXG=Bottom (Health)
CHEM(29): -1.55% Top=POL AGU MON ASH AXTA SMG DOW DD ….. ALB RPM TROX UNVR MOS OLN CF CC=Bottom (Chemicals/Fertilizers)
TRAN(25): -1.56% Top=CHRW JBHT ALK CP SAVE UNP WAB TRN ….. KSU AAL JBLU ODFL UAL TK GWR XPO=Bottom (Transportation)
CONS(58): -1.57% Top=BERY GPK CL EPC CLX PG SPB SLGN ….. CSL LULU PAY PBI CRI IRBT RL WWW=Bottom (Consumer)
COHW(44): -1.91% Top=VSAT FTR CCI SSYS ATUS HRS CNSL LVLT ….. CDW AAPL CIEN INFN VIAV FNSR SYNA ACIA=Bottom (Computer Hardware/Telecom)
MANU(38): -1.96% Top=BWXT MRC AOS CRS CAT DHR XYL FLS ….. ITW IR PH AGCO DE KMT ATKR JKS=Bottom (Manufacturing)
FINA(89): -2.28% Top=ATH IBKR CBOE TROW NDAQ EFX ICE LPLA ….. ESNT SIVB SLM BK LAZ PB WAL TWNK=Bottom (Banks/Financials)
COSW(90): -2.53% Top=SNAP CSRA IBM MDRX FIS CYBR ADP COTV ….. SINA VEEV GDDY MDSO SHOP TTD TWLO NTES=Bottom (Computer Software/Internet)
ELEC(58): -3.12% Top=IPGP WAT APH SIMO TTMI AEIS INTC FLEX ….. TSEM ON AMD UCTT AAOI HIMX ICHR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -3.15% Top=RSG WM WY FLR WCN TPH DHI DY ….. TMHC KBH EXP GVA SRCL JELD MDR CBI=Bottom (Materials & Construction)
RETA(60): -3.53% Top=ETSY CARS COST SFM CVS CPRT HD AN ….. TLRD CHS AEO MELI SIG DKS M DDS=Bottom (Retail & Specialty Retail)

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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