daytrend

08/11/2017

Filed under: Market Stats — daytrend @ 3:03 pm

Closing Stats
by daytrend on 20170811. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20170811 Closing)
9.8% of stocks are above yesterday’s high.
33.2% are above yesterday’s midpoint. (66.8% are below.)
29.6% are below yesterday’s low.
60.6% are inside yesterday’s range.
23.0% of stocks with today’s high > yesterday’s high. (77.0% less than).
74.0% of stocks with today’s low < yesterday’s low. (26.0% greater than).

EVIDENCE OF INTRADAY TREND (20170811 Closing)
66.8% of stocks are above today’s open. (32.5% are below).
51.7% of stocks are above today’s open and yesterday’s close.
29.8% are below both.
1.2% of stocks opened above yesterday’s high.
32.5% of stocks opened above yesterday’s close. (64.5% opened below yesterday’s close).
37.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170811 Closing)
10.3% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
59.1% are in the top half. 40.9% of stocks are in the bottom half of today’s range.
13.1% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20170811 Closing)
55.8% of stocks are above yesterday’s close. (44.2% are below.)
1.6% are up 4.5% or more. 0.5% are down 4.5% or more.
2.9% are up 3.5% or more. 0.8% are down 3.5% or more.
67.4% are between +1% and -1%.

RSI on DAILY (20170811 Closing)
2-day: >=95:0.9%…>=90:2.3%…>=80:4.9%…>=50:24.9%…<=20:43.1%…<=10:29.8%…<=5:18.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:24.8%…<=20:5.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.1%…<=20:1.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170811 Closing)
9.8% above previous 1 highs, 29.6% below previous 1 lows
4.6% above previous 2 highs, 26.6% below previous 2 lows
2.4% above previous 3 highs, 25.2% below previous 3 lows
2.2% above previous 4 highs, 24.1% below previous 4 lows
2.0% above previous 5 highs, 23.0% below previous 5 lows
1.6% above previous 6 highs, 20.5% below previous 6 lows
1.5% above previous 7 highs, 19.5% below previous 7 lows
1.5% above previous 8 highs, 18.7% below previous 8 lows
1.4% above previous 9 highs, 17.4% below previous 9 lows
1.2% above previous 10 highs, 16.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170811 Closing)
55.8% are above or equal to 8/10 close (1 days ago), 44.2% are below.
16.6% are above or equal to 8/9 close (2 days ago), 83.4% are below.
16.6% are above or equal to 8/8 close (3 days ago), 83.4% are below.
15.6% are above or equal to 8/7 close (4 days ago), 84.4% are below.
20.2% are above or equal to 8/4 close (5 days ago), 79.8% are below.
26.2% are above or equal to 8/3 close (6 days ago), 73.8% are below.
25.9% are above or equal to 8/2 close (7 days ago), 74.1% are below.
21.1% are above or equal to 8/1 close (8 days ago), 78.9% are below.
25.9% are above or equal to 7/31 close (9 days ago), 74.1% are below.
26.3% are above or equal to 7/28 close (10 days ago), 73.7% are below.
27.6% are above or equal to 7/27 close (11 days ago), 72.4% are below.
25.9% are above or equal to 7/26 close (12 days ago), 74.1% are below.
25.3% are above or equal to 7/25 close (13 days ago), 74.7% are below.
30.2% are above or equal to 7/24 close (14 days ago), 69.8% are below.
30.6% are above or equal to 7/21 close (15 days ago), 69.4% are below.
30.5% are above or equal to 7/20 close (16 days ago), 69.5% are below.
28.6% are above or equal to 7/19 close (17 days ago), 71.4% are below.
34.5% are above or equal to 7/18 close (18 days ago), 65.5% are below.
33.6% are above or equal to 7/17 close (19 days ago), 66.4% are below.
34.5% are above or equal to 7/14 close (20 days ago), 65.5% are below.
38.2% are above or equal to 7/13 close (21 days ago), 61.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170811 Closing)
20d: 1.7% new highs, 34.2% new lows
21d: 1.7% new highs, 33.2% new lows
42d: 1.4% new highs, 22.8% new lows
63d: 1.1% new highs, 14.7% new lows
126d: 0.8% new highs, 10.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170811 Closing)
2-day: 54.6% above, 45.4% below
3-day: 27.9% above, 72.1% below
4-day: 20.9% above, 79.1% below
5-day: 18.0% above, 82.0% below
8-day: 19.2% above, 80.8% below
10-day: 19.9% above, 80.1% below
20-day: 24.3% above, 75.7% below
50-day: 35.5% above, 64.5% below
200-day: 55.6% above, 44.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170811 Closing)
HEAL(52): 1.45% Top=CYH THC NUVA GKOS ACHC MDXG HOLX OPK ….. LH ANTM AET NXTM DXCM XRAY IRWD TVTY=Bottom (Health)
ELEC(58): 1.20% Top=ICHR UCTT CSIQ KEM SPWR AAOI BRKS LRCX ….. IPGP MTSI CRUS JBL INTC TTMI MXL NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(92): 1.05% Top=TTD TRIP AZPN MULE NTNX SHOP TWLO MTCH ….. CSRA JD DST TSS DOX NTES NUAN SNAP=Bottom (Computer Software/Internet)
COHW(43): 0.81% Top=EFII S SSYS STX VG ACIA TMUS SYNA ….. VIAV JNPR T INFN VSAT ZAYO FTR KN=Bottom (Computer Hardware/Telecom)
TRAN(24): 0.81% Top=TK JBHT SAVE SWFT XPO ODFL NSC UAL ….. CNI UPS LUV TRN AAL EXPD JBLU CHRW=Bottom (Transportation)
RETA(59): 0.76% Top=GNC FND URBN MELI MIK SBH ETSY DSW ….. CPRT WMT KR TLRD LB KORS KSS DDS=Bottom (Retail & Specialty Retail)
DISV(56): 0.43% Top=CAR CXW MYGN KTOS R BAH ULTA ATGE ….. MAN GPN SBAC PAYX AMN CNDT RRD ZTO=Bottom (Diversified Services)
CONS(60): 0.37% Top=VSTO GOOS WWW SKX PVH ELF TPX BC ….. GT CRI PAY UAA LULU MAT EL FOSL=Bottom (Consumer)
LEIS(44): 0.34% Top=DIN WING JACK YUMC EAT CMG HGV SHAK ….. CAKE SIX MLCO PLAY LVS BYD RRR PLNT=Bottom (Leisure)
CHEM(29): 0.28% Top=CC TROX OLN AXTA PAH POL GRA CE ….. FMC ASH PPG CF IFF UNVR MOS ALB=Bottom (Chemicals/Fertilizers)
MATE(31): 0.15% Top=GVA USG TMHC KBH DY TOL OC MAS ….. BECN VMC DAR SRCL MLM JELD CBI SUM=Bottom (Materials & Construction)
MANU(40): 0.09% Top=ATKR JKS MIDD DDD ZBRA LECO PH DHR ….. RXN ATI KMT DE CRS RS AGCO MRC=Bottom (Manufacturing)
ENER(81): -0.12% Top=HK XOG RIG LPI DO GPOR ECA KOS ….. ETE PAA ETP GEL PBF FTI FRAC RES=Bottom (Energy)
FINA(88): -0.16% Top=YRD TWNK ATH ESNT IVZ CLNS JHG AMTD ….. BOFI BAC BKU WBS FHN MTB MS RF=Bottom (Banks/Financials)
INSU(33): -0.18% Top=AFSI SLF AEL WLTW HIG AGO MET BRO ….. L FNF CINF RDN PGR TRV MBI CNO=Bottom (Insurance)
REAL(103): -0.53% Top=GEO CONE APLE LGIH INN GLPI COR MPW ….. SPG MAC SBRA CBL KIM PEI SKT UNIT=Bottom (Real Estate)
META(23): -0.61% Top=CENX AGI RGLD CCJ NEM AA FNV SLCA ….. CNX CMC FCX NUE STLD X AG WPM=Bottom (Metals & Mining)

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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