daytrend

02/23/2018

Filed under: Market Stats — daytrend @ 8:47 am

Market Stats at End of Day
by daytrend on 20180222. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1000.

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

COMPARED TO YESTERDAY’S RANGE (20180222 EOD)
6.2% of stocks are above yesterday’s high.
24.4% are above yesterday’s midpoint. (75.6% are below.)
38.8% are below yesterday’s low.
55.0% are inside yesterday’s range.
25.3% of stocks with today’s high > yesterday’s high. (74.7% less than).
57.1% of stocks with today’s low < yesterday’s low. (42.9% greater than).

EVIDENCE OF INTRADAY TREND (20180222 EOD)
35.1% of stocks are above today’s open. (64.5% are below).
34.4% of stocks are above today’s open and yesterday’s close.
50.8% are below both.
2.2% of stocks opened above yesterday’s high.
87.8% of stocks opened above yesterday’s close. (9.9% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180222 EOD)
1.4% of stocks are in the top 10% of today’s range.
3.8% are in the top 20%.
22.0% are in the top half. 78.0% of stocks are in the bottom half of today’s range.
45.1% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20180222 EOD)
48.6% of stocks are above yesterday’s close. (51.4% are below.)
2.1% are up 4.5% or more. 2.6% are down 4.5% or more.
3.7% are up 3.5% or more. 3.4% are down 3.5% or more.
55.0% are between +1% and -1%.

RSI on DAILY (20180222 EOD)
2-day: >=95:3.4%…>=90:6.1%…>=80:13.1%…>=50:42.3%…<=20:25.6%…<=10:10.3%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:40.8%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:37.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180222 EOD)
6.2% above previous 1 highs, 38.8% below previous 1 lows
4.8% above previous 2 highs, 27.4% below previous 2 lows
3.7% above previous 3 highs, 23.1% below previous 3 lows
3.3% above previous 4 highs, 18.4% below previous 4 lows
3.2% above previous 5 highs, 8.4% below previous 5 lows
3.2% above previous 6 highs, 7.0% below previous 6 lows
3.2% above previous 7 highs, 6.0% below previous 7 lows
3.1% above previous 8 highs, 3.1% below previous 8 lows
2.8% above previous 9 highs, 3.1% below previous 9 lows
2.5% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180222 EOD)
48.6% are above or equal to 2/21 close (1 days ago), 51.4% are below.
36.2% are above or equal to 2/20 close (2 days ago), 63.8% are below.
29.7% are above or equal to 2/16 close (3 days ago), 70.3% are below.
34.3% are above or equal to 2/15 close (4 days ago), 65.7% are below.
48.2% are above or equal to 2/14 close (5 days ago), 51.8% are below.
71.0% are above or equal to 2/13 close (6 days ago), 29.0% are below.
70.7% are above or equal to 2/12 close (7 days ago), 29.3% are below.
77.7% are above or equal to 2/9 close (8 days ago), 22.3% are below.
82.2% are above or equal to 2/8 close (9 days ago), 17.8% are below.
56.2% are above or equal to 2/7 close (10 days ago), 43.8% are below.
52.2% are above or equal to 2/6 close (11 days ago), 47.8% are below.
62.5% are above or equal to 2/5 close (12 days ago), 37.5% are below.
32.4% are above or equal to 2/2 close (13 days ago), 67.6% are below.
20.3% are above or equal to 2/1 close (14 days ago), 79.7% are below.
21.0% are above or equal to 1/31 close (15 days ago), 79.0% are below.
21.2% are above or equal to 1/30 close (16 days ago), 78.8% are below.
18.4% are above or equal to 1/29 close (17 days ago), 81.6% are below.
16.3% are above or equal to 1/26 close (18 days ago), 83.7% are below.
19.7% are above or equal to 1/25 close (19 days ago), 80.3% are below.
18.6% are above or equal to 1/24 close (20 days ago), 81.4% are below.
19.0% are above or equal to 1/23 close (21 days ago), 81.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180222 EOD)
20d: 2.7% new highs, 4.9% new lows
21d: 2.6% new highs, 4.9% new lows
42d: 2.3% new highs, 4.6% new lows
63d: 2.3% new highs, 3.7% new lows
126d: 2.0% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180222 EOD)
2-day: 47.1% above, 52.9% below
3-day: 40.4% above, 59.6% below
4-day: 34.7% above, 65.3% below
5-day: 32.7% above, 67.3% below
8-day: 52.4% above, 47.6% below
10-day: 65.5% above, 34.5% below
20-day: 36.4% above, 63.6% below
50-day: 37.2% above, 62.8% below
200-day: 60.4% above, 39.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180222 EOD)
ENER(97): 1.10% Top=WLL GPOR PE OAS WPX CRC PTEN BHGE ….. TEP EQM SHLX BPL GEL APA CLR SM=Bottom (Energy)
REAL(114): 0.71% Top=WPG INVH STOR EXR AKR SUI SBRA DLR ….. RLJ ARI RLGY SC ALLY LHO CLI HASI=Bottom (Real Estate)
MANU(47): 0.70% Top=ZBRA MRC ATI CAT ATKR DOV RXN PH ….. WWD CFX OSIS JKS DDD TEX BDC ESIO=Bottom (Manufacturing)
DISV(59): 0.46% Top=CAR GDOT QUAD CNDT ACM URI FISV FDC ….. TRTN HCSG MYGN KTOS YY CHGG RCII CAI=Bottom (Diversified Services)
TRAN(30): 0.19% Top=ATSG TK NSC ODFL SNDR HTLD FDX UNP ….. KSU ALK YRCW SAVE DAL LUV DSKE TRN=Bottom (Transportation)
CHEM(33): 0.16% Top=WLK FMC DWDP APD NTR IFF CF VSM ….. OLN ASH FUL HUN GRA AXTA SMG RYAM=Bottom (Chemicals/Fertilizers)
META(22): -0.01% Top=PAAS FCX CNX SCCO AA FNV TECK X ….. WPM AEM TMST NEM ABX GG CMC CENX=Bottom (Metals & Mining)
LEIS(44): -0.03% Top=BLMN WEN CAKE JACK DIN WING EXPE STAY ….. CCL CMG SHAK RRR PLNT BYD LVS MLCO=Bottom (Leisure)
RETA(58): -0.06% Top=TLRD TGT DDS BURL M BIG KSS FND ….. CVS PAG SBH ETSY SFM BBBY AAP W=Bottom (Retail & Specialty Retail)
COSW(103): -0.17% Top=AYX ACIW CVG VMW SQ EQIX OKTA DNB ….. GWRE MTCH SWCH TTD TWTR TEAM SNAP HQY=Bottom (Computer Software/Internet)
CONS(60): -0.45% Top=WWW SPB ENR WHR AVY CCK BLL VFC ….. MAT VSTO UAA GIL FOSL SNBR GOOS TPX=Bottom (Consumer)
MATE(34): -0.59% Top=PWR OC EXP GVA DY MDR FLR RYN ….. KBH TMHC DHI BZH TPH JELD DAR SRCL=Bottom (Materials & Construction)
HEAL(51): -0.78% Top=ACHC PODD CYH ALGN IRWD IART PINC UHS ….. XRAY MASI MDXG OSUR CSII PRAH SYNH BKD=Bottom (Health)
COHW(47): -0.91% Top=PSTG IMMR ANET CCI HPQ AAPL MRCY JNPR ….. GDS BB EXTR ZAYO ACIA FTR MITL GOGO=Bottom (Computer Hardware/Telecom)
ELEC(65): -1.12% Top=PI IPHI MTSI SWKS AMD FTV XLNX AVGO ….. ICHR SPWR IPGP SNPS RUN UCTT TSEM AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(38): -1.18% Top=CLGX TRUP FNF FAF L AIG AFL XL ….. HTH AGO MTG CNO AXS JRVR AEL BHF=Bottom (Insurance)
FINA(98): -1.18% Top=PYPL EFX BGCP TROW VOYA APO TWNK LADR ….. KEY NAVI UMPQ ATH BKU EWBC SIVB WBS=Bottom (Banks/Financials)

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.
Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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