daytrend

02/23/2018

Filed under: Market Stats — daytrend @ 6:54 pm

Closing Stats
by daytrend on 20180223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 999.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20180223 Closing)
40.3% of stocks are above yesterday’s high.
75.6% are above yesterday’s midpoint. (24.4% are below.)
5.4% are below yesterday’s low.
54.3% are inside yesterday’s range.
50.9% of stocks with today’s high > yesterday’s high. (49.1% less than).
29.8% of stocks with today’s low < yesterday’s low. (70.2% greater than).

EVIDENCE OF INTRADAY TREND (20180223 Closing)
76.9% of stocks are above today’s open. (22.1% are below).
76.2% of stocks are above today’s open and yesterday’s close.
10.5% are below both.
7.5% of stocks opened above yesterday’s high.
92.8% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).
1.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180223 Closing)
49.2% of stocks are in the top 10% of today’s range.
63.3% are in the top 20%.
86.4% are in the top half. 13.6% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20180223 Closing)
88.8% of stocks are above yesterday’s close. (11.2% are below.)
4.3% are up 4.5% or more. 1.0% are down 4.5% or more.
8.2% are up 3.5% or more. 1.2% are down 3.5% or more.
30.0% are between +1% and -1%.

RSI on DAILY (20180223 Closing)
2-day: >=95:7.4%…>=90:17.1%…>=80:39.8%…>=50:80.8%…<=20:6.1%…<=10:3.1%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:59.2%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180223 Closing)
40.3% above previous 1 highs, 5.4% below previous 1 lows
23.9% above previous 2 highs, 4.0% below previous 2 lows
17.9% above previous 3 highs, 3.2% below previous 3 lows
15.7% above previous 4 highs, 2.5% below previous 4 lows
14.9% above previous 5 highs, 2.3% below previous 5 lows
14.8% above previous 6 highs, 2.1% below previous 6 lows
14.3% above previous 7 highs, 2.1% below previous 7 lows
13.6% above previous 8 highs, 1.3% below previous 8 lows
13.5% above previous 9 highs, 1.1% below previous 9 lows
12.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180223 Closing)
88.8% are above or equal to 2/22 close (1 days ago), 11.2% are below.
75.0% are above or equal to 2/21 close (2 days ago), 25.0% are below.
68.3% are above or equal to 2/20 close (3 days ago), 31.7% are below.
54.4% are above or equal to 2/16 close (4 days ago), 45.6% are below.
58.4% are above or equal to 2/15 close (5 days ago), 41.6% are below.
67.0% are above or equal to 2/14 close (6 days ago), 33.0% are below.
80.4% are above or equal to 2/13 close (7 days ago), 19.6% are below.
79.5% are above or equal to 2/12 close (8 days ago), 20.5% are below.
84.4% are above or equal to 2/9 close (9 days ago), 15.6% are below.
85.9% are above or equal to 2/8 close (10 days ago), 14.1% are below.
67.1% are above or equal to 2/7 close (11 days ago), 32.9% are below.
62.5% are above or equal to 2/6 close (12 days ago), 37.5% are below.
70.4% are above or equal to 2/5 close (13 days ago), 29.6% are below.
43.4% are above or equal to 2/2 close (14 days ago), 56.6% are below.
29.1% are above or equal to 2/1 close (15 days ago), 70.9% are below.
29.9% are above or equal to 1/31 close (16 days ago), 70.1% are below.
30.8% are above or equal to 1/30 close (17 days ago), 69.2% are below.
23.8% are above or equal to 1/29 close (18 days ago), 76.2% are below.
22.6% are above or equal to 1/26 close (19 days ago), 77.4% are below.
25.8% are above or equal to 1/25 close (20 days ago), 74.2% are below.
24.8% are above or equal to 1/24 close (21 days ago), 75.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180223 Closing)
20d: 4.5% new highs, 2.4% new lows
21d: 4.1% new highs, 2.4% new lows
42d: 3.4% new highs, 2.1% new lows
63d: 3.3% new highs, 1.5% new lows
126d: 3.1% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180223 Closing)
2-day: 87.8% above, 12.2% below
3-day: 83.7% above, 16.3% below
4-day: 79.0% above, 21.0% below
5-day: 73.1% above, 26.9% below
8-day: 73.1% above, 26.9% below
10-day: 77.8% above, 22.2% below
20-day: 55.5% above, 44.5% below
50-day: 45.1% above, 54.9% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180223 Closing)
ENER(97): 2.14% Top=ERF REN OAS NFX DO PDCE OII PE ….. TEP EPD BHGE PUMP GEL WPZ CVI INT=Bottom (Energy)
COSW(103): 1.93% Top=TTD GDDY HPE SINA ACIW APTI ATVI DNB ….. CLDR ZEN AYX ANGI COTV GRUB CVG HDP=Bottom (Computer Software/Internet)
COHW(47): 1.87% Top=FTR TDS IMMR VG BB WDC ATUS STX ….. HRS INFN JNPR KN SYNA PSTG GOGO ACIA=Bottom (Computer Hardware/Telecom)
REAL(114): 1.60% Top=WPG AKR COR CLI CONE PEI OUT HPP ….. KRG SRC WRE ESRT AMH APLE ROIC QTS=Bottom (Real Estate)
CHEM(33): 1.59% Top=NTR MOS ALB AXTA CF FMC IFF EMN ….. POL PAH RPM UNVR OLN WLK SHW FUL=Bottom (Chemicals/Fertilizers)
FINA(98): 1.47% Top=LPLA NDAQ PYPL NTB IBKR HOMB COF UCBI ….. LAZ EFX BGCP SBCF PSEC TWNK SEIC CBOE=Bottom (Banks/Financials)
ELEC(65): 1.45% Top=ICHR HIMX MU UCTT INTC OCLR TXN AMKR ….. CREE GRMN XPER COHR TSEM CTRL MTSI FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): 1.38% Top=JWN AAP MELI URBN LL SIG KMX NFLX ….. TSCO DSW DKS DLTR TLRD SFM RH CHS=Bottom (Retail & Specialty Retail)
TRAN(30): 1.28% Top=DSKE ATSG XPO CHRW FDX TK JBLU EXPD ….. GWR ODFL HTLD CNI SAVE SNDR YRCW TRN=Bottom (Transportation)
DISV(59): 1.27% Top=TRTN YY QUAD CAR FISV CAI WP HRB ….. LDOS MMS GDOT AMN JEC RCII ZG KBR=Bottom (Diversified Services)
LEIS(44): 1.26% Top=PLNT YUMC BYD SONC MGM SEAS MLCO SIX ….. WEN WYN JACK TVPT LQ RRR H WING=Bottom (Leisure)
CONS(60): 1.07% Top=IRBT SNBR SKX FN PBI FOSL UAA UFS ….. CRI PAY PVH BMS BOOT HBI VSTO WWW=Bottom (Consumer)
INSU(38): 0.80% Top=TRUP AFSI WLTW MMC FAF MET MTG FNF ….. ORI AIG ACGL AXS HTH AGO MBI JRVR=Bottom (Insurance)
MANU(47): 0.73% Top=ZBRA ESIO ATI TTC CAT DHR TEX FLS ….. IR PH WWD GNRC RXN GE KMT JKS=Bottom (Manufacturing)
HEAL(50): 0.69% Top=SYNH PRAH ESRX BSX IART CSII ALGN MOH ….. UHS MD IRWD GMED ACHC BKD PODD MDXG=Bottom (Health)
META(22): 0.68% Top=SLCA CNX SCCO NEM FCX CMC CCJ FNV ….. TMST NUE CLF PAAS STLD ABX AA CENX=Bottom (Metals & Mining)
MATE(34): 0.50% Top=BECN USG DAR FAST MDR WLH WY RSG ….. LAYN MLM VMC PWR SRCL KBH MDC TPH=Bottom (Materials & Construction)

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/

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: