daytrend

05/07/2018

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

Closing Stats
by daytrend on 20180507. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20180507 Closing)
42.9% of stocks are above yesterday’s high.
82.3% are above yesterday’s midpoint. (17.7% are below.)
5.5% are below yesterday’s low.
51.6% are inside yesterday’s range.
75.9% of stocks with today’s high > yesterday’s high. (24.1% less than).
11.2% of stocks with today’s low < yesterday’s low. (88.8% greater than).

EVIDENCE OF INTRADAY TREND (20180507 Closing)
57.9% of stocks are above today’s open. (40.8% are below).
56.5% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
21.2% of stocks opened above yesterday’s high.
81.1% of stocks opened above yesterday’s close. (15.7% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180507 Closing)
7.3% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
55.3% are in the top half. 44.7% of stocks are in the bottom half of today’s range.
17.5% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20180507 Closing)
70.6% of stocks are above yesterday’s close. (29.4% are below.)
1.9% are up 4.5% or more. 0.4% are down 4.5% or more.
4.2% are up 3.5% or more. 1.2% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20180507 Closing)
2-day: >=95:17.1%…>=90:30.5%…>=80:48.4%…>=50:76.1%…<=20:7.4%…<=10:3.9%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.1%…>=50:63.6%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:59.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180507 Closing)
42.9% above previous 1 highs, 5.5% below previous 1 lows
38.5% above previous 2 highs, 3.9% below previous 2 lows
31.7% above previous 3 highs, 3.8% below previous 3 lows
29.1% above previous 4 highs, 3.4% below previous 4 lows
24.4% above previous 5 highs, 3.4% below previous 5 lows
22.5% above previous 6 highs, 3.3% below previous 6 lows
21.5% above previous 7 highs, 3.2% below previous 7 lows
20.7% above previous 8 highs, 3.0% below previous 8 lows
17.9% above previous 9 highs, 3.0% below previous 9 lows
16.8% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180507 Closing)
70.6% are above or equal to 5/4 close (1 days ago), 29.4% are below.
84.6% are above or equal to 5/3 close (2 days ago), 15.4% are below.
75.3% are above or equal to 5/2 close (3 days ago), 24.7% are below.
67.7% are above or equal to 5/1 close (4 days ago), 32.3% are below.
65.5% are above or equal to 4/30 close (5 days ago), 34.5% are below.
56.5% are above or equal to 4/27 close (6 days ago), 43.5% are below.
57.7% are above or equal to 4/26 close (7 days ago), 42.3% are below.
61.6% are above or equal to 4/25 close (8 days ago), 38.4% are below.
62.3% are above or equal to 4/24 close (9 days ago), 37.7% are below.
55.9% are above or equal to 4/23 close (10 days ago), 44.1% are below.
55.9% are above or equal to 4/20 close (11 days ago), 44.1% are below.
52.2% are above or equal to 4/19 close (12 days ago), 47.8% are below.
47.3% are above or equal to 4/18 close (13 days ago), 52.7% are below.
49.8% are above or equal to 4/17 close (14 days ago), 50.2% are below.
54.7% are above or equal to 4/16 close (15 days ago), 45.3% are below.
60.2% are above or equal to 4/13 close (16 days ago), 39.8% are below.
59.0% are above or equal to 4/12 close (17 days ago), 41.0% are below.
61.6% are above or equal to 4/11 close (18 days ago), 38.4% are below.
60.4% are above or equal to 4/10 close (19 days ago), 39.6% are below.
67.0% are above or equal to 4/9 close (20 days ago), 33.0% are below.
67.5% are above or equal to 4/6 close (21 days ago), 32.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180507 Closing)
20d: 23.5% new highs, 4.1% new lows
21d: 23.3% new highs, 4.1% new lows
42d: 16.7% new highs, 3.2% new lows
63d: 14.1% new highs, 2.2% new lows
126d: 8.4% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180507 Closing)
2-day: 69.5% above, 30.5% below
3-day: 79.0% above, 21.0% below
4-day: 79.6% above, 20.4% below
5-day: 75.9% above, 24.1% below
8-day: 66.6% above, 33.4% below
10-day: 65.2% above, 34.8% below
20-day: 60.8% above, 39.2% below
50-day: 54.6% above, 45.4% below
200-day: 57.4% above, 42.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180507 Closing)
DISV(53): 1.30% Top=ATHN YY ZG URI AMN MYGN KTOS CHGG ….. KBR MAN ALLE CAR ABM SCI SBAC AAN=Bottom (Diversified Services)
COHW(42): 1.21% Top=PSTG ACIA ZAYO I EXTR MRCY SSYS COMM ….. CTL T MSI CCI VZ TDS TMUS FTR=Bottom (Computer Hardware/Telecom)
COSW(99): 1.12% Top=HDP SINA BOX TEAM SQ CLDR AYX SOHU ….. ACN CYBR TRI APTI CSOD EQIX ALRM WIFI=Bottom (Computer Software/Internet)
MANU(44): 1.11% Top=TEX HEES WBT AGCO KMT ATI CAT DCI ….. GGG GE PH ETN MHK ITW DHR SWK=Bottom (Manufacturing)
REAL(103): 1.07% Top=GPT RLGY EPR STAG RLJ FR DDR REXR ….. INVH STWD ROIC KIM AMT MAC WELL CBRE=Bottom (Real Estate)
ELEC(58): 0.73% Top=AAOI SGH SPWR NVDA RUN KEM IPHI MTSI ….. SWKS COHR LRCX CRUS AYI MRVL AMKR TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(98): 0.65% Top=KOS NBR WTI RRC PDCE WRD CVE SOI ….. BHGE PBF COG NFG HP DK BWP EEP=Bottom (Energy)
FINA(91): 0.54% Top=WETF IBKR LAZ BK MS BEN ESNT RJF ….. COF BOFI AMP OMF NAVI KKR FII NYCB=Bottom (Banks/Financials)
TRAN(27): 0.43% Top=SSW XPO ODFL TRN GWR WAB SNDR CP ….. HTLD FDX DAL AAL UAL LUV ALK AZUL=Bottom (Transportation)
MATE(29): 0.35% Top=JELD DAR RYN FAST EME WCN OC TPH ….. KBH MAS MDR LEN RSG WM MDC FLR=Bottom (Materials & Construction)
META(22): 0.29% Top=SLCA CENX CMC CNX CCJ FNV TECK NEM ….. WPM X NUE ABX PAAS AG FCX SCCO=Bottom (Metals & Mining)
INSU(37): 0.28% Top=WLTW MET MBI PGR MCY AEL AXS CLGX ….. LNC TRV UNM FNF AIZ MTG AGO FG=Bottom (Insurance)
CONS(60): 0.25% Top=EPC MAT UAA IRBT GOOS PBI NKE LULU ….. CL WWW EL TPR CCK SNBR CROX FL=Bottom (Consumer)
CHEM(28): 0.19% Top=PAH UNVR OLN DWDP POL MOS RPM FMC ….. ALB SMG PPG VSM CC HUN NTR CF=Bottom (Chemicals/Fertilizers)
LEIS(42): 0.19% Top=EAT PLNT SHAK PK PLAY STAY WING DPZ ….. BYD TVPT DRI CCL SEAS BLMN RCL DIN=Bottom (Leisure)
HEAL(52): 0.09% Top=OSUR GKOS ACHC DXCM THC ALGN SIEN GMED ….. MOH ANTM HAE PINC HOLX PRAH IRWD XRAY=Bottom (Health)
RETA(60): -0.67% Top=BABA MELI ETSY W NFLX DSW BLDR CASY ….. WBA TGT HOME SFIX M DKS KSS FND=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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