daytrend

05/08/2018

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

Closing Stats
by daytrend on 20180508. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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

COMPARED TO YESTERDAY’S RANGE (20180508 Closing)
28.9% of stocks are above yesterday’s high.
60.9% are above yesterday’s midpoint. (39.1% are below.)
15.4% are below yesterday’s low.
55.7% are inside yesterday’s range.
51.0% of stocks with today’s high > yesterday’s high. (49.0% less than).
43.7% of stocks with today’s low < yesterday’s low. (56.3% greater than).

EVIDENCE OF INTRADAY TREND (20180508 Closing)
63.1% of stocks are above today’s open. (36.4% are below).
55.1% of stocks are above today’s open and yesterday’s close.
31.3% are below both.
6.3% of stocks opened above yesterday’s high.
38.5% of stocks opened above yesterday’s close. (55.2% opened below yesterday’s close).
9.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180508 Closing)
16.5% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
61.9% are in the top half. 38.1% of stocks are in the bottom half of today’s range.
10.6% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20180508 Closing)
61.0% of stocks are above yesterday’s close. (39.0% are below.)
2.2% are up 4.5% or more. 0.6% are down 4.5% or more.
3.8% are up 3.5% or more. 0.8% are down 3.5% or more.
56.9% are between +1% and -1%.

RSI on DAILY (20180508 Closing)
2-day: >=95:19.4%…>=90:30.8%…>=80:46.6%…>=50:70.6%…<=20:8.7%…<=10:3.7%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:4.5%…>=50:66.0%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:62.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180508 Closing)
28.9% above previous 1 highs, 15.4% below previous 1 lows
26.9% above previous 2 highs, 5.9% below previous 2 lows
25.3% above previous 3 highs, 3.1% below previous 3 lows
21.3% above previous 4 highs, 2.8% below previous 4 lows
19.7% above previous 5 highs, 2.5% below previous 5 lows
17.5% above previous 6 highs, 2.5% below previous 6 lows
16.3% above previous 7 highs, 2.3% below previous 7 lows
15.4% above previous 8 highs, 2.3% below previous 8 lows
14.6% above previous 9 highs, 2.1% below previous 9 lows
12.5% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180508 Closing)
61.0% are above or equal to 5/7 close (1 days ago), 39.0% are below.
70.0% are above or equal to 5/4 close (2 days ago), 30.0% are below.
82.5% are above or equal to 5/3 close (3 days ago), 17.5% are below.
77.1% are above or equal to 5/2 close (4 days ago), 22.9% are below.
68.0% are above or equal to 5/1 close (5 days ago), 32.0% are below.
68.7% are above or equal to 4/30 close (6 days ago), 31.3% are below.
60.6% are above or equal to 4/27 close (7 days ago), 39.4% are below.
62.1% are above or equal to 4/26 close (8 days ago), 37.9% are below.
65.5% are above or equal to 4/25 close (9 days ago), 34.5% are below.
65.8% are above or equal to 4/24 close (10 days ago), 34.2% are below.
58.9% are above or equal to 4/23 close (11 days ago), 41.1% are below.
59.6% are above or equal to 4/20 close (12 days ago), 40.4% are below.
55.3% are above or equal to 4/19 close (13 days ago), 44.7% are below.
50.2% are above or equal to 4/18 close (14 days ago), 49.8% are below.
52.6% are above or equal to 4/17 close (15 days ago), 47.4% are below.
56.5% are above or equal to 4/16 close (16 days ago), 43.5% are below.
62.3% are above or equal to 4/13 close (17 days ago), 37.7% are below.
60.2% are above or equal to 4/12 close (18 days ago), 39.8% are below.
62.8% are above or equal to 4/11 close (19 days ago), 37.2% are below.
61.0% are above or equal to 4/10 close (20 days ago), 39.0% are below.
69.5% are above or equal to 4/9 close (21 days ago), 30.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180508 Closing)
20d: 18.1% new highs, 4.3% new lows
21d: 18.1% new highs, 3.8% new lows
42d: 12.5% new highs, 2.8% new lows
63d: 10.3% new highs, 1.9% new lows
126d: 6.3% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180508 Closing)
2-day: 59.7% above, 40.3% below
3-day: 65.6% above, 34.4% below
4-day: 75.4% above, 24.6% below
5-day: 76.5% above, 23.5% below
8-day: 71.3% above, 28.7% below
10-day: 69.2% above, 30.8% below
20-day: 62.4% above, 37.6% below
50-day: 56.6% above, 43.4% below
200-day: 57.2% above, 42.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180508 Closing)
ENER(97): 1.36% Top=CRZO LPI ANDX WTI EGN XOG FANG MRO ….. VVV NFG SHLX ANDV MPC KOS RMP EQM=Bottom (Energy)
COSW(101): 1.07% Top=MDB IT NSIT COUP SQ BOX MDRX NCR ….. ATVI FIVN EQIX TRIP BSTI SABR SAIL JD=Bottom (Computer Software/Internet)
TRAN(27): 1.00% Top=EXPD ODFL SNDR SSW CHRW UNP AAL XPO ….. CSX CP JBLU ALK HTLD AZUL FDX UPS=Bottom (Transportation)
LEIS(42): 0.83% Top=SEAS ARMK SHAK DIN WEN H MAR EAT ….. PZZA YUMC PLAY SIX RCL STAY PLNT MLCO=Bottom (Leisure)
DISV(54): 0.69% Top=MYGN JEC ATHN KTOS KBR ACM ZTO HCSG ….. ULTA PAYX ZG CAR AAN AMN CXW RCII=Bottom (Diversified Services)
ELEC(59): 0.62% Top=AAOI SGH COHR KEM AYI NANO BRKS MCHP ….. WAT BRKR GLW ORBK HIMX TRMB UCTT TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 0.59% Top=DDD RXN AGCO GE KMT DE DOV SWK ….. BDC DHR HUBB MHK ITT BWXT TEX WBT=Bottom (Manufacturing)
MATE(29): 0.55% Top=MLM VMC EME MDR EXP BECN MDC TMHC ….. WCN MAS SRCL RSG WY DAR RYN JELD=Bottom (Materials & Construction)
CONS(60): 0.51% Top=FOSL FN CROX FL VSTO SKX UAA SNBR ….. KMB NKE CLX TUP COTY GOOS CCK SPB=Bottom (Consumer)
FINA(91): 0.51% Top=LPLA C MS CMA SIVB JPM DFS WETF ….. ICE BX CBOE IVZ NYCB EFX NAVI APO=Bottom (Banks/Financials)
RETA(59): 0.39% Top=BLDR W RH LL TLRD GES ROST DSW ….. BBBY M CVNA KMX CVS MELI BIG CASY=Bottom (Retail & Specialty Retail)
COHW(43): 0.10% Top=SSYS EXTR EFII HRS MRCY TDC ANET COMM ….. I VG TMUS CTL INFN ATUS GDS FTR=Bottom (Computer Hardware/Telecom)
META(22): -0.01% Top=CENX SLCA AG AEM CLF WPM FNV NEM ….. NUE ABX RGLD CMC CNX AA SCCO TECK=Bottom (Metals & Mining)
INSU(37): -0.11% Top=MTG RDN WLTW ACGL ORI PGR FAF ALL ….. CNO MET AIZ AEL MBI MCY AGO UNM=Bottom (Insurance)
CHEM(29): -0.30% Top=NTR WLK VSM OLN HUN POL ALB RPM ….. IFF FMC SMG PX DWDP TROX MOS RYAM=Bottom (Chemicals/Fertilizers)
HEAL(52): -0.45% Top=BKD HAE IRWD ACHC TVTY SIEN PRAH EHC ….. CNC GMED ANTM ESRX PINC OSUR DVA XRAY=Bottom (Health)
REAL(104): -0.62% Top=OHI SC SHO CUBE RLJ LHO EDR PEB ….. DDR CYS IVR GEO NLY CIM CONE PEI=Bottom (Real Estate)

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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