daytrend

05/11/2018

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

Closing Stats
by daytrend on 20180511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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

COMPARED TO YESTERDAY’S RANGE (20180511 Closing)
21.8% of stocks are above yesterday’s high.
57.1% are above yesterday’s midpoint. (42.9% are below.)
16.9% are below yesterday’s low.
61.2% are inside yesterday’s range.
60.1% of stocks with today’s high > yesterday’s high. (39.9% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20180511 Closing)
45.5% of stocks are above today’s open. (53.4% are below).
41.4% of stocks are above today’s open and yesterday’s close.
46.8% are below both.
9.0% of stocks opened above yesterday’s high.
57.3% of stocks opened above yesterday’s close. (35.5% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180511 Closing)
5.4% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
40.3% are in the top half. 59.7% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20180511 Closing)
49.3% of stocks are above yesterday’s close. (50.7% are below.)
1.0% are up 4.5% or more. 2.0% are down 4.5% or more.
2.0% are up 3.5% or more. 2.7% are down 3.5% or more.
70.6% are between +1% and -1%.

RSI on DAILY (20180511 Closing)
2-day: >=95:20.0%…>=90:28.7%…>=80:41.2%…>=50:70.6%…<=20:7.3%…<=10:3.5%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.7%…>=50:73.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180511 Closing)
21.8% above previous 1 highs, 16.9% below previous 1 lows
18.4% above previous 2 highs, 7.2% below previous 2 lows
17.3% above previous 3 highs, 4.4% below previous 3 lows
16.5% above previous 4 highs, 3.8% below previous 4 lows
15.8% above previous 5 highs, 2.7% below previous 5 lows
14.9% above previous 6 highs, 2.2% below previous 6 lows
13.6% above previous 7 highs, 2.0% below previous 7 lows
13.0% above previous 8 highs, 1.7% below previous 8 lows
11.4% above previous 9 highs, 1.6% below previous 9 lows
10.9% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180511 Closing)
49.3% are above or equal to 5/10 close (1 days ago), 50.7% are below.
69.2% are above or equal to 5/9 close (2 days ago), 30.8% are below.
76.5% are above or equal to 5/8 close (3 days ago), 23.5% are below.
75.2% are above or equal to 5/7 close (4 days ago), 24.8% are below.
77.3% are above or equal to 5/4 close (5 days ago), 22.7% are below.
83.1% are above or equal to 5/3 close (6 days ago), 16.9% are below.
80.7% are above or equal to 5/2 close (7 days ago), 19.3% are below.
74.3% are above or equal to 5/1 close (8 days ago), 25.7% are below.
74.2% are above or equal to 4/30 close (9 days ago), 25.8% are below.
68.6% are above or equal to 4/27 close (10 days ago), 31.4% are below.
68.3% are above or equal to 4/26 close (11 days ago), 31.7% are below.
71.0% are above or equal to 4/25 close (12 days ago), 29.0% are below.
70.6% are above or equal to 4/24 close (13 days ago), 29.4% are below.
66.0% are above or equal to 4/23 close (14 days ago), 34.0% are below.
66.2% are above or equal to 4/20 close (15 days ago), 33.8% are below.
62.8% are above or equal to 4/19 close (16 days ago), 37.2% are below.
57.6% are above or equal to 4/18 close (17 days ago), 42.4% are below.
59.7% are above or equal to 4/17 close (18 days ago), 40.3% are below.
64.3% are above or equal to 4/16 close (19 days ago), 35.7% are below.
69.3% are above or equal to 4/13 close (20 days ago), 30.7% are below.
66.8% are above or equal to 4/12 close (21 days ago), 33.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180511 Closing)
20d: 24.3% new highs, 2.1% new lows
21d: 24.1% new highs, 2.1% new lows
42d: 16.9% new highs, 1.5% new lows
63d: 14.4% new highs, 0.8% new lows
126d: 7.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180511 Closing)
2-day: 48.1% above, 51.9% below
3-day: 61.3% above, 38.7% below
4-day: 70.2% above, 29.8% below
5-day: 74.9% above, 25.1% below
8-day: 79.4% above, 20.6% below
10-day: 78.6% above, 21.4% below
20-day: 69.8% above, 30.2% below
50-day: 64.9% above, 35.1% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180511 Closing)
RETA(59): 0.69% Top=CHS CVS LOW CVNA TSCO AEO ETSY LB ….. BBBY EBAY BABA CARS NFLX BLDR MELI GME=Bottom (Retail & Specialty Retail)
TRAN(27): 0.50% Top=SSW CHRW DAL JBHT ODFL UAL AAL TRN ….. KSU ALK GWR CP WAB ATSG CNI AZUL=Bottom (Transportation)
MATE(29): 0.46% Top=MDR MLM EXP JELD VMC FAST PHM CLH ….. TMHC OC MDC WCN WM WY RYN BECN=Bottom (Materials & Construction)
HEAL(53): 0.44% Top=IRWD SYNH ALGN ANTM DXCM ESRX AET UNH ….. ACHC BSX NVRO GMED MDXG OSUR SIEN GKOS=Bottom (Health)
DISV(57): 0.38% Top=KTOS WTW MYGN RCII AMN SERV ROL HMSY ….. SBAC YY EEFT WP FDC ATGE AL ACM=Bottom (Diversified Services)
CONS(60): 0.20% Top=TPX MAT FL IP CRI EL VSTO SPB ….. CCK ELY SKX COTY NWL OI FOSL WWW=Bottom (Consumer)
INSU(37): 0.07% Top=SLF MBI FNF FAF MCY RGA MTG LNC ….. L AGO AEL HIG AJG PRU BHF CNO=Bottom (Insurance)
FINA(95): -0.02% Top=CLNS CBOE AMP JHG NTRS SCHW BLK FHN ….. OMF WU APO BGCP BX KKR TWNK CDEV=Bottom (Banks/Financials)
COSW(109): -0.05% Top=TTD CVG MDB MTCH IAC ZS WIFI ANGI ….. DOX CSOD ACIW TRI BOX NUAN YELP SYMC=Bottom (Computer Software/Internet)
MANU(46): -0.05% Top=ATKR ITT ZBRA XYL GNRC MHK MWA SNA ….. GE TEX CFX AQUA ESIO KMT DDD FLS=Bottom (Manufacturing)
META(24): -0.08% Top=TECK CLF STLD CMC CENX RGLD CCJ WPM ….. CNX FMSA AG SLCA SCCO NUE FNV IAG=Bottom (Metals & Mining)
COHW(44): -0.10% Top=I INFN GDS VZ ACIA COMM T MRCY ….. PANW VG SSYS EFII BB EXTR SYNA CASA=Bottom (Computer Hardware/Telecom)
CHEM(30): -0.33% Top=FMC UNVR KRO SMG MOS WLK APD PX ….. NTR RPM EMN FOE CE RYAM TROX PPG=Bottom (Chemicals/Fertilizers)
REAL(107): -0.38% Top=UNIT GGP DRH WPG OHI QTS DLR NLY ….. KRG ACC CUZ CTRE LGIH BDN SKT ALLY=Bottom (Real Estate)
LEIS(44): -0.62% Top=PLNT DNKN AGS MAR SEAS HLT VAC SHAK ….. BLMN WING MLCO EAT WYNN DIN MGM PZZA=Bottom (Leisure)
ENER(99): -0.63% Top=WTI CRC EEP SOI WMB FRAC REN OXY ….. RRC VNOM PE DO FANG BPL HPR JAG=Bottom (Energy)
ELEC(60): -0.99% Top=GLW FLEX KEYS APH AYI TRMB TEL SGH ….. NVDA COHR IPHI CAVM SPWR RUN PI KLIC=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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