daytrend

05/14/2018

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

Closing Stats
by daytrend on 20180514. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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

COMPARED TO YESTERDAY’S RANGE (20180514 Closing)
20.5% of stocks are above yesterday’s high.
43.6% are above yesterday’s midpoint. (56.4% are below.)
30.5% are below yesterday’s low.
48.9% are inside yesterday’s range.
50.7% of stocks with today’s high > yesterday’s high. (49.3% less than).
46.6% of stocks with today’s low < yesterday’s low. (53.4% greater than).

EVIDENCE OF INTRADAY TREND (20180514 Closing)
34.9% of stocks are above today’s open. (63.2% are below).
33.8% of stocks are above today’s open and yesterday’s close.
53.0% are below both.
11.1% of stocks opened above yesterday’s high.
75.6% of stocks opened above yesterday’s close. (19.8% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180514 Closing)
3.7% of stocks are in the top 10% of today’s range.
9.3% are in the top 20%.
31.1% are in the top half. 68.9% of stocks are in the bottom half of today’s range.
30.9% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20180514 Closing)
45.7% of stocks are above yesterday’s close. (54.3% are below.)
0.6% are up 4.5% or more. 1.1% are down 4.5% or more.
1.8% are up 3.5% or more. 2.6% are down 3.5% or more.
58.0% are between +1% and -1%.

RSI on DAILY (20180514 Closing)
2-day: >=95:12.5%…>=90:20.1%…>=80:30.8%…>=50:56.2%…<=20:17.1%…<=10:5.7%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.2%…>=50:69.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180514 Closing)
20.5% above previous 1 highs, 30.5% below previous 1 lows
16.5% above previous 2 highs, 20.8% below previous 2 lows
15.0% above previous 3 highs, 11.4% below previous 3 lows
14.3% above previous 4 highs, 7.7% below previous 4 lows
13.1% above previous 5 highs, 6.6% below previous 5 lows
12.8% above previous 6 highs, 3.9% below previous 6 lows
12.1% above previous 7 highs, 2.6% below previous 7 lows
11.1% above previous 8 highs, 2.0% below previous 8 lows
10.6% above previous 9 highs, 1.7% below previous 9 lows
9.2% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180514 Closing)
45.7% are above or equal to 5/11 close (1 days ago), 54.3% are below.
47.2% are above or equal to 5/10 close (2 days ago), 52.8% are below.
61.4% are above or equal to 5/9 close (3 days ago), 38.6% are below.
69.9% are above or equal to 5/8 close (4 days ago), 30.1% are below.
71.1% are above or equal to 5/7 close (5 days ago), 28.9% are below.
73.6% are above or equal to 5/4 close (6 days ago), 26.4% are below.
81.6% are above or equal to 5/3 close (7 days ago), 18.4% are below.
78.0% are above or equal to 5/2 close (8 days ago), 22.0% are below.
71.9% are above or equal to 5/1 close (9 days ago), 28.1% are below.
73.1% are above or equal to 4/30 close (10 days ago), 26.9% are below.
65.5% are above or equal to 4/27 close (11 days ago), 34.5% are below.
68.3% are above or equal to 4/26 close (12 days ago), 31.7% are below.
70.4% are above or equal to 4/25 close (13 days ago), 29.6% are below.
70.4% are above or equal to 4/24 close (14 days ago), 29.6% are below.
66.7% are above or equal to 4/23 close (15 days ago), 33.3% are below.
66.7% are above or equal to 4/20 close (16 days ago), 33.3% are below.
62.8% are above or equal to 4/19 close (17 days ago), 37.2% are below.
57.1% are above or equal to 4/18 close (18 days ago), 42.9% are below.
58.6% are above or equal to 4/17 close (19 days ago), 41.4% are below.
63.4% are above or equal to 4/16 close (20 days ago), 36.6% are below.
67.8% are above or equal to 4/13 close (21 days ago), 32.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180514 Closing)
20d: 19.7% new highs, 2.1% new lows
21d: 19.1% new highs, 2.1% new lows
42d: 13.3% new highs, 1.3% new lows
63d: 10.7% new highs, 0.8% new lows
126d: 7.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180514 Closing)
2-day: 44.5% above, 55.5% below
3-day: 45.1% above, 54.9% below
4-day: 52.4% above, 47.6% below
5-day: 59.7% above, 40.3% below
8-day: 71.1% above, 28.9% below
10-day: 73.7% above, 26.3% below
20-day: 69.4% above, 30.6% below
50-day: 64.0% above, 36.0% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180514 Closing)
ELEC(60): 1.10% Top=CAVM MRVL PI HIMX KLIC XLNX ICHR NANO ….. TSEM BRKS KEYS KEM FLEX SNPS MXL TTMI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(99): 1.03% Top=CRC SHLX SU RRC RMP DK LPI CRZO ….. DO EGN CXO XEC REN VNOM SOI WRD=Bottom (Energy)
RETA(60): 0.95% Top=TLRD CHS GME GPS CVS TGT LB DSW ….. BID LOW W CVNA BLDR ETSY MELI HUD=Bottom (Retail & Specialty Retail)
CHEM(30): 0.66% Top=NTR PPG CF MOS TROX HUN KRO FMC ….. CE RYAM OLN EMN CBT AXTA IFF FOE=Bottom (Chemicals/Fertilizers)
HEAL(52): 0.34% Top=GKOS UNH AET SIEN MOH DXCM ABT ESRX ….. NUVA ISRG EHC VAR STE ZBH MASI IART=Bottom (Health)
META(24): 0.05% Top=CNX TECK FMSA X SLCA STLD CCJ IAG ….. FCX CLF NUE FNV AG RGLD PAAS AA=Bottom (Metals & Mining)
CONS(59): -0.05% Top=GOOS TPX FL FN TUP DECK RL EPC ….. COTY OI CL CLX UAA PBI CROX MAT=Bottom (Consumer)
MANU(46): -0.07% Top=TEX FLS ESIO DDD AQUA DHR WBT DOV ….. CMI LII ZBRA MIDD GNRC MHK BDC TTC=Bottom (Manufacturing)
COHW(44): -0.13% Top=ACIA ATUS WDC QCOM FTR KN CASA EFII ….. CIEN VG ANET INFN PSTG EXTR I TDC=Bottom (Computer Hardware/Telecom)
FINA(94): -0.19% Top=FBP NAVI ATH AMP BEN CBOE IVZ NYCB ….. FMBI TCF KKR IBKR CLNS CNNE BOFI TWNK=Bottom (Banks/Financials)
DISV(57): -0.24% Top=WTW YY RCII ZTO FDC GDOT CNDT AL ….. MCO ATHN SBAC LDOS G HMSY ATGE CHGG=Bottom (Diversified Services)
INSU(37): -0.37% Top=BHF AGO SLF MCY MET MTG PFG LNC ….. TRV RGA ALL PGR AXS AJG CINF FG=Bottom (Insurance)
MATE(29): -0.39% Top=ADSW MDR SUM FLR TOL KBH PWR FAST ….. RYN MDC MLM CLH MAS OC PHM BECN=Bottom (Materials & Construction)
TRAN(27): -0.68% Top=TRN UPS CNI FDX WAB CP EXPD GWR ….. KSU UNP NSC SNDR DAL SSW SAVE AZUL=Bottom (Transportation)
REAL(108): -0.79% Top=MGP SC HST ALLY BAM LHO CIM GLPI ….. MAC AMH ESRT DOC GOV PEI COLD TCO=Bottom (Real Estate)
COSW(109): -1.01% Top=SYMC IQ SOHU AYX TWTR TRI SABR ALRM ….. TEAM DBX RHT YELP OKTA PAYC TWOU MTCH=Bottom (Computer Software/Internet)
LEIS(44): -1.08% Top=BYD MGM SIX CCL PK AGS EXPE LQ ….. CAKE PZZA DRI EAT TXRH BLMN SEAS DIN=Bottom (Leisure)

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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