daytrend

05/16/2018

Filed under: Market Stats — daytrend @ 3:53 pm

Closing Stats
by daytrend on 20180516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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

COMPARED TO YESTERDAY’S RANGE (20180516 Closing)
43.5% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
8.4% are below yesterday’s low.
48.1% are inside yesterday’s range.
67.5% of stocks with today’s high > yesterday’s high. (32.5% less than).
24.6% of stocks with today’s low < yesterday’s low. (75.4% greater than).

EVIDENCE OF INTRADAY TREND (20180516 Closing)
69.4% of stocks are above today’s open. (29.7% are below).
66.3% of stocks are above today’s open and yesterday’s close.
23.0% are below both.
11.2% of stocks opened above yesterday’s high.
58.6% of stocks opened above yesterday’s close. (34.4% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180516 Closing)
9.3% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
63.0% are in the top half. 37.0% of stocks are in the bottom half of today’s range.
12.0% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20180516 Closing)
73.9% of stocks are above yesterday’s close. (26.1% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.9% are up 3.5% or more. 0.5% are down 3.5% or more.
61.2% are between +1% and -1%.

RSI on DAILY (20180516 Closing)
2-day: >=95:14.9%…>=90:22.2%…>=80:35.5%…>=50:63.1%…<=20:16.1%…<=10:9.0%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.9%…>=50:69.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180516 Closing)
43.5% above previous 1 highs, 8.4% below previous 1 lows
24.4% above previous 2 highs, 8.0% below previous 2 lows
21.3% above previous 3 highs, 7.3% below previous 3 lows
20.0% above previous 4 highs, 6.7% below previous 4 lows
18.7% above previous 5 highs, 5.3% below previous 5 lows
17.9% above previous 6 highs, 4.9% below previous 6 lows
17.3% above previous 7 highs, 4.7% below previous 7 lows
16.9% above previous 8 highs, 4.0% below previous 8 lows
16.5% above previous 9 highs, 3.1% below previous 9 lows
15.6% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180516 Closing)
73.9% are above or equal to 5/15 close (1 days ago), 26.1% are below.
58.2% are above or equal to 5/14 close (2 days ago), 41.8% are below.
54.2% are above or equal to 5/11 close (3 days ago), 45.8% are below.
52.2% are above or equal to 5/10 close (4 days ago), 47.8% are below.
64.2% are above or equal to 5/9 close (5 days ago), 35.8% are below.
70.0% are above or equal to 5/8 close (6 days ago), 30.0% are below.
71.0% are above or equal to 5/7 close (7 days ago), 29.0% are below.
72.8% are above or equal to 5/4 close (8 days ago), 27.2% are below.
79.2% are above or equal to 5/3 close (9 days ago), 20.8% are below.
77.3% are above or equal to 5/2 close (10 days ago), 22.7% are below.
72.8% are above or equal to 5/1 close (11 days ago), 27.2% are below.
73.5% are above or equal to 4/30 close (12 days ago), 26.5% are below.
66.2% are above or equal to 4/27 close (13 days ago), 33.8% are below.
67.5% are above or equal to 4/26 close (14 days ago), 32.5% are below.
71.0% are above or equal to 4/25 close (15 days ago), 29.0% are below.
70.5% are above or equal to 4/24 close (16 days ago), 29.5% are below.
66.8% are above or equal to 4/23 close (17 days ago), 33.2% are below.
66.7% are above or equal to 4/20 close (18 days ago), 33.3% are below.
62.6% are above or equal to 4/19 close (19 days ago), 37.4% are below.
57.6% are above or equal to 4/18 close (20 days ago), 42.4% are below.
59.5% are above or equal to 4/17 close (21 days ago), 40.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180516 Closing)
20d: 16.0% new highs, 2.6% new lows
21d: 15.7% new highs, 2.6% new lows
42d: 12.2% new highs, 1.3% new lows
63d: 9.1% new highs, 1.2% new lows
126d: 5.9% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180516 Closing)
2-day: 72.9% above, 27.1% below
3-day: 63.9% above, 36.1% below
4-day: 58.9% above, 41.1% below
5-day: 57.0% above, 43.0% below
8-day: 64.8% above, 35.2% below
10-day: 70.2% above, 29.8% below
20-day: 70.9% above, 29.1% below
50-day: 64.0% above, 36.0% below
200-day: 61.1% above, 38.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180516 Closing)
CONS(59): 1.83% Top=BOOT UAA PKG FOSL CROX GOOS FN COTY ….. SEE EPC PVH LEG CHD DECK BERY TPR=Bottom (Consumer)
ELEC(56): 1.38% Top=AMBA SGH TER MU KEM ICHR AMD AAOI ….. MCHP KEYS TSEM AVGO CAVM FSLR SPWR RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(23): 1.20% Top=X FCX NUE STLD CMC TECK AG CLF ….. AEM WPM ABX CCJ FNV RGLD AA FMSA=Bottom (Metals & Mining)
RETA(58): 1.15% Top=M MELI BLDR AEO URBN CHS TGT LB ….. SBH FND AAP DLTR HD DDS CARS LL=Bottom (Retail & Specialty Retail)
CHEM(29): 1.05% Top=CE KRO AXTA SMG FMC CC UNVR OLN ….. PPG SHW CBT APD PX IFF NTR CF=Bottom (Chemicals/Fertilizers)
LEIS(45): 0.92% Top=CMG TSG SEAS WYN PLNT PZZA SONC EAT ….. DPZ MLCO ARMK DRI MCD QSR PK WEN=Bottom (Leisure)
COHW(46): 0.83% Top=WDC IMMR ATUS STX CASA EFII PSTG COMM ….. CCI CTL MSI CSCO HRS BB PANW SSYS=Bottom (Computer Hardware/Telecom)
HEAL(52): 0.76% Top=MDXG OSUR GMED HOLX SYK NUVA HCA STE ….. XRAY MOH PINC DGX DXCM A SYNH NVRO=Bottom (Health)
ENER(99): 0.67% Top=RRC OAS NBR FANG WPZ WPX BHGE BWP ….. MDU ANDX MPC VLO SOI LPI INT CRZO=Bottom (Energy)
MANU(46): 0.66% Top=ATI ESIO GE TTC BDC DDD TEX AGCO ….. ATKR AQUA IR FLS SWK XYL ROP ITW=Bottom (Manufacturing)
TRAN(27): 0.65% Top=CNI LUV UAL JBLU SAVE DAL AAL SNDR ….. GWR FDX EXPD CP ATSG XPO AZUL SSW=Bottom (Transportation)
MATE(29): 0.62% Top=MDR TPH TOL JELD FLR MAS TMHC FAST ….. CLH EXP LEN SUM WM RSG OC BECN=Bottom (Materials & Construction)
DISV(55): 0.50% Top=MYGN CHGG URI ZG CXW WTW CAR HMSY ….. ATHN VRSK FDC SERV MAN GDOT WP KTOS=Bottom (Diversified Services)
INSU(38): 0.45% Top=AIZ RDN MTG CLGX SLF UNM ORI MCY ….. LNC AJG WLTW PGR AEL MBI FNF BHF=Bottom (Insurance)
FINA(92): 0.41% Top=KKR TROW RJF BOFI DFS WDR FHN ESNT ….. PNC KEY CNNE VLY ATH JHG C CDEV=Bottom (Banks/Financials)
COSW(109): 0.40% Top=VIPS BIDU DBX SQ ACIW CERN APTI AYX ….. SINA NOW FEYE HDP VMW AKAM CVG IQ=Bottom (Computer Software/Internet)
REAL(108): -0.12% Top=LGIH COLD CTRE GEO QTS GLPI RLJ OHI ….. PLD PDM SLG HPP ACC DOC BXP ESRT=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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