daytrend

05/17/2018

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

Closing Stats
by daytrend on 20180517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 964.

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

COMPARED TO YESTERDAY’S RANGE (20180517 Closing)
30.7% of stocks are above yesterday’s high.
62.8% are above yesterday’s midpoint. (37.2% are below.)
13.8% are below yesterday’s low.
55.5% are inside yesterday’s range.
61.4% of stocks with today’s high > yesterday’s high. (38.6% less than).
32.4% of stocks with today’s low < yesterday’s low. (67.6% greater than).

EVIDENCE OF INTRADAY TREND (20180517 Closing)
59.2% of stocks are above today’s open. (39.2% are below).
53.4% of stocks are above today’s open and yesterday’s close.
35.1% are below both.
7.5% of stocks opened above yesterday’s high.
44.5% of stocks opened above yesterday’s close. (50.1% opened below yesterday’s close).
4.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180517 Closing)
5.7% of stocks are in the top 10% of today’s range.
17.5% are in the top 20%.
49.8% are in the top half. 50.2% of stocks are in the bottom half of today’s range.
16.6% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20180517 Closing)
59.0% of stocks are above yesterday’s close. (41.0% are below.)
1.5% are up 4.5% or more. 0.5% are down 4.5% or more.
3.4% are up 3.5% or more. 1.0% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20180517 Closing)
2-day: >=95:16.7%…>=90:25.3%…>=80:38.0%…>=50:63.6%…<=20:16.1%…<=10:9.9%…<=5:6.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:7.6%…>=50:70.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:70.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180517 Closing)
30.7% above previous 1 highs, 13.8% below previous 1 lows
26.8% above previous 2 highs, 8.7% below previous 2 lows
21.8% above previous 3 highs, 8.4% below previous 3 lows
19.5% above previous 4 highs, 8.3% below previous 4 lows
18.0% above previous 5 highs, 7.7% below previous 5 lows
16.9% above previous 6 highs, 5.9% below previous 6 lows
16.6% above previous 7 highs, 5.5% below previous 7 lows
16.0% above previous 8 highs, 5.0% below previous 8 lows
15.9% above previous 9 highs, 4.3% below previous 9 lows
15.6% above previous 10 highs, 3.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180517 Closing)
59.0% are above or equal to 5/16 close (1 days ago), 41.0% are below.
72.5% are above or equal to 5/15 close (2 days ago), 27.5% are below.
61.3% are above or equal to 5/14 close (3 days ago), 38.7% are below.
56.2% are above or equal to 5/11 close (4 days ago), 43.8% are below.
55.3% are above or equal to 5/10 close (5 days ago), 44.7% are below.
64.2% are above or equal to 5/9 close (6 days ago), 35.8% are below.
69.7% are above or equal to 5/8 close (7 days ago), 30.3% are below.
69.9% are above or equal to 5/7 close (8 days ago), 30.1% are below.
73.1% are above or equal to 5/4 close (9 days ago), 26.9% are below.
79.3% are above or equal to 5/3 close (10 days ago), 20.7% are below.
77.5% are above or equal to 5/2 close (11 days ago), 22.5% are below.
72.5% are above or equal to 5/1 close (12 days ago), 27.5% are below.
73.9% are above or equal to 4/30 close (13 days ago), 26.1% are below.
67.2% are above or equal to 4/27 close (14 days ago), 32.8% are below.
69.3% are above or equal to 4/26 close (15 days ago), 30.7% are below.
72.6% are above or equal to 4/25 close (16 days ago), 27.4% are below.
70.9% are above or equal to 4/24 close (17 days ago), 29.1% are below.
67.8% are above or equal to 4/23 close (18 days ago), 32.2% are below.
68.3% are above or equal to 4/20 close (19 days ago), 31.7% are below.
63.3% are above or equal to 4/19 close (20 days ago), 36.7% are below.
59.1% are above or equal to 4/18 close (21 days ago), 40.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180517 Closing)
20d: 19.8% new highs, 2.4% new lows
21d: 19.1% new highs, 2.4% new lows
42d: 16.3% new highs, 1.0% new lows
63d: 11.9% new highs, 0.7% new lows
126d: 7.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180517 Closing)
2-day: 57.6% above, 42.4% below
3-day: 67.9% above, 32.1% below
4-day: 64.4% above, 35.6% below
5-day: 61.6% above, 38.4% below
8-day: 63.7% above, 36.3% below
10-day: 68.4% above, 31.6% below
20-day: 72.7% above, 27.3% below
50-day: 64.3% above, 35.7% below
200-day: 60.1% above, 39.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180517 Closing)
ENER(98): 2.15% Top=HPR WPZ SPN PBF WTI PUMP CRC MPC ….. EPD BPL BHGE MDU DO REN MUSA JAG=Bottom (Energy)
CHEM(29): 0.84% Top=TROX CE ALB RYAM KRO CF UNVR MOS ….. WLK CBT OLN EMN SHW SMG NTR HUN=Bottom (Chemicals/Fertilizers)
META(23): 0.57% Top=CLF CENX FMSA CNX CMC SLCA NUE AA ….. SCCO ABX FNV TECK CCJ GG AEM NEM=Bottom (Metals & Mining)
MATE(30): 0.52% Top=DAR TPH MDC TMHC WLH KBH TOL OC ….. RSG WCN ADSW MAS EXP SUM VMC MLM=Bottom (Materials & Construction)
FINA(90): 0.49% Top=CDEV VOYA RJF CNNE PYPL KKR HBAN KEY ….. JPM UMPQ TWNK C GS BAC APO WFC=Bottom (Banks/Financials)
HEAL(52): 0.43% Top=ESRX A MOH OSUR GKOS ALGN SYNH SIEN ….. LH EW ABMD HYH ISRG NVRO RMD IRWD=Bottom (Health)
INSU(36): 0.36% Top=AIG AEL LNC PRU UNM BHF BRO CNO ….. FG RGA CLGX MTG ALL AXS AMBC PGR=Bottom (Insurance)
CONS(61): 0.35% Top=SPB GPK HBI SNBR NWL TUP WHR DECK ….. FL NKE UFS UAA FN WWW MAT COTY=Bottom (Consumer)
MANU(45): 0.31% Top=AGCO RS FLS IR KMT ITT EMR MRC ….. TEX CMI ESIO HOLI MIDD ZBRA AQUA DDD=Bottom (Manufacturing)
RETA(59): 0.29% Top=DDS FND M AEO AN KR BBBY KORS ….. NFLX BIG CHS BABA KSS WMT MELI DKS=Bottom (Retail & Specialty Retail)
DISV(54): 0.23% Top=YY TRTN KBR ULTA CAR HMSY CHGG ATGE ….. PAYX HCSG ACM FDC GPN LDOS ZG CXW=Bottom (Diversified Services)
COHW(46): 0.23% Top=I EXTR ATUS EFII KN VCRA TDC MRCY ….. CCI IMMR NTAP T CASA ACIA CSCO GDS=Bottom (Computer Hardware/Telecom)
TRAN(27): -0.02% Top=CHRW SNDR NSC SSW CNI UNP TRN FDX ….. WAB ATSG DAL JBLU ALK AAL LUV AZUL=Bottom (Transportation)
COSW(106): -0.08% Top=NEWR YELP SHOP APPN ACIW FIVN AKAM EPAY ….. MANH IT SE CRM SQ VIPS COUP NTES=Bottom (Computer Software/Internet)
LEIS(45): -0.28% Top=SEAS DIN SHAK BYD RRR EAT AGS TXRH ….. WYNN CMG PZZA DRI TSG MAR WYN JACK=Bottom (Leisure)
REAL(107): -0.37% Top=COLD ABR ALLY LHO ROIC RLGY BRX KRG ….. HIW EDR AIV WELL DRE CUZ CONE QTS=Bottom (Real Estate)
ELEC(56): -0.61% Top=SPWR RUN PI AYI CREE BRKR AAOI SWKS ….. FSLR HIMX AMAT UCTT MU DQ AMBA KEM=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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