daytrend

05/18/2018

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

Closing Stats
by daytrend on 20180518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 963.

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

COMPARED TO YESTERDAY’S RANGE (20180518 Closing)
19.6% of stocks are above yesterday’s high.
46.8% are above yesterday’s midpoint. (53.2% are below.)
23.6% are below yesterday’s low.
56.8% are inside yesterday’s range.
39.7% of stocks with today’s high > yesterday’s high. (60.3% less than).
46.8% of stocks with today’s low < yesterday’s low. (53.2% greater than).

EVIDENCE OF INTRADAY TREND (20180518 Closing)
45.4% of stocks are above today’s open. (53.0% are below).
40.6% of stocks are above today’s open and yesterday’s close.
47.9% are below both.
4.7% of stocks opened above yesterday’s high.
47.4% of stocks opened above yesterday’s close. (47.8% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180518 Closing)
6.1% of stocks are in the top 10% of today’s range.
15.4% are in the top 20%.
47.1% are in the top half. 52.9% of stocks are in the bottom half of today’s range.
24.5% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN (20180518 Closing)
47.2% of stocks are above yesterday’s close. (52.8% are below.)
0.7% are up 4.5% or more. 1.6% are down 4.5% or more.
1.2% are up 3.5% or more. 2.7% are down 3.5% or more.
64.6% are between +1% and -1%.

RSI on DAILY (20180518 Closing)
2-day: >=95:10.0%…>=90:16.6%…>=80:28.8%…>=50:53.5%…<=20:18.3%…<=10:9.8%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.5%…>=50:68.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:68.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180518 Closing)
19.6% above previous 1 highs, 23.6% below previous 1 lows
17.1% above previous 2 highs, 13.9% below previous 2 lows
15.1% above previous 3 highs, 9.1% below previous 3 lows
10.4% above previous 4 highs, 8.6% below previous 4 lows
9.4% above previous 5 highs, 8.1% below previous 5 lows
8.6% above previous 6 highs, 6.7% below previous 6 lows
8.1% above previous 7 highs, 5.4% below previous 7 lows
8.0% above previous 8 highs, 4.0% below previous 8 lows
7.8% above previous 9 highs, 3.4% below previous 9 lows
7.8% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180518 Closing)
47.2% are above or equal to 5/17 close (1 days ago), 52.8% are below.
52.6% are above or equal to 5/16 close (2 days ago), 47.4% are below.
64.8% are above or equal to 5/15 close (3 days ago), 35.2% are below.
57.5% are above or equal to 5/14 close (4 days ago), 42.5% are below.
54.1% are above or equal to 5/11 close (5 days ago), 45.9% are below.
53.6% are above or equal to 5/10 close (6 days ago), 46.4% are below.
62.0% are above or equal to 5/9 close (7 days ago), 38.0% are below.
67.7% are above or equal to 5/8 close (8 days ago), 32.3% are below.
70.1% are above or equal to 5/7 close (9 days ago), 29.9% are below.
72.9% are above or equal to 5/4 close (10 days ago), 27.1% are below.
77.9% are above or equal to 5/3 close (11 days ago), 22.1% are below.
76.8% are above or equal to 5/2 close (12 days ago), 23.2% are below.
72.3% are above or equal to 5/1 close (13 days ago), 27.7% are below.
72.8% are above or equal to 4/30 close (14 days ago), 27.2% are below.
66.4% are above or equal to 4/27 close (15 days ago), 33.6% are below.
69.0% are above or equal to 4/26 close (16 days ago), 31.0% are below.
69.9% are above or equal to 4/25 close (17 days ago), 30.1% are below.
70.4% are above or equal to 4/24 close (18 days ago), 29.6% are below.
67.0% are above or equal to 4/23 close (19 days ago), 33.0% are below.
65.5% are above or equal to 4/20 close (20 days ago), 34.5% are below.
63.0% are above or equal to 4/19 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180518 Closing)
20d: 11.8% new highs, 3.2% new lows
21d: 11.4% new highs, 3.2% new lows
42d: 9.7% new highs, 1.1% new lows
63d: 7.3% new highs, 0.9% new lows
126d: 4.9% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180518 Closing)
2-day: 45.8% above, 54.2% below
3-day: 49.9% above, 50.1% below
4-day: 56.2% above, 43.8% below
5-day: 56.1% above, 43.9% below
8-day: 59.4% above, 40.6% below
10-day: 63.6% above, 36.4% below
20-day: 70.5% above, 29.5% below
50-day: 64.2% above, 35.8% below
200-day: 60.6% above, 39.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180518 Closing)
MATE(30): 0.83% Top=EXP JELD KBH MLM VMC TOL MDC LEN ….. WCN SRCL ADSW FAST PWR WLH DAR CLH=Bottom (Materials & Construction)
COSW(107): 0.66% Top=SE TTD NEWR MDB NUAN TEAM YELP TWLO ….. AKAM GOOG DBX SOHU IQ TRIP AYX BIDU=Bottom (Computer Software/Internet)
MANU(45): 0.56% Top=DE MHK CMI HOLI RXN DOV ROK CAT ….. GE TEX ZBRA ATI MWA SNA AQUA ESIO=Bottom (Manufacturing)
REAL(106): 0.26% Top=WPG RLJ PEI PEB SHO CHSP GEO SRC ….. TCO INVH ESRT GLPI EDR ACC REG SBRA=Bottom (Real Estate)
TRAN(27): 0.19% Top=SNDR XPO AZUL TRN WAB CHRW JBHT UNP ….. AAL ALK CNI CP UPS ATSG JBLU UAL=Bottom (Transportation)
HEAL(50): 0.15% Top=TMO ALGN PKI TVTY ABMD A ABT MDXG ….. HAE ESRX XRAY MD MZOR THC NVRO NUVA=Bottom (Health)
INSU(36): -0.02% Top=AFSI AIZ PGR AJG AIG FAF FNF ORI ….. UNM TRV MBI MET MTG RGA PFG BHF=Bottom (Insurance)
DISV(54): -0.02% Top=CHGG ALLE AMN VRSK CNDT KTOS MYGN TRTN ….. FDC YY BKNG GDOT ABM R WTW CAR=Bottom (Diversified Services)
CONS(61): -0.05% Top=SEE BERY RL CROX CSL CRI FBHS HBI ….. KMB CHD UAA SPB EPC VSTO NWL BOOT=Bottom (Consumer)
CHEM(29): -0.05% Top=SHW IFF GRA APD RPM CF ASH PPG ….. HUN CC DWDP FMC TROX RYAM CBT VSM=Bottom (Chemicals/Fertilizers)
COHW(46): -0.17% Top=GDS ACIA QCOM VCRA PANW EXTR HRS INFN ….. FNSR KN ATUS I IMMR EFII WDC STX=Bottom (Computer Hardware/Telecom)
META(23): -0.50% Top=CENX PAAS FCX CMC WPM RGLD GG AA ….. CCJ AEM STLD SCCO TECK CNX X CLF=Bottom (Metals & Mining)
RETA(59): -0.57% Top=BLDR CARS TSCO SIG DSW HD FND BBBY ….. SFM BIG SBH WBA AN DKS CPRT GME=Bottom (Retail & Specialty Retail)
ENER(99): -0.57% Top=XOG LGCY KOS DO VNOM HPR WRD REN ….. MTDR RRC NBR LPI CPE GPOR RES SEP=Bottom (Energy)
FINA(90): -0.73% Top=LADR PYPL SYF WDR BLK LPLA SEIC RJF ….. LAZ STT CNNE JHG FITB CFG C VOYA=Bottom (Banks/Financials)
LEIS(45): -0.85% Top=STAY PK YUMC LQ TVPT HLT VAC MGM ….. PLNT SONC BLMN EAT CAKE JACK PLAY DIN=Bottom (Leisure)
ELEC(56): -1.36% Top=WAT BRKR AMBA AMD CAVM RUN HIMX FTV ….. KLIC LRCX KEM UCTT COHR AMAT ICHR SGH=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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