daytrend

05/22/2018

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

Closing Stats
by daytrend on 20180522. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

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

COMPARED TO YESTERDAY’S RANGE (20180522 Closing)
14.7% of stocks are above yesterday’s high.
37.9% are above yesterday’s midpoint. (62.1% are below.)
33.7% are below yesterday’s low.
51.6% are inside yesterday’s range.
56.0% of stocks with today’s high > yesterday’s high. (44.0% less than).
44.8% of stocks with today’s low < yesterday’s low. (55.2% greater than).

EVIDENCE OF INTRADAY TREND (20180522 Closing)
28.0% of stocks are above today’s open. (70.6% are below).
26.3% of stocks are above today’s open and yesterday’s close.
62.7% are below both.
13.6% of stocks opened above yesterday’s high.
73.2% of stocks opened above yesterday’s close. (20.2% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180522 Closing)
2.3% of stocks are in the top 10% of today’s range.
5.5% are in the top 20%.
22.1% are in the top half. 77.9% of stocks are in the bottom half of today’s range.
51.4% are in the bottom 20%.
33.7% are in the bottom 10%.

GAIN (20180522 Closing)
35.3% of stocks are above yesterday’s close. (64.7% are below.)
0.4% are up 4.5% or more. 1.5% are down 4.5% or more.
0.5% are up 3.5% or more. 3.9% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20180522 Closing)
2-day: >=95:6.4%…>=90:11.9%…>=80:23.0%…>=50:48.6%…<=20:16.3%…<=10:5.7%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.9%…>=50:69.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:69.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180522 Closing)
14.7% above previous 1 highs, 33.7% below previous 1 lows
13.2% above previous 2 highs, 18.0% below previous 2 lows
11.2% above previous 3 highs, 14.6% below previous 3 lows
10.2% above previous 4 highs, 9.8% below previous 4 lows
9.1% above previous 5 highs, 6.8% below previous 5 lows
7.5% above previous 6 highs, 6.2% below previous 6 lows
6.8% above previous 7 highs, 5.5% below previous 7 lows
6.5% above previous 8 highs, 4.9% below previous 8 lows
6.1% above previous 9 highs, 3.9% below previous 9 lows
5.8% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180522 Closing)
35.3% are above or equal to 5/21 close (1 days ago), 64.7% are below.
57.7% are above or equal to 5/18 close (2 days ago), 42.3% are below.
54.3% are above or equal to 5/17 close (3 days ago), 45.7% are below.
59.9% are above or equal to 5/16 close (4 days ago), 40.1% are below.
68.4% are above or equal to 5/15 close (5 days ago), 31.6% are below.
60.9% are above or equal to 5/14 close (6 days ago), 39.1% are below.
59.3% are above or equal to 5/11 close (7 days ago), 40.7% are below.
58.0% are above or equal to 5/10 close (8 days ago), 42.0% are below.
64.8% are above or equal to 5/9 close (9 days ago), 35.2% are below.
70.1% are above or equal to 5/8 close (10 days ago), 29.9% are below.
71.2% are above or equal to 5/7 close (11 days ago), 28.8% are below.
74.7% are above or equal to 5/4 close (12 days ago), 25.3% are below.
78.0% are above or equal to 5/3 close (13 days ago), 22.0% are below.
77.9% are above or equal to 5/2 close (14 days ago), 22.1% are below.
73.9% are above or equal to 5/1 close (15 days ago), 26.1% are below.
73.8% are above or equal to 4/30 close (16 days ago), 26.2% are below.
69.2% are above or equal to 4/27 close (17 days ago), 30.8% are below.
70.9% are above or equal to 4/26 close (18 days ago), 29.1% are below.
71.6% are above or equal to 4/25 close (19 days ago), 28.4% are below.
70.9% are above or equal to 4/24 close (20 days ago), 29.1% are below.
68.9% are above or equal to 4/23 close (21 days ago), 31.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180522 Closing)
20d: 23.5% new highs, 1.6% new lows
21d: 23.2% new highs, 1.6% new lows
42d: 18.3% new highs, 0.9% new lows
63d: 14.1% new highs, 0.7% new lows
126d: 8.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180522 Closing)
2-day: 34.5% above, 65.5% below
3-day: 46.8% above, 53.2% below
4-day: 50.3% above, 49.7% below
5-day: 52.5% above, 47.5% below
8-day: 58.4% above, 41.6% below
10-day: 60.5% above, 39.5% below
20-day: 72.3% above, 27.7% below
50-day: 67.5% above, 32.5% below
200-day: 62.8% above, 37.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180522 Closing)
ELEC(58): 0.35% Top=MU DQ SGH KEM XCRA MRVL AMBA CAVM ….. AYI MXL FSLR MTSI FTV SPWR PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(36): 0.29% Top=AEL PFG CNO LNC MET UNM PGR TMK ….. AFL AFSI AMBC FG AXS CLGX FNF AIZ=Bottom (Insurance)
REAL(103): 0.28% Top=KIM WPG HIW ROIC XHR BRX VNO MAA ….. HTA INVH OUT CUBE EDR AMH CONE COLD=Bottom (Real Estate)
FINA(91): 0.27% Top=FITB TWNK ATH SLM RF CMA WFC BBT ….. JHG CNNE WETF BGCP CBOE BOFI CDEV EV=Bottom (Banks/Financials)
HEAL(50): -0.27% Top=MDXG SYNH ABMD ESRX EHC PINC TMO GMED ….. ALGN BKD IART ISRG MZOR HAE THC MOH=Bottom (Health)
CONS(60): -0.34% Top=OI CCK BERY GOOS VSTO MAT BLL SEE ….. TUP BOOT CROX DECK TPR ENR TPX SNBR=Bottom (Consumer)
LEIS(43): -0.47% Top=PLAY PZZA ARMK SONC CCL SEAS MLCO QSR ….. MGM HLT WEN BYD RRR SHAK WING PLNT=Bottom (Leisure)
META(22): -0.53% Top=FCX CLF X TECK AG SCCO WPM AEM ….. FMSA GG SLCA AA NEM CNX CENX CCJ=Bottom (Metals & Mining)
COHW(45): -0.60% Top=WDC STX KN ACIA JNPR MSI EXTR VZ ….. ANET NTAP HRS IMMR ATUS CASA GDS PSTG=Bottom (Computer Hardware/Telecom)
COSW(105): -0.78% Top=IQ SYNT NUAN NATI NTES VIPS EPAY DATA ….. PFPT SQ BOX AYX SHOP TWOU OKTA YELP=Bottom (Computer Software/Internet)
DISV(53): -0.92% Top=ZTO FDC PAYX KBR EEFT ATHN ILG MA ….. CHGG FISV TRTN LDOS KTOS GDOT URI AMN=Bottom (Diversified Services)
MANU(45): -0.93% Top=HUBB ESIO AQUA WBT RS HON GE HOLI ….. KMT WTTR MRC DE PH CFX ATKR DDD=Bottom (Manufacturing)
CHEM(29): -1.01% Top=TROX ASH PAH IFF UNVR EMN FMC SMG ….. CC ALB DWDP HUN NTR PPG SHW RYAM=Bottom (Chemicals/Fertilizers)
TRAN(26): -1.29% Top=SSW ALK EXPD UAL CNI HTLD NSC CP ….. CHRW ODFL SNDR LUV JBHT SAVE AAL TRN=Bottom (Transportation)
RETA(59): -1.54% Top=TJX MELI SBH ROST GPS DSW CVS TSCO ….. TLRD BBY SFIX M RH DDS KSS GES=Bottom (Retail & Specialty Retail)
MATE(29): -1.67% Top=RYN WY FLR RSG SRCL WCN DAR WM ….. PWR OC KBH LEN WLH TPH JELD TOL=Bottom (Materials & Construction)
ENER(101): -1.70% Top=EQM NS RMP CVE DCP BWP MPLX ETE ….. GPOR CXO CRZO WPX WLL REN ERF LGCY=Bottom (Energy)

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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