daytrend

05/23/2018

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

Closing Stats
by daytrend on 20180523. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 957.

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

COMPARED TO YESTERDAY’S RANGE (20180523 Closing)
18.1% of stocks are above yesterday’s high.
36.6% are above yesterday’s midpoint. (63.4% are below.)
30.7% are below yesterday’s low.
51.2% are inside yesterday’s range.
24.2% of stocks with today’s high > yesterday’s high. (75.8% less than).
75.7% of stocks with today’s low < yesterday’s low. (24.3% greater than).

EVIDENCE OF INTRADAY TREND (20180523 Closing)
71.9% of stocks are above today’s open. (27.3% are below).
54.0% of stocks are above today’s open and yesterday’s close.
27.2% are below both.
1.7% of stocks opened above yesterday’s high.
12.9% of stocks opened above yesterday’s close. (84.1% opened below yesterday’s close).
50.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180523 Closing)
25.7% of stocks are in the top 10% of today’s range.
40.6% are in the top 20%.
74.2% are in the top half. 25.8% of stocks are in the bottom half of today’s range.
4.3% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20180523 Closing)
54.8% of stocks are above yesterday’s close. (45.2% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
1.7% are up 3.5% or more. 1.6% are down 3.5% or more.
62.2% are between +1% and -1%.

RSI on DAILY (20180523 Closing)
2-day: >=95:7.9%…>=90:15.2%…>=80:25.4%…>=50:52.0%…<=20:17.8%…<=10:7.8%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.1%…>=50:69.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180523 Closing)
18.1% above previous 1 highs, 30.7% below previous 1 lows
15.2% above previous 2 highs, 23.8% below previous 2 lows
14.7% above previous 3 highs, 16.0% below previous 3 lows
13.2% above previous 4 highs, 12.3% below previous 4 lows
11.2% above previous 5 highs, 8.9% below previous 5 lows
9.7% above previous 6 highs, 6.0% below previous 6 lows
7.2% above previous 7 highs, 5.1% below previous 7 lows
6.3% above previous 8 highs, 4.7% below previous 8 lows
5.7% above previous 9 highs, 4.1% below previous 9 lows
5.5% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180523 Closing)
54.8% are above or equal to 5/22 close (1 days ago), 45.2% are below.
41.0% are above or equal to 5/21 close (2 days ago), 59.0% are below.
57.4% are above or equal to 5/18 close (3 days ago), 42.6% are below.
55.5% are above or equal to 5/17 close (4 days ago), 44.5% are below.
59.9% are above or equal to 5/16 close (5 days ago), 40.1% are below.
68.8% are above or equal to 5/15 close (6 days ago), 31.2% are below.
61.1% are above or equal to 5/14 close (7 days ago), 38.9% are below.
59.0% are above or equal to 5/11 close (8 days ago), 41.0% are below.
58.2% are above or equal to 5/10 close (9 days ago), 41.8% are below.
65.2% are above or equal to 5/9 close (10 days ago), 34.8% are below.
71.3% are above or equal to 5/8 close (11 days ago), 28.7% are below.
73.8% are above or equal to 5/7 close (12 days ago), 26.2% are below.
76.0% are above or equal to 5/4 close (13 days ago), 24.0% are below.
80.3% are above or equal to 5/3 close (14 days ago), 19.7% are below.
78.6% are above or equal to 5/2 close (15 days ago), 21.4% are below.
74.7% are above or equal to 5/1 close (16 days ago), 25.3% are below.
74.8% are above or equal to 4/30 close (17 days ago), 25.2% are below.
69.6% are above or equal to 4/27 close (18 days ago), 30.4% are below.
70.7% are above or equal to 4/26 close (19 days ago), 29.3% are below.
73.0% are above or equal to 4/25 close (20 days ago), 27.0% are below.
71.9% are above or equal to 4/24 close (21 days ago), 28.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180523 Closing)
20d: 7.3% new highs, 3.6% new lows
21d: 7.2% new highs, 3.6% new lows
42d: 5.4% new highs, 2.2% new lows
63d: 4.7% new highs, 1.7% new lows
126d: 2.4% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180523 Closing)
2-day: 54.1% above, 45.9% below
3-day: 43.9% above, 56.1% below
4-day: 49.9% above, 50.1% below
5-day: 51.8% above, 48.2% below
8-day: 58.5% above, 41.5% below
10-day: 59.9% above, 40.1% below
20-day: 73.7% above, 26.3% below
50-day: 68.3% above, 31.7% below
200-day: 63.3% above, 36.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180523 Closing)
RETA(61): 1.42% Top=TIF LOW AAP LL JWN WSM NFLX MELI ….. TLRD SFM KAR URBN SFIX CVNA DSW TGT=Bottom (Retail & Specialty Retail)
REAL(103): 1.15% Top=QTS CONE WPG MGP CUZ ESRT GOV CTRE ….. SHO BXMT ABR TWO AMT RLGY OUT ALLY=Bottom (Real Estate)
COSW(104): 0.69% Top=SE SAIL INTU MDB CARG NEWR HDP IAC ….. NTES VIPS NCR ZS TWLO TWOU BSTI HPE=Bottom (Computer Software/Internet)
HEAL(51): 0.69% Top=MDXG ALGN NVRO ABMD GKOS NUVA HAE EW ….. A DGX LH TMO ANTM ESRX XRAY UHS=Bottom (Health)
MATE(31): 0.53% Top=TPH MDC PHM LEN DHI WLH KBH MAS ….. SRCL FAST OC DY WY PWR MDR FLR=Bottom (Materials & Construction)
CONS(60): 0.36% Top=RL VSTO LULU EL PVH FL TPR BERY ….. TPX SNBR NWL AVY GT SPB IRBT PBI=Bottom (Consumer)
DISV(53): 0.16% Top=ZG HCSG CHGG LDOS KTOS AAN FDC ADS ….. RHI TRTN INFO MAN ABM ACM AL KBR=Bottom (Diversified Services)
LEIS(44): 0.09% Top=MLCO PZZA WING MCD SEAS DNKN SBUX CBRL ….. RRR TSG SONC EXPE RCL PLNT SIX EAT=Bottom (Leisure)
CHEM(29): -0.09% Top=KRO SHW TROX SMG NTR MOS IFF HUN ….. DWDP FMC CBT ASH RPM GRA CF RYAM=Bottom (Chemicals/Fertilizers)
COHW(44): -0.17% Top=GDS ANET QCOM IMMR HRS ZAYO CDW MSI ….. HPQ CTL COMM VIAV PSTG TDS ACIA FTR=Bottom (Computer Hardware/Telecom)
INSU(35): -0.23% Top=AEL BHF CLGX WLTW BRO FNF PGR MET ….. LNC MBI PRU ACGL L RDN UNM AIG=Bottom (Insurance)
TRAN(26): -0.26% Top=CNI ODFL UNP CP KSU ALK SAVE EXPD ….. NSC XPO CHRW LUV JBLU SSW HTLD SNDR=Bottom (Transportation)
ELEC(58): -0.32% Top=BRKS NVDA IDTI MU INTC COHR AAOI SNPS ….. CSIQ PI FLEX FSLR XLNX SPWR HIMX DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): -0.38% Top=MIDD ATKR CAT DE DHR MRC DOV WBT ….. AME SNA WTTR TEX KMT TPIC FLS GE=Bottom (Manufacturing)
META(21): -0.40% Top=IAG NEM AEM ABX GG WPM FCX PAAS ….. NUE STLD CLF CNX CMC AA CENX TECK=Bottom (Metals & Mining)
FINA(91): -0.59% Top=WFC TWNK BOFI PYPL APO NDAQ ARCC ATH ….. AMP BAC TCF MTB KEY BEN CDEV FITB=Bottom (Banks/Financials)
ENER(101): -0.78% Top=WRD RMP OAS EQM SOI DK HFC DVN ….. PUMP HLX LPI XEC CRC LGCY JAG WTI=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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