daytrend

05/24/2018

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

Closing Stats
by daytrend on 20180524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 955.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20180524 Closing)
28.4% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
12.9% are below yesterday’s low.
58.7% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20180524 Closing)
54.0% of stocks are above today’s open. (44.8% are below).
41.6% of stocks are above today’s open and yesterday’s close.
41.7% are below both.
9.0% of stocks opened above yesterday’s high.
36.8% of stocks opened above yesterday’s close. (59.2% opened below yesterday’s close).
6.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180524 Closing)
10.9% of stocks are in the top 10% of today’s range.
25.4% are in the top 20%.
65.8% are in the top half. 34.2% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20180524 Closing)
45.4% of stocks are above yesterday’s close. (54.6% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.9% are up 3.5% or more. 1.8% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20180524 Closing)
2-day: >=95:6.4%…>=90:11.8%…>=80:20.8%…>=50:50.6%…<=20:24.1%…<=10:12.1%…<=5:6.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.5%…>=50:66.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:68.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180524 Closing)
28.4% above previous 1 highs, 12.9% below previous 1 lows
14.2% above previous 2 highs, 12.5% below previous 2 lows
11.6% above previous 3 highs, 11.1% below previous 3 lows
11.1% above previous 4 highs, 9.4% below previous 4 lows
10.3% above previous 5 highs, 8.7% below previous 5 lows
9.7% above previous 6 highs, 7.6% below previous 6 lows
9.2% above previous 7 highs, 6.4% below previous 7 lows
8.0% above previous 8 highs, 6.1% below previous 8 lows
7.3% above previous 9 highs, 5.0% below previous 9 lows
7.0% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180524 Closing)
45.4% are above or equal to 5/23 close (1 days ago), 54.6% are below.
52.8% are above or equal to 5/22 close (2 days ago), 47.2% are below.
41.2% are above or equal to 5/21 close (3 days ago), 58.8% are below.
55.9% are above or equal to 5/18 close (4 days ago), 44.1% are below.
52.6% are above or equal to 5/17 close (5 days ago), 47.4% are below.
58.8% are above or equal to 5/16 close (6 days ago), 41.2% are below.
65.8% are above or equal to 5/15 close (7 days ago), 34.2% are below.
59.4% are above or equal to 5/14 close (8 days ago), 40.6% are below.
58.1% are above or equal to 5/11 close (9 days ago), 41.9% are below.
56.2% are above or equal to 5/10 close (10 days ago), 43.8% are below.
63.9% are above or equal to 5/9 close (11 days ago), 36.1% are below.
70.2% are above or equal to 5/8 close (12 days ago), 29.8% are below.
71.6% are above or equal to 5/7 close (13 days ago), 28.4% are below.
75.8% are above or equal to 5/4 close (14 days ago), 24.2% are below.
79.7% are above or equal to 5/3 close (15 days ago), 20.3% are below.
77.1% are above or equal to 5/2 close (16 days ago), 22.9% are below.
73.1% are above or equal to 5/1 close (17 days ago), 26.9% are below.
73.2% are above or equal to 4/30 close (18 days ago), 26.8% are below.
68.2% are above or equal to 4/27 close (19 days ago), 31.8% are below.
69.3% are above or equal to 4/26 close (20 days ago), 30.7% are below.
70.6% are above or equal to 4/25 close (21 days ago), 29.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180524 Closing)
20d: 10.5% new highs, 2.8% new lows
21d: 10.4% new highs, 2.7% new lows
42d: 8.5% new highs, 1.6% new lows
63d: 6.9% new highs, 1.5% new lows
126d: 4.6% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180524 Closing)
2-day: 44.7% above, 55.3% below
3-day: 49.7% above, 50.3% below
4-day: 46.9% above, 53.1% below
5-day: 49.7% above, 50.3% below
8-day: 54.5% above, 45.5% below
10-day: 57.1% above, 42.9% below
20-day: 70.1% above, 29.9% below
50-day: 67.7% above, 32.3% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180524 Closing)
TRAN(26): 1.28% Top=KSU ALK ODFL SNDR JBHT JBLU DAL AAL ….. CHRW TRN FDX WAB EXPD UPS CNI SSW=Bottom (Transportation)
RETA(61): 0.90% Top=FND WSM KSS URBN LB MELI SIG GPS ….. EBAY CVS WBA SFIX ORLY CVNA CASY BBY=Bottom (Retail & Specialty Retail)
META(21): 0.82% Top=IAG GG PAAS AEM AA ABX AG CENX ….. SCCO CNX FCX WPM STLD CLF CCJ SLCA=Bottom (Metals & Mining)
LEIS(44): 0.46% Top=BLMN EAT EXPE DRI WEN CBRL SEAS PLAY ….. HLT LQ TVPT CMG WYNN TSG CCL MGM=Bottom (Leisure)
CONS(59): 0.23% Top=FOSL FL UAA GIII SPB VSTO BOOT ELY ….. CHD GOOS IP COTY EPC PBI NWL WHR=Bottom (Consumer)
ELEC(58): 0.20% Top=ON MU AMD BRKS ICHR DQ AVGO PI ….. JBL AMBA INTC BRKR FLEX CSIQ GLW SNPS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(105): 0.19% Top=BSTI FTNT SE OKTA SAIL AYX DATA SHOP ….. EA SYMC NTNX CARG NUAN YELP NTES NCR=Bottom (Computer Software/Internet)
DISV(53): 0.17% Top=ZTO ZG R CHGG MYGN KTOS HRB BAH ….. ABM MA MMS SBAC CNDT AMN WP HCSG=Bottom (Diversified Services)
MANU(45): 0.04% Top=GE TTC WBT AME DE AQUA ESIO AOS ….. ATI MIDD ROK MRC MHK DDD HOLI WTTR=Bottom (Manufacturing)
HEAL(51): -0.04% Top=ALGN GMED THC MZOR GKOS ABT IRWD SYNH ….. A DVA MOH ZBH MDXG EW TVTY SIEN=Bottom (Health)
MATE(31): -0.13% Top=BECN DAR OC MDC TPH DHI FAST PHM ….. LEN TMHC VMC EXP WLH JELD DY SUM=Bottom (Materials & Construction)
INSU(35): -0.16% Top=AIZ PGR FAF BHF AXS AGO ORI BRO ….. SLF MTG CINF AIG MET L FNF PFG=Bottom (Insurance)
REAL(103): -0.20% Top=DRH EXR PEB XHR QTS HPT HST SHO ….. TWO MAC KIM AGNC RLGY ARE DDR SC=Bottom (Real Estate)
FINA(90): -0.31% Top=TWNK FITB CNNE APO NAVI BOFI KEY KKR ….. ESNT C SCHW ETFC OMF CDEV WFC CIT=Bottom (Banks/Financials)
COHW(44): -0.41% Top=MRCY IMMR GDS VCRA NTAP T CIEN TDC ….. ATUS EXTR EFII CTL SSYS CASA PSTG FTR=Bottom (Computer Hardware/Telecom)
CHEM(29): -0.65% Top=RYAM SHW CF HUN VSM PAH ASH RPM ….. WLK GRA DWDP UNVR OLN FMC SMG ALB=Bottom (Chemicals/Fertilizers)
ENER(100): -1.43% Top=DK HFC REN OII PBF SOI MUSA VLO ….. FANG BWP WTI CRZO ETP MTDR BCEI CPE=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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: