daytrend

05/25/2018

Filed under: Market Stats — daytrend @ 3:04 pm

Closing Stats
by daytrend on 20180525. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20180525 Closing)
20.4% of stocks are above yesterday’s high.
57.1% are above yesterday’s midpoint. (42.9% are below.)
20.3% are below yesterday’s low.
59.2% are inside yesterday’s range.
46.0% of stocks with today’s high > yesterday’s high. (54.0% less than).
37.0% of stocks with today’s low < yesterday’s low. (63.0% greater than).

EVIDENCE OF INTRADAY TREND (20180525 Closing)
56.6% of stocks are above today’s open. (41.5% are below).
43.3% of stocks are above today’s open and yesterday’s close.
38.8% are below both.
4.4% of stocks opened above yesterday’s high.
27.4% of stocks opened above yesterday’s close. (67.6% opened below yesterday’s close).
12.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180525 Closing)
8.4% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
51.9% are in the top half. 48.1% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20180525 Closing)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.4% are up 4.5% or more. 3.1% are down 4.5% or more.
1.4% are up 3.5% or more. 5.1% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20180525 Closing)
2-day: >=95:6.9%…>=90:13.1%…>=80:23.8%…>=50:48.8%…<=20:31.6%…<=10:18.8%…<=5:10.4%…
9-day: >=95:0.1%…>=90:0.5%…>=80:3.1%…>=50:60.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:62.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180525 Closing)
20.4% above previous 1 highs, 20.3% below previous 1 lows
17.0% above previous 2 highs, 16.2% below previous 2 lows
11.5% above previous 3 highs, 16.2% below previous 3 lows
10.7% above previous 4 highs, 15.6% below previous 4 lows
10.3% above previous 5 highs, 14.1% below previous 5 lows
9.7% above previous 6 highs, 13.1% below previous 6 lows
9.3% above previous 7 highs, 11.7% below previous 7 lows
8.6% above previous 8 highs, 10.1% below previous 8 lows
7.2% above previous 9 highs, 10.1% below previous 9 lows
7.0% above previous 10 highs, 9.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180525 Closing)
47.4% are above or equal to 5/24 close (1 days ago), 52.6% are below.
46.7% are above or equal to 5/23 close (2 days ago), 53.3% are below.
49.9% are above or equal to 5/22 close (3 days ago), 50.1% are below.
42.9% are above or equal to 5/21 close (4 days ago), 57.1% are below.
53.1% are above or equal to 5/18 close (5 days ago), 46.9% are below.
52.5% are above or equal to 5/17 close (6 days ago), 47.5% are below.
55.2% are above or equal to 5/16 close (7 days ago), 44.8% are below.
60.9% are above or equal to 5/15 close (8 days ago), 39.1% are below.
57.3% are above or equal to 5/14 close (9 days ago), 42.7% are below.
54.4% are above or equal to 5/11 close (10 days ago), 45.6% are below.
52.4% are above or equal to 5/10 close (11 days ago), 47.6% are below.
61.6% are above or equal to 5/9 close (12 days ago), 38.4% are below.
67.1% are above or equal to 5/8 close (13 days ago), 32.9% are below.
70.2% are above or equal to 5/7 close (14 days ago), 29.8% are below.
73.3% are above or equal to 5/4 close (15 days ago), 26.7% are below.
78.2% are above or equal to 5/3 close (16 days ago), 21.8% are below.
75.9% are above or equal to 5/2 close (17 days ago), 24.1% are below.
71.3% are above or equal to 5/1 close (18 days ago), 28.7% are below.
71.6% are above or equal to 4/30 close (19 days ago), 28.4% are below.
66.5% are above or equal to 4/27 close (20 days ago), 33.5% are below.
66.1% are above or equal to 4/26 close (21 days ago), 33.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180525 Closing)
20d: 10.8% new highs, 4.9% new lows
21d: 10.6% new highs, 4.7% new lows
42d: 8.9% new highs, 1.5% new lows
63d: 6.9% new highs, 1.3% new lows
126d: 4.4% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180525 Closing)
2-day: 46.0% above, 54.0% below
3-day: 47.1% above, 52.9% below
4-day: 48.6% above, 51.4% below
5-day: 45.8% above, 54.2% below
8-day: 50.5% above, 49.5% below
10-day: 53.9% above, 46.1% below
20-day: 66.0% above, 34.0% below
50-day: 65.3% above, 34.7% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180525 Closing)
CONS(58): 0.80% Top=FL VSTO DECK CROX CLX CL RL SKX ….. VFC TPR SNBR IP CRI WRK PKG TPX=Bottom (Consumer)
ELEC(57): 0.77% Top=CAVM UCTT ON AVGO MRVL BRKS TTMI IPHI ….. APH SPWR FTV RUN GLW LRCX BRKR WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.66% Top=LEN DY TPH DHI MDC TOL WLH TMHC ….. MLM EXP VMC FLR FAST BECN SUM MDR=Bottom (Materials & Construction)
TRAN(25): 0.65% Top=SAVE ALK LUV AAL DAL JBLU UAL JBHT ….. NSC BRS KSU FDX UPS UNP XPO SSW=Bottom (Transportation)
REAL(101): 0.38% Top=QTS LGIH HCP AKR HPP OHI STOR EDR ….. AMH PEB HST DDR SHO ALLY UNIT SC=Bottom (Real Estate)
COHW(43): 0.32% Top=ACIA GDS FNSR COMM CASA SYNA BB QCOM ….. VG T PSTG WDC SSYS NTAP STX CTL=Bottom (Computer Hardware/Telecom)
HEAL(50): 0.16% Top=DGX LH MOH NVRO THC CNC GMED SYNH ….. LMNX TMO EW ACHC A PKI IRWD MDXG=Bottom (Health)
CHEM(29): 0.03% Top=AXTA FMC SHW ASH RPM PPG MOS CF ….. APD NTR UNVR EMN KRO DWDP CC WLK=Bottom (Chemicals/Fertilizers)
LEIS(45): -0.05% Top=RCL BYD SEAS CAKE STAY DRI TVPT SIX ….. JACK BLMN CMG YUM DNKN PLAY WING EAT=Bottom (Leisure)
RETA(60): -0.11% Top=W ETSY CPRT WSM TIF DSW RH LL ….. TSCO DKS FIVE CARS CVNA BBY ROST GPS=Bottom (Retail & Specialty Retail)
COSW(100): -0.15% Top=SAIL TWOU NTES OKTA BIDU MTCH MDB DATA ….. FEYE COUP YELP ADSK NTNX SPLK DXC ZS=Bottom (Computer Software/Internet)
DISV(50): -0.22% Top=ZTO AL KBR CHGG SBAC HCSG CNDT ILG ….. G GPN FDC AMN INFO CAR URI YY=Bottom (Diversified Services)
INSU(32): -0.27% Top=AEL ACGL UNM AGO TRV FNF ORI AFL ….. AIG AJG LNC L FAF WLTW SLF MTG=Bottom (Insurance)
FINA(91): -0.47% Top=TCF TWNK APO FII ESNT EFX WFC FMBI ….. BOFI SCHW LADR MS KEY CIT YRD CDEV=Bottom (Banks/Financials)
MANU(44): -0.74% Top=ATKR TPIC AGCO WBT DE MHK HOLI MIDD ….. KMT TTC FLS CFX TEX ATI BDC WTTR=Bottom (Manufacturing)
META(21): -1.48% Top=CNX CCJ CENX ABX STLD WPM AEM NUE ….. CMC AG CLF AA SCCO TECK PAAS SLCA=Bottom (Metals & Mining)
ENER(97): -2.75% Top=BCEI INT ANDX COG RRC ETP MUSA BWP ….. DO RES NBR QEP PUMP LPI CRC 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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