daytrend

05/31/2018

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

Closing Stats
by daytrend on 20180531. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20180531 Closing)
11.0% of stocks are above yesterday’s high.
34.3% are above yesterday’s midpoint. (65.7% are below.)
33.9% are below yesterday’s low.
55.1% are inside yesterday’s range.
39.3% of stocks with today’s high > yesterday’s high. (60.7% less than).
49.4% of stocks with today’s low < yesterday’s low. (50.6% greater than).

EVIDENCE OF INTRADAY TREND (20180531 Closing)
26.2% of stocks are above today’s open. (72.7% are below).
19.3% of stocks are above today’s open and yesterday’s close.
69.5% are below both.
5.7% of stocks opened above yesterday’s high.
38.8% of stocks opened above yesterday’s close. (55.7% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180531 Closing)
2.7% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
26.0% are in the top half. 74.0% of stocks are in the bottom half of today’s range.
41.3% are in the bottom 20%.
23.2% are in the bottom 10%.

GAIN (20180531 Closing)
23.7% of stocks are above yesterday’s close. (76.3% are below.)
0.9% are up 4.5% or more. 2.1% are down 4.5% or more.
1.3% are up 3.5% or more. 4.7% are down 3.5% or more.
51.4% are between +1% and -1%.

RSI on DAILY (20180531 Closing)
2-day: >=95:7.9%…>=90:11.6%…>=80:17.9%…>=50:39.7%…<=20:19.4%…<=10:9.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.7%…>=50:52.1%…<=20:0.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:55.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180531 Closing)
11.0% above previous 1 highs, 33.9% below previous 1 lows
10.2% above previous 2 highs, 17.2% below previous 2 lows
9.4% above previous 3 highs, 15.4% below previous 3 lows
8.5% above previous 4 highs, 13.5% below previous 4 lows
8.4% above previous 5 highs, 12.6% below previous 5 lows
7.5% above previous 6 highs, 11.9% below previous 6 lows
7.0% above previous 7 highs, 11.2% below previous 7 lows
6.9% above previous 8 highs, 10.0% below previous 8 lows
6.6% above previous 9 highs, 9.5% below previous 9 lows
6.5% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180531 Closing)
23.7% are above or equal to 5/30 close (1 days ago), 76.3% are below.
61.9% are above or equal to 5/29 close (2 days ago), 38.1% are below.
46.4% are above or equal to 5/25 close (3 days ago), 53.6% are below.
44.0% are above or equal to 5/24 close (4 days ago), 56.0% are below.
43.4% are above or equal to 5/23 close (5 days ago), 56.6% are below.
46.1% are above or equal to 5/22 close (6 days ago), 53.9% are below.
40.2% are above or equal to 5/21 close (7 days ago), 59.8% are below.
46.2% are above or equal to 5/18 close (8 days ago), 53.8% are below.
45.8% are above or equal to 5/17 close (9 days ago), 54.2% are below.
48.3% are above or equal to 5/16 close (10 days ago), 51.7% are below.
55.0% are above or equal to 5/15 close (11 days ago), 45.0% are below.
50.4% are above or equal to 5/14 close (12 days ago), 49.6% are below.
48.8% are above or equal to 5/11 close (13 days ago), 51.2% are below.
48.0% are above or equal to 5/10 close (14 days ago), 52.0% are below.
54.6% are above or equal to 5/9 close (15 days ago), 45.4% are below.
61.0% are above or equal to 5/8 close (16 days ago), 39.0% are below.
62.9% are above or equal to 5/7 close (17 days ago), 37.1% are below.
66.0% are above or equal to 5/4 close (18 days ago), 34.0% are below.
74.4% are above or equal to 5/3 close (19 days ago), 25.6% are below.
69.9% are above or equal to 5/2 close (20 days ago), 30.1% are below.
66.6% are above or equal to 5/1 close (21 days ago), 33.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180531 Closing)
20d: 14.4% new highs, 5.2% new lows
21d: 13.8% new highs, 4.7% new lows
42d: 11.9% new highs, 3.9% new lows
63d: 10.3% new highs, 3.4% new lows
126d: 7.1% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180531 Closing)
2-day: 22.2% above, 77.8% below
3-day: 44.5% above, 55.5% below
4-day: 44.5% above, 55.5% below
5-day: 43.8% above, 56.2% below
8-day: 42.4% above, 57.6% below
10-day: 44.1% above, 55.9% below
20-day: 53.5% above, 46.5% below
50-day: 61.8% above, 38.2% below
200-day: 59.0% above, 41.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180531 Closing)
COSW(103): 0.01% Top=SAIL SNAP ZS TRIP BL APTI FIVN FB ….. YELP JD NTNX ANGI HPE ELLI CMCM BOX=Bottom (Computer Software/Internet)
ELEC(56): -0.18% Top=AAOI KEYS RUN KLIC GLW ADI ICHR TTMI ….. FSLR IDTI SPWR COHR SGH AYI TRMB MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): -0.46% Top=RPAI BRX LPT UNIT HIW HPP CPT KIM ….. GGP INVH NLY CBRE AGNC PEI WPG COLD=Bottom (Real Estate)
LEIS(44): -0.62% Top=STAY EXPE MLCO TVPT RRR PLAY PK LVS ….. DRI CBRL WYN ZOES TSG BLMN WEN SHAK=Bottom (Leisure)
META(21): -0.62% Top=CENX CLF X NUE WPM GG TECK CMC ….. SCCO STLD AA FCX PAAS ABX SLCA CCJ=Bottom (Metals & Mining)
MATE(30): -0.82% Top=SUM FAST MLM WY EXP PHM VMC BECN ….. TMHC FLR KBH DY TPH MDR MAS OC=Bottom (Materials & Construction)
COHW(44): -0.84% Top=IMMR ATUS CASA TDC VG NTAP CCI ZAYO ….. ACIA VZ MSI VSAT STX WDC FTR CIEN=Bottom (Computer Hardware/Telecom)
HEAL(48): -0.87% Top=IRWD LMNX MDXG ZBH NUVA DXCM RMD SYNH ….. ABMD DVA HOLX MOH THC XRAY PRAH ANTM=Bottom (Health)
DISV(51): -0.89% Top=LAUR ZG CHGG YY CNDT ZTO BAH AMN ….. HRB ABM ROL ULTA MAN AAN R ALLE=Bottom (Diversified Services)
FINA(93): -0.90% Top=CFG FBP LADR COF BX PYPL ARCC KKR ….. JHG IBKR HOPE HWC NAVI LM YRD CDEV=Bottom (Banks/Financials)
INSU(33): -0.97% Top=UNM AFSI CNO L BRO TMK MMC AIG ….. PGR MTG HIG RDN AIZ BHF FNF FAF=Bottom (Insurance)
CHEM(28): -0.99% Top=PAH GRA TROX RYAM ALB PX CBT AXTA ….. CC MOS OLN SMG IFF HUN WLK RPM=Bottom (Chemicals/Fertilizers)
ENER(98): -1.06% Top=CRC ENLK NS EEP HPR RRC EPD COG ….. FRAC CVI SPN PDCE LBRT RES SOI PUMP=Bottom (Energy)
TRAN(25): -1.06% Top=CP ALK BRS AAL SAVE SSW UAL JBLU ….. FDX TRN NSC UNP SNDR CHRW KSU XPO=Bottom (Transportation)
CONS(57): -1.42% Top=GOOS PVH DECK FOSL VSTO MAT PBI GIII ….. BOOT EPC CLX KMB SPB IRBT NWL TUP=Bottom (Consumer)
RETA(61): -1.78% Top=BURL CHS ETSY CVNA TJX BLDR AMZN BABA ….. CVS MIK DKS KORS RH LB DLTR GES=Bottom (Retail & Specialty Retail)
MANU(43): -2.00% Top=ATI RXN GE MWA RS DDD BWXT EMR ….. PH FLS SWK TEX DE TTC KMT CFX=Bottom (Manufacturing)

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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