daytrend

06/04/2018

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

Closing Stats
by daytrend on 20180604. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 944.

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

COMPARED TO YESTERDAY’S RANGE (20180604 Closing)
42.1% of stocks are above yesterday’s high.
72.7% are above yesterday’s midpoint. (27.3% are below.)
12.3% are below yesterday’s low.
45.7% are inside yesterday’s range.
68.9% of stocks with today’s high > yesterday’s high. (31.1% less than).
24.9% of stocks with today’s low < yesterday’s low. (75.1% greater than).

EVIDENCE OF INTRADAY TREND (20180604 Closing)
58.1% of stocks are above today’s open. (40.6% are below).
56.7% of stocks are above today’s open and yesterday’s close.
26.7% are below both.
23.0% of stocks opened above yesterday’s high.
84.3% of stocks opened above yesterday’s close. (11.4% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180604 Closing)
21.4% of stocks are in the top 10% of today’s range.
36.3% are in the top 20%.
63.5% are in the top half. 36.5% of stocks are in the bottom half of today’s range.
13.6% are in the bottom 20%.
5.7% are in the bottom 10%.

GAIN (20180604 Closing)
72.2% of stocks are above yesterday’s close. (27.8% are below.)
2.1% are up 4.5% or more. 2.0% are down 4.5% or more.
4.1% are up 3.5% or more. 2.5% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20180604 Closing)
2-day: >=95:14.5%…>=90:23.7%…>=80:43.8%…>=50:75.5%…<=20:8.6%…<=10:5.3%…<=5:2.9%…
9-day: >=95:0.0%…>=90:1.3%…>=80:6.8%…>=50:68.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.3%…>=80:3.2%…>=50:69.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180604 Closing)
42.1% above previous 1 highs, 12.3% below previous 1 lows
34.7% above previous 2 highs, 8.3% below previous 2 lows
31.3% above previous 3 highs, 7.0% below previous 3 lows
29.1% above previous 4 highs, 5.0% below previous 4 lows
26.2% above previous 5 highs, 4.8% below previous 5 lows
24.7% above previous 6 highs, 4.8% below previous 6 lows
23.9% above previous 7 highs, 4.6% below previous 7 lows
21.5% above previous 8 highs, 4.6% below previous 8 lows
21.0% above previous 9 highs, 4.4% below previous 9 lows
20.7% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180604 Closing)
72.2% are above or equal to 6/1 close (1 days ago), 27.8% are below.
80.7% are above or equal to 5/31 close (2 days ago), 19.3% are below.
63.7% are above or equal to 5/30 close (3 days ago), 36.3% are below.
76.9% are above or equal to 5/29 close (4 days ago), 23.1% are below.
64.0% are above or equal to 5/25 close (5 days ago), 36.0% are below.
62.2% are above or equal to 5/24 close (6 days ago), 37.8% are below.
60.3% are above or equal to 5/23 close (7 days ago), 39.7% are below.
59.3% are above or equal to 5/22 close (8 days ago), 40.7% are below.
55.6% are above or equal to 5/21 close (9 days ago), 44.4% are below.
60.5% are above or equal to 5/18 close (10 days ago), 39.5% are below.
59.9% are above or equal to 5/17 close (11 days ago), 40.1% are below.
63.0% are above or equal to 5/16 close (12 days ago), 37.0% are below.
67.7% are above or equal to 5/15 close (13 days ago), 32.3% are below.
65.0% are above or equal to 5/14 close (14 days ago), 35.0% are below.
62.6% are above or equal to 5/11 close (15 days ago), 37.4% are below.
62.3% are above or equal to 5/10 close (16 days ago), 37.7% are below.
67.8% are above or equal to 5/9 close (17 days ago), 32.2% are below.
71.5% are above or equal to 5/8 close (18 days ago), 28.5% are below.
72.2% are above or equal to 5/7 close (19 days ago), 27.8% are below.
74.2% are above or equal to 5/4 close (20 days ago), 25.8% are below.
79.3% are above or equal to 5/3 close (21 days ago), 20.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180604 Closing)
20d: 24.7% new highs, 5.3% new lows
21d: 24.2% new highs, 4.8% new lows
42d: 20.9% new highs, 2.9% new lows
63d: 18.2% new highs, 2.4% new lows
126d: 12.4% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180604 Closing)
2-day: 70.8% above, 29.2% below
3-day: 78.1% above, 21.9% below
4-day: 73.3% above, 26.7% below
5-day: 74.6% above, 25.4% below
8-day: 68.5% above, 31.5% below
10-day: 64.6% above, 35.4% below
20-day: 67.6% above, 32.4% below
50-day: 69.0% above, 31.0% below
200-day: 61.2% above, 38.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180604 Closing)
RETA(61): 2.30% Top=FIVE WSM DDS CVNA GES TGT KSS BIG ….. NFLX ETSY CVS CARS DLTR CASY CAL SFIX=Bottom (Retail & Specialty Retail)
CONS(57): 1.31% Top=FOSL UAA IP TPX WHR SNBR IRBT CCK ….. VSTO AVY ENR CL SKX BOOT CHD CROX=Bottom (Consumer)
COSW(110): 1.02% Top=ZUO SNAP JD BIDU FIVN SHOP MDB ZS ….. TTWO CSOD CMCM TWOU HDP VMW TTD SE=Bottom (Computer Software/Internet)
DISV(53): 1.02% Top=WEX ULTA ROL AMN YY FDC WTW GPN ….. AL CXW CHGG ZTO CAR LAUR URI R=Bottom (Diversified Services)
REAL(104): 0.89% Top=UNIT COLD SC AMH EXR KIM CBRE CUZ ….. BXMT LGIH VER OHI ABR WELL DOC SNH=Bottom (Real Estate)
COHW(43): 0.80% Top=ANET TDC CASA FTR TDS NTAP BB SSYS ….. CSCO VIAV T PANW CTL ATUS STX WDC=Bottom (Computer Hardware/Telecom)
HEAL(49): 0.79% Top=TTOO HAE ABMD ALGN MDXG BAX LMNX NUVA ….. DVA PINC DGX NVRO ESRX SYNH IART IRWD=Bottom (Health)
LEIS(43): 0.67% Top=PLAY SONC PLNT ZOES SHAK TVPT EAT WEN ….. PK PZZA MGM LVS EXPE BYD MLCO WYNN=Bottom (Leisure)
FINA(93): 0.65% Top=BOFI YRD HOPE EFX CIT SNV PACW CME ….. APO BEN IVZ FII TWNK BGCP IBKR CDEV=Bottom (Banks/Financials)
CHEM(28): 0.33% Top=TROX CBT CC DWDP UNVR ASH VSM RYAM ….. SMG PX HUN NTR AXTA MOS GRA FMC=Bottom (Chemicals/Fertilizers)
MATE(30): 0.26% Top=BECN MAS JELD TPH KBH MLM LEN DY ….. MDC DHI FAST FLR OC WCN SRCL MDR=Bottom (Materials & Construction)
INSU(34): 0.02% Top=MTG RDN AFSI ACGL AIG L PGR MMC ….. UNM AEL TMK MET BHF FNF CNO AMBC=Bottom (Insurance)
TRAN(25): -0.13% Top=SAVE AAL JBLU ALK DAL LUV UAL XPO ….. WAB CSX KSU JBHT SNDR NSC UNP ODFL=Bottom (Transportation)
ELEC(57): -0.14% Top=AAOI AMD NVDA CRUS HIMX KEYS ON ADI ….. BRKS KEM IPHI UCTT MTSI SPWR FSLR DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): -0.24% Top=DDD DHR MHK GGG RS AME HUBB WBT ….. DE AGCO ATKR AQUA ATI ESIO GE CFX=Bottom (Manufacturing)
META(22): -0.41% Top=CCJ AA SCCO SLCA FCX CMC TECK IAG ….. WPM X AG GG ABX CVIA CNX CLF=Bottom (Metals & Mining)
ENER(95): -1.69% Top=CVI PBF BPL EQM NS ANDX MDU MPLX ….. CVE VNOM BHGE CPE SM HPR GPOR REN=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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