daytrend

06/06/2018

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

Closing Stats
by daytrend on 20180606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 951.

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

COMPARED TO YESTERDAY’S RANGE (20180606 Closing)
51.5% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
8.4% are below yesterday’s low.
40.1% are inside yesterday’s range.
67.7% of stocks with today’s high > yesterday’s high. (32.3% less than).
30.2% of stocks with today’s low < yesterday’s low. (69.8% greater than).

EVIDENCE OF INTRADAY TREND (20180606 Closing)
71.2% of stocks are above today’s open. (27.4% are below).
68.8% of stocks are above today’s open and yesterday’s close.
21.3% are below both.
22.5% of stocks opened above yesterday’s high.
69.3% of stocks opened above yesterday’s close. (25.6% opened below yesterday’s close).
4.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180606 Closing)
36.8% of stocks are in the top 10% of today’s range.
52.5% are in the top 20%.
80.9% are in the top half. 19.1% of stocks are in the bottom half of today’s range.
4.9% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20180606 Closing)
76.3% of stocks are above yesterday’s close. (23.7% are below.)
1.8% are up 4.5% or more. 1.2% are down 4.5% or more.
3.7% are up 3.5% or more. 1.5% are down 3.5% or more.
49.3% are between +1% and -1%.

RSI on DAILY (20180606 Closing)
2-day: >=95:25.4%…>=90:39.1%…>=80:56.4%…>=50:79.5%…<=20:7.7%…<=10:2.6%…<=5:1.3%…
9-day: >=95:0.1%…>=90:1.3%…>=80:10.9%…>=50:79.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:3.5%…>=50:76.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180606 Closing)
51.5% above previous 1 highs, 8.4% below previous 1 lows
44.3% above previous 2 highs, 5.9% below previous 2 lows
42.3% above previous 3 highs, 4.0% below previous 3 lows
39.0% above previous 4 highs, 2.7% below previous 4 lows
37.4% above previous 5 highs, 2.3% below previous 5 lows
36.0% above previous 6 highs, 1.9% below previous 6 lows
32.1% above previous 7 highs, 1.9% below previous 7 lows
30.5% above previous 8 highs, 1.8% below previous 8 lows
29.4% above previous 9 highs, 1.6% below previous 9 lows
26.3% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180606 Closing)
76.3% are above or equal to 6/5 close (1 days ago), 23.7% are below.
76.4% are above or equal to 6/4 close (2 days ago), 23.6% are below.
78.4% are above or equal to 6/1 close (3 days ago), 21.6% are below.
83.1% are above or equal to 5/31 close (4 days ago), 16.9% are below.
72.3% are above or equal to 5/30 close (5 days ago), 27.7% are below.
81.8% are above or equal to 5/29 close (6 days ago), 18.2% are below.
74.4% are above or equal to 5/25 close (7 days ago), 25.6% are below.
71.4% are above or equal to 5/24 close (8 days ago), 28.6% are below.
70.6% are above or equal to 5/23 close (9 days ago), 29.4% are below.
70.5% are above or equal to 5/22 close (10 days ago), 29.5% are below.
64.7% are above or equal to 5/21 close (11 days ago), 35.3% are below.
69.3% are above or equal to 5/18 close (12 days ago), 30.7% are below.
68.7% are above or equal to 5/17 close (13 days ago), 31.3% are below.
71.7% are above or equal to 5/16 close (14 days ago), 28.3% are below.
74.8% are above or equal to 5/15 close (15 days ago), 25.2% are below.
71.9% are above or equal to 5/14 close (16 days ago), 28.1% are below.
70.5% are above or equal to 5/11 close (17 days ago), 29.5% are below.
70.1% are above or equal to 5/10 close (18 days ago), 29.9% are below.
73.3% are above or equal to 5/9 close (19 days ago), 26.7% are below.
76.6% are above or equal to 5/8 close (20 days ago), 23.4% are below.
76.0% are above or equal to 5/7 close (21 days ago), 24.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180606 Closing)
20d: 30.5% new highs, 3.5% new lows
21d: 30.4% new highs, 3.4% new lows
42d: 25.0% new highs, 2.4% new lows
63d: 19.7% new highs, 2.1% new lows
126d: 15.2% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180606 Closing)
2-day: 75.6% above, 24.4% below
3-day: 77.8% above, 22.2% below
4-day: 78.4% above, 21.6% below
5-day: 80.5% above, 19.5% below
8-day: 81.5% above, 18.5% below
10-day: 79.2% above, 20.8% below
20-day: 75.3% above, 24.7% below
50-day: 74.1% above, 25.9% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180606 Closing)
CHEM(28): 1.91% Top=MOS NTR EMN CC DWDP FMC CF HUN ….. WLK ALB UNVR IFF RYAM TROX VSM ASH=Bottom (Chemicals/Fertilizers)
FINA(91): 1.71% Top=EFX ESNT BOFI RF LAZ BLK BAC TROW ….. ARCC PYPL LADR IBKR CDEV APO TWNK YRD=Bottom (Banks/Financials)
LEIS(43): 1.64% Top=SEAS ZOES PLNT SIX BYD PLAY DPZ SBUX ….. LVS CMG MLCO WYN PK TSG RRR JACK=Bottom (Leisure)
META(20): 1.60% Top=CCJ CLF FCX SCCO TECK AG X NUE ….. CENX GG CNX NEM PAAS ABX SLCA AEM=Bottom (Metals & Mining)
RETA(62): 1.27% Top=SIG FND SFIX CVNA W BIG RH LL ….. LB SFM TGT HOME KR CAL GME DLTR=Bottom (Retail & Specialty Retail)
INSU(34): 1.04% Top=RDN MTG AMBC AGO AFSI AEL PFG MET ….. L AIG HIG BHF BRO TRV PGR ALL=Bottom (Insurance)
MANU(42): 0.93% Top=TEX CFX BDC AGCO ATI DE CAT FLS ….. RXN MHK MRC ROK DDD GE ESIO JKS=Bottom (Manufacturing)
HEAL(48): 0.89% Top=BKD A IRWD ESRX PKI DVA AET SIEN ….. EHC ANTM UHS HOLX DXCM TVTY MDXG TTOO=Bottom (Health)
DISV(53): 0.87% Top=HCSG ZTO ATHN ADS CNDT EEFT GPN WP ….. KBR MAN CXW MYGN SBAC AMN LAUR YY=Bottom (Diversified Services)
COSW(113): 0.75% Top=PVTL AYX ZUO MDB JD SABR ATVI SHOP ….. NTNX GRUB TTD SINA TRIP SE COTV YELP=Bottom (Computer Software/Internet)
COHW(42): 0.66% Top=ATUS BB IMMR NTAP TDC T INFN PSTG ….. CASA PANW VG STX MRCY WDC EXTR FTR=Bottom (Computer Hardware/Telecom)
CONS(57): 0.63% Top=IRBT IP MAT TPX UAA HBI GIII NWL ….. WHR AVY CROX BMS SEE OI BOOT SKX=Bottom (Consumer)
TRAN(25): 0.51% Top=BRS ODFL XPO FDX KSU WAB UAL EXPD ….. JBHT CHRW UNP LUV JBLU DAL SNDR SSW=Bottom (Transportation)
REAL(105): 0.48% Top=PEI DDR RPAI BRX RLGY WPG SRC ROIC ….. KRC HCP REXR PEB INVH LHO GEO CUBE=Bottom (Real Estate)
MATE(30): 0.45% Top=TPH KBH DY JELD PHM ADSW TMHC VMC ….. WCN SUM RYN WLH TOL MAS MDR FAST=Bottom (Materials & Construction)
ENER(98): 0.04% Top=DVN TUSK LGCY REN BHGE CRZO RIG MUR ….. RES SEP DCP BPL DK CPE PBF HFC=Bottom (Energy)
ELEC(60): 0.03% Top=SGH AMD KEM MXL WAT TTMI TEL FIT ….. RUN QRVO DQ AAOI FSLR CSIQ SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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