daytrend

06/08/2018

Filed under: Market Stats — daytrend @ 3:05 pm

Closing Stats
by daytrend on 20180608. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20180608 Closing)
25.4% of stocks are above yesterday’s high.
59.2% are above yesterday’s midpoint. (40.8% are below.)
10.6% are below yesterday’s low.
64.0% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20180608 Closing)
73.4% of stocks are above today’s open. (25.7% are below).
64.4% of stocks are above today’s open and yesterday’s close.
24.8% are below both.
1.3% of stocks opened above yesterday’s high.
27.1% of stocks opened above yesterday’s close. (65.2% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180608 Closing)
23.9% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
76.0% are in the top half. 24.0% of stocks are in the bottom half of today’s range.
6.3% are in the bottom 20%.
3.0% are in the bottom 10%.

GAIN (20180608 Closing)
67.2% of stocks are above yesterday’s close. (32.8% are below.)
1.0% are up 4.5% or more. 0.8% are down 4.5% or more.
2.1% are up 3.5% or more. 1.5% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20180608 Closing)
2-day: >=95:16.5%…>=90:27.1%…>=80:40.0%…>=50:71.2%…<=20:8.5%…<=10:3.4%…<=5:1.6%…
9-day: >=95:0.2%…>=90:1.0%…>=80:6.1%…>=50:78.5%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:78.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180608 Closing)
25.4% above previous 1 highs, 10.6% below previous 1 lows
23.1% above previous 2 highs, 5.3% below previous 2 lows
21.1% above previous 3 highs, 3.9% below previous 3 lows
20.2% above previous 4 highs, 2.8% below previous 4 lows
19.6% above previous 5 highs, 1.9% below previous 5 lows
18.4% above previous 6 highs, 1.5% below previous 6 lows
17.4% above previous 7 highs, 1.4% below previous 7 lows
16.8% above previous 8 highs, 0.8% below previous 8 lows
16.1% above previous 9 highs, 0.8% below previous 9 lows
15.6% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180608 Closing)
67.2% are above or equal to 6/7 close (1 days ago), 32.8% are below.
59.0% are above or equal to 6/6 close (2 days ago), 41.0% are below.
71.4% are above or equal to 6/5 close (3 days ago), 28.6% are below.
73.8% are above or equal to 6/4 close (4 days ago), 26.2% are below.
78.0% are above or equal to 6/1 close (5 days ago), 22.0% are below.
82.5% are above or equal to 5/31 close (6 days ago), 17.5% are below.
74.3% are above or equal to 5/30 close (7 days ago), 25.7% are below.
82.4% are above or equal to 5/29 close (8 days ago), 17.6% are below.
77.4% are above or equal to 5/25 close (9 days ago), 22.6% are below.
75.0% are above or equal to 5/24 close (10 days ago), 25.0% are below.
74.1% are above or equal to 5/23 close (11 days ago), 25.9% are below.
71.0% are above or equal to 5/22 close (12 days ago), 29.0% are below.
66.1% are above or equal to 5/21 close (13 days ago), 33.9% are below.
71.7% are above or equal to 5/18 close (14 days ago), 28.3% are below.
70.2% are above or equal to 5/17 close (15 days ago), 29.8% are below.
72.3% are above or equal to 5/16 close (16 days ago), 27.7% are below.
75.9% are above or equal to 5/15 close (17 days ago), 24.1% are below.
73.7% are above or equal to 5/14 close (18 days ago), 26.3% are below.
72.7% are above or equal to 5/11 close (19 days ago), 27.3% are below.
71.6% are above or equal to 5/10 close (20 days ago), 28.4% are below.
75.3% are above or equal to 5/9 close (21 days ago), 24.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180608 Closing)
20d: 21.0% new highs, 1.7% new lows
21d: 20.7% new highs, 1.5% new lows
42d: 16.4% new highs, 0.7% new lows
63d: 13.7% new highs, 0.6% new lows
126d: 7.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180608 Closing)
2-day: 65.6% above, 34.4% below
3-day: 61.4% above, 38.6% below
4-day: 68.3% above, 31.7% below
5-day: 71.0% above, 29.0% below
8-day: 78.5% above, 21.5% below
10-day: 79.4% above, 20.6% below
20-day: 77.5% above, 22.5% below
50-day: 75.2% above, 24.8% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180608 Closing)
RETA(61): 1.29% Top=SFIX HOME LL W SIG RH BLDR BBBY ….. WBA EBAY TGT ETSY WMT M TLRD LB=Bottom (Retail & Specialty Retail)
CONS(57): 1.14% Top=COTY MAT RL UAA CROX ELY FOSL FL ….. VFC NKE GT CCK PKG BOOT GPK LULU=Bottom (Consumer)
MATE(28): 1.13% Top=DHI PHM KBH TOL LEN OC TPH TMHC ….. DY WCN WY PWR FAST VMC MDR SUM=Bottom (Materials & Construction)
HEAL(48): 0.98% Top=TTOO DXCM DVA NVRO BKD BSX PRAH ALGN ….. ISRG TVTY XRAY ANTM UHS SYNH MDXG SIEN=Bottom (Health)
COSW(111): 0.93% Top=ZS IQ ZUO MDB TWTR HQY MANH PVTL ….. FSCT NCR DBX CVG FIVN VIPS CMCM SOHU=Bottom (Computer Software/Internet)
INSU(34): 0.86% Top=ACGL MTG RDN AIG AMBC WLTW BRO FNF ….. PFG UNM AFSI AXS BHF HTH CNO AEL=Bottom (Insurance)
TRAN(25): 0.69% Top=SNDR CSX UNP SSW ODFL XPO NSC KSU ….. JBLU UPS ALK LUV SAVE TRN BRS AAL=Bottom (Transportation)
COHW(42): 0.68% Top=SYNA VG MRCY JNPR IMMR EXTR PSTG STX ….. VSAT QCOM INFN TDC AAPL BB FNSR VIAV=Bottom (Computer Hardware/Telecom)
CHEM(28): 0.55% Top=HUN SMG RYAM TROX PAH CC RPM PPG ….. IFF DWDP CE PX WLK FMC VSM UNVR=Bottom (Chemicals/Fertilizers)
REAL(105): 0.39% Top=QTS EDR ACC BRX RLGY DDR BAM CBRE ….. HR SHO PEB APLE HTA HPT RLJ XHR=Bottom (Real Estate)
FINA(90): 0.35% Top=ESNT KKR IBKR HLI PYPL SLM UMPQ FRC ….. MS CME AXP NAVI LM LADR CDEV YRD=Bottom (Banks/Financials)
LEIS(42): 0.28% Top=WEN JACK SONC PLAY WING SEAS SHAK BLMN ….. YUM STAY RRR H MGM BYD QSR WYND=Bottom (Leisure)
DISV(53): 0.27% Top=KTOS RCII CNDT ZTO ZG AAN ACM R ….. AL WTW MAN SCI AYR ULTA LAUR ABM=Bottom (Diversified Services)
MANU(43): 0.02% Top=AOS TEX AQUA BDC MHK BWXT RXN MIDD ….. PH CAT DE ATI JKS MRC ESIO WTTR=Bottom (Manufacturing)
META(20): -0.21% Top=STLD X NUE CNX WPM FCX ABX AEM ….. CENX NEM CCJ CMC PAAS AA AG SLCA=Bottom (Metals & Mining)
ELEC(60): -0.54% Top=RUN PI MU AMD MTSI BRKR WAT CY ….. MRVL MXL FIT AVGO SWKS CRUS SPWR SGH=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(98): -1.13% Top=MUSA APA PDCE DO NFX XOM SU COG ….. RIG FRAC NBR SPN PTEN LBRT RES PUMP=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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