daytrend

06/12/2018

Filed under: Market Stats — daytrend @ 3:11 pm

Closing Stats
by daytrend on 20180612. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20180612 Closing)
34.6% of stocks are above yesterday’s high.
61.7% are above yesterday’s midpoint. (38.3% are below.)
17.9% are below yesterday’s low.
47.5% are inside yesterday’s range.
58.7% of stocks with today’s high > yesterday’s high. (41.3% less than).
39.5% of stocks with today’s low < yesterday’s low. (60.5% greater than).

EVIDENCE OF INTRADAY TREND (20180612 Closing)
55.7% of stocks are above today’s open. (42.8% are below).
53.2% of stocks are above today’s open and yesterday’s close.
34.4% are below both.
8.6% of stocks opened above yesterday’s high.
65.4% of stocks opened above yesterday’s close. (27.3% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180612 Closing)
13.2% of stocks are in the top 10% of today’s range.
22.6% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
12.9% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20180612 Closing)
63.2% of stocks are above yesterday’s close. (36.8% are below.)
2.0% are up 4.5% or more. 0.3% are down 4.5% or more.
4.3% are up 3.5% or more. 1.1% are down 3.5% or more.
58.6% are between +1% and -1%.

RSI on DAILY (20180612 Closing)
2-day: >=95:16.5%…>=90:26.4%…>=80:42.5%…>=50:67.6%…<=20:11.4%…<=10:5.2%…<=5:2.3%…
9-day: >=95:0.2%…>=90:1.2%…>=80:8.4%…>=50:78.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:77.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180612 Closing)
34.6% above previous 1 highs, 17.9% below previous 1 lows
30.9% above previous 2 highs, 10.8% below previous 2 lows
25.6% above previous 3 highs, 8.7% below previous 3 lows
23.4% above previous 4 highs, 4.6% below previous 4 lows
22.2% above previous 5 highs, 3.0% below previous 5 lows
21.0% above previous 6 highs, 2.7% below previous 6 lows
20.0% above previous 7 highs, 2.1% below previous 7 lows
19.2% above previous 8 highs, 1.8% below previous 8 lows
18.6% above previous 9 highs, 1.8% below previous 9 lows
18.1% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180612 Closing)
63.2% are above or equal to 6/11 close (1 days ago), 36.8% are below.
64.5% are above or equal to 6/8 close (2 days ago), 35.5% are below.
68.6% are above or equal to 6/7 close (3 days ago), 31.4% are below.
63.6% are above or equal to 6/6 close (4 days ago), 36.4% are below.
76.0% are above or equal to 6/5 close (5 days ago), 24.0% are below.
77.5% are above or equal to 6/4 close (6 days ago), 22.5% are below.
79.9% are above or equal to 6/1 close (7 days ago), 20.1% are below.
83.9% are above or equal to 5/31 close (8 days ago), 16.1% are below.
75.6% are above or equal to 5/30 close (9 days ago), 24.4% are below.
83.2% are above or equal to 5/29 close (10 days ago), 16.8% are below.
76.7% are above or equal to 5/25 close (11 days ago), 23.3% are below.
73.8% are above or equal to 5/24 close (12 days ago), 26.2% are below.
73.4% are above or equal to 5/23 close (13 days ago), 26.6% are below.
72.2% are above or equal to 5/22 close (14 days ago), 27.8% are below.
67.1% are above or equal to 5/21 close (15 days ago), 32.9% are below.
71.9% are above or equal to 5/18 close (16 days ago), 28.1% are below.
71.8% are above or equal to 5/17 close (17 days ago), 28.2% are below.
73.5% are above or equal to 5/16 close (18 days ago), 26.5% are below.
75.9% are above or equal to 5/15 close (19 days ago), 24.1% are below.
74.8% are above or equal to 5/14 close (20 days ago), 25.2% are below.
72.5% are above or equal to 5/11 close (21 days ago), 27.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180612 Closing)
20d: 28.1% new highs, 1.6% new lows
21d: 27.6% new highs, 1.6% new lows
42d: 22.6% new highs, 0.6% new lows
63d: 19.5% new highs, 0.5% new lows
126d: 12.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180612 Closing)
2-day: 61.8% above, 38.2% below
3-day: 65.4% above, 34.6% below
4-day: 67.3% above, 32.7% below
5-day: 67.5% above, 32.5% below
8-day: 76.8% above, 23.2% below
10-day: 79.0% above, 21.0% below
20-day: 75.9% above, 24.1% below
50-day: 77.4% above, 22.6% below
200-day: 67.5% above, 32.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180612 Closing)
COSW(109): 1.29% Top=NTNX BL TWTR GRUB JD MDB ADP DOCU ….. BR MDSO HPE SMAR BSTI VIPS ZS ZUO=Bottom (Computer Software/Internet)
RETA(61): 1.24% Top=RH CVNA CARS W LL ETSY MIK DLTR ….. WBA SFM CVS DKS LB GME BIG CHS=Bottom (Retail & Specialty Retail)
DISV(51): 1.19% Top=RCII HCSG WTW CAR ZG FDC WP AAN ….. INFO CXW JEC SCI ULTA AMN KBR KTOS=Bottom (Diversified Services)
LEIS(43): 1.13% Top=PLAY GPRO TSG SHAK QSR RCL PZZA EAT ….. HLT ZOES SONC H WYNN WYND PK WING=Bottom (Leisure)
MATE(27): 0.93% Top=TPH JELD KBH TMHC PHM MDC DHI LEN ….. MLM SRCL WCN PWR DAR FLR MDR BECN=Bottom (Materials & Construction)
ELEC(60): 0.89% Top=RUN SPWR FIT FSLR AYI SGH AAOI IPHI ….. AMBA PI FLEX NANO GLW KEM MU TSEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(57): 0.70% Top=IRBT EPC GOOS NWL CROX MAT LULU HBI ….. PG NKE UAA IP GT DESP TPR BOOT=Bottom (Consumer)
COHW(40): 0.64% Top=FTR PANW VG CASA EXTR BB COMM ACIA ….. VZ WDC KN ATUS HRS STX HPQ SYNA=Bottom (Computer Hardware/Telecom)
HEAL(48): 0.54% Top=MOH DXCM PRAH ABMD SYNH COO NVRO XRAY ….. UHS AET MD BSX HAE THC TTOO SYK=Bottom (Health)
REAL(104): 0.54% Top=UNIT BRX DOC ROIC SBRA RPAI REG HTA ….. CIM XHR IVR GEO MFA DRH QTS PEI=Bottom (Real Estate)
TRAN(26): 0.18% Top=CHRW XPO FDX EXPD UPS ODFL JBHT SNDR ….. TRN SAVE DAL JBLU CSX ALK SSW AAL=Bottom (Transportation)
META(20): 0.16% Top=SLCA CLF X CCJ AG AEM PAAS NEM ….. ABX SCCO CMC STLD TECK AA CENX FCX=Bottom (Metals & Mining)
MANU(44): 0.07% Top=BDC WBT MHK ZBRA AOS GTLS ROK DDD ….. CMI CFX ITT ATI BWXT GGG PNR JKS=Bottom (Manufacturing)
ENER(98): -0.12% Top=CPE FANG PUMP RES CXO XEC JAG SM ….. MPC SU RIG MUR CVI APA HFC DK=Bottom (Energy)
CHEM(27): -0.18% Top=CF FMC SHW PX UNVR DWDP PAH ALB ….. PPG TROX CE IFF RYAM WLK CC OLN=Bottom (Chemicals/Fertilizers)
FINA(90): -0.29% Top=CDEV CLNS CNNE YRD IBKR PYPL CMA WU ….. UMPQ AMTD VLY ATH WETF SLM NAVI LM=Bottom (Banks/Financials)
INSU(34): -0.48% Top=MBI AIZ MTG AFSI FNF HIG AFL RDN ….. AIG PFG PRU TMK AJG PGR BHF AEL=Bottom (Insurance)

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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