daytrend

06/15/2018

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

Closing Stats
by daytrend on 20180615. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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

COMPARED TO YESTERDAY’S RANGE (20180615 Closing)
20.3% of stocks are above yesterday’s high.
46.3% are above yesterday’s midpoint. (53.7% are below.)
29.3% are below yesterday’s low.
50.4% are inside yesterday’s range.
36.4% of stocks with today’s high > yesterday’s high. (63.6% less than).
66.6% of stocks with today’s low < yesterday’s low. (33.4% greater than).

EVIDENCE OF INTRADAY TREND (20180615 Closing)
55.7% of stocks are above today’s open. (43.2% are below).
41.3% of stocks are above today’s open and yesterday’s close.
41.4% are below both.
2.2% of stocks opened above yesterday’s high.
16.0% of stocks opened above yesterday’s close. (80.3% opened below yesterday’s close).
24.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180615 Closing)
21.0% of stocks are in the top 10% of today’s range.
35.8% are in the top 20%.
65.9% are in the top half. 34.1% of stocks are in the bottom half of today’s range.
15.5% are in the bottom 20%.
7.1% are in the bottom 10%.

GAIN (20180615 Closing)
43.8% of stocks are above yesterday’s close. (56.2% are below.)
1.1% are up 4.5% or more. 2.7% are down 4.5% or more.
1.6% are up 3.5% or more. 5.0% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20180615 Closing)
2-day: >=95:9.0%…>=90:14.1%…>=80:22.6%…>=50:45.5%…<=20:30.8%…<=10:20.2%…<=5:12.0%…
9-day: >=95:0.0%…>=90:0.4%…>=80:7.0%…>=50:61.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.0%…>=50:66.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180615 Closing)
20.3% above previous 1 highs, 29.3% below previous 1 lows
13.0% above previous 2 highs, 23.8% below previous 2 lows
11.6% above previous 3 highs, 21.1% below previous 3 lows
11.3% above previous 4 highs, 18.8% below previous 4 lows
10.5% above previous 5 highs, 16.5% below previous 5 lows
9.5% above previous 6 highs, 16.0% below previous 6 lows
9.3% above previous 7 highs, 13.4% below previous 7 lows
9.2% above previous 8 highs, 11.5% below previous 8 lows
9.1% above previous 9 highs, 11.0% below previous 9 lows
9.1% above previous 10 highs, 10.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180615 Closing)
43.8% are above or equal to 6/14 close (1 days ago), 56.2% are below.
51.1% are above or equal to 6/13 close (2 days ago), 48.9% are below.
37.3% are above or equal to 6/12 close (3 days ago), 62.7% are below.
42.5% are above or equal to 6/11 close (4 days ago), 57.5% are below.
48.4% are above or equal to 6/8 close (5 days ago), 51.6% are below.
50.5% are above or equal to 6/7 close (6 days ago), 49.5% are below.
49.6% are above or equal to 6/6 close (7 days ago), 50.4% are below.
59.4% are above or equal to 6/5 close (8 days ago), 40.6% are below.
61.7% are above or equal to 6/4 close (9 days ago), 38.3% are below.
66.0% are above or equal to 6/1 close (10 days ago), 34.0% are below.
73.0% are above or equal to 5/31 close (11 days ago), 27.0% are below.
64.3% are above or equal to 5/30 close (12 days ago), 35.7% are below.
75.0% are above or equal to 5/29 close (13 days ago), 25.0% are below.
66.3% are above or equal to 5/25 close (14 days ago), 33.7% are below.
65.3% are above or equal to 5/24 close (15 days ago), 34.7% are below.
64.0% are above or equal to 5/23 close (16 days ago), 36.0% are below.
63.6% are above or equal to 5/22 close (17 days ago), 36.4% are below.
62.0% are above or equal to 5/21 close (18 days ago), 38.0% are below.
65.5% are above or equal to 5/18 close (19 days ago), 34.5% are below.
64.8% are above or equal to 5/17 close (20 days ago), 35.2% are below.
66.3% are above or equal to 5/16 close (21 days ago), 33.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180615 Closing)
20d: 12.5% new highs, 10.4% new lows
21d: 12.4% new highs, 10.0% new lows
42d: 10.0% new highs, 5.0% new lows
63d: 8.7% new highs, 3.2% new lows
126d: 6.3% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180615 Closing)
2-day: 43.0% above, 57.0% below
3-day: 48.9% above, 51.1% below
4-day: 43.6% above, 56.4% below
5-day: 42.8% above, 57.2% below
8-day: 45.8% above, 54.2% below
10-day: 50.7% above, 49.3% below
20-day: 62.2% above, 37.8% below
50-day: 69.4% above, 30.6% below
200-day: 63.0% above, 37.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180615 Closing)
CONS(58): 0.67% Top=GOOS CL FOSL SEE GPK LULU TPR PG ….. MAT PKG PBI TPX DESP WHR IP OI=Bottom (Consumer)
LEIS(43): 0.61% Top=CAKE RRR EAT BLMN SEAS DRI TXRH WYND ….. MGM YUMC QSR YUM TVPT WING WYNN PZZA=Bottom (Leisure)
COSW(113): 0.54% Top=ZUO DBX PVTL SMAR APPN ZS MANH HDP ….. CARG SINA TWTR SAIL ADBE SE CLDR SPLK=Bottom (Computer Software/Internet)
RETA(61): 0.52% Top=GME CVNA RH AAP KORS WSM DDS ETSY ….. KMX BABA HOME TLRD SFM FIVE MIK SFIX=Bottom (Retail & Specialty Retail)
TRAN(26): 0.32% Top=SAVE XPO UNP KSU UAL CSX ALK ODFL ….. CP UPS CHRW CNI AAL TRN BRS SSW=Bottom (Transportation)
HEAL(47): 0.03% Top=DVA ACHC TTOO ANTM BSX DXCM NUVA PRAH ….. VAR ALGN ISRG MD ZBH PODD GMED HAE=Bottom (Health)
INSU(33): 0.01% Top=HIG AEL ALL UNM MTG PGR CNO AIG ….. BRO BHF WLTW ACGL MET AMBC LNC MBI=Bottom (Insurance)
CHEM(27): -0.01% Top=TROX CE IFF PPG EMN SMG UNVR RPM ….. CF PX DWDP APD ASH CBT MOS WLK=Bottom (Chemicals/Fertilizers)
DISV(51): -0.04% Top=ADS R SCI MYGN WP CXW SERV KFY ….. LAUR JEC CAR WEX URI KBR RCII YY=Bottom (Diversified Services)
REAL(105): -0.10% Top=DOC SC HTA SLG HR EPR BDN WPG ….. APLE PEB BAM CONE RPAI LGIH REXR UNIT=Bottom (Real Estate)
COHW(43): -0.16% Top=TDC T ANET CDW FNSR SYNA TMUS VRSN ….. AAPL STX PSTG JNPR WDC IMMR FTR CASA=Bottom (Computer Hardware/Telecom)
FINA(93): -0.21% Top=BEN YRD PNC IVZ COF CLNS USB TROW ….. UMPQ SLM AXP CNNE TD OZRK NAVI CDEV=Bottom (Banks/Financials)
MATE(28): -0.24% Top=DAR DY OC RSG WM WCN VMC BECN ….. SUM MDC WY TPH PWR TOL PHM MDR=Bottom (Materials & Construction)
MANU(44): -0.55% Top=AQUA BDC SNA AGCO DOV CMI WBT MIDD ….. JKS MRC AOS KMT FLS CAT GE CIR=Bottom (Manufacturing)
ELEC(59): -0.67% Top=BRKS FLEX KEM KLIC AMBA QRVO CRUS FTV ….. COHR RUN CSIQ FSLR SPWR JBL HIMX DQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(98): -2.58% Top=INT TUSK PUMP USAC MDU RES FANG MUSA ….. ERF WRD MRO QEP CLR CRC NBR WLL=Bottom (Energy)
META(20): -2.87% Top=SLCA WPM CENX CNX CLF NEM CMC PAAS ….. AEM SCCO FCX X STLD AA TECK AG=Bottom (Metals & Mining)

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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