daytrend

06/21/2018

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20180621. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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

COMPARED TO YESTERDAY’S RANGE (20180621 Closing)
13.4% of stocks are above yesterday’s high.
31.5% are above yesterday’s midpoint. (68.5% are below.)
43.4% are below yesterday’s low.
43.2% are inside yesterday’s range.
36.8% of stocks with today’s high > yesterday’s high. (63.2% less than).
62.6% of stocks with today’s low < yesterday’s low. (37.4% greater than).

EVIDENCE OF INTRADAY TREND (20180621 Closing)
28.3% of stocks are above today’s open. (70.8% are below).
24.2% of stocks are above today’s open and yesterday’s close.
67.5% are below both.
5.8% of stocks opened above yesterday’s high.
42.9% of stocks opened above yesterday’s close. (51.7% opened below yesterday’s close).
10.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180621 Closing)
4.6% of stocks are in the top 10% of today’s range.
9.9% are in the top 20%.
32.3% are in the top half. 67.7% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
13.2% are in the bottom 10%.

GAIN (20180621 Closing)
28.3% of stocks are above yesterday’s close. (71.7% are below.)
0.7% are up 4.5% or more. 3.6% are down 4.5% or more.
1.1% are up 3.5% or more. 5.8% are down 3.5% or more.
49.0% are between +1% and -1%.

RSI on DAILY (20180621 Closing)
2-day: >=95:5.9%…>=90:10.5%…>=80:17.3%…>=50:31.9%…<=20:37.5%…<=10:22.7%…<=5:13.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.3%…>=50:49.4%…<=20:2.1%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.7%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180621 Closing)
13.4% above previous 1 highs, 43.4% below previous 1 lows
12.4% above previous 2 highs, 24.3% below previous 2 lows
10.9% above previous 3 highs, 21.8% below previous 3 lows
10.4% above previous 4 highs, 20.0% below previous 4 lows
9.4% above previous 5 highs, 19.1% below previous 5 lows
8.0% above previous 6 highs, 17.9% below previous 6 lows
7.3% above previous 7 highs, 17.2% below previous 7 lows
7.0% above previous 8 highs, 16.9% below previous 8 lows
6.8% above previous 9 highs, 15.9% below previous 9 lows
6.7% above previous 10 highs, 15.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180621 Closing)
28.3% are above or equal to 6/20 close (1 days ago), 71.7% are below.
42.4% are above or equal to 6/19 close (2 days ago), 57.6% are below.
37.1% are above or equal to 6/18 close (3 days ago), 62.9% are below.
41.2% are above or equal to 6/15 close (4 days ago), 58.8% are below.
39.0% are above or equal to 6/14 close (5 days ago), 61.0% are below.
42.8% are above or equal to 6/13 close (6 days ago), 57.2% are below.
36.3% are above or equal to 6/12 close (7 days ago), 63.7% are below.
41.4% are above or equal to 6/11 close (8 days ago), 58.6% are below.
43.2% are above or equal to 6/8 close (9 days ago), 56.8% are below.
47.4% are above or equal to 6/7 close (10 days ago), 52.6% are below.
44.7% are above or equal to 6/6 close (11 days ago), 55.3% are below.
51.5% are above or equal to 6/5 close (12 days ago), 48.5% are below.
53.4% are above or equal to 6/4 close (13 days ago), 46.6% are below.
56.9% are above or equal to 6/1 close (14 days ago), 43.1% are below.
64.9% are above or equal to 5/31 close (15 days ago), 35.1% are below.
58.7% are above or equal to 5/30 close (16 days ago), 41.3% are below.
67.6% are above or equal to 5/29 close (17 days ago), 32.4% are below.
61.1% are above or equal to 5/25 close (18 days ago), 38.9% are below.
59.7% are above or equal to 5/24 close (19 days ago), 40.3% are below.
58.6% are above or equal to 5/23 close (20 days ago), 41.4% are below.
58.8% are above or equal to 5/22 close (21 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180621 Closing)
20d: 15.1% new highs, 10.9% new lows
21d: 14.9% new highs, 10.7% new lows
42d: 13.0% new highs, 4.5% new lows
63d: 12.3% new highs, 3.2% new lows
126d: 6.8% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180621 Closing)
2-day: 27.5% above, 72.5% below
3-day: 34.3% above, 65.7% below
4-day: 33.3% above, 66.7% below
5-day: 35.1% above, 64.9% below
8-day: 35.9% above, 64.1% below
10-day: 38.1% above, 61.9% below
20-day: 50.7% above, 49.3% below
50-day: 63.0% above, 37.0% below
200-day: 59.4% above, 40.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180621 Closing)
REAL(109): 0.34% Top=KIM TCO AKR ROIC PEB GEO KRG REG ….. EPR HPP CLI CUZ SC LGIH KRC SRG=Bottom (Real Estate)
RETA(62): 0.27% Top=KR SFIX SFM FRAN BIG CAL CASY AEO ….. BABA CVNA KMX BLDR FND MELI EBAY CARS=Bottom (Retail & Specialty Retail)
LEIS(42): 0.22% Top=DRI TSG CAKE TXRH BLMN WING PZZA GPRO ….. QSR YUM WYNN MLCO MAR H SBUX PLNT=Bottom (Leisure)
FINA(99): -0.32% Top=CLNS BGCP KKR HBAN SBCF SBNY KEY CME ….. ESNT PACW FII FBP CDEV LAZ HWC YRD=Bottom (Banks/Financials)
TRAN(24): -0.45% Top=LUV ALK JBLU KSU UAL EXPD DAL SAVE ….. SNDR CSX AAL CNI ODFL FDX WAB CP=Bottom (Transportation)
HEAL(47): -0.47% Top=HAE BDX COO MOH BAX DGX A PRAH ….. XRAY PODD ALGN MD PKI ABMD NUVA TTOO=Bottom (Health)
CONS(59): -0.82% Top=FOSL SKX HBI TPR DESP PG MAT TPX ….. PKG SEE IP RL GOOS PBI VSTO TUP=Bottom (Consumer)
META(22): -0.85% Top=CENX CNX CLF PAAS FCX AEM ABX AG ….. NUE RGLD TECK WPM NEM CCJ SLCA CMC=Bottom (Metals & Mining)
DISV(50): -1.00% Top=CXW SBAC LAUR AAN WP ABM EEFT ROL ….. WTW GPN HRB ALLE ZTO ZG CHGG URI=Bottom (Diversified Services)
ELEC(60): -1.01% Top=AAOI KLIC FLEX FSLR CSIQ ENPH LRCX AMAT ….. BRKR MRVL INTC MCHP IPHI MTSI FIT AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): -1.18% Top=MRCY VZ MSI WDC HPQ STX RCI CCI ….. IMMR FNSR VG ATUS SYNA ACIA INFN FTR=Bottom (Computer Hardware/Telecom)
MATE(30): -1.20% Top=SRCL RSG WCN ADSW TOL TPH BECN PHM ….. MAS PWR FLR VMC EXP OC SUM FAST=Bottom (Materials & Construction)
MANU(47): -1.51% Top=JKS WBT MIDD AQUA MHK TEX ESIO CFX ….. CMI CAT PNR PH XYL DDD CIR KMT=Bottom (Manufacturing)
COSW(119): -1.74% Top=SNAP FSCT EQIX HPE GLUU MTCH ORCL PVTL ….. APPN SYNT ZS CMCM CBLK DOCU ZUO IQ=Bottom (Computer Software/Internet)
CHEM(29): -1.76% Top=SMG MOS NTR WLK CF VSM PX ALB ….. CBT UNVR EMN PAH HUN RYAM TROX GEVO=Bottom (Chemicals/Fertilizers)
ENER(98): -2.21% Top=NS GPOR TUSK AR ENLK COG MUSA WMB ….. SM CRZO MTDR CPE CXO MRO REN WTI=Bottom (Energy)
INSU(35): -2.60% Top=AMBC AIZ RDN MTG ALL AJG FAF LNC ….. HIG BHF CNO AIG AXS MBI ORI ACGL=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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