daytrend

06/27/2018

Filed under: Market Stats — daytrend @ 3:22 pm

Closing Stats
by daytrend on 20180627. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1012.

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

COMPARED TO YESTERDAY’S RANGE (20180627 Closing)
8.6% of stocks are above yesterday’s high.
20.4% are above yesterday’s midpoint. (79.6% are below.)
56.5% are below yesterday’s low.
34.9% are inside yesterday’s range.
56.2% of stocks with today’s high > yesterday’s high. (43.8% less than).
63.0% of stocks with today’s low < yesterday’s low. (37.0% greater than).

EVIDENCE OF INTRADAY TREND (20180627 Closing)
12.5% of stocks are above today’s open. (87.0% are below).
11.6% of stocks are above today’s open and yesterday’s close.
82.7% are below both.
15.8% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (25.4% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180627 Closing)
0.5% of stocks are in the top 10% of today’s range.
1.1% are in the top 20%.
7.1% are in the top half. 92.9% of stocks are in the bottom half of today’s range.
79.2% are in the bottom 20%.
67.0% are in the bottom 10%.

GAIN (20180627 Closing)
16.2% of stocks are above yesterday’s close. (83.8% are below.)
0.8% are up 4.5% or more. 3.3% are down 4.5% or more.
1.8% are up 3.5% or more. 7.7% are down 3.5% or more.
32.9% are between +1% and -1%.

RSI on DAILY (20180627 Closing)
2-day: >=95:0.9%…>=90:2.0%…>=80:6.2%…>=50:17.7%…<=20:53.8%…<=10:35.3%…<=5:23.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:28.5%…<=20:6.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:34.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180627 Closing)
8.6% above previous 1 highs, 56.5% below previous 1 lows
6.1% above previous 2 highs, 42.0% below previous 2 lows
4.2% above previous 3 highs, 40.8% below previous 3 lows
4.1% above previous 4 highs, 38.8% below previous 4 lows
3.8% above previous 5 highs, 37.6% below previous 5 lows
3.8% above previous 6 highs, 36.1% below previous 6 lows
3.7% above previous 7 highs, 35.2% below previous 7 lows
3.7% above previous 8 highs, 34.3% below previous 8 lows
3.4% above previous 9 highs, 33.4% below previous 9 lows
3.2% above previous 10 highs, 32.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180627 Closing)
16.2% are above or equal to 6/26 close (1 days ago), 83.8% are below.
28.0% are above or equal to 6/25 close (2 days ago), 72.0% are below.
16.5% are above or equal to 6/22 close (3 days ago), 83.5% are below.
23.9% are above or equal to 6/21 close (4 days ago), 76.1% are below.
21.5% are above or equal to 6/20 close (5 days ago), 78.5% are below.
25.6% are above or equal to 6/19 close (6 days ago), 74.4% are below.
24.1% are above or equal to 6/18 close (7 days ago), 75.9% are below.
25.8% are above or equal to 6/15 close (8 days ago), 74.2% are below.
25.9% are above or equal to 6/14 close (9 days ago), 74.1% are below.
27.6% are above or equal to 6/13 close (10 days ago), 72.4% are below.
24.0% are above or equal to 6/12 close (11 days ago), 76.0% are below.
27.5% are above or equal to 6/11 close (12 days ago), 72.5% are below.
29.5% are above or equal to 6/8 close (13 days ago), 70.5% are below.
32.3% are above or equal to 6/7 close (14 days ago), 67.7% are below.
31.6% are above or equal to 6/6 close (15 days ago), 68.4% are below.
36.7% are above or equal to 6/5 close (16 days ago), 63.3% are below.
40.6% are above or equal to 6/4 close (17 days ago), 59.4% are below.
42.5% are above or equal to 6/1 close (18 days ago), 57.5% are below.
48.2% are above or equal to 5/31 close (19 days ago), 51.8% are below.
43.5% are above or equal to 5/30 close (20 days ago), 56.5% are below.
51.7% are above or equal to 5/29 close (21 days ago), 48.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180627 Closing)
20d: 7.4% new highs, 23.9% new lows
21d: 7.3% new highs, 22.2% new lows
42d: 5.4% new highs, 11.1% new lows
63d: 4.7% new highs, 8.4% new lows
126d: 2.8% new highs, 5.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180627 Closing)
2-day: 15.6% above, 84.4% below
3-day: 20.0% above, 80.0% below
4-day: 17.4% above, 82.6% below
5-day: 19.2% above, 80.8% below
8-day: 21.3% above, 78.7% below
10-day: 21.9% above, 78.1% below
20-day: 28.7% above, 71.3% below
50-day: 49.4% above, 50.6% below
200-day: 55.5% above, 44.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180627 Closing)
ENER(102): 0.83% Top=DO RIG RES HPR CRC CXO LBRT PTEN ….. ANDX BPL INT PBF MUSA EQM NS TUSK=Bottom (Energy)
CHEM(30): -0.42% Top=TROX RYAM RPM ALB PX WLK POL FMC ….. EMN PAH ASH OLN NTR CC VSM HUN=Bottom (Chemicals/Fertilizers)
MANU(49): -0.51% Top=WTTR GE TPIC MRC FLS SNA TEX KMT ….. CMI ROP RS CIR LFUS ESIO JKS DDD=Bottom (Manufacturing)
REAL(112): -0.62% Top=SKT HR CONE WELL PLD VTR HST DRH ….. MFA RLGY GLPI ALLY IVR COLD OHI UNIT=Bottom (Real Estate)
TRAN(25): -0.94% Top=SSW JBLU WAB TRN SAVE CSX NSC EXPD ….. LUV ODFL UAL AAL DAL SNDR FDX XPO=Bottom (Transportation)
META(22): -0.94% Top=FCX FNV PAAS WPM SLCA CCJ AA RGLD ….. GG NUE CLF SCCO X STLD CMC CENX=Bottom (Metals & Mining)
RETA(64): -1.18% Top=CVNA DDS TSCO WMT MIK TGT BBBY CARS ….. GES SFIX EYE BBY BABA ETSY BLDR MELI=Bottom (Retail & Specialty Retail)
CONS(60): -1.24% Top=CHD UAA IRBT SPB CROX WHR GPK KMB ….. PBI DECK BC BOOT TPX SNBR DESP FOSL=Bottom (Consumer)
COHW(45): -1.35% Top=ATUS JNPR VSAT T VZ CCI MSI AAPL ….. ACIA SYNA SSYS ANET CNSL FNSR BB EXTR=Bottom (Computer Hardware/Telecom)
DISV(52): -1.44% Top=HCSG ALLE SBAC SCI ZG ACM KBR VRSK ….. LAUR KFY PAYX RHI MYGN AAN CAR YY=Bottom (Diversified Services)
MATE(28): -1.47% Top=VMC FLR LEN ADSW MDR DHI JELD BECN ….. SRCL WM DY DAR TPH TOL TMHC SUM=Bottom (Materials & Construction)
INSU(38): -1.67% Top=AIZ AFSI FAF AEL ACGL AMBC FNF TRV ….. RGA MET MTG HTH PFG UNM LNC BHF=Bottom (Insurance)
FINA(103): -1.68% Top=CDEV BX LM WFC APO FII NDAQ GS ….. YRD VOYA WETF SBCF CISN SIVB JHG CLNY=Bottom (Banks/Financials)
HEAL(55): -2.00% Top=SIEN ESRX PINC KANG TVTY AET ANTM BSX ….. HAE ABMD ACHC GHDX PODD GMED THC NTRA=Bottom (Health)
LEIS(43): -2.05% Top=SHAK DNKN PK PZZA FCPT DPZ TVPT SIX ….. WING SEAS TSG PLAY SONC GPRO BLMN YUMC=Bottom (Leisure)
ELEC(61): -2.14% Top=MRVL CAVM WAT DQ AYI GRMN CW SGH ….. IDTI CY ICHR FIT MU AMBA MTSI ENPH=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(123): -2.70% Top=GRUB DXC ALRM COTV CHKP BSTI FSCT EQIX ….. TWLO SOHU SMAR SHOP MDB DOCU CBLK IQ=Bottom (Computer Software/Internet)

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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