daytrend

06/28/2018

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

Closing Stats
by daytrend on 20180628. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1017.

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

COMPARED TO YESTERDAY’S RANGE (20180628 Closing)
7.6% of stocks are above yesterday’s high.
31.0% are above yesterday’s midpoint. (69.0% are below.)
24.0% are below yesterday’s low.
68.4% are inside yesterday’s range.
13.5% of stocks with today’s high > yesterday’s high. (86.5% less than).
80.6% of stocks with today’s low < yesterday’s low. (19.4% greater than).

EVIDENCE OF INTRADAY TREND (20180628 Closing)
69.2% of stocks are above today’s open. (28.1% are below).
61.6% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
0.7% of stocks opened above yesterday’s high.
34.5% of stocks opened above yesterday’s close. (59.2% opened below yesterday’s close).
37.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180628 Closing)
17.5% of stocks are in the top 10% of today’s range.
39.8% are in the top 20%.
80.6% are in the top half. 19.4% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20180628 Closing)
67.7% of stocks are above yesterday’s close. (32.3% are below.)
1.7% are up 4.5% or more. 0.7% are down 4.5% or more.
3.9% are up 3.5% or more. 1.2% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20180628 Closing)
2-day: >=95:1.5%…>=90:3.5%…>=80:9.5%…>=50:41.0%…<=20:27.6%…<=10:16.8%…<=5:11.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:33.3%…<=20:4.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:40.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180628 Closing)
7.6% above previous 1 highs, 24.0% below previous 1 lows
5.8% above previous 2 highs, 18.0% below previous 2 lows
4.6% above previous 3 highs, 15.4% below previous 3 lows
4.1% above previous 4 highs, 15.1% below previous 4 lows
3.6% above previous 5 highs, 14.3% below previous 5 lows
3.2% above previous 6 highs, 14.1% below previous 6 lows
3.1% above previous 7 highs, 13.5% below previous 7 lows
3.1% above previous 8 highs, 13.0% below previous 8 lows
2.9% above previous 9 highs, 12.8% below previous 9 lows
2.9% above previous 10 highs, 12.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180628 Closing)
67.7% are above or equal to 6/27 close (1 days ago), 32.3% are below.
30.7% are above or equal to 6/26 close (2 days ago), 69.3% are below.
41.7% are above or equal to 6/25 close (3 days ago), 58.3% are below.
24.7% are above or equal to 6/22 close (4 days ago), 75.3% are below.
29.4% are above or equal to 6/21 close (5 days ago), 70.6% are below.
25.9% are above or equal to 6/20 close (6 days ago), 74.1% are below.
28.3% are above or equal to 6/19 close (7 days ago), 71.7% are below.
27.3% are above or equal to 6/18 close (8 days ago), 72.7% are below.
29.6% are above or equal to 6/15 close (9 days ago), 70.4% are below.
28.5% are above or equal to 6/14 close (10 days ago), 71.5% are below.
29.7% are above or equal to 6/13 close (11 days ago), 70.3% are below.
26.7% are above or equal to 6/12 close (12 days ago), 73.3% are below.
31.3% are above or equal to 6/11 close (13 days ago), 68.7% are below.
32.4% are above or equal to 6/8 close (14 days ago), 67.6% are below.
35.2% are above or equal to 6/7 close (15 days ago), 64.8% are below.
35.1% are above or equal to 6/6 close (16 days ago), 64.9% are below.
40.6% are above or equal to 6/5 close (17 days ago), 59.4% are below.
43.3% are above or equal to 6/4 close (18 days ago), 56.7% are below.
46.1% are above or equal to 6/1 close (19 days ago), 53.9% are below.
51.2% are above or equal to 5/31 close (20 days ago), 48.8% are below.
47.1% are above or equal to 5/30 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180628 Closing)
20d: 3.8% new highs, 34.5% new lows
21d: 3.8% new highs, 33.1% new lows
42d: 2.8% new highs, 15.5% new lows
63d: 2.5% new highs, 11.8% new lows
126d: 1.5% new highs, 8.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180628 Closing)
2-day: 64.5% above, 35.5% below
3-day: 43.5% above, 56.5% below
4-day: 41.2% above, 58.8% below
5-day: 33.3% above, 66.7% below
8-day: 28.8% above, 71.2% below
10-day: 27.9% above, 72.1% below
20-day: 31.5% above, 68.5% below
50-day: 52.5% above, 47.5% below
200-day: 57.1% above, 42.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180628 Closing)
COSW(122): 1.80% Top=DBX AYX ACN APPN EVBG ZUO CVG SNAP ….. SABR NUAN BIDU ELLI CDAY CMCM SE SMAR=Bottom (Computer Software/Internet)
COHW(45): 1.06% Top=FNSR VG VZ VSAT UBNT PSTG SSYS JNPR ….. CNSL COMM BCE EFII WDC HPQ ATUS CASA=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.89% Top=MDXG NTRA IRTC BKD CMD IART BSX DXCM ….. DVA HCA UHS UNH VAR ESRX ACHC AET=Bottom (Health)
INSU(37): 0.61% Top=AIZ MBI FNF AGO AMBC FAF PGR ORI ….. AEL AFSI BHF TRUP CNO TMK AFL FG=Bottom (Insurance)
ELEC(61): 0.49% Top=CAVM MRVL PI AAOI CSIQ MTSI FSLR NVDA ….. GLW TTMI HIMX TEL AMBA CREE AYI KEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(113): 0.44% Top=WELL ABR GEO HCP VTR CYS ALLY SC ….. PEB NLY STWD ARI RLJ PEI SRC UNIT=Bottom (Real Estate)
DISV(53): 0.36% Top=CXW ADS CHGG FICO MA AAN PAYX ULTA ….. ACM ILG LAUR ABM RHI KBR ZG CAR=Bottom (Diversified Services)
MATE(28): 0.27% Top=SUM KBH LEN SRCL WY TOL TMHC MDC ….. PWR FLR JELD MAS VMC BECN OC MDR=Bottom (Materials & Construction)
RETA(64): 0.23% Top=W ETSY MELI AEO SFIX AMZN JWN GME ….. LL RH MIK KR EYE BBBY CVS WBA=Bottom (Retail & Specialty Retail)
CONS(60): 0.21% Top=CYRX GOOS UAA CLX CHD FL ENR TPR ….. CROX TUP COTY EL PBI SPB MAT GT=Bottom (Consumer)
FINA(103): 0.17% Top=MS PYPL C CISN JPM BAC GS LPLA ….. BEN SF BGCP VOYA CLNY KKR CDEV WETF=Bottom (Banks/Financials)
LEIS(43): 0.08% Top=TSG YUMC SONC WING DRI CAKE QSR GPRO ….. WYND MAR CCL BLMN SHAK PK SBUX CMG=Bottom (Leisure)
TRAN(25): 0.07% Top=SSW CNI EXPD XPO SNDR UNP LUV ALK ….. JBHT WAB CHRW JBLU CSX FDX TRN UPS=Bottom (Transportation)
CHEM(31): 0.02% Top=RPM SHW SMG ASH CF RYAM AXTA DWDP ….. POL FMC CC UNVR NTR PAH FUL GEVO=Bottom (Chemicals/Fertilizers)
MANU(49): -0.01% Top=TPIC JKS DDD ZBRA CAT WBT TTC MRC ….. RS GTLS AOS RXN ITW MIDD ESIO WTTR=Bottom (Manufacturing)
META(22): -0.05% Top=AA FNV AEM X CENX STLD GG CLF ….. PAAS RGLD CNX NUE FCX AG TECK SLCA=Bottom (Metals & Mining)
ENER(104): -0.08% Top=SEP EEP KOS BCEI LBRT HLX RRC CRC ….. PTEN CPE MRO DO TEP HPR WRD REN=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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