daytrend

07/02/2018

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

Closing Stats
by daytrend on 20180702. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 994.

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

COMPARED TO YESTERDAY’S RANGE (20180702 Closing)
14.0% of stocks are above yesterday’s high.
39.4% are above yesterday’s midpoint. (60.6% are below.)
25.1% are below yesterday’s low.
61.0% are inside yesterday’s range.
20.0% of stocks with today’s high > yesterday’s high. (80.0% less than).
85.3% of stocks with today’s low < yesterday’s low. (14.7% greater than).

EVIDENCE OF INTRADAY TREND (20180702 Closing)
70.6% of stocks are above today’s open. (28.4% are below).
54.0% of stocks are above today’s open and yesterday’s close.
27.6% are below both.
0.6% of stocks opened above yesterday’s high.
4.7% of stocks opened above yesterday’s close. (92.3% opened below yesterday’s close).
55.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180702 Closing)
45.0% of stocks are in the top 10% of today’s range.
56.9% are in the top 20%.
81.5% are in the top half. 18.5% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN (20180702 Closing)
55.7% of stocks are above yesterday’s close. (44.3% are below.)
1.3% are up 4.5% or more. 1.3% are down 4.5% or more.
2.1% are up 3.5% or more. 2.4% are down 3.5% or more.
58.1% are between +1% and -1%.

RSI on DAILY (20180702 Closing)
2-day: >=95:2.0%…>=90:5.9%…>=80:19.2%…>=50:53.2%…<=20:18.1%…<=10:8.1%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:35.6%…<=20:1.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180702 Closing)
14.0% above previous 1 highs, 25.1% below previous 1 lows
13.2% above previous 2 highs, 12.0% below previous 2 lows
8.6% above previous 3 highs, 10.7% below previous 3 lows
7.3% above previous 4 highs, 8.0% below previous 4 lows
6.1% above previous 5 highs, 7.2% below previous 5 lows
3.9% above previous 6 highs, 6.9% below previous 6 lows
2.9% above previous 7 highs, 6.1% below previous 7 lows
2.5% above previous 8 highs, 5.2% below previous 8 lows
2.4% above previous 9 highs, 4.6% below previous 9 lows
2.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180702 Closing)
55.7% are above or equal to 6/29 close (1 days ago), 44.3% are below.
56.2% are above or equal to 6/28 close (2 days ago), 43.8% are below.
63.5% are above or equal to 6/27 close (3 days ago), 36.5% are below.
39.9% are above or equal to 6/26 close (4 days ago), 60.1% are below.
46.5% are above or equal to 6/25 close (5 days ago), 53.5% are below.
25.8% are above or equal to 6/22 close (6 days ago), 74.2% are below.
31.2% are above or equal to 6/21 close (7 days ago), 68.8% are below.
24.7% are above or equal to 6/20 close (8 days ago), 75.3% are below.
29.8% are above or equal to 6/19 close (9 days ago), 70.2% are below.
26.1% are above or equal to 6/18 close (10 days ago), 73.9% are below.
29.8% are above or equal to 6/15 close (11 days ago), 70.2% are below.
28.2% are above or equal to 6/14 close (12 days ago), 71.8% are below.
31.9% are above or equal to 6/13 close (13 days ago), 68.1% are below.
26.1% are above or equal to 6/12 close (14 days ago), 73.9% are below.
31.0% are above or equal to 6/11 close (15 days ago), 69.0% are below.
33.7% are above or equal to 6/8 close (16 days ago), 66.3% are below.
37.1% are above or equal to 6/7 close (17 days ago), 62.9% are below.
37.0% are above or equal to 6/6 close (18 days ago), 63.0% are below.
42.0% are above or equal to 6/5 close (19 days ago), 58.0% are below.
45.4% are above or equal to 6/4 close (20 days ago), 54.6% are below.
48.6% are above or equal to 6/1 close (21 days ago), 51.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180702 Closing)
20d: 2.1% new highs, 19.6% new lows
21d: 2.1% new highs, 18.3% new lows
42d: 1.9% new highs, 8.8% new lows
63d: 1.6% new highs, 6.6% new lows
126d: 1.1% new highs, 4.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180702 Closing)
2-day: 54.7% above, 45.3% below
3-day: 54.7% above, 45.3% below
4-day: 59.6% above, 40.4% below
5-day: 51.5% above, 48.5% below
8-day: 37.8% above, 62.2% below
10-day: 33.3% above, 66.7% below
20-day: 30.4% above, 69.6% below
50-day: 53.0% above, 47.0% below
200-day: 56.4% above, 43.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180702 Closing)
COSW(119): 1.42% Top=ACXM VMW SYNT VNET ZUO EPAY ZS AYX ….. EVBG NTES SINA DOCU CDAY SE SMAR APPN=Bottom (Computer Software/Internet)
ELEC(60): 0.92% Top=RUN ENPH MXL SPWR MU KEM KLIC AAOI ….. TSEM HIMX TRMB AMAT FLEX AMBA UCTT COHR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.90% Top=EXTR BB SSYS FNSR TDC CDW VRSN STX ….. ZAYO SYNA BCE ATUS CSCO CTL TDS VSAT=Bottom (Computer Hardware/Telecom)
FINA(101): 0.79% Top=WETF KKR APO WDR BX TWNK COF HOPE ….. CBOE LM COBZ EFX TD CLNY BEN CDEV=Bottom (Banks/Financials)
TRAN(24): 0.63% Top=CHRW SAVE UAL TRN ALK LUV AAL FDX ….. WAB EXPD CNI ODFL SNDR UPS CP SSW=Bottom (Transportation)
DISV(52): 0.61% Top=LOPE KFY CHGG ZG HRB ZTO BAH LAUR ….. MAN TRTN YY KBR ACM KTOS CXW URI=Bottom (Diversified Services)
HEAL(53): 0.42% Top=IRTC DXCM IRWD ISRG STE TVTY AET ESRX ….. MD UHS ALGN A TMO PKI CMD IART=Bottom (Health)
INSU(37): 0.27% Top=FG BHF UNM MTG LNC CLGX PGR PRU ….. PFG AFL FNF WRB AMBC AXS MBI FAF=Bottom (Insurance)
CONS(60): -0.06% Top=BC SNBR BOOT ELY NWL SKX DECK PBI ….. CROX GIL AVY COTY NKE TUP ENR GIII=Bottom (Consumer)
MANU(47): -0.17% Top=JKS DDD GTLS TTC DE ATKR ROK ESIO ….. RXN DCI ITT MIDD GE CFX WTTR AQUA=Bottom (Manufacturing)
RETA(63): -0.29% Top=CARS AEO DSW CVNA WBA CHS NFLX ETSY ….. DDS W M LB GME TLRD BBBY SBH=Bottom (Retail & Specialty Retail)
CHEM(30): -0.35% Top=TROX HUN FUL WLK RYAM CE SMG OLN ….. ALB PPG CC NTR FMC UNVR PAH CF=Bottom (Chemicals/Fertilizers)
LEIS(44): -0.40% Top=TVPT CMG DRI EXPE CAKE PLNT EAT TSG ….. YUMC PZZA SHAK BLMN MGM LVS WYNN MLCO=Bottom (Leisure)
MATE(28): -0.48% Top=RSG WM OC PWR PHM ADSW JELD DHI ….. EXP TOL TPH RYN DAR VMC MDR KBH=Bottom (Materials & Construction)
REAL(110): -0.65% Top=QTS CTRE ALEX ALLY NRZ AGNC ABR SC ….. DEA PLD PEI KRG GEO DOC KIM DDR=Bottom (Real Estate)
META(21): -0.67% Top=X CMC CLF NUE STLD SLCA CNX ABX ….. WPM PAAS GG AEM AA SCCO TECK CENX=Bottom (Metals & Mining)
ENER(102): -1.69% Top=BWP NS VNOM TUSK SHLX MDU ANDV NFG ….. WRD WLL APA REN DO KOS SPN FRAC=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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