daytrend

07/06/2018

Filed under: Market Stats — daytrend @ 3:49 am

Market Stats at End of Day
by daytrend on 20180705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20180705 EOD)
31.9% of stocks are above yesterday’s high.
65.4% are above yesterday’s midpoint. (34.6% are below.)
9.6% are below yesterday’s low.
58.6% are inside yesterday’s range.
47.6% of stocks with today’s high > yesterday’s high. (52.4% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20180705 EOD)
60.6% of stocks are above today’s open. (38.0% are below).
60.2% of stocks are above today’s open and yesterday’s close.
20.2% are below both.
6.7% of stocks opened above yesterday’s high.
94.6% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180705 EOD)
34.8% of stocks are in the top 10% of today’s range.
49.0% are in the top 20%.
74.9% are in the top half. 25.1% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20180705 EOD)
79.2% of stocks are above yesterday’s close. (20.8% are below.)
1.1% are up 4.5% or more. 0.6% are down 4.5% or more.
3.2% are up 3.5% or more. 1.0% are down 3.5% or more.
53.6% are between +1% and -1%.

RSI on DAILY (20180705 EOD)
2-day: >=95:6.3%…>=90:19.8%…>=80:41.4%…>=50:78.5%…<=20:6.7%…<=10:2.2%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:53.0%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:53.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180705 EOD)
31.9% above previous 1 highs, 9.6% below previous 1 lows
30.7% above previous 2 highs, 3.2% below previous 2 lows
23.6% above previous 3 highs, 3.2% below previous 3 lows
22.3% above previous 4 highs, 2.3% below previous 4 lows
16.7% above previous 5 highs, 2.2% below previous 5 lows
15.3% above previous 6 highs, 1.9% below previous 6 lows
13.4% above previous 7 highs, 1.8% below previous 7 lows
10.6% above previous 8 highs, 1.8% below previous 8 lows
9.3% above previous 9 highs, 1.8% below previous 9 lows
8.7% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180705 EOD)
79.2% are above or equal to 7/3 close (1 days ago), 20.8% are below.
74.5% are above or equal to 7/2 close (2 days ago), 25.5% are below.
73.1% are above or equal to 6/29 close (3 days ago), 26.9% are below.
73.3% are above or equal to 6/28 close (4 days ago), 26.7% are below.
74.3% are above or equal to 6/27 close (5 days ago), 25.7% are below.
54.9% are above or equal to 6/26 close (6 days ago), 45.1% are below.
59.3% are above or equal to 6/25 close (7 days ago), 40.7% are below.
39.8% are above or equal to 6/22 close (8 days ago), 60.2% are below.
43.6% are above or equal to 6/21 close (9 days ago), 56.4% are below.
35.5% are above or equal to 6/20 close (10 days ago), 64.5% are below.
41.0% are above or equal to 6/19 close (11 days ago), 59.0% are below.
36.4% are above or equal to 6/18 close (12 days ago), 63.6% are below.
39.8% are above or equal to 6/15 close (13 days ago), 60.2% are below.
37.8% are above or equal to 6/14 close (14 days ago), 62.2% are below.
39.8% are above or equal to 6/13 close (15 days ago), 60.2% are below.
35.2% are above or equal to 6/12 close (16 days ago), 64.8% are below.
38.6% are above or equal to 6/11 close (17 days ago), 61.4% are below.
40.4% are above or equal to 6/8 close (18 days ago), 59.6% are below.
43.7% are above or equal to 6/7 close (19 days ago), 56.3% are below.
43.0% are above or equal to 6/6 close (20 days ago), 57.0% are below.
46.9% are above or equal to 6/5 close (21 days ago), 53.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180705 EOD)
20d: 8.6% new highs, 4.9% new lows
21d: 8.5% new highs, 4.8% new lows
42d: 7.0% new highs, 3.0% new lows
63d: 5.9% new highs, 2.1% new lows
126d: 3.3% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180705 EOD)
2-day: 78.6% above, 21.4% below
3-day: 78.6% above, 21.4% below
4-day: 78.5% above, 21.5% below
5-day: 77.8% above, 22.2% below
8-day: 69.9% above, 30.1% below
10-day: 61.2% above, 38.8% below
20-day: 44.0% above, 56.0% below
50-day: 58.6% above, 41.4% below
200-day: 58.6% above, 41.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180705 EOD)
ELEC(59): 2.32% Top=MTSI ICHR RUN QRVO IDTI SWKS CRUS DQ ….. BRKR CAVM KEYS AAOI GRMN CW ENPH AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 1.20% Top=MAXR ATUS QCOM SYNA STX VSAT SSYS ZAYO ….. BCE CSCO T CDW PANW EXTR HRS BB=Bottom (Computer Hardware/Telecom)
CONS(60): 1.11% Top=IRBT FOSL CYRX NWL TPX EPC PBI ENR ….. VFC WWW CRI GIII TPR LULU DECK UAA=Bottom (Consumer)
META(23): 1.05% Top=STLD AEM X CMC CLF AA NUE NEM ….. FNV IAG CENX SLCA RGLD FCX CNX CCJ=Bottom (Metals & Mining)
RETA(62): 1.05% Top=SFIX CVNA MIK GME BBBY JWN LL SIG ….. DKS TLRD URBN DDS RH AEO GPS LB=Bottom (Retail & Specialty Retail)
MANU(46): 1.01% Top=ESIO DDD TEX AQUA WBT SNA AOS BDC ….. PH MIDD XYL HON BWXT DOV DE JKS=Bottom (Manufacturing)
REAL(111): 0.98% Top=UNIT CONE PEI OUT CUBE SRC DDR QTS ….. INVH MGP XHR IVR KRG PEB BRX HPT=Bottom (Real Estate)
COSW(118): 0.79% Top=DOCU SE TTGT COUP SQ CVG EQIX NCR ….. PVTL SMAR SOHU CBLK VNET IQ ZUO APPN=Bottom (Computer Software/Internet)
DISV(50): 0.73% Top=SNX CAR URI JEC NCI SBAC PAYX INFO ….. FLT SCI BAH CHGG AAN ILG ZTO YY=Bottom (Diversified Services)
MATE(28): 0.72% Top=MDC MAS SUM JELD LEN DAR WY OC ….. WCN TOL EXP MLM PWR KBH RYN MDR=Bottom (Materials & Construction)
LEIS(43): 0.71% Top=SONC SEAS TVPT WING LVS EAT WYNN BYD ….. YUM CMG SBUX SHAK DPZ TSG VAC YUMC=Bottom (Leisure)
HEAL(53): 0.67% Top=NTRA GKOS BKD CNC IRWD HOLX RMD VAR ….. KANG AET AVNS HCA DXCM CMD NVRO ABMD=Bottom (Health)
TRAN(24): 0.66% Top=SSW NSC SNDR SAVE XPO UAL CP DAL ….. UPS KSU FDX EXPD CNI JBHT CHRW ODFL=Bottom (Transportation)
CHEM(29): 0.60% Top=PX VSM WLK DWDP CC SMG IFF OLN ….. APD PAH UNVR FMC TROX NTR ALB CF=Bottom (Chemicals/Fertilizers)
INSU(33): 0.46% Top=BHF FNF CNO FAF WLTW MMC AXS AJG ….. ALL RDN AEL TRV MTG ORI AIZ PGR=Bottom (Insurance)
FINA(100): 0.30% Top=APO BX ESNT JHG WDR EFX PYPL COBZ ….. RJF AMTD BGCP LPLA ETFC SCHW CDEV IBKR=Bottom (Banks/Financials)
ENER(101): 0.10% Top=FRAC QEP LBRT SPN KOS NS VVV PUMP ….. MPC DO DK CVI HFC MRO NBR WRD=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.
Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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