daytrend

07/06/2018

Filed under: Market Stats — daytrend @ 3:25 pm

Closing Stats
by daytrend on 20180706. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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

COMPARED TO YESTERDAY’S RANGE (20180706 Closing)
59.5% of stocks are above yesterday’s high.
88.0% are above yesterday’s midpoint. (12.0% are below.)
1.9% are below yesterday’s low.
38.6% are inside yesterday’s range.
79.6% of stocks with today’s high > yesterday’s high. (20.4% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND (20180706 Closing)
83.2% of stocks are above today’s open. (15.7% are below).
79.1% of stocks are above today’s open and yesterday’s close.
10.3% are below both.
20.3% of stocks opened above yesterday’s high.
46.3% of stocks opened above yesterday’s close. (49.7% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180706 Closing)
14.8% of stocks are in the top 10% of today’s range.
35.6% are in the top 20%.
80.5% are in the top half. 19.5% of stocks are in the bottom half of today’s range.
4.4% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20180706 Closing)
86.1% of stocks are above yesterday’s close. (13.9% are below.)
1.3% are up 4.5% or more. 0.1% are down 4.5% or more.
3.4% are up 3.5% or more. 0.2% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY (20180706 Closing)
2-day: >=95:16.5%…>=90:36.6%…>=80:62.9%…>=50:89.5%…<=20:2.8%…<=10:1.2%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.2%…>=50:65.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:61.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180706 Closing)
59.5% above previous 1 highs, 1.9% below previous 1 lows
49.1% above previous 2 highs, 1.5% below previous 2 lows
47.6% above previous 3 highs, 0.9% below previous 3 lows
40.3% above previous 4 highs, 0.9% below previous 4 lows
39.3% above previous 5 highs, 0.9% below previous 5 lows
31.8% above previous 6 highs, 0.9% below previous 6 lows
29.4% above previous 7 highs, 0.9% below previous 7 lows
25.5% above previous 8 highs, 0.8% below previous 8 lows
19.6% above previous 9 highs, 0.8% below previous 9 lows
16.0% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180706 Closing)
86.1% are above or equal to 7/5 close (1 days ago), 13.9% are below.
88.9% are above or equal to 7/3 close (2 days ago), 11.1% are below.
84.5% are above or equal to 7/2 close (3 days ago), 15.5% are below.
83.5% are above or equal to 6/29 close (4 days ago), 16.5% are below.
81.3% are above or equal to 6/28 close (5 days ago), 18.7% are below.
80.7% are above or equal to 6/27 close (6 days ago), 19.3% are below.
65.5% are above or equal to 6/26 close (7 days ago), 34.5% are below.
67.4% are above or equal to 6/25 close (8 days ago), 32.6% are below.
50.7% are above or equal to 6/22 close (9 days ago), 49.3% are below.
52.3% are above or equal to 6/21 close (10 days ago), 47.7% are below.
43.1% are above or equal to 6/20 close (11 days ago), 56.9% are below.
47.1% are above or equal to 6/19 close (12 days ago), 52.9% are below.
43.7% are above or equal to 6/18 close (13 days ago), 56.3% are below.
47.3% are above or equal to 6/15 close (14 days ago), 52.7% are below.
45.5% are above or equal to 6/14 close (15 days ago), 54.5% are below.
47.1% are above or equal to 6/13 close (16 days ago), 52.9% are below.
42.0% are above or equal to 6/12 close (17 days ago), 58.0% are below.
46.0% are above or equal to 6/11 close (18 days ago), 54.0% are below.
46.6% are above or equal to 6/8 close (19 days ago), 53.4% are below.
49.5% are above or equal to 6/7 close (20 days ago), 50.5% are below.
47.8% are above or equal to 6/6 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180706 Closing)
20d: 16.7% new highs, 4.5% new lows
21d: 16.5% new highs, 4.3% new lows
42d: 14.0% new highs, 2.7% new lows
63d: 12.4% new highs, 1.8% new lows
126d: 7.1% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180706 Closing)
2-day: 84.7% above, 15.3% below
3-day: 89.5% above, 10.5% below
4-day: 88.7% above, 11.3% below
5-day: 87.8% above, 12.2% below
8-day: 84.8% above, 15.2% below
10-day: 76.5% above, 23.5% below
20-day: 55.2% above, 44.8% below
50-day: 62.2% above, 37.8% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180706 Closing)
ENER(101): 1.56% Top=WTI TUSK KOS REN JAG UNT CVE HPR ….. NS BPL BCEI VVV WES MUR LBRT VNOM=Bottom (Energy)
COSW(118): 1.32% Top=SE APPN CLDR ZS EPAM SQ TWTR SYNT ….. PRGS CDAY DBX ZUO BSTI SMAR IQ CBLK=Bottom (Computer Software/Internet)
COHW(42): 1.30% Top=ATUS CASA EXTR UBNT VSAT SSYS EFII ACIA ….. VZ CSCO T CCI HRS STX IMMR MAXR=Bottom (Computer Hardware/Telecom)
RETA(62): 1.25% Top=SFIX CVNA GME W SBH LB AEO BABA ….. BIG TSCO CHS WSM KSS GPS BLDR DKS=Bottom (Retail & Specialty Retail)
ELEC(59): 1.03% Top=AMD FIT KLIC RUN CSIQ ICHR FSLR BRKS ….. IPHI SPWR QRVO DQ CW SGH HIMX MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(53): 0.95% Top=THC HOLX NUVA STE ALGN GKOS HCA ISRG ….. ESRX GMED UNH MOH CMD TMO DGX TVTY=Bottom (Health)
LEIS(43): 0.95% Top=GPRO BYD YUMC PLAY H MGM EXPE DNKN ….. FCPT LVS TXRH WEN MLCO WING SEAS SHAK=Bottom (Leisure)
CHEM(29): 0.81% Top=UNVR PAH HUN RYAM PX RPM MOS AXTA ….. OLN VSM EMN CE PPG ASH DWDP CF=Bottom (Chemicals/Fertilizers)
TRAN(25): 0.78% Top=SSW DRYS LUV CNI XPO CSX NSC KSU ….. WAB AAL CHRW UAL TRN FDX UPS EXPD=Bottom (Transportation)
DISV(50): 0.74% Top=YY ZG ULTA LAUR ROL CHGG BAH R ….. INFO NCI HRB AL SBAC HCSG CXW ALLE=Bottom (Diversified Services)
INSU(33): 0.66% Top=RDN AMBC MTG WLTW ACGL AGO CINF L ….. PGR PFG LNC CNO FNF AFL AIZ FG=Bottom (Insurance)
FINA(100): 0.56% Top=CDEV AMTD SCHW RJF BOFI PYPL LPLA CIT ….. DFS NDAQ WU WDR IVZ LM WETF CBOE=Bottom (Banks/Financials)
REAL(111): 0.54% Top=OUT ALEX ABR UNIT GOV BAM SNH VER ….. ARE GEO CTRE LPT MFA PSA PEI RLGY=Bottom (Real Estate)
CONS(60): 0.51% Top=BOOT FOSL LULU ENR MAT TPX WHR TPR ….. IRBT GOOS GPK EL DECK WWW CYRX CROX=Bottom (Consumer)
META(23): 0.36% Top=FCX AG CENX CCJ CNX X TECK SCCO ….. CMC STLD ABX PAAS GG NEM AEM RGLD=Bottom (Metals & Mining)
MATE(28): 0.34% Top=MDR EXP LEN MAS SRCL KBH VMC TPH ….. WM OC RSG ADSW JELD BECN SUM MDC=Bottom (Materials & Construction)
MANU(46): 0.18% Top=GE WTTR DDD ATI JKS BDC TTC WBT ….. GGG ITT SWK IR ITW TEX MIDD CIR=Bottom (Manufacturing)

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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