daytrend

07/11/2018

Filed under: Market Stats — daytrend @ 3:57 pm

Closing Stats
by daytrend on 20180711. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 945.

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

COMPARED TO YESTERDAY’S RANGE (20180711 Closing)
10.7% of stocks are above yesterday’s high.
23.1% are above yesterday’s midpoint. (76.9% are below.)
50.7% are below yesterday’s low.
38.6% are inside yesterday’s range.
23.0% of stocks with today’s high > yesterday’s high. (77.0% less than).
78.7% of stocks with today’s low < yesterday’s low. (21.3% greater than).

EVIDENCE OF INTRADAY TREND (20180711 Closing)
45.1% of stocks are above today’s open. (54.3% are below).
25.7% of stocks are above today’s open and yesterday’s close.
53.9% are below both.
1.1% of stocks opened above yesterday’s high.
3.8% of stocks opened above yesterday’s close. (94.3% opened below yesterday’s close).
44.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180711 Closing)
5.6% of stocks are in the top 10% of today’s range.
13.2% are in the top 20%.
39.5% are in the top half. 60.5% of stocks are in the bottom half of today’s range.
28.9% are in the bottom 20%.
14.5% are in the bottom 10%.

GAIN (20180711 Closing)
27.5% of stocks are above yesterday’s close. (72.5% are below.)
0.5% are up 4.5% or more. 2.6% are down 4.5% or more.
0.6% are up 3.5% or more. 6.6% are down 3.5% or more.
50.6% are between +1% and -1%.

RSI on DAILY (20180711 Closing)
2-day: >=95:8.4%…>=90:10.9%…>=80:16.6%…>=50:33.9%…<=20:20.2%…<=10:4.4%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:58.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180711 Closing)
10.7% above previous 1 highs, 50.7% below previous 1 lows
7.7% above previous 2 highs, 30.7% below previous 2 lows
7.2% above previous 3 highs, 14.4% below previous 3 lows
7.1% above previous 4 highs, 8.0% below previous 4 lows
7.0% above previous 5 highs, 6.5% below previous 5 lows
7.0% above previous 6 highs, 3.6% below previous 6 lows
6.9% above previous 7 highs, 3.3% below previous 7 lows
6.9% above previous 8 highs, 2.4% below previous 8 lows
6.7% above previous 9 highs, 2.3% below previous 9 lows
6.3% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180711 Closing)
27.5% are above or equal to 7/10 close (1 days ago), 72.5% are below.
27.3% are above or equal to 7/9 close (2 days ago), 72.7% are below.
51.9% are above or equal to 7/6 close (3 days ago), 48.1% are below.
66.6% are above or equal to 7/5 close (4 days ago), 33.4% are below.
77.7% are above or equal to 7/3 close (5 days ago), 22.3% are below.
78.2% are above or equal to 7/2 close (6 days ago), 21.8% are below.
76.0% are above or equal to 6/29 close (7 days ago), 24.0% are below.
75.7% are above or equal to 6/28 close (8 days ago), 24.3% are below.
78.2% are above or equal to 6/27 close (9 days ago), 21.8% are below.
64.4% are above or equal to 6/26 close (10 days ago), 35.6% are below.
65.0% are above or equal to 6/25 close (11 days ago), 35.0% are below.
51.3% are above or equal to 6/22 close (12 days ago), 48.7% are below.
51.5% are above or equal to 6/21 close (13 days ago), 48.5% are below.
44.2% are above or equal to 6/20 close (14 days ago), 55.8% are below.
48.4% are above or equal to 6/19 close (15 days ago), 51.6% are below.
44.6% are above or equal to 6/18 close (16 days ago), 55.4% are below.
47.5% are above or equal to 6/15 close (17 days ago), 52.5% are below.
45.6% are above or equal to 6/14 close (18 days ago), 54.4% are below.
47.0% are above or equal to 6/13 close (19 days ago), 53.0% are below.
42.2% are above or equal to 6/12 close (20 days ago), 57.8% are below.
44.7% are above or equal to 6/11 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180711 Closing)
20d: 7.6% new highs, 4.9% new lows
21d: 7.5% new highs, 4.7% new lows
42d: 6.7% new highs, 2.2% new lows
63d: 6.3% new highs, 1.2% new lows
126d: 4.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180711 Closing)
2-day: 26.0% above, 74.0% below
3-day: 24.7% above, 75.3% below
4-day: 31.9% above, 68.1% below
5-day: 42.1% above, 57.9% below
8-day: 63.1% above, 36.9% below
10-day: 68.5% above, 31.5% below
20-day: 55.7% above, 44.3% below
50-day: 61.3% above, 38.7% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180711 Closing)
COSW(116): 0.29% Top=CHKP CBLK ATVI PFPT NTNX SYNT SMAR DATA ….. CDAY JD FFIV ZUO MDRX HPE BSTI VIPS=Bottom (Computer Software/Internet)
DISV(48): 0.15% Top=MYGN GPN CXW ZG MA V SERV KBR ….. R SNX JEC URI MAN ZTO ACM CAR=Bottom (Diversified Services)
REAL(107): -0.16% Top=AIV ABR GEO STAG ESS AMH CPT SRC ….. RLJ BAM APLE SHO DRH KIM DDR CBRE=Bottom (Real Estate)
HEAL(49): -0.32% Top=NVRO DXCM MOH COO CNC DGX HOLX ISRG ….. XRAY SYNH PODD EW BKD TMO NTRA THC=Bottom (Health)
MATE(27): -0.38% Top=FAST SRCL RSG WCN WM MLM MDC ADSW ….. WY TMHC OC FLR PWR MAS BECN MDR=Bottom (Materials & Construction)
LEIS(42): -0.62% Top=DPZ BLMN QSR JACK CMG TXRH DRI ARMK ….. CCL EXPE LVS TSG WYNN MLCO PZZA GPRO=Bottom (Leisure)
FINA(96): -0.69% Top=SMPL CME NDAQ AXP ICE CBSH FBP ARCC ….. VOYA ESNT SLM JHG IVZ LM WETF FII=Bottom (Banks/Financials)
CONS(58): -0.88% Top=TPX CROX CCK CLX BERY EPC BMS CHD ….. GT TPR RL IRBT PVH COTY EL FOSL=Bottom (Consumer)
INSU(31): -0.99% Top=AIZ FG AJG AGO AXS FNF CINF FAF ….. AFL MET MTG RDN BHF PFG AEL UNM=Bottom (Insurance)
RETA(60): -1.10% Top=CARS SFIX JWN DSW CHS WBA NFLX SIG ….. KR W MIK RH LL TLRD HOME FND=Bottom (Retail & Specialty Retail)
COHW(41): -1.17% Top=VG MSI SSYS PANW VRSN ZAYO NTAP ANET ….. EFII ATUS SYNA CASA IMMR STX HPQ TDS=Bottom (Computer Hardware/Telecom)
MANU(42): -1.70% Top=MHK WBT DDD ATKR AQUA TTC ATI BWXT ….. EMR CFX ESIO MRC CAT ETN AGCO AOS=Bottom (Manufacturing)
CHEM(28): -2.00% Top=GRA ASH FUL SHW IFF PPG UNVR ALB ….. EMN FMC MOS NTR OLN WLK CC TROX=Bottom (Chemicals/Fertilizers)
TRAN(24): -2.05% Top=WAB CHRW SSW EXPD LUV CNI TRN JBLU ….. UNP SNDR CP UAL SAVE XPO ALK AAL=Bottom (Transportation)
ENER(97): -2.31% Top=MUSA BPL MDU EQM COG TEP BWP WMB ….. NBR DO VNOM TUSK LBRT PTEN WRD CRC=Bottom (Energy)
ELEC(57): -2.48% Top=AYI RUN KLIC SNPS AAOI SPWR MXL FSLR ….. LRCX MRVL AMBA FIT ICHR ENPH UCTT BRKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(22): -2.62% Top=AA RGLD X FNV NUE STLD WPM AEM ….. CLF ABX SCCO FCX GG AG TECK PAAS=Bottom (Metals & Mining)

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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