daytrend

07/20/2018

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

Closing Stats
by daytrend on 20180720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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 (20180720 Closing)
13.9% of stocks are above yesterday’s high.
44.2% are above yesterday’s midpoint. (55.8% are below.)
24.9% are below yesterday’s low.
61.3% are inside yesterday’s range.
39.6% of stocks with today’s high > yesterday’s high. (60.4% less than).
45.0% of stocks with today’s low < yesterday’s low. (55.0% greater than).

EVIDENCE OF INTRADAY TREND (20180720 Closing)
37.2% of stocks are above today’s open. (61.0% are below).
30.3% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
5.2% of stocks opened above yesterday’s high.
36.3% of stocks opened above yesterday’s close. (59.1% opened below yesterday’s close).
8.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180720 Closing)
4.8% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
38.2% are in the top half. 61.8% of stocks are in the bottom half of today’s range.
30.8% are in the bottom 20%.
16.1% are in the bottom 10%.

GAIN (20180720 Closing)
36.2% of stocks are above yesterday’s close. (63.8% are below.)
0.4% are up 4.5% or more. 1.9% are down 4.5% or more.
0.9% are up 3.5% or more. 3.2% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20180720 Closing)
2-day: >=95:5.8%…>=90:9.6%…>=80:17.5%…>=50:43.3%…<=20:18.4%…<=10:7.5%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:59.7%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180720 Closing)
13.9% above previous 1 highs, 24.9% below previous 1 lows
10.9% above previous 2 highs, 15.9% below previous 2 lows
9.7% above previous 3 highs, 10.3% below previous 3 lows
8.6% above previous 4 highs, 8.7% below previous 4 lows
7.7% above previous 5 highs, 8.3% below previous 5 lows
7.3% above previous 6 highs, 6.9% below previous 6 lows
6.9% above previous 7 highs, 6.5% below previous 7 lows
6.7% above previous 8 highs, 6.4% below previous 8 lows
6.5% above previous 9 highs, 6.4% below previous 9 lows
6.5% above previous 10 highs, 5.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180720 Closing)
36.2% are above or equal to 7/19 close (1 days ago), 63.8% are below.
46.1% are above or equal to 7/18 close (2 days ago), 53.9% are below.
52.6% are above or equal to 7/17 close (3 days ago), 47.4% are below.
62.3% are above or equal to 7/16 close (4 days ago), 37.7% are below.
53.3% are above or equal to 7/13 close (5 days ago), 46.7% are below.
52.3% are above or equal to 7/12 close (6 days ago), 47.7% are below.
62.2% are above or equal to 7/11 close (7 days ago), 37.8% are below.
50.1% are above or equal to 7/10 close (8 days ago), 49.9% are below.
49.4% are above or equal to 7/9 close (9 days ago), 50.6% are below.
59.1% are above or equal to 7/6 close (10 days ago), 40.9% are below.
66.0% are above or equal to 7/5 close (11 days ago), 34.0% are below.
72.7% are above or equal to 7/3 close (12 days ago), 27.3% are below.
74.0% are above or equal to 7/2 close (13 days ago), 26.0% are below.
73.0% are above or equal to 6/29 close (14 days ago), 27.0% are below.
72.8% are above or equal to 6/28 close (15 days ago), 27.2% are below.
73.9% are above or equal to 6/27 close (16 days ago), 26.1% are below.
64.8% are above or equal to 6/26 close (17 days ago), 35.2% are below.
67.4% are above or equal to 6/25 close (18 days ago), 32.6% are below.
54.0% are above or equal to 6/22 close (19 days ago), 46.0% are below.
58.6% are above or equal to 6/21 close (20 days ago), 41.4% are below.
50.2% are above or equal to 6/20 close (21 days ago), 49.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180720 Closing)
20d: 14.0% new highs, 4.7% new lows
21d: 13.0% new highs, 4.5% new lows
42d: 9.2% new highs, 3.0% new lows
63d: 8.4% new highs, 2.5% new lows
126d: 6.0% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180720 Closing)
2-day: 34.7% above, 65.3% below
3-day: 39.9% above, 60.1% below
4-day: 45.6% above, 54.4% below
5-day: 52.0% above, 48.0% below
8-day: 55.0% above, 45.0% below
10-day: 53.2% above, 46.8% below
20-day: 64.6% above, 35.4% below
50-day: 61.6% above, 38.4% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180720 Closing)
META(21): 1.00% Top=CLF CCJ NUE GG AEM PAAS TECK CNX ….. RGLD NEM FCX CMC CENX AG SLCA AA=Bottom (Metals & Mining)
TRAN(26): 0.27% Top=HTLD TRN KSU CP XPO GWR NSC CHRW ….. SAVE LUV AAL UPS FDX SSW DAL ALK=Bottom (Transportation)
DISV(46): 0.14% Top=CTAS ADS YY MCO ZTO SERV ALLE FDC ….. CNDT AAN JEC ULTA KBR ACM AL URI=Bottom (Diversified Services)
INSU(30): 0.13% Top=FAF FNF ORI MTG BRO RDN PGR WLTW ….. LNC CNO PRU TMK HIG MET PFG AIG=Bottom (Insurance)
FINA(92): -0.04% Top=FBP STI FHN COF BAC JPM PNC EWBC ….. AMP SYF FII SCHW CDEV ETFC SEIC STT=Bottom (Banks/Financials)
HEAL(46): -0.08% Top=SYNH EW ALGN PRAH TVTY ESRX NVRO SYK ….. ABT MD DVA ISRG AET PODD THC NTRA=Bottom (Health)
MANU(38): -0.12% Top=HON SWK DOV WBT EAF XYL ITW MIDD ….. KMT CFX AGCO DHR CAT TEX DE GE=Bottom (Manufacturing)
COSW(105): -0.32% Top=AYX TTD CARG TTGT IQ MSFT SSNC VIPS ….. CLDR IBM BSTI ZUO MDRX SE TWOU JD=Bottom (Computer Software/Internet)
LEIS(41): -0.61% Top=PLNT QSR MLCO MGM PZZA DNKN SONC BYD ….. WING WEN EXPE SEAS TSG SIX GPRO YUMC=Bottom (Leisure)
ENER(93): -0.66% Top=RES WTI VNOM TUSK FRAC CLR SU BHGE ….. KOS JAG CXO NS EEP ENLK DO ENBL=Bottom (Energy)
COHW(38): -0.73% Top=SYNA VRSN VIAV BCE HRS CAMP AAPL COMM ….. QCOM STX ACIA ATUS CTL ANET FNSR TDC=Bottom (Computer Hardware/Telecom)
CONS(56): -0.77% Top=VFC SON ELY CHD EPC COTY SPB CLX ….. TUP UAA CROX NWL CCK FNKO IRBT SKX=Bottom (Consumer)
REAL(101): -0.78% Top=RWT GGP WELL NLY AGNC VTR LHO NRZ ….. DRE SBRA FR SPG SLG BDN DDR UNIT=Bottom (Real Estate)
MATE(25): -0.78% Top=BECN FAST SRCL DAR MAS WM WCN JELD ….. OC DHI RYN TOL WY TMHC TPH KBH=Bottom (Materials & Construction)
CHEM(26): -0.92% Top=CE NTR CF MOS WLK PX FMC UNVR ….. OLN HUN CC PPG ALB RPM PAH RYAM=Bottom (Chemicals/Fertilizers)
RETA(58): -1.02% Top=ETSY GME W TSCO COST WMT SFIX EBAY ….. CVNA JWN AEO RH LL LB TLRD FIVE=Bottom (Retail & Specialty Retail)
ELEC(51): -1.15% Top=IPHI BRKR MRVL TER ICHR TXN AMAT ON ….. AMBA AYI QRVO SGH ENPH SWKS FIT RUN=Bottom (Electronics/Semis/Equip/Materials/Solar)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: