daytrend

07/24/2018

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

Closing Stats
by daytrend on 20180724. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20180724 Closing)
16.4% of stocks are above yesterday’s high.
41.4% are above yesterday’s midpoint. (58.6% are below.)
31.3% are below yesterday’s low.
52.4% are inside yesterday’s range.
64.2% of stocks with today’s high > yesterday’s high. (35.8% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).

EVIDENCE OF INTRADAY TREND (20180724 Closing)
24.4% of stocks are above today’s open. (75.0% are below).
22.8% of stocks are above today’s open and yesterday’s close.
62.9% are below both.
33.0% of stocks opened above yesterday’s high.
83.1% of stocks opened above yesterday’s close. (14.3% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180724 Closing)
2.5% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
22.3% are in the top half. 77.7% of stocks are in the bottom half of today’s range.
33.6% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN (20180724 Closing)
35.4% of stocks are above yesterday’s close. (64.6% are below.)
0.4% are up 4.5% or more. 2.6% are down 4.5% or more.
0.8% are up 3.5% or more. 5.0% are down 3.5% or more.
51.8% are between +1% and -1%.

RSI on DAILY (20180724 Closing)
2-day: >=95:3.5%…>=90:7.3%…>=80:16.1%…>=50:36.0%…<=20:32.6%…<=10:17.7%…<=5:8.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:50.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180724 Closing)
16.4% above previous 1 highs, 31.3% below previous 1 lows
12.3% above previous 2 highs, 27.6% below previous 2 lows
10.2% above previous 3 highs, 22.8% below previous 3 lows
8.6% above previous 4 highs, 19.4% below previous 4 lows
8.1% above previous 5 highs, 15.4% below previous 5 lows
7.2% above previous 6 highs, 13.9% below previous 6 lows
6.6% above previous 7 highs, 13.0% below previous 7 lows
6.3% above previous 8 highs, 12.2% below previous 8 lows
5.5% above previous 9 highs, 10.0% below previous 9 lows
4.9% above previous 10 highs, 9.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180724 Closing)
35.4% are above or equal to 7/23 close (1 days ago), 64.6% are below.
38.3% are above or equal to 7/20 close (2 days ago), 61.7% are below.
35.9% are above or equal to 7/19 close (3 days ago), 64.1% are below.
39.9% are above or equal to 7/18 close (4 days ago), 60.1% are below.
44.6% are above or equal to 7/17 close (5 days ago), 55.4% are below.
54.3% are above or equal to 7/16 close (6 days ago), 45.7% are below.
46.9% are above or equal to 7/13 close (7 days ago), 53.1% are below.
46.6% are above or equal to 7/12 close (8 days ago), 53.4% are below.
55.4% are above or equal to 7/11 close (9 days ago), 44.6% are below.
44.6% are above or equal to 7/10 close (10 days ago), 55.4% are below.
45.0% are above or equal to 7/9 close (11 days ago), 55.0% are below.
53.1% are above or equal to 7/6 close (12 days ago), 46.9% are below.
61.8% are above or equal to 7/5 close (13 days ago), 38.2% are below.
67.6% are above or equal to 7/3 close (14 days ago), 32.4% are below.
68.9% are above or equal to 7/2 close (15 days ago), 31.1% are below.
67.5% are above or equal to 6/29 close (16 days ago), 32.5% are below.
68.7% are above or equal to 6/28 close (17 days ago), 31.3% are below.
69.8% are above or equal to 6/27 close (18 days ago), 30.2% are below.
60.7% are above or equal to 6/26 close (19 days ago), 39.3% are below.
63.7% are above or equal to 6/25 close (20 days ago), 36.3% are below.
51.6% are above or equal to 6/22 close (21 days ago), 48.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180724 Closing)
20d: 19.4% new highs, 8.4% new lows
21d: 16.7% new highs, 8.4% new lows
42d: 10.0% new highs, 3.9% new lows
63d: 8.9% new highs, 2.4% new lows
126d: 5.8% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180724 Closing)
2-day: 34.5% above, 65.5% below
3-day: 36.3% above, 63.7% below
4-day: 33.9% above, 66.1% below
5-day: 36.2% above, 63.8% below
8-day: 42.0% above, 58.0% below
10-day: 45.0% above, 55.0% below
20-day: 57.4% above, 42.6% below
50-day: 58.5% above, 41.5% below
200-day: 62.1% above, 37.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180724 Closing)
META(20): 0.96% Top=SCCO STLD AA AG NUE TECK NEM FCX ….. GG WPM ABX AEM CCJ CENX CNX CLF=Bottom (Metals & Mining)
MANU(39): 0.81% Top=ATI HUBB DE EAF AQUA ITT RXN ROK ….. MIDD TEX MRC KMT GTLS WBT SNA DDD=Bottom (Manufacturing)
ENER(93): 0.47% Top=PXD CLR OAS EOG WLL MUR CVX NBL ….. NS RES GEL CRC PUMP TUSK HAL WTI=Bottom (Energy)
CHEM(26): 0.44% Top=MOS SHW PAH DWDP PPG RPM NTR IFF ….. OLN AXTA RYAM CC ASH WLK SMG TROX=Bottom (Chemicals/Fertilizers)
INSU(30): 0.18% Top=FNF PRU BHF AGO MET LNC AIG WLTW ….. MTG PGR MMC AJG AXS ORI AEL BRO=Bottom (Insurance)
FINA(94): -0.39% Top=PYPL BKU BK LAZ C CDEV ATH AMTD ….. SEIC WAL TCF OMF OZK ZION FNB SNV=Bottom (Banks/Financials)
DISV(47): -0.61% Top=HRB JEC ALLE FLT SERV CTAS MA AL ….. LDOS GPN GATX ULTA TRU R KTOS WP=Bottom (Diversified Services)
REAL(101): -0.70% Top=COLD GLPI MFA AMT EQR BXP SLG NLY ….. GEO HST SHO DRH RLGY ACC LPT RWT=Bottom (Real Estate)
ELEC(50): -0.83% Top=TEL BRKR FTV GLW RUN DQ APH FSLR ….. MU SGH KEM KLAC AMD BRKS HIMX AAOI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): -0.84% Top=T INFN VZ CSCO AAPL TMUS HRS COMM ….. CDW WDC CASA SYNA NTAP TDC PSTG ACIA=Bottom (Computer Hardware/Telecom)
CONS(56): -0.85% Top=AVY OI PBI BMS KMB IP BLL GT ….. BOOT GPK TPX GOOS UAA FL HAS WHR=Bottom (Consumer)
MATE(24): -1.23% Top=FLR MDR PWR SRCL RSG WY MAS DAR ….. PHM FAST JELD BECN TPH LEN KBH DHI=Bottom (Materials & Construction)
LEIS(40): -1.26% Top=MLCO LVS EXPE SBUX ARMK WYNN SIX PLNT ….. DRI SONC STAY TXRH PLAY DPZ BLMN SHAK=Bottom (Leisure)
RETA(58): -1.43% Top=SBH AMZN CVNA BABA TGT RH WMT DLTR ….. AAP CARS BURL ETSY W GES CHS SFIX=Bottom (Retail & Specialty Retail)
HEAL(46): -1.46% Top=ABT A ZBH PKI TMO VAR PRAH BAX ….. DXCM MASI PODD NTRA BKD CNC DGX NVRO=Bottom (Health)
COSW(105): -1.84% Top=GOOG BSTI FB CHKP NTES CDNS IBM MDRX ….. ZUO TTD NTNX PVTL TTGT FIVN SE MDSO=Bottom (Computer Software/Internet)
TRAN(25): -2.26% Top=WAB CHRW FDX EXPD TRN UPS KSU CNI ….. LUV XPO JBHT ALK SNDR ODFL HTLD JBLU=Bottom (Transportation)

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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