daytrend

07/27/2018

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20180727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

COMPARED TO YESTERDAY’S RANGE (20180727 Closing)
9.5% of stocks are above yesterday’s high.
28.8% are above yesterday’s midpoint. (71.2% are below.)
46.4% are below yesterday’s low.
44.2% are inside yesterday’s range.
38.9% of stocks with today’s high > yesterday’s high. (61.1% less than).
62.7% of stocks with today’s low < yesterday’s low. (37.3% greater than).

EVIDENCE OF INTRADAY TREND (20180727 Closing)
18.1% of stocks are above today’s open. (81.5% are below).
16.5% of stocks are above today’s open and yesterday’s close.
74.0% are below both.
11.0% of stocks opened above yesterday’s high.
66.5% of stocks opened above yesterday’s close. (29.1% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180727 Closing)
1.9% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
20.1% are in the top half. 79.9% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
16.2% are in the bottom 10%.

GAIN (20180727 Closing)
24.3% of stocks are above yesterday’s close. (75.7% are below.)
1.6% are up 4.5% or more. 6.2% are down 4.5% or more.
2.4% are up 3.5% or more. 11.5% are down 3.5% or more.
42.2% are between +1% and -1%.

RSI on DAILY (20180727 Closing)
2-day: >=95:5.8%…>=90:11.4%…>=80:18.1%…>=50:33.8%…<=20:34.9%…<=10:16.9%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:46.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:49.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180727 Closing)
9.5% above previous 1 highs, 46.4% below previous 1 lows
8.6% above previous 2 highs, 29.2% below previous 2 lows
7.0% above previous 3 highs, 23.6% below previous 3 lows
6.7% above previous 4 highs, 22.0% below previous 4 lows
6.5% above previous 5 highs, 21.5% below previous 5 lows
6.3% above previous 6 highs, 19.8% below previous 6 lows
6.0% above previous 7 highs, 18.9% below previous 7 lows
6.0% above previous 8 highs, 17.3% below previous 8 lows
5.7% above previous 9 highs, 16.8% below previous 9 lows
5.3% above previous 10 highs, 16.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180727 Closing)
24.3% are above or equal to 7/26 close (1 days ago), 75.7% are below.
37.1% are above or equal to 7/25 close (2 days ago), 62.9% are below.
46.7% are above or equal to 7/24 close (3 days ago), 53.3% are below.
43.4% are above or equal to 7/23 close (4 days ago), 56.6% are below.
45.1% are above or equal to 7/20 close (5 days ago), 54.9% are below.
42.1% are above or equal to 7/19 close (6 days ago), 57.9% are below.
43.6% are above or equal to 7/18 close (7 days ago), 56.4% are below.
46.0% are above or equal to 7/17 close (8 days ago), 54.0% are below.
49.0% are above or equal to 7/16 close (9 days ago), 51.0% are below.
45.1% are above or equal to 7/13 close (10 days ago), 54.9% are below.
43.5% are above or equal to 7/12 close (11 days ago), 56.5% are below.
51.0% are above or equal to 7/11 close (12 days ago), 49.0% are below.
44.0% are above or equal to 7/10 close (13 days ago), 56.0% are below.
44.7% are above or equal to 7/9 close (14 days ago), 55.3% are below.
51.0% are above or equal to 7/6 close (15 days ago), 49.0% are below.
57.8% are above or equal to 7/5 close (16 days ago), 42.2% are below.
62.3% are above or equal to 7/3 close (17 days ago), 37.7% are below.
64.5% are above or equal to 7/2 close (18 days ago), 35.5% are below.
63.7% are above or equal to 6/29 close (19 days ago), 36.3% are below.
64.3% are above or equal to 6/28 close (20 days ago), 35.7% are below.
65.9% are above or equal to 6/27 close (21 days ago), 34.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180727 Closing)
20d: 16.6% new highs, 12.7% new lows
21d: 16.5% new highs, 12.7% new lows
42d: 9.1% new highs, 7.1% new lows
63d: 7.9% new highs, 3.7% new lows
126d: 4.6% new highs, 2.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180727 Closing)
2-day: 23.8% above, 76.2% below
3-day: 31.0% above, 69.0% below
4-day: 36.3% above, 63.7% below
5-day: 37.0% above, 63.0% below
8-day: 40.2% above, 59.8% below
10-day: 42.1% above, 57.9% below
20-day: 49.6% above, 50.4% below
50-day: 55.5% above, 44.5% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180727 Closing)
INSU(31): 0.18% Top=AFL PFG CINF TMK TRV PRU MET LNC ….. BHF AIZ ORI WLTW MMC AXS CLGX HIG=Bottom (Insurance)
FINA(96): -0.15% Top=ISBC TCF NDAQ DFS MTB NYCB AXP LPLA ….. CBOE SMPL WDR BX COF TROW BOFI PYPL=Bottom (Banks/Financials)
TRAN(26): -0.23% Top=LUV DAL UNP KSU JBLU TRN CP JBHT ….. XPO NSC AAL CSX SNDR GWR UAL ALK=Bottom (Transportation)
MANU(40): -0.47% Top=MHK CMI SWK ETN LII GTLS TEX CFX ….. MRC DE RS ROP AQUA GGG ATI DDD=Bottom (Manufacturing)
LEIS(40): -0.51% Top=EXPE CMG YUMC SBUX CCL MCD TXRH DPZ ….. DNKN SONC MLCO PLNT H PZZA BYD TSG=Bottom (Leisure)
MATE(28): -0.56% Top=OC SUM EXP RSG MAS VMC WM BECN ….. TOL DY RYN KBH PHM WY TMHC TPH=Bottom (Materials & Construction)
ELEC(49): -0.60% Top=ICHR LRCX CY AMD AMAT KLAC TSEM SGH ….. TTMI UCTT KEM AAOI FSLR RUN FLEX INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.66% Top=FMC ALB DWDP OLN HUN NTR PAH PX ….. PPG SHW WLK RYAM EMN CF TROX SMG=Bottom (Chemicals/Fertilizers)
ENER(93): -0.80% Top=INT NOV SPN PTEN FRAC PUMP RES PSX ….. ENLK WPX AR EQM GPOR WTI COG RRC=Bottom (Energy)
META(22): -0.85% Top=SLCA ABX AA SCCO FCX NUE FNV GG ….. PAAS WPM CENX AEM NEM RGLD CCJ CNX=Bottom (Metals & Mining)
CONS(60): -1.18% Top=GT FBHS CCK SEE SLGN SKX CLX OI ….. GIII WWW CRI GOOS UAA DECK SNBR FOSL=Bottom (Consumer)
REAL(98): -1.28% Top=DLR OFC CONE QTS RWT NLY AGNC STWD ….. RPAI SNH VTR WELL KIM WPG DDR GOV=Bottom (Real Estate)
HEAL(48): -1.30% Top=ZBH ANTM NUVA XRAY IART AET UHS ESRX ….. BAX PODD NVRO CSII ABMD THC DXCM EW=Bottom (Health)
DISV(48): -1.67% Top=CXW LDOS ALLE AL ABM KBR MAN ROL ….. URI CNDT GATX ZTO ADS MCO CHGG AAN=Bottom (Diversified Services)
RETA(61): -1.77% Top=WBA PAG SIG AMZN CVS TGT KR GME ….. DKS GES CHS URBN TSCO SFIX TLRD HOME=Bottom (Retail & Specialty Retail)
COHW(38): -1.93% Top=T VZ HRS TMUS ZAYO COMM BCE CTL ….. VG PANW CAMP EXTR STX INFN JNPR WDC=Bottom (Computer Hardware/Telecom)
COSW(105): -2.93% Top=TEAM NATI EQIX SYMC CARG SYNT CERN ORCL ….. FSCT SE TWOU SAIL PFPT PS NCR TWTR=Bottom (Computer Software/Internet)

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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