daytrend

07/31/2018

Filed under: Market Stats — daytrend @ 3:31 pm

Closing Stats
by daytrend on 20180731. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20180731 Closing)
31.2% of stocks are above yesterday’s high.
56.9% are above yesterday’s midpoint. (43.1% are below.)
14.3% are below yesterday’s low.
54.5% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20180731 Closing)
62.2% of stocks are above today’s open. (37.0% are below).
59.7% of stocks are above today’s open and yesterday’s close.
26.6% are below both.
10.7% of stocks opened above yesterday’s high.
75.0% of stocks opened above yesterday’s close. (20.9% opened below yesterday’s close).
5.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180731 Closing)
9.9% of stocks are in the top 10% of today’s range.
25.0% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20180731 Closing)
70.9% of stocks are above yesterday’s close. (29.1% are below.)
2.6% are up 4.5% or more. 1.1% are down 4.5% or more.
4.8% are up 3.5% or more. 1.6% are down 3.5% or more.
50.4% are between +1% and -1%.

RSI on DAILY (20180731 Closing)
2-day: >=95:7.1%…>=90:11.6%…>=80:26.1%…>=50:57.5%…<=20:20.6%…<=10:12.2%…<=5:6.9%…
9-day: >=95:0.1%…>=90:0.4%…>=80:2.8%…>=50:51.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:53.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180731 Closing)
31.2% above previous 1 highs, 14.3% below previous 1 lows
18.6% above previous 2 highs, 9.4% below previous 2 lows
14.7% above previous 3 highs, 8.1% below previous 3 lows
13.9% above previous 4 highs, 6.4% below previous 4 lows
12.3% above previous 5 highs, 6.4% below previous 5 lows
12.0% above previous 6 highs, 5.9% below previous 6 lows
10.5% above previous 7 highs, 5.7% below previous 7 lows
9.6% above previous 8 highs, 5.0% below previous 8 lows
9.4% above previous 9 highs, 4.9% below previous 9 lows
9.2% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180731 Closing)
70.9% are above or equal to 7/30 close (1 days ago), 29.1% are below.
57.8% are above or equal to 7/27 close (2 days ago), 42.2% are below.
42.7% are above or equal to 7/26 close (3 days ago), 57.3% are below.
47.5% are above or equal to 7/25 close (4 days ago), 52.5% are below.
52.6% are above or equal to 7/24 close (5 days ago), 47.4% are below.
46.3% are above or equal to 7/23 close (6 days ago), 53.7% are below.
48.7% are above or equal to 7/20 close (7 days ago), 51.3% are below.
44.7% are above or equal to 7/19 close (8 days ago), 55.3% are below.
47.8% are above or equal to 7/18 close (9 days ago), 52.2% are below.
49.2% are above or equal to 7/17 close (10 days ago), 50.8% are below.
51.6% are above or equal to 7/16 close (11 days ago), 48.4% are below.
48.3% are above or equal to 7/13 close (12 days ago), 51.7% are below.
48.1% are above or equal to 7/12 close (13 days ago), 51.9% are below.
52.0% are above or equal to 7/11 close (14 days ago), 48.0% are below.
44.4% are above or equal to 7/10 close (15 days ago), 55.6% are below.
44.9% are above or equal to 7/9 close (16 days ago), 55.1% are below.
51.1% are above or equal to 7/6 close (17 days ago), 48.9% are below.
57.4% are above or equal to 7/5 close (18 days ago), 42.6% are below.
63.3% are above or equal to 7/3 close (19 days ago), 36.7% are below.
63.8% are above or equal to 7/2 close (20 days ago), 36.2% are below.
63.8% are above or equal to 6/29 close (21 days ago), 36.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180731 Closing)
20d: 14.6% new highs, 10.9% new lows
21d: 14.4% new highs, 10.8% new lows
42d: 9.6% new highs, 6.7% new lows
63d: 8.3% new highs, 3.5% new lows
126d: 4.6% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180731 Closing)
2-day: 70.1% above, 29.9% below
3-day: 62.1% above, 37.9% below
4-day: 52.6% above, 47.4% below
5-day: 51.4% above, 48.6% below
8-day: 50.5% above, 49.5% below
10-day: 49.5% above, 50.5% below
20-day: 49.1% above, 50.9% below
50-day: 55.6% above, 44.4% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180731 Closing)
MANU(40): 2.52% Top=XYL EAF DE AGCO ETN CMI KMT TEX ….. SNA IR RXN DHR WBT ATI RS DDD=Bottom (Manufacturing)
CHEM(26): 1.69% Top=HUN GRA RYAM SMG CE OLN EMN WLK ….. CF DWDP PPG FMC ASH AXTA SHW PAH=Bottom (Chemicals/Fertilizers)
REAL(100): 1.42% Top=AMT UDR ARE MAC WPG HPP SBRA PGRE ….. ABR NRZ RLGY TWO AGNC SC CONE ALLY=Bottom (Real Estate)
TRAN(26): 1.42% Top=XPO GWR ODFL SSW FDX EXPD CHRW TRN ….. CSX JBLU LUV UAL KSU HTLD NSC CNI=Bottom (Transportation)
DISV(51): 1.41% Top=CHGG SCI TRTN BAH ZTO AAN KBR BPI ….. MA SBAC ADS PAYX WTW FDC SERV YY=Bottom (Diversified Services)
ELEC(51): 1.13% Top=KLAC SPWR ICHR BRKR CRUS IDTI FTV WAT ….. KEM LSCC XLNX ON AVGO IPHI DQ AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(48): 1.08% Top=CSII EHC HRC VAR IRWD PRAH ALGN A ….. UNH ESRX ABMD AET ZBH SYK UHS ACHC=Bottom (Health)
CONS(61): 1.02% Top=KMB FOSL FNKO GOOS IRBT FBHS WHR SNBR ….. NWL SPB COTY RL UAA TPR TUP SKX=Bottom (Consumer)
COHW(36): 0.79% Top=HRS COMM ATUS QCOM PANW BB ACIA CCI ….. T VIAV VRSN KN PSTG ANET VZ STX=Bottom (Computer Hardware/Telecom)
META(22): 0.73% Top=CNX SCCO TECK FCX AG AA CCJ CLF ….. NEM AEM GG NUE CMC CENX STLD X=Bottom (Metals & Mining)
LEIS(40): 0.62% Top=MLCO BYD WYNN PLAY DPZ JACK LVS MGM ….. EXPE TSG BLMN PLNT EAT CAKE TXRH CMG=Bottom (Leisure)
INSU(31): 0.48% Top=AGO L RDN CLGX BHF FNF UNM PGR ….. WLTW AXS TMK PFG BRO AEL TRV MMC=Bottom (Insurance)
MATE(28): 0.42% Top=PWR MAS KBH FAST TMHC RSG WM PHM ….. TPH BECN DHI MDR OC MLM EXP VMC=Bottom (Materials & Construction)
ENER(92): 0.07% Top=RRC FRAC COG GPOR TUSK NS EEP MDU ….. PE DO BCEI CXO HLX HP CPE RIG=Bottom (Energy)
COSW(105): 0.01% Top=ZUO CARG DOCU IQ SE PAYC MDSO MTCH ….. TTGT SAIL SOGO DBX SOHU SABR PAGS SHOP=Bottom (Computer Software/Internet)
RETA(61): -0.10% Top=CVNA BLDR CPRT LAD LB DKS AN KAR ….. GME CHS WBA KR BBBY CVS SIG LL=Bottom (Retail & Specialty Retail)
FINA(98): -0.24% Top=WDR LAZ SIVB CLNY APO BGCP TROW STT ….. TCF JPM SBNY AMTD SYF CADE WFC WBS=Bottom (Banks/Financials)

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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