daytrend

08/02/2018

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

Closing Stats
by daytrend on 20180802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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

COMPARED TO YESTERDAY’S RANGE (20180802 Closing)
36.8% of stocks are above yesterday’s high.
62.0% are above yesterday’s midpoint. (38.0% are below.)
15.1% are below yesterday’s low.
48.1% are inside yesterday’s range.
50.2% of stocks with today’s high > yesterday’s high. (49.8% less than).
49.9% of stocks with today’s low < yesterday’s low. (50.1% greater than).

EVIDENCE OF INTRADAY TREND (20180802 Closing)
79.9% of stocks are above today’s open. (19.3% are below).
64.5% of stocks are above today’s open and yesterday’s close.
17.8% are below both.
3.7% of stocks opened above yesterday’s high.
11.6% of stocks opened above yesterday’s close. (86.9% opened below yesterday’s close).
30.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180802 Closing)
25.2% of stocks are in the top 10% of today’s range.
46.7% are in the top 20%.
80.6% are in the top half. 19.4% of stocks are in the bottom half of today’s range.
6.0% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20180802 Closing)
66.9% of stocks are above yesterday’s close. (33.1% are below.)
4.1% are up 4.5% or more. 1.7% are down 4.5% or more.
7.5% are up 3.5% or more. 2.3% are down 3.5% or more.
48.7% are between +1% and -1%.

RSI on DAILY (20180802 Closing)
2-day: >=95:7.5%…>=90:14.7%…>=80:30.5%…>=50:63.2%…<=20:16.2%…<=10:8.7%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.2%…>=50:56.2%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:56.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180802 Closing)
36.8% above previous 1 highs, 15.1% below previous 1 lows
29.8% above previous 2 highs, 12.2% below previous 2 lows
21.6% above previous 3 highs, 11.3% below previous 3 lows
15.3% above previous 4 highs, 10.1% below previous 4 lows
12.7% above previous 5 highs, 7.9% below previous 5 lows
12.4% above previous 6 highs, 6.6% below previous 6 lows
11.1% above previous 7 highs, 6.4% below previous 7 lows
10.6% above previous 8 highs, 6.0% below previous 8 lows
10.1% above previous 9 highs, 5.9% below previous 9 lows
9.9% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180802 Closing)
66.9% are above or equal to 8/1 close (1 days ago), 33.1% are below.
57.2% are above or equal to 7/31 close (2 days ago), 42.8% are below.
64.6% are above or equal to 7/30 close (3 days ago), 35.4% are below.
56.8% are above or equal to 7/27 close (4 days ago), 43.2% are below.
43.5% are above or equal to 7/26 close (5 days ago), 56.5% are below.
50.2% are above or equal to 7/25 close (6 days ago), 49.8% are below.
56.5% are above or equal to 7/24 close (7 days ago), 43.5% are below.
50.1% are above or equal to 7/23 close (8 days ago), 49.9% are below.
51.3% are above or equal to 7/20 close (9 days ago), 48.7% are below.
46.5% are above or equal to 7/19 close (10 days ago), 53.5% are below.
49.4% are above or equal to 7/18 close (11 days ago), 50.6% are below.
52.6% are above or equal to 7/17 close (12 days ago), 47.4% are below.
55.7% are above or equal to 7/16 close (13 days ago), 44.3% are below.
52.8% are above or equal to 7/13 close (14 days ago), 47.2% are below.
51.9% are above or equal to 7/12 close (15 days ago), 48.1% are below.
55.5% are above or equal to 7/11 close (16 days ago), 44.5% are below.
49.5% are above or equal to 7/10 close (17 days ago), 50.5% are below.
48.3% are above or equal to 7/9 close (18 days ago), 51.7% are below.
53.9% are above or equal to 7/6 close (19 days ago), 46.1% are below.
59.3% are above or equal to 7/5 close (20 days ago), 40.7% are below.
64.9% are above or equal to 7/3 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180802 Closing)
20d: 12.9% new highs, 10.4% new lows
21d: 12.8% new highs, 9.9% new lows
42d: 9.8% new highs, 6.2% new lows
63d: 9.2% new highs, 4.6% new lows
126d: 6.1% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180802 Closing)
2-day: 65.9% above, 34.1% below
3-day: 60.3% above, 39.7% below
4-day: 63.2% above, 36.8% below
5-day: 62.8% above, 37.2% below
8-day: 56.8% above, 43.2% below
10-day: 55.3% above, 44.7% below
20-day: 51.9% above, 48.1% below
50-day: 56.0% above, 44.0% below
200-day: 62.5% above, 37.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180802 Closing)
HEAL(50): 2.15% Top=DXCM SYNH PKI DVA MOH MD ESRX PODD ….. ABT TMO BAX ZBH NTRA ACHC BDX BKD=Bottom (Health)
COSW(113): 1.71% Top=FTNT SQ MDB PAYC DBX DOCU SHOP SEND ….. FEYE BSTI EPAM AVLR DOX SOGO IQ TRIP=Bottom (Computer Software/Internet)
CONS(60): 1.55% Top=GIL CLX FOSL FNKO IRBT DECK LULU BLL ….. UFS IP AVY BERY SON PKG SEE WRK=Bottom (Consumer)
COHW(39): 1.39% Top=TMUS SSYS PANW CDW ACIA VG ANET PSTG ….. CCI HRS VIAV EFII COMM WDC BCE ATUS=Bottom (Computer Hardware/Telecom)
ELEC(55): 1.21% Top=TRMB IDTI KLIC RUN SPWR IPGP QRVO IPHI ….. TEL AVGO KEM GLW ICHR LSCC FLEX CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 1.14% Top=SNDR GWR ODFL JBHT HTLD JBLU CP WAB ….. TRN KSU CNI LUV CHRW FDX AAL UPS=Bottom (Transportation)
ENER(93): 0.74% Top=ETP ENLK WPX SM WTI NS WHD NBR ….. NFX PTEN CVI HLX AR VVV LPI HFC=Bottom (Energy)
RETA(61): 0.65% Top=SFM W BIG TLRD KR ROST BURL GPS ….. CARS BABA KORS AN MELI HOME SBH FND=Bottom (Retail & Specialty Retail)
LEIS(42): 0.55% Top=CMG RCL TVPT SHAK WH WING DPZ CAKE ….. YUMC LVS MCD TSG ARMK RRR MLCO WYNN=Bottom (Leisure)
DISV(52): 0.54% Top=GPN FDC WP ILG FCN AAN EEFT CNDT ….. MYGN YY MAN CHGG ULTA DLX BPI SBAC=Bottom (Diversified Services)
MATE(31): 0.30% Top=JELD PWR EXP MDR MLM TREX FAST FLR ….. OC PHM TOL MAS CLH ADSW LEN KBH=Bottom (Materials & Construction)
FINA(102): 0.27% Top=OMF PYPL SIVB FHN WU BOFI FRC CADE ….. FII SCHW AMP LM BEN JHG APO IVZ=Bottom (Banks/Financials)
REAL(106): 0.05% Top=RLGY GOV EPR HST DRH DOC PEB O ….. OUT PGRE ARE EXR GEO HPP WPG PSA=Bottom (Real Estate)
MANU(43): -0.04% Top=DDD PH TEX GNRC MIDD LII ITT SSD ….. ETN HUBB MHK ATKR EAF ROK MRC BDC=Bottom (Manufacturing)
INSU(31): -0.19% Top=CNO ALL PGR MET MTG RDN CLGX FAF ….. AGO TMK PFG L AXS LNC UNM WLTW=Bottom (Insurance)
CHEM(26): -0.41% Top=CF NTR MOS UNVR ASH ALB RYAM RPM ….. PAH CE EMN CC FMC DWDP WLK TROX=Bottom (Chemicals/Fertilizers)
META(21): -0.93% Top=CCJ CENX AA WPM PAAS AG ABX AEM ….. CMC GG FCX NUE SCCO CNX STLD X=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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