daytrend

08/06/2018

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

Closing Stats
by daytrend on 20180806. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 971.

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

COMPARED TO YESTERDAY’S RANGE (20180806 Closing)
33.5% of stocks are above yesterday’s high.
68.9% are above yesterday’s midpoint. (31.1% are below.)
7.9% are below yesterday’s low.
58.6% are inside yesterday’s range.
58.2% of stocks with today’s high > yesterday’s high. (41.8% less than).
31.1% of stocks with today’s low < yesterday’s low. (68.9% greater than).

EVIDENCE OF INTRADAY TREND (20180806 Closing)
68.2% of stocks are above today’s open. (30.8% are below).
63.3% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
9.2% of stocks opened above yesterday’s high.
44.1% of stocks opened above yesterday’s close. (49.5% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180806 Closing)
16.4% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
10.1% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20180806 Closing)
70.0% of stocks are above yesterday’s close. (30.0% are below.)
2.2% are up 4.5% or more. 0.3% are down 4.5% or more.
3.5% are up 3.5% or more. 0.9% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20180806 Closing)
2-day: >=95:8.8%…>=90:18.6%…>=80:35.4%…>=50:72.2%…<=20:7.9%…<=10:3.9%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.5%…>=50:62.3%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:61.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180806 Closing)
33.5% above previous 1 highs, 7.9% below previous 1 lows
30.2% above previous 2 highs, 3.6% below previous 2 lows
23.8% above previous 3 highs, 2.9% below previous 3 lows
21.4% above previous 4 highs, 2.5% below previous 4 lows
17.8% above previous 5 highs, 2.1% below previous 5 lows
12.6% above previous 6 highs, 1.6% below previous 6 lows
10.7% above previous 7 highs, 1.6% below previous 7 lows
10.4% above previous 8 highs, 1.5% below previous 8 lows
9.9% above previous 9 highs, 1.5% below previous 9 lows
9.8% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180806 Closing)
70.0% are above or equal to 8/3 close (1 days ago), 30.0% are below.
66.8% are above or equal to 8/2 close (2 days ago), 33.2% are below.
72.0% are above or equal to 8/1 close (3 days ago), 28.0% are below.
64.2% are above or equal to 7/31 close (4 days ago), 35.8% are below.
71.5% are above or equal to 7/30 close (5 days ago), 28.5% are below.
64.8% are above or equal to 7/27 close (6 days ago), 35.2% are below.
51.0% are above or equal to 7/26 close (7 days ago), 49.0% are below.
55.8% are above or equal to 7/25 close (8 days ago), 44.2% are below.
59.8% are above or equal to 7/24 close (9 days ago), 40.2% are below.
55.9% are above or equal to 7/23 close (10 days ago), 44.1% are below.
56.1% are above or equal to 7/20 close (11 days ago), 43.9% are below.
51.5% are above or equal to 7/19 close (12 days ago), 48.5% are below.
54.7% are above or equal to 7/18 close (13 days ago), 45.3% are below.
56.3% are above or equal to 7/17 close (14 days ago), 43.7% are below.
58.9% are above or equal to 7/16 close (15 days ago), 41.1% are below.
55.6% are above or equal to 7/13 close (16 days ago), 44.4% are below.
54.9% are above or equal to 7/12 close (17 days ago), 45.1% are below.
57.8% are above or equal to 7/11 close (18 days ago), 42.2% are below.
53.2% are above or equal to 7/10 close (19 days ago), 46.8% are below.
52.6% are above or equal to 7/9 close (20 days ago), 47.4% are below.
57.0% are above or equal to 7/6 close (21 days ago), 43.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180806 Closing)
20d: 14.9% new highs, 3.9% new lows
21d: 14.8% new highs, 3.8% new lows
42d: 12.6% new highs, 2.7% new lows
63d: 11.5% new highs, 1.5% new lows
126d: 9.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180806 Closing)
2-day: 68.7% above, 31.3% below
3-day: 68.9% above, 31.1% below
4-day: 72.4% above, 27.6% below
5-day: 71.0% above, 29.0% below
8-day: 67.8% above, 32.2% below
10-day: 65.4% above, 34.6% below
20-day: 58.7% above, 41.3% below
50-day: 59.0% above, 41.0% below
200-day: 65.1% above, 34.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180806 Closing)
COSW(114): 1.59% Top=GSKY ZUO AVLR WIFI DOCU OKTA FB AYX ….. BIDU SOGO EA SSNC TTWO ZS VIPS SOHU=Bottom (Computer Software/Internet)
COHW(39): 1.27% Top=TDS TMUS ANET EXTR VIAV ATUS TDC SSYS ….. FNSR BCE T CTL COMM CCI ACIA VG=Bottom (Computer Hardware/Telecom)
LEIS(45): 0.90% Top=SEAS TVPT MGM CMG WYNN PLAY SHAK TXRH ….. RCL QSR WING CCL RRR DIN YUMC GPRO=Bottom (Leisure)
ELEC(59): 0.86% Top=AMD SGH MTSI CRUS COHR GDI ON SIMO ….. SWKS GRMN INTC BRKS KLAC AAOI AVX TRMB=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 0.84% Top=JEC AMN HMSY KFY RHI ACM URI CHGG ….. WP CNDT GPN MCO TRU BPI YY ZTO=Bottom (Diversified Services)
RETA(60): 0.74% Top=CVNA SFIX URBN RH BIG EYE W NFLX ….. TLRD M LB DSW BABA HOME FND LL=Bottom (Retail & Specialty Retail)
ENER(98): 0.73% Top=VNOM BPL CRC BCEI WHD ANDX BHGE OAS ….. MUSA LBRT NOV NBL PDCE NBR XOG WTI=Bottom (Energy)
MANU(43): 0.66% Top=EAF DDD CFX MIDD ATKR MRC GTLS RXN ….. AOS GE TEX ROK AME ETN HUBB GNRC=Bottom (Manufacturing)
TRAN(25): 0.56% Top=XPO SAVE CSX EXPD FDX CP LUV NSC ….. DAL SNDR WAB TRN CNI AAL KSU UNP=Bottom (Transportation)
MATE(31): 0.33% Top=JELD DY FLR TREX KBH FAST MDC SRCL ….. RYN BECN DHI DAR ADSW TPH TMHC SUM=Bottom (Materials & Construction)
INSU(32): 0.21% Top=MET RDN FNF BHF CLGX FAF MTG CINF ….. HIG PGR CNO L AIG AXS UNM AIZ=Bottom (Insurance)
FINA(100): 0.12% Top=WDR LM APO WBS LADR LPLA BEN SIVB ….. CFG WETF CADE KKR WU CBOE NYCB BOFI=Bottom (Banks/Financials)
CONS(60): 0.10% Top=FNKO TPX IRBT SKX BOOT SNBR ELY GT ….. BMS SLGN WHR PBI TPR COTY TUP NWL=Bottom (Consumer)
CHEM(27): -0.04% Top=RYAM DWDP WLK APD CE OLN TROX FMC ….. SMG NTR PPG HUN MOS PAH CC PX=Bottom (Chemicals/Fertilizers)
REAL(108): -0.10% Top=OHI DOC MPW QTS EXR HPP OFC SNH ….. REG AKR MAC KIM DDR TWO BRX RPAI=Bottom (Real Estate)
HEAL(55): -0.10% Top=NVRO CSII RMD MD ALGN XRAY A WST ….. IRTC BSX DXCM DVA SYNH GKOS IRWD MZOR=Bottom (Health)
META(21): -0.58% Top=CMC CNX RGLD AG STLD CENX AA CCJ ….. CLF SLCA TECK PAAS GG FCX SCCO 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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