daytrend

08/07/2018

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

Closing Stats
by daytrend on 20180807. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 974.

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

COMPARED TO YESTERDAY’S RANGE (20180807 Closing)
38.6% of stocks are above yesterday’s high.
65.9% are above yesterday’s midpoint. (34.1% are below.)
16.8% are below yesterday’s low.
44.6% are inside yesterday’s range.
72.4% of stocks with today’s high > yesterday’s high. (27.6% less than).
28.4% of stocks with today’s low < yesterday’s low. (71.6% greater than).

EVIDENCE OF INTRADAY TREND (20180807 Closing)
48.7% of stocks are above today’s open. (50.4% are below).
46.7% of stocks are above today’s open and yesterday’s close.
36.4% are below both.
30.2% of stocks opened above yesterday’s high.
76.5% of stocks opened above yesterday’s close. (17.8% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20180807 Closing)
7.0% of stocks are in the top 10% of today’s range.
15.8% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
25.8% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20180807 Closing)
61.3% of stocks are above yesterday’s close. (38.7% are below.)
1.2% are up 4.5% or more. 1.8% are down 4.5% or more.
2.6% are up 3.5% or more. 2.6% are down 3.5% or more.
62.3% are between +1% and -1%.

RSI on DAILY (20180807 Closing)
2-day: >=95:9.7%…>=90:23.0%…>=80:39.4%…>=50:68.2%…<=20:10.2%…<=10:5.1%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.4%…>=50:65.6%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:63.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20180807 Closing)
38.6% above previous 1 highs, 16.8% below previous 1 lows
31.1% above previous 2 highs, 11.2% below previous 2 lows
28.9% above previous 3 highs, 6.2% below previous 3 lows
23.0% above previous 4 highs, 4.8% below previous 4 lows
20.2% above previous 5 highs, 4.4% below previous 5 lows
17.1% above previous 6 highs, 4.3% below previous 6 lows
11.8% above previous 7 highs, 4.2% below previous 7 lows
10.3% above previous 8 highs, 4.0% below previous 8 lows
9.7% above previous 9 highs, 3.9% below previous 9 lows
9.3% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20180807 Closing)
61.3% are above or equal to 8/6 close (1 days ago), 38.7% are below.
68.0% are above or equal to 8/3 close (2 days ago), 32.0% are below.
66.9% are above or equal to 8/2 close (3 days ago), 33.1% are below.
71.7% are above or equal to 8/1 close (4 days ago), 28.3% are below.
65.5% are above or equal to 7/31 close (5 days ago), 34.5% are below.
71.4% are above or equal to 7/30 close (6 days ago), 28.6% are below.
66.6% are above or equal to 7/27 close (7 days ago), 33.4% are below.
54.3% are above or equal to 7/26 close (8 days ago), 45.7% are below.
56.6% are above or equal to 7/25 close (9 days ago), 43.4% are below.
61.9% are above or equal to 7/24 close (10 days ago), 38.1% are below.
56.9% are above or equal to 7/23 close (11 days ago), 43.1% are below.
58.3% are above or equal to 7/20 close (12 days ago), 41.7% are below.
54.4% are above or equal to 7/19 close (13 days ago), 45.6% are below.
56.1% are above or equal to 7/18 close (14 days ago), 43.9% are below.
57.6% are above or equal to 7/17 close (15 days ago), 42.4% are below.
60.2% are above or equal to 7/16 close (16 days ago), 39.8% are below.
57.2% are above or equal to 7/13 close (17 days ago), 42.8% are below.
56.6% are above or equal to 7/12 close (18 days ago), 43.4% are below.
59.5% are above or equal to 7/11 close (19 days ago), 40.5% are below.
54.7% are above or equal to 7/10 close (20 days ago), 45.3% are below.
53.1% are above or equal to 7/9 close (21 days ago), 46.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20180807 Closing)
20d: 15.1% new highs, 4.4% new lows
21d: 15.0% new highs, 4.4% new lows
42d: 11.6% new highs, 3.7% new lows
63d: 10.6% new highs, 2.2% new lows
126d: 8.1% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20180807 Closing)
2-day: 61.1% above, 38.9% below
3-day: 65.2% above, 34.8% below
4-day: 66.8% above, 33.2% below
5-day: 69.3% above, 30.7% below
8-day: 71.4% above, 28.6% below
10-day: 68.8% above, 31.2% below
20-day: 60.8% above, 39.2% below
50-day: 61.3% above, 38.7% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20180807 Closing)
MANU(43): 1.13% Top=ATKR KMT EMR BDC AGCO CAT FLS DDD ….. ITW WBT SSD TEX RXN ATI ESIO EAF=Bottom (Manufacturing)
RETA(60): 0.83% Top=ETSY SFIX FIVE FND DLTR HOME KAR M ….. DKS MELI SFM DSW WBA EBAY LB CARS=Bottom (Retail & Specialty Retail)
MATE(31): 0.73% Top=TPH MDR TMHC KBH LEN PHM TOL DHI ….. DY CLH RSG MAS TREX ADSW PWR JELD=Bottom (Materials & Construction)
COSW(115): 0.66% Top=FIVN TWLO BR DBX CBLK AVLR IQ AYX ….. SE ZUO CYBR PAGS BIDU MDRX TWOU GSKY=Bottom (Computer Software/Internet)
FINA(99): 0.50% Top=CDEV DFS ESNT APO LM AMTD FII ICE ….. CLNY JHG LAZ LADR SNV SIVB KKR TD=Bottom (Banks/Financials)
COHW(40): 0.50% Top=FNSR VG EFII EXTR INFN VIAV MSI JNPR ….. WDC S AAPL ANET TMUS BCE ATUS BB=Bottom (Computer Hardware/Telecom)
ELEC(60): 0.44% Top=MXL KEM CRUS MTSI TRMB KLIC TXN MCHP ….. LRCX BRKR ICHR UCTT SGH CTRL AAOI BRKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.32% Top=MOS CC PAH UNVR HUN TROX ASH DWDP ….. GRA PPG RYAM PX CF FMC NTR SMG=Bottom (Chemicals/Fertilizers)
DISV(54): 0.22% Top=CAR KTOS ZTO SERV URI AAN FCN VRSK ….. MYGN KBR ROL ATHN MAN TRTN ACM WTW=Bottom (Diversified Services)
INSU(32): 0.16% Top=AEL RDN WLTW PRU MTG PGR UNM ORI ….. L FNF AXS AIG CNO AGO CINF BHF=Bottom (Insurance)
TRAN(25): -0.04% Top=ALK FDX JBHT XPO CSX UAL LUV DAL ….. SAVE CNI TRN AAL GWR JBLU CP EXPD=Bottom (Transportation)
ENER(98): -0.23% Top=KOS CPE PBF OAS BPL NFG GEL XEC ….. WTI NBL LBRT APC BCEI CRZO PDCE XOG=Bottom (Energy)
REAL(108): -0.34% Top=DEA GOV ALLY SC SBRA SNH GEO OHI ….. SKT MFA IVR KIM MGP RLGY NSA WPG=Bottom (Real Estate)
LEIS(45): -0.38% Top=ARMK SEAS MGM PLNT SIX YUMC WING MLCO ….. SHAK WYND TSG SONC PZZA DIN RRR MAR=Bottom (Leisure)
CONS(61): -0.38% Top=TPX SNBR PBI FNKO CRI IP NKE FL ….. MAT BMS KMB CROX DESP NWL SEE FOSL=Bottom (Consumer)
HEAL(55): -0.57% Top=HAE GKOS IRWD ESRX DXCM NTRA A NVRO ….. PRAH MOH SYNH BKD IART MZOR THC XRAY=Bottom (Health)
META(21): -1.09% Top=STLD NUE CMC TECK SLCA FCX NEM X ….. PAAS WPM AA ABX AEM AG CENX CLF=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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