daytrend

10/28/2019

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

Closing Stats
by daytrend on 20191028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 798.

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

COMPARED TO YESTERDAY’S RANGE (20191028 Closing)
37.5% of stocks are above yesterday’s high.
66.3% are above yesterday’s midpoint. (33.7% are below.)
14.2% are below yesterday’s low.
48.4% are inside yesterday’s range.
72.9% of stocks with today’s high > yesterday’s high. (27.1% less than).
23.9% of stocks with today’s low < yesterday’s low. (76.1% greater than).

EVIDENCE OF INTRADAY TREND (20191028 Closing)
49.4% of stocks are above today’s open. (48.9% are below).
47.6% of stocks are above today’s open and yesterday’s close.
36.3% are below both.
30.6% of stocks opened above yesterday’s high.
83.1% of stocks opened above yesterday’s close. (13.8% opened below yesterday’s close).
1.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20191028 Closing)
5.6% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
40.5% are in the top half. 59.5% of stocks are in the bottom half of today’s range.
28.7% are in the bottom 20%.
18.2% are in the bottom 10%.

GAIN (20191028 Closing)
61.8% of stocks are above yesterday’s close. (38.2% are below.)
1.4% are up 4.5% or more. 0.8% are down 4.5% or more.
3.3% are up 3.5% or more. 1.8% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20191028 Closing)
2-day: >=95:16.2%…>=90:25.7%…>=80:41.7%…>=50:64.3%…<=20:14.5%…<=10:8.1%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.6%…>=50:71.3%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:69.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20191028 Closing)
37.5% above previous 1 highs, 14.2% below previous 1 lows
31.5% above previous 2 highs, 10.3% below previous 2 lows
28.4% above previous 3 highs, 7.5% below previous 3 lows
24.6% above previous 4 highs, 7.1% below previous 4 lows
22.9% above previous 5 highs, 6.6% below previous 5 lows
22.1% above previous 6 highs, 5.4% below previous 6 lows
21.7% above previous 7 highs, 4.5% below previous 7 lows
20.7% above previous 8 highs, 3.6% below previous 8 lows
19.8% above previous 9 highs, 3.4% below previous 9 lows
19.3% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20191028 Closing)
61.8% are above or equal to 10/25 close (1 days ago), 38.2% are below.
65.5% are above or equal to 10/24 close (2 days ago), 34.5% are below.
63.4% are above or equal to 10/23 close (3 days ago), 36.6% are below.
66.8% are above or equal to 10/22 close (4 days ago), 33.2% are below.
64.4% are above or equal to 10/21 close (5 days ago), 35.6% are below.
71.7% are above or equal to 10/18 close (6 days ago), 28.3% are below.
67.7% are above or equal to 10/17 close (7 days ago), 32.3% are below.
71.1% are above or equal to 10/16 close (8 days ago), 28.9% are below.
68.9% are above or equal to 10/15 close (9 days ago), 31.1% are below.
73.6% are above or equal to 10/14 close (10 days ago), 26.4% are below.
70.1% are above or equal to 10/11 close (11 days ago), 29.9% are below.
76.8% are above or equal to 10/10 close (12 days ago), 23.2% are below.
78.8% are above or equal to 10/9 close (13 days ago), 21.2% are below.
81.7% are above or equal to 10/8 close (14 days ago), 18.3% are below.
73.3% are above or equal to 10/7 close (15 days ago), 26.7% are below.
71.7% are above or equal to 10/4 close (16 days ago), 28.3% are below.
76.9% are above or equal to 10/3 close (17 days ago), 23.1% are below.
79.4% are above or equal to 10/2 close (18 days ago), 20.6% are below.
71.7% are above or equal to 10/1 close (19 days ago), 28.3% are below.
62.5% are above or equal to 9/30 close (20 days ago), 37.5% are below.
64.9% are above or equal to 9/27 close (21 days ago), 35.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20191028 Closing)
20d: 31.1% new highs, 3.9% new lows
21d: 30.3% new highs, 3.8% new lows
42d: 20.4% new highs, 2.6% new lows
63d: 14.5% new highs, 1.9% new lows
126d: 9.9% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20191028 Closing)
2-day: 60.9% above, 39.1% below
3-day: 64.2% above, 35.8% below
4-day: 64.4% above, 35.6% below
5-day: 64.0% above, 36.0% below
8-day: 68.4% above, 31.6% below
10-day: 69.7% above, 30.3% below
20-day: 75.6% above, 24.4% below
50-day: 66.2% above, 33.8% below
200-day: 61.0% above, 39.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20191028 Closing)
ELEC(42): 1.64% Top=ON CREE LRCX RUN MXL ENPH AMD CRUS ….. GRMN FTV GLW SNPS XLNX TXN GDI KEM=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(36): 1.15% Top=NEO EW ALGN DXCM THC MOH BSX ISRG ….. HCA WCG UHS ACHC DVA DGX EHC LH=Bottom (Health)
FINA(89): 1.05% Top=ATH AMG OMF SIVB JHG TROW LAZ TCF ….. ESNT CADE ICE OZK PYPL CBOE EFX SLM=Bottom (Banks/Financials)
COHW(34): 0.75% Top=VCRA T QCOM WDC TDC ANET HPQ PANW ….. NTAP VZ JNPR MSI KN MRCY CCI COMM=Bottom (Computer Hardware/Telecom)
MANU(29): 0.75% Top=EAF GNRC ATI RS RXN GGG WBT FLS ….. DE GTLS KMT PH ROK ROP ITW CFX=Bottom (Manufacturing)
DISV(43): 0.59% Top=HCSG GDOT KBR MYGN CAR RHI MA ADS ….. REZI TNET SBAC ROL HRB LRN CXW SERV=Bottom (Diversified Services)
COSW(96): 0.59% Top=SNAP TEAM TTD NEWR HQY CRM NUAN MSFT ….. GRUB ATVI CARG SMAR VMW TTWO STNE PRO=Bottom (Computer Software/Internet)
RETA(57): 0.52% Top=TIF CVNA BBBY SIG FND CARS JWN URBN ….. GME AEO BIG DKS FRAN MIK HOME W=Bottom (Retail & Specialty Retail)
CHEM(21): 0.23% Top=EMN WLK RPM CC OLN AXTA UNVR SHW ….. ESI POL PPG CF APD NTR CE HUN=Bottom (Chemicals/Fertilizers)
TRAN(24): 0.18% Top=JBLU TRN AAL LUV DAL CNI XPO SAVE ….. NSC KSU WAB UNP CSX DHT STNG ALK=Bottom (Transportation)
CONS(54): 0.13% Top=CCK SONO BC LEG CROX YETI FNKO SKX ….. TPR CL EL GIII KMB DECK WHR PVH=Bottom (Consumer)
REAL(97): 0.13% Top=LPT RLGY DRE BAM ALLY QTS REXR FR ….. CTRE SPG AVB UNIT VTR GEO AMT PLD=Bottom (Real Estate)
INSU(31): 0.03% Top=EHTH BHF PRU PFG MET LNC SLF CNO ….. TRV WLTW MTG FNF FAF ORI CLGX L=Bottom (Insurance)
LEIS(38): -0.07% Top=PLNT LVS STAY WYNN MGM BYD PZZA TXRH ….. DPZ FUN SEAS MCD WEN EAT SHAK QSR=Bottom (Leisure)
META(22): -0.26% Top=X CLF AA TECK NUE SLCA FCX STLD ….. NEM WPM FNV KL EGO SSRM AG PAAS=Bottom (Metals & Mining)
MATE(25): -0.78% Top=DAR TREX PWR WY SRCL OC SUM MLM ….. TPH PHM LEN MDC TOL TMHC KBH DHI=Bottom (Materials & Construction)
ENER(60): -0.91% Top=PUMP CVI PBF PSX DK HFC VLO NOV ….. PE EQM PTEN XEC PXD WLL COG CRC=Bottom (Energy)

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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