Closing Stats
by daytrend on 20140821. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 887.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE
36.2% of stocks are above yesterday’s high.
69.9% are above yesterday’s midpoint. (30.1% are below.)
10.9% are below yesterday’s low.
52.9% are inside yesterday’s range.
64.6% of stocks with today’s high > yesterday’s high. (35.4% less than).
28.0% of stocks with today’s low < yesterday’s low. (72.0% greater than).

EVIDENCE OF INTRADAY TREND
52.9% of stocks are above today’s open. (45.8% are below).
49.4% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
14.1% of stocks opened above yesterday’s high.
58.2% of stocks opened above yesterday’s close. (34.0% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE
12.4% of stocks are in the top 10% of today’s range.
26.6% are in the top 20%.
60.9% are in the top half. 39.1% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN
58.1% of stocks are above yesterday’s close. (41.9% are below.)
0.7% are up 4.5% or more. 0.5% are down 4.5% or more.
1.2% are up 3.5% or more. 0.8% are down 3.5% or more.
75.2% are between +1% and -1%.

RSI on DAILY
2-day: >=95:24.2%…>=90:35.6%…>=80:47.6%…>=50:74.7%…<=20:8.0%…<=10:3.2%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:79.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:73.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
36.2% above previous 1 highs, 10.9% below previous 1 lows
29.7% above previous 2 highs, 8.8% below previous 2 lows
28.4% above previous 3 highs, 5.1% below previous 3 lows
28.2% above previous 4 highs, 3.6% below previous 4 lows
27.8% above previous 5 highs, 2.8% below previous 5 lows
26.9% above previous 6 highs, 2.5% below previous 6 lows
26.4% above previous 7 highs, 2.4% below previous 7 lows
25.0% above previous 8 highs, 2.1% below previous 8 lows
24.9% above previous 9 highs, 1.7% below previous 9 lows
24.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO
58.1% are above or equal to 8/20 close (1 days ago), 41.9% are below.
66.4% are above or equal to 8/19 close (2 days ago), 33.6% are below.
74.5% are above or equal to 8/18 close (3 days ago), 25.5% are below.
87.9% are above or equal to 8/15 close (4 days ago), 12.1% are below.
85.8% are above or equal to 8/14 close (5 days ago), 14.2% are below.
85.8% are above or equal to 8/13 close (6 days ago), 14.2% are below.
86.9% are above or equal to 8/12 close (7 days ago), 13.1% are below.
81.6% are above or equal to 8/11 close (8 days ago), 18.4% are below.
83.5% are above or equal to 8/8 close (9 days ago), 16.5% are below.
90.4% are above or equal to 8/7 close (10 days ago), 9.6% are below.
85.7% are above or equal to 8/6 close (11 days ago), 14.3% are below.
83.9% are above or equal to 8/5 close (12 days ago), 16.1% are below.
77.8% are above or equal to 8/4 close (13 days ago), 22.2% are below.
83.8% are above or equal to 8/1 close (14 days ago), 16.2% are below.
79.7% are above or equal to 7/31 close (15 days ago), 20.3% are below.
63.5% are above or equal to 7/30 close (16 days ago), 36.5% are below.
62.9% are above or equal to 7/29 close (17 days ago), 37.1% are below.
59.0% are above or equal to 7/28 close (18 days ago), 41.0% are below.
58.2% are above or equal to 7/25 close (19 days ago), 41.8% are below.
52.9% are above or equal to 7/24 close (20 days ago), 47.1% are below.
54.2% are above or equal to 7/23 close (21 days ago), 45.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 23.1% new highs, 2.1% new lows
21d: 22.0% new highs, 2.1% new lows
42d: 14.0% new highs, 1.7% new lows
63d: 12.7% new highs, 1.5% new lows
126d: 10.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES
2-day: 56.7% above, 43.3% below
3-day: 62.7% above, 37.3% below
4-day: 71.5% above, 28.5% below
5-day: 78.9% above, 21.1% below
8-day: 85.3% above, 14.7% below
10-day: 85.3% above, 14.7% below
20-day: 79.5% above, 20.5% below
50-day: 60.9% above, 39.1% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20140821 Closing)
FINA(80): 0.91% Top=BAC OCN C STI FHN WETF UMPQ HCBK ….. FNGN EVR ACAS BX LM FSC ARMK CIT=Bottom (Banks/Financials)
INSU(33): 0.67% Top=CNO GNW AHL AIG HIG BRO L AXS ….. MTG MMC ALL AFL UNM FNF MBI AFSI=Bottom (Insurance)
COHW(48): 0.63% Top=GOGO HPQ JDSU OLED FNSR PLCM CIEN COMM ….. EMC LXK WIN UBNT TMUS ARRS BBRY MOBI=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.36% Top=SMTC ONNN IDTI APH INVN INTC CODE AMAT ….. SCTY AMBA NVDA SWKS SPWR CSIQ CPHD GTAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 0.36% Top=PWR CLH EXP OC WY MAS FAST VMC ….. WM CVA MLM PHM FLR MTH DHI KBH=Bottom (Materials & Construction)
ENER(112): 0.35% Top=REXX AREX GDP BBG RES SN SFY CXO ….. HP PDS HOS TSO WNR PTEN MPC PBF=Bottom (Energy)
DISV(48): 0.21% Top=HMSY Z WTW RRD JEC VRSK WOOF AL ….. MYGN ADT DV PCLN ALLE HTZ CAR ULTA=Bottom (Diversified Services)
CONS(57): 0.20% Top=RDEN AVP KS PKG IP BERY JAH UFS ….. GT WHR TPX PVH UA BC NUS KATE=Bottom (Consumer)
LEIS(32): 0.11% Top=LTM BYD STAY PNK EXPE NDLS WYN EAT ….. JACK MGM SIX SBUX DNKN YUM WYNN MPEL=Bottom (Leisure)
HEAL(56): 0.07% Top=HGR KND MOH ZLTQ SYK EW BKD MD ….. WCG ALGN THOR HOLX DXCM PRXL VOLC IRWD=Bottom (Health)
MANU(41): 0.06% Top=RXN JKS GNRC ATI ENS AGCO BWC MRC ….. AOS PH GTLS CMI DOV TKR CFX PLL=Bottom (Manufacturing)
COSW(82): 0.05% Top=CDNS NCR CVLT TTWO EQIX UIS TIBX ADBE ….. VMW NOW FEYE SPLK TRAK DWRE DATA SINA=Bottom (Computer Software/Internet)
CHEM(30): -0.01% Top=SHW PX WLK AGU PPG CF POT OLN ….. GPRE DOW GRA APD FMC FTK MEOH MON=Bottom (Chemicals/Fertilizers)
REAL(71): -0.09% Top=WAC NRF ARCP HLSS DLR NLY TWO AMH ….. SLG SNH CBL GLPI RLGY EXR SRC EJ=Bottom (Real Estate)
RETA(63): -0.24% Top=EBAY SBH AEO CHS TGT LB LINTA M ….. WAG JCP TFM GME PIR GES SPLS SHLD=Bottom (Retail & Specialty Retail)
TRAN(26): -0.72% Top=SWFT TRN XPO UNP TDW JBHT CHRW CNW ….. NSC HA AIRM DAL JBLU ALK UAL AAL=Bottom (Transportation)
META(25): -1.80% Top=HSC CNX STLD NEM NUE SLCA FCX AA ….. SLW AUY EGO CLF GG CCJ AEM RGLD=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/