Closing Stats
by daytrend on 20130930. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.
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
13.3% of stocks are above yesterday’s high.
37.4% are above yesterday’s midpoint. (62.6% are below.)
33.1% are below yesterday’s low.
53.6% are inside yesterday’s range.
29.8% of stocks with today’s high > yesterday’s high. (70.2% less than).
85.7% of stocks with today’s low < yesterday’s low. (14.3% greater than).
EVIDENCE OF INTRADAY TREND
75.1% of stocks are above today’s open. (23.6% are below).
34.3% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
0.5% of stocks opened above yesterday’s high.
1.8% of stocks opened above yesterday’s close. (98.0% opened below yesterday’s close).
62.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE
13.0% of stocks are in the top 10% of today’s range.
30.7% are in the top 20%.
73.5% are in the top half. 26.5% of stocks are in the bottom half of today’s range.
7.7% are in the bottom 20%.
2.0% are in the bottom 10%.
GAIN
36.0% of stocks are above yesterday’s close. (64.0% are below.)
0.1% are up 4.5% or more. 0.2% are down 4.5% or more.
0.8% are up 3.5% or more. 0.8% are down 3.5% or more.
67.6% are between +1% and -1%.
RSI on DAILY
2-day: >=95:4.5%…>=90:6.9%…>=80:11.0%…>=50:32.3%…<=20:37.6%…<=10:21.0%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.3%…>=80:1.5%…>=50:50.4%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:56.2%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS
13.3% above previous 1 highs, 33.1% below previous 1 lows
7.2% above previous 2 highs, 29.9% below previous 2 lows
5.5% above previous 3 highs, 24.5% below previous 3 lows
5.0% above previous 4 highs, 20.3% below previous 4 lows
4.8% above previous 5 highs, 17.9% below previous 5 lows
3.9% above previous 6 highs, 17.3% below previous 6 lows
2.9% above previous 7 highs, 16.8% below previous 7 lows
2.5% above previous 8 highs, 14.8% below previous 8 lows
2.5% above previous 9 highs, 13.5% below previous 9 lows
2.4% above previous 10 highs, 12.3% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO
36.0% are above or equal to 9/27 close (1 days ago), 64.0% are below.
27.6% are above or equal to 9/26 close (2 days ago), 72.4% are below.
37.8% are above or equal to 9/25 close (3 days ago), 62.2% are below.
41.5% are above or equal to 9/24 close (4 days ago), 58.5% are below.
45.3% are above or equal to 9/23 close (5 days ago), 54.7% are below.
34.8% are above or equal to 9/20 close (6 days ago), 65.2% are below.
26.3% are above or equal to 9/19 close (7 days ago), 73.7% are below.
27.5% are above or equal to 9/18 close (8 days ago), 72.5% are below.
42.1% are above or equal to 9/17 close (9 days ago), 57.9% are below.
47.8% are above or equal to 9/16 close (10 days ago), 52.2% are below.
55.8% are above or equal to 9/13 close (11 days ago), 44.2% are below.
58.6% are above or equal to 9/12 close (12 days ago), 41.4% are below.
52.1% are above or equal to 9/11 close (13 days ago), 47.9% are below.
55.8% are above or equal to 9/10 close (14 days ago), 44.2% are below.
60.8% are above or equal to 9/9 close (15 days ago), 39.2% are below.
71.6% are above or equal to 9/6 close (16 days ago), 28.4% are below.
72.0% are above or equal to 9/5 close (17 days ago), 28.0% are below.
73.9% are above or equal to 9/4 close (18 days ago), 26.1% are below.
78.8% are above or equal to 9/3 close (19 days ago), 21.2% are below.
79.6% are above or equal to 8/30 close (20 days ago), 20.4% are below.
75.0% are above or equal to 8/29 close (21 days ago), 25.0% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW
20d: 4.4% new highs, 9.6% new lows
21d: 4.4% new highs, 9.5% new lows
42d: 3.5% new highs, 6.8% new lows
63d: 3.5% new highs, 4.8% new lows
126d: 3.0% new highs, 1.6% new lows
COMPARED TO SIMPLE MOVING AVERAGES
2-day: 34.7% above, 65.3% below
3-day: 30.0% above, 70.0% below
4-day: 32.4% above, 67.6% below
5-day: 34.3% above, 65.7% below
8-day: 33.4% above, 66.6% below
10-day: 32.3% above, 67.7% below
20-day: 54.9% above, 45.1% below
50-day: 57.4% above, 42.6% below
200-day: 71.6% above, 28.4% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS
HEAL(45): 0.37% Top=DXCM CYH STJ ISRG THC BSX OPK HCA ….. PKI IRWD CI CNC BAX BKD HOLX MR=Bottom (Health)
ELEC(49): 0.29% Top=TSL CY YGE FCS CSIQ CREE GTAT FSL ….. GLW SUNE TER RFMD FSLR CRUS MRVL INVN=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(29): 0.16% Top=FUL ASH PPG SHW AXLL POL GRA FTK ….. APD IPI DD MOS POT AGU MON DOW=Bottom (Chemicals/Fertilizers)
MATE(28): 0.09% Top=DAR CLH HOV USG MAS MTH FAST MDC ….. PWR OC MTZ FWLT EXP DHI RSG LEN=Bottom (Materials & Construction)
FINA(80): -0.19% Top=VLY WETF BKU FNFG CFR FMER PHH HBHC ….. JPM LM CME SF DFS LAZ KKR OCN=Bottom (Banks/Financials)
TRAN(25): -0.25% Top=ODFL WERN JBHT WAB CNW FDX SWFT TRN ….. NSC UAL KSU UNP CHRW CP ALK GLNG=Bottom (Transportation)
MANU(37): -0.29% Top=ATI AME AOS DOV TKR MTW PPO FLS ….. MRC PNR GNRC TEX ETN DE AGCO DDD=Bottom (Manufacturing)
COHW(44): -0.33% Top=RKUS PLCM SYNA LVLT FIO TWTC CIEN CCI ….. AMX WIN PANW BRCD TDC EMC XLS FNSR=Bottom (Computer Hardware/Telecom)
INSU(38): -0.34% Top=TWGP CLGX ORI VR AEL FNF MTG PRE ….. ACE AON WRB ALL GNW AIG MBI AGO=Bottom (Insurance)
META(27): -0.38% Top=STLD EGO KGC RGLD GG HSC X AEM ….. WLT BTU CCJ SCCO ANR CLF MCP SSRI=Bottom (Metals & Mining)
CONS(57): -0.39% Top=SKX TWI LULU DECK ZQK PBI ECL IRBT ….. NKE IP TUMI PG BERY GPK RKT NUS=Bottom (Consumer)
ENER(106): -0.42% Top=PVA GPOR HERO OKS ETE OAS OII KOG ….. RRC FST PDCE NBR MTDR MHR DK GDP=Bottom (Energy)
RETA(67): -0.49% Top=CPRT KAR FINL TSCO SHLD BID AAP ORLY ….. CVS PIR CAB OUTR AEO JCP RH DANG=Bottom (Retail & Specialty Retail)
DISV(44): -0.50% Top=APOL VNTV GPN HRB CAR URI SBAC PAYX ….. MA ADT LRN WAGE CXW HMSY Z MYGN=Bottom (Diversified Services)
LEIS(28): -0.60% Top=MGM TXRH LVS MPEL BYD CAKE WYNN CZR ….. SIX YUM WYN PENN MGAM SEAS KKD PNRA=Bottom (Leisure)
REAL(80): -0.61% Top=BPO BAM EJ DRH CUBE CYS WAC CWH ….. DDR EQR DRE VTR RWT ARCP CPT DLR=Bottom (Real Estate)
COSW(83): -0.71% Top=SFUN SOHU MKTO WWWW NTES VCLK BIDU ROVI ….. IRM YELP NQ CTRX GRPN AWAY AVG ANGI=Bottom (Computer Software/Internet)
NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend) or daytrend @ gmail . com (no spaces) 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/