daytrend

10/07/2015

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

Closing Stats
by daytrend on 20151007. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

COMPARED TO YESTERDAY’S RANGE (20151007 Closing)
48.8% of stocks are above yesterday’s high.
79.6% are above yesterday’s midpoint. (20.4% are below.)
5.6% are below yesterday’s low.
45.7% are inside yesterday’s range.
71.0% of stocks with today’s high > yesterday’s high. (29.0% less than).
29.2% of stocks with today’s low < yesterday’s low. (70.8% greater than).

EVIDENCE OF INTRADAY TREND (20151007 Closing)
69.7% of stocks are above today’s open. (29.4% are below).
68.7% of stocks are above today’s open and yesterday’s close.
14.9% are below both.
24.6% of stocks opened above yesterday’s high.
89.0% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151007 Closing)
27.6% of stocks are in the top 10% of today’s range.
40.5% are in the top 20%.
75.4% are in the top half. 24.6% of stocks are in the bottom half of today’s range.
2.9% are in the bottom 20%.
1.0% are in the bottom 10%.

GAIN (20151007 Closing)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
2.5% are up 4.5% or more. 0.5% are down 4.5% or more.
6.8% are up 3.5% or more. 1.3% are down 3.5% or more.
37.3% are between +1% and -1%.

RSI on DAILY (20151007 Closing)
2-day: >=95:32.6%…>=90:45.5%…>=80:61.7%…>=50:86.8%…<=20:3.0%…<=10:1.2%…<=5:0.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:79.9%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:69.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151007 Closing)
48.8% above previous 1 highs, 5.6% below previous 1 lows
45.6% above previous 2 highs, 3.4% below previous 2 lows
45.6% above previous 3 highs, 1.0% below previous 3 lows
44.8% above previous 4 highs, 1.0% below previous 4 lows
44.6% above previous 5 highs, 0.9% below previous 5 lows
44.3% above previous 6 highs, 0.9% below previous 6 lows
42.3% above previous 7 highs, 0.8% below previous 7 lows
37.5% above previous 8 highs, 0.8% below previous 8 lows
36.6% above previous 9 highs, 0.8% below previous 9 lows
34.1% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151007 Closing)
84.2% are above or equal to 10/6 close (1 days ago), 15.8% are below.
71.5% are above or equal to 10/5 close (2 days ago), 28.5% are below.
86.8% are above or equal to 10/2 close (3 days ago), 13.2% are below.
91.9% are above or equal to 10/1 close (4 days ago), 8.1% are below.
91.2% are above or equal to 9/30 close (5 days ago), 8.8% are below.
94.6% are above or equal to 9/29 close (6 days ago), 5.4% are below.
92.7% are above or equal to 9/28 close (7 days ago), 7.3% are below.
77.5% are above or equal to 9/25 close (8 days ago), 22.5% are below.
76.8% are above or equal to 9/24 close (9 days ago), 23.2% are below.
73.8% are above or equal to 9/23 close (10 days ago), 26.2% are below.
70.6% are above or equal to 9/22 close (11 days ago), 29.4% are below.
59.8% are above or equal to 9/21 close (12 days ago), 40.2% are below.
63.0% are above or equal to 9/18 close (13 days ago), 37.0% are below.
49.6% are above or equal to 9/17 close (14 days ago), 50.4% are below.
46.5% are above or equal to 9/16 close (15 days ago), 53.5% are below.
53.9% are above or equal to 9/15 close (16 days ago), 46.1% are below.
62.0% are above or equal to 9/14 close (17 days ago), 38.0% are below.
58.3% are above or equal to 9/11 close (18 days ago), 41.7% are below.
59.8% are above or equal to 9/10 close (19 days ago), 40.2% are below.
60.1% are above or equal to 9/9 close (20 days ago), 39.9% are below.
52.8% are above or equal to 9/8 close (21 days ago), 47.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151007 Closing)
20d: 27.2% new highs, 2.8% new lows
21d: 26.9% new highs, 2.8% new lows
42d: 10.5% new highs, 1.7% new lows
63d: 5.8% new highs, 1.4% new lows
126d: 1.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151007 Closing)
2-day: 83.0% above, 17.0% below
3-day: 78.6% above, 21.4% below
4-day: 83.7% above, 16.3% below
5-day: 87.4% above, 12.6% below
8-day: 92.5% above, 7.5% below
10-day: 88.8% above, 11.2% below
20-day: 73.8% above, 26.2% below
50-day: 49.2% above, 50.8% below
200-day: 31.0% above, 69.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151007 Closing)
MATE(33): 1.93% Top=DY TREX MDC KBH MTH TPH CAA HW ….. EXP WM OC CVA USG MLM DAR CLH=Bottom (Materials & Construction)
DISV(56): 1.82% Top=GPN ENV ZG CAR RRD URI AHS DV ….. RCII YY EXAM ULTA TW HRB RBA SERV=Bottom (Diversified Services)
META(21): 1.80% Top=TCK FCX CMC CNX STLD X CCJ NEM ….. RGLD FNV SLW PAAS AA ABX AEM BTU=Bottom (Metals & Mining)
ELEC(56): 1.67% Top=SUNE CSIQ TSRA SPWR ON MSCC CY AYI ….. MRVL EZCH CRUS TEL FLEX PMCS CAVM CGNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(48): 1.47% Top=JOY DDD ATI CFX JKS ETN FLS MRC ….. TKR AGCO TEX RS KMT CAT SPXC ROK=Bottom (Manufacturing)
CHEM(34): 1.34% Top=MEOH CF POT MOS POL AXLL FMC ALB ….. DD HUN MON OMG GPRE CHMT CC TROX=Bottom (Chemicals/Fertilizers)
FINA(95): 1.33% Top=LAZ WETF CFR OCN OZRK CG WAL BX ….. JPM WDR NDAQ COF CBOE HAWK ICE SYF=Bottom (Banks/Financials)
REAL(93): 1.29% Top=DRH HST RLGY LGIH SHO WPG LHO DRE ….. AGNC BEE PSA NSM OUT VER GLPI EXR=Bottom (Real Estate)
TRAN(38): 1.21% Top=XPO TRN AAL TK CP SAVE CSX WAB ….. LSTR DHT CHRW TNK ODFL SWFT GBX TDW=Bottom (Transportation)
COHW(47): 1.18% Top=SMCI GOGO WIN BBRY JNPR COMM UBNT CAMP ….. BCE VZ T AAPL ANET TMUS KN INFN=Bottom (Computer Hardware/Telecom)
INSU(38): 1.13% Top=AGO PRI AEL CNO MBI FAF ORI ACGL ….. VR ALL AIG SLF AJG WSH AIZ L=Bottom (Insurance)
COSW(88): 1.10% Top=TWTR CMCM SINA EPAM SPLK XRX YELP PAYC ….. IMPV FTNT TWOU ROVI VRNT EQIX BIDU ADBE=Bottom (Computer Software/Internet)
ENER(103): 1.07% Top=BCEI RES MWE ETE RIG XEC ECA SEP ….. ATW SN LPI HLX PTEN CRZO UNT OAS=Bottom (Energy)
HEAL(56): 0.95% Top=HTWR ZLTQ HYH XRAY HLS AMSG STE RMD ….. IRWD BKD MOH COO DXCM HAE ADPT KND=Bottom (Health)
CONS(60): 0.95% Top=LULU TUP BERY GT BMS MFRM CCK WHR ….. PAY NKE UA SKX RL PVH FL COTY=Bottom (Consumer)
RETA(67): 0.63% Top=BLDR CAB ASNA BABA LL TFM MIK TSCO ….. KSS ORLY BBBY KORS W DLTR JCP JWN=Bottom (Retail & Specialty Retail)
LEIS(35): 0.55% Top=WYNN QUNR MAR WEN H ZOES LQ LVS ….. SBUX MCD EAT SHAK JACK DRI GPRO YUM=Bottom (Leisure)

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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