daytrend

10/28/2015

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

Closing Stats
by daytrend on 20151028. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 927.

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

COMPARED TO YESTERDAY’S RANGE (20151028 Closing)
60.3% of stocks are above yesterday’s high.
83.6% are above yesterday’s midpoint. (16.4% are below.)
5.2% are below yesterday’s low.
34.5% are inside yesterday’s range.
74.5% of stocks with today’s high > yesterday’s high. (25.5% less than).
31.1% of stocks with today’s low < yesterday’s low. (68.9% greater than).

EVIDENCE OF INTRADAY TREND (20151028 Closing)
84.3% of stocks are above today’s open. (15.3% are below).
82.1% of stocks are above today’s open and yesterday’s close.
11.9% are below both.
14.5% of stocks opened above yesterday’s high.
71.1% of stocks opened above yesterday’s close. (24.2% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151028 Closing)
38.4% of stocks are in the top 10% of today’s range.
57.3% are in the top 20%.
87.2% are in the top half. 12.8% of stocks are in the bottom half of today’s range.
2.2% are in the bottom 20%.
0.6% are in the bottom 10%.

GAIN (20151028 Closing)
86.1% of stocks are above yesterday’s close. (13.9% are below.)
12.2% are up 4.5% or more. 1.0% are down 4.5% or more.
23.9% are up 3.5% or more. 1.5% are down 3.5% or more.
26.3% are between +1% and -1%.

RSI on DAILY (20151028 Closing)
2-day: >=95:9.3%…>=90:16.9%…>=80:37.0%…>=50:76.5%…<=20:8.7%…<=10:4.5%…<=5:1.8%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.2%…>=50:66.9%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:66.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151028 Closing)
60.3% above previous 1 highs, 5.2% below previous 1 lows
41.1% above previous 2 highs, 4.0% below previous 2 lows
32.9% above previous 3 highs, 3.3% below previous 3 lows
31.0% above previous 4 highs, 2.8% below previous 4 lows
27.2% above previous 5 highs, 2.8% below previous 5 lows
26.1% above previous 6 highs, 2.8% below previous 6 lows
24.9% above previous 7 highs, 2.7% below previous 7 lows
24.5% above previous 8 highs, 2.5% below previous 8 lows
24.5% above previous 9 highs, 2.0% below previous 9 lows
24.1% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151028 Closing)
86.1% are above or equal to 10/27 close (1 days ago), 13.9% are below.
69.1% are above or equal to 10/26 close (2 days ago), 30.9% are below.
59.7% are above or equal to 10/23 close (3 days ago), 40.3% are below.
62.5% are above or equal to 10/22 close (4 days ago), 37.5% are below.
68.1% are above or equal to 10/21 close (5 days ago), 31.9% are below.
58.9% are above or equal to 10/20 close (6 days ago), 41.1% are below.
60.8% are above or equal to 10/19 close (7 days ago), 39.2% are below.
58.1% are above or equal to 10/16 close (8 days ago), 41.9% are below.
59.8% are above or equal to 10/15 close (9 days ago), 40.2% are below.
65.2% are above or equal to 10/14 close (10 days ago), 34.8% are below.
64.3% are above or equal to 10/13 close (11 days ago), 35.7% are below.
59.2% are above or equal to 10/12 close (12 days ago), 40.8% are below.
56.3% are above or equal to 10/9 close (13 days ago), 43.7% are below.
56.1% are above or equal to 10/8 close (14 days ago), 43.9% are below.
62.8% are above or equal to 10/7 close (15 days ago), 37.2% are below.
67.5% are above or equal to 10/6 close (16 days ago), 32.5% are below.
68.4% are above or equal to 10/5 close (17 days ago), 31.6% are below.
74.5% are above or equal to 10/2 close (18 days ago), 25.5% are below.
80.2% are above or equal to 10/1 close (19 days ago), 19.8% are below.
80.3% are above or equal to 9/30 close (20 days ago), 19.7% are below.
83.2% are above or equal to 9/29 close (21 days ago), 16.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151028 Closing)
20d: 26.1% new highs, 4.2% new lows
21d: 26.1% new highs, 4.0% new lows
42d: 21.1% new highs, 2.9% new lows
63d: 11.5% new highs, 2.2% new lows
126d: 8.1% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151028 Closing)
2-day: 85.7% above, 14.3% below
3-day: 78.0% above, 22.0% below
4-day: 71.8% above, 28.2% below
5-day: 69.5% above, 30.5% below
8-day: 66.0% above, 34.0% below
10-day: 64.8% above, 35.2% below
20-day: 66.0% above, 34.0% below
50-day: 67.1% above, 32.9% below
200-day: 40.6% above, 59.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151028 Closing)
ENER(87): 3.43% Top=CRR FET HLX RES OIS MWE PDCE NBL ….. NFG DVN UNT TSO APC HES RRC PAGP=Bottom (Energy)
MANU(44): 2.99% Top=GNRC AGCO ATI ERII TKR CRS TEX ZBRA ….. CMI KMT MHK ROP IEX CFX PNR GE=Bottom (Manufacturing)
FINA(97): 2.88% Top=WETF CFR SIVB SF BAC IBKR FHN CMA ….. PSEC CYN EFX SYF APO ESNT KKR EVER=Bottom (Banks/Financials)
COHW(42): 2.86% Top=INFN LVLT OLED LXK NMBL HRS CIEN PLCM ….. MSI WDC BCE JNPR STX CCI ANET KN=Bottom (Computer Hardware/Telecom)
CHEM(31): 2.60% Top=HUN GPRE AXLL FTK WLK POL CHMT FMC ….. CF MON MOS POT PX MEOH OMG AXTA=Bottom (Chemicals/Fertilizers)
ELEC(49): 2.50% Top=IPHI SUNE TER CRUS IPGP CSIQ AVGO SANM ….. INTC NXPI TXN CAVM FCS XLNX CPHD QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): 2.35% Top=FLR CSTE DY MTZ MLM EXP CLH VMC ….. OC WY CAA MDC WM RSG SRCL CVA=Bottom (Materials & Construction)
INSU(35): 2.06% Top=AIG PRU MBI MET CNO LNC UNM ALL ….. AGO TRV WRB ACE VR AIZ AWH RDN=Bottom (Insurance)
HEAL(63): 1.98% Top=BSX THC HYH ABMD OPK NVRO CYH MDXG ….. BKD HNT WX SIRO ALGN ADPT ANTM ZLTQ=Bottom (Health)
RETA(66): 1.85% Top=CAB ASNA AEO ANF URBN GNC TFM GES ….. EBAY SFM HD KMX CVS FIVE RAD WBA=Bottom (Retail & Specialty Retail)
DISV(52): 1.82% Top=BAH VNTV AHS GPN RRD ACM URI EEFT ….. SBAC PCLN RCII ZG WTW TMH WOOF VRSK=Bottom (Diversified Services)
LEIS(40): 1.76% Top=GPRO PLAY HOT DPZ SHAK JACK DRII WYNN ….. HLT EXPE CCL LQ PNRA MAR RCL QUNR=Bottom (Leisure)
COSW(88): 1.69% Top=NCR PAYC PFPT CMCM TSS QLIK CYBR FEYE ….. BITA INXN MDSO ADP TWOU YELP SNCR AKAM=Bottom (Computer Software/Internet)
META(21): 1.41% Top=SLCA AA X BTU CCJ NEM STLD ABX ….. PAAS SCCO FNV SWC AEM RGLD GG CMC=Bottom (Metals & Mining)
CONS(58): 1.29% Top=KS PAY TPX MLHR SHOO SCSS UFS DECK ….. TUP KMB CL EL PG COH OI KATE=Bottom (Consumer)
TRAN(38): 0.58% Top=TDW NSC BRS CNI TK GBX GWR STNG ….. DAL EXPD UAL JBLU CHRW ODFL SKYW ALK=Bottom (Transportation)
REAL(85): 0.56% Top=CBG LGIH NRF CBL TREE RLJ HPT LHO ….. AVB AIV AMH CPT HCP OHI HCN BRX=Bottom (Real Estate)

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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