daytrend

10/29/2015

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

Closing Stats
by daytrend on 20151029. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20151029 Closing)
21.4% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
11.0% are below yesterday’s low.
67.6% are inside yesterday’s range.
55.0% of stocks with today’s high > yesterday’s high. (45.0% less than).
23.0% of stocks with today’s low < yesterday’s low. (77.0% greater than).

EVIDENCE OF INTRADAY TREND (20151029 Closing)
50.9% of stocks are above today’s open. (48.2% are below).
35.1% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
7.4% of stocks opened above yesterday’s high.
18.0% of stocks opened above yesterday’s close. (77.5% opened below yesterday’s close).
5.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20151029 Closing)
8.4% of stocks are in the top 10% of today’s range.
18.6% are in the top 20%.
46.1% are in the top half. 53.9% of stocks are in the bottom half of today’s range.
21.5% are in the bottom 20%.
10.4% are in the bottom 10%.

GAIN (20151029 Closing)
38.0% of stocks are above yesterday’s close. (62.0% are below.)
2.2% are up 4.5% or more. 5.7% are down 4.5% or more.
4.5% are up 3.5% or more. 9.1% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20151029 Closing)
2-day: >=95:5.5%…>=90:10.0%…>=80:22.2%…>=50:57.0%…<=20:11.5%…<=10:5.0%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:61.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:62.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151029 Closing)
21.4% above previous 1 highs, 11.0% below previous 1 lows
18.7% above previous 2 highs, 9.3% below previous 2 lows
15.0% above previous 3 highs, 8.7% below previous 3 lows
12.8% above previous 4 highs, 8.1% below previous 4 lows
12.0% above previous 5 highs, 6.4% below previous 5 lows
10.6% above previous 6 highs, 5.8% below previous 6 lows
10.4% above previous 7 highs, 5.5% below previous 7 lows
9.9% above previous 8 highs, 5.2% below previous 8 lows
9.5% above previous 9 highs, 5.1% below previous 9 lows
9.4% above previous 10 highs, 4.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151029 Closing)
38.0% are above or equal to 10/28 close (1 days ago), 62.0% are below.
74.0% are above or equal to 10/27 close (2 days ago), 26.0% are below.
58.5% are above or equal to 10/26 close (3 days ago), 41.5% are below.
52.8% are above or equal to 10/23 close (4 days ago), 47.2% are below.
54.4% are above or equal to 10/22 close (5 days ago), 45.6% are below.
63.1% are above or equal to 10/21 close (6 days ago), 36.9% are below.
54.5% are above or equal to 10/20 close (7 days ago), 45.5% are below.
56.1% are above or equal to 10/19 close (8 days ago), 43.9% are below.
54.3% are above or equal to 10/16 close (9 days ago), 45.7% are below.
55.5% are above or equal to 10/15 close (10 days ago), 44.5% are below.
62.4% are above or equal to 10/14 close (11 days ago), 37.6% are below.
60.9% are above or equal to 10/13 close (12 days ago), 39.1% are below.
55.6% are above or equal to 10/12 close (13 days ago), 44.4% are below.
53.5% are above or equal to 10/9 close (14 days ago), 46.5% are below.
54.5% are above or equal to 10/8 close (15 days ago), 45.5% are below.
59.0% are above or equal to 10/7 close (16 days ago), 41.0% are below.
64.8% are above or equal to 10/6 close (17 days ago), 35.2% are below.
65.6% are above or equal to 10/5 close (18 days ago), 34.4% are below.
72.6% are above or equal to 10/2 close (19 days ago), 27.4% are below.
77.0% are above or equal to 10/1 close (20 days ago), 23.0% are below.
77.7% are above or equal to 9/30 close (21 days ago), 22.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151029 Closing)
20d: 22.1% new highs, 5.1% new lows
21d: 22.1% new highs, 4.9% new lows
42d: 18.2% new highs, 4.4% new lows
63d: 8.8% new highs, 3.0% new lows
126d: 5.9% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20151029 Closing)
2-day: 36.9% above, 63.1% below
3-day: 63.3% above, 36.7% below
4-day: 61.1% above, 38.9% below
5-day: 58.9% above, 41.1% below
8-day: 57.6% above, 42.4% below
10-day: 56.7% above, 43.3% below
20-day: 59.1% above, 40.9% below
50-day: 65.0% above, 35.0% below
200-day: 38.5% above, 61.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151029 Closing)
TRAN(38): 0.75% Top=SAVE ODFL KNX XPO WERN LSTR CHRW SWFT ….. TRN NAT NSC KEX HA TK STNG TDW=Bottom (Transportation)
CHEM(31): 0.34% Top=FMC SHW CC PX OLN ALB MON MEOH ….. GPRE DOW CHMT CF AXTA POT APD FTK=Bottom (Chemicals/Fertilizers)
CONS(58): 0.33% Top=HBI BC ICON GIL SHOO KS WHR GIII ….. KATE PAY RL IP MLHR PBI JAH GT=Bottom (Consumer)
ENER(87): 0.29% Top=WPZ AR QEP PBF MUR VLO MWE TSO ….. OKS CRR OII NBR FET RES HOS SPN=Bottom (Energy)
INSU(35): 0.24% Top=MBI MTG AGO RDN HIG UNM AIZ LNC ….. AIG PRU ORI SLF CNO FNF CLGX FAF=Bottom (Insurance)
MANU(44): -0.27% Top=GNRC ATU TKR PH KMT FLS AME PNR ….. MRC JOY ATI JKS RS MHK DDD ERII=Bottom (Manufacturing)
REAL(84): -0.27% Top=HST PEB MAA DFT CBG SHO RLJ ESRT ….. O CONE OHI OFC TREE GLPI LGIH CBL=Bottom (Real Estate)
DISV(54): -0.43% Top=RCII R HURN WEX PCLN MAN SBAC MCO ….. ZG SSTK HMHC VRSK MYGN AAN WTW SCI=Bottom (Diversified Services)
RETA(67): -0.79% Top=ORLY FIVE AAP AMZN DLTR KMX TFM SIG ….. AEO LAD RAD JCP KSS ABG OUTR GNC=Bottom (Retail & Specialty Retail)
HEAL(65): -0.84% Top=ZBH LDRH AET SPNC XRAY EVHC SIRO VAR ….. OPK ELGX LIVN MD IRWD ZLTQ MDXG ABMD=Bottom (Health)
FINA(99): -0.86% Top=LPLA KKR ESNT ICE CME ACAS BLK VLY ….. WU LAZ KEY OCN FNFG BOFI AF NYCB=Bottom (Banks/Financials)
LEIS(41): -1.32% Top=QUNR MGM DRII WYNN SIX VAC CCL H ….. SHAK DRI BJRI CAKE TXRH LQ GPRO BWLD=Bottom (Leisure)
COSW(88): -1.41% Top=SNCR YELP MSCI MKTO ELLI WUBA IACI LNKD ….. SINA VDSI CSOD TWTR FEYE FFIV IMS ROVI=Bottom (Computer Software/Internet)
COHW(42): -1.43% Top=KN AAPL HRS WDC T BCE VZ VRSN ….. UBNT RKUS STX SYNA PANW TMUS ARRS INFN=Bottom (Computer Hardware/Telecom)
MATE(32): -1.53% Top=CVA AWI SRCL CLH RSG WCN USG VMC ….. OC DY TREX LEN DHI CAA KBH MTH=Bottom (Materials & Construction)
ELEC(49): -2.54% Top=SPWR SUNE CPHD TEL AMAT GRMN FSLR GLW ….. TER AVGO FCS IDTI ON AMBA FSL NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(20): -3.07% Top=NEM X ABX AEM CCJ AA STLD SLCA ….. CMC SWC FNV CNX PAAS SLW GG BTU=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/

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