Closing Stats
by daytrend on 20151130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE (20151130 Closing)
19.6% of stocks are above yesterday’s high.
47.3% are above yesterday’s midpoint. (52.7% are below.)
28.0% are below yesterday’s low.
52.4% are inside yesterday’s range.
63.2% of stocks with today’s high > yesterday’s high. (36.8% less than).
46.0% of stocks with today’s low < yesterday’s low. (54.0% greater than).
EVIDENCE OF INTRADAY TREND (20151130 Closing)
34.7% of stocks are above today’s open. (64.2% are below).
32.3% of stocks are above today’s open and yesterday’s close.
56.3% are below both.
14.4% of stocks opened above yesterday’s high.
70.7% of stocks opened above yesterday’s close. (23.7% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE (20151130 Closing)
5.1% of stocks are in the top 10% of today’s range.
11.2% are in the top 20%.
33.2% are in the top half. 66.8% of stocks are in the bottom half of today’s range.
31.7% are in the bottom 20%.
16.5% are in the bottom 10%.
GAIN (20151130 Closing)
41.7% of stocks are above yesterday’s close. (58.3% are below.)
2.3% are up 4.5% or more. 1.3% are down 4.5% or more.
3.5% are up 3.5% or more. 3.0% are down 3.5% or more.
57.1% are between +1% and -1%.
RSI on DAILY (20151130 Closing)
2-day: >=95:7.7%…>=90:12.1%…>=80:22.2%…>=50:47.9%…<=20:17.9%…<=10:5.6%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:62.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:61.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151130 Closing)
19.6% above previous 1 highs, 28.0% below previous 1 lows
13.3% above previous 2 highs, 21.2% below previous 2 lows
12.7% above previous 3 highs, 10.8% below previous 3 lows
10.6% above previous 4 highs, 8.6% below previous 4 lows
9.4% above previous 5 highs, 7.3% below previous 5 lows
9.3% above previous 6 highs, 5.7% below previous 6 lows
9.1% above previous 7 highs, 3.7% below previous 7 lows
9.0% above previous 8 highs, 2.5% below previous 8 lows
9.0% above previous 9 highs, 1.8% below previous 9 lows
8.9% above previous 10 highs, 1.6% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151130 Closing)
41.7% are above or equal to 11/27 close (1 days ago), 58.3% are below.
46.7% are above or equal to 11/25 close (2 days ago), 53.3% are below.
50.5% are above or equal to 11/24 close (3 days ago), 49.5% are below.
61.6% are above or equal to 11/23 close (4 days ago), 38.4% are below.
62.0% are above or equal to 11/20 close (5 days ago), 38.0% are below.
66.7% are above or equal to 11/19 close (6 days ago), 33.3% are below.
63.9% are above or equal to 11/18 close (7 days ago), 36.1% are below.
79.4% are above or equal to 11/17 close (8 days ago), 20.6% are below.
74.8% are above or equal to 11/16 close (9 days ago), 25.2% are below.
83.5% are above or equal to 11/13 close (10 days ago), 16.5% are below.
76.0% are above or equal to 11/12 close (11 days ago), 24.0% are below.
60.2% are above or equal to 11/11 close (12 days ago), 39.8% are below.
52.8% are above or equal to 11/10 close (13 days ago), 47.2% are below.
53.5% are above or equal to 11/9 close (14 days ago), 46.5% are below.
45.5% are above or equal to 11/6 close (15 days ago), 54.5% are below.
46.9% are above or equal to 11/5 close (16 days ago), 53.1% are below.
47.5% are above or equal to 11/4 close (17 days ago), 52.5% are below.
45.3% are above or equal to 11/3 close (18 days ago), 54.7% are below.
46.8% are above or equal to 11/2 close (19 days ago), 53.2% are below.
57.0% are above or equal to 10/30 close (20 days ago), 43.0% are below.
55.1% are above or equal to 10/29 close (21 days ago), 44.9% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151130 Closing)
20d: 12.1% new highs, 2.8% new lows
21d: 12.0% new highs, 2.6% new lows
42d: 9.2% new highs, 1.2% new lows
63d: 8.3% new highs, 1.1% new lows
126d: 3.8% new highs, 0.8% new lows
COMPARED TO SIMPLE MOVING AVERAGES (20151130 Closing)
2-day: 40.8% above, 59.2% below
3-day: 43.4% above, 56.6% below
4-day: 46.2% above, 53.8% below
5-day: 51.4% above, 48.6% below
8-day: 59.1% above, 40.9% below
10-day: 67.7% above, 32.3% below
20-day: 59.1% above, 40.9% below
50-day: 62.6% above, 37.4% below
200-day: 41.4% above, 58.6% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151130 Closing)
META(19): 1.77% Top=NEM CNX SLCA SLW ABX GG PAAS SWC ….. FCX RGLD AA SCCO X STLD NUE CMC=Bottom (Metals & Mining)
ELEC(52): 1.21% Top=CRUS AMBA NXPI LSCC FSL IPHI FIT CY ….. TEL CGNX TSL SNPS WAT SANM CPHD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(40): 0.80% Top=MRC TEX ZBRA SEDG KMT CFX ATI CAT ….. DHR ROK EMR XYL AME MHK AOS GE=Bottom (Manufacturing)
ENER(90): 0.73% Top=SGY BBG MWE PAGP MPLX FET BCEI PAA ….. SEMG SE MMP TSO LPI PBF HFC CIE=Bottom (Energy)
CHEM(30): 0.63% Top=GPRE MEOH POT CF EMN MOS PAH FMC ….. RPM PPG OLN APD PX HUN CC AXTA=Bottom (Chemicals/Fertilizers)
COHW(39): 0.24% Top=STX SSYS KN BBRY GOGO WDC ZAYO RKUS ….. JNPR CTL OLED HPQ CIEN LXK CDW TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.05% Top=ESNT LM VIRT MS SYF BLK NYCB CME ….. NTRS FII LAZ EV TCB KKR SBNY BOFI=Bottom (Banks/Financials)
INSU(34): -0.06% Top=AWH MTG L AIZ XL PRU MBI MET ….. TRV WSH TMK RDN AJG UNM AGO PGR=Bottom (Insurance)
LEIS(44): -0.13% Top=SGMS QUNR SHAK WYNN DRII FRGI GPRO CMG ….. SBUX TXRH DRI ARMK CAKE SIX CBRL BYD=Bottom (Leisure)
DISV(51): -0.15% Top=ADT YY URI MMS XRS JEC MRKT PRAA ….. RRD MYGN AAN GPN ULTA HMHC TMH CAR=Bottom (Diversified Services)
MATE(30): -0.18% Top=MTZ DAR PWR DY FAST FLR KBH CLH ….. CAA TPH VMC DHI LEN MDC TOL MLM=Bottom (Materials & Construction)
REAL(77): -0.63% Top=NRZ NSM AMH BAM SHO SNH DRH CBG ….. PEB PLD SPG UDR RLGY QTS CLI CBL=Bottom (Real Estate)
COSW(92): -0.78% Top=BIDU VNET WUBA RAX DWRE TWOU YHOO JD ….. FEYE QLIK CDK ATHM MENT LC IMS CSC=Bottom (Computer Software/Internet)
HEAL(54): -0.87% Top=NVRO KND HOLX INGN VWR STE PODD ZBH ….. ABMD ADPT UHS EVHC ZLTQ MOH MD DXCM=Bottom (Health)
TRAN(36): -0.93% Top=BRS SAVE KEX VA TRN GBX STNG AIRM ….. CSX CHRW TNK SWFT ODFL FDX KNX WERN=Bottom (Transportation)
CONS(60): -1.36% Top=PBI MAT BLL WRK HAR OI ECL GT ….. GIII SHOO UA TUMI COTY BC COLM LULU=Bottom (Consumer)
RETA(70): -1.74% Top=LL BABA EBAY KORS BBY DLTR MIK RAD ….. ANF ASNA DDS BIG AEO URBN SSI GES=Bottom (Retail & Specialty Retail)
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/