Closing Stats
by daytrend on 20151231. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.
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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.
COMPARED TO YESTERDAY’S RANGE (20151231 Closing)
6.0% of stocks are above yesterday’s high.
14.8% are above yesterday’s midpoint. (85.2% are below.)
64.9% are below yesterday’s low.
29.2% are inside yesterday’s range.
18.4% of stocks with today’s high > yesterday’s high. (81.6% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).
EVIDENCE OF INTRADAY TREND (20151231 Closing)
31.0% of stocks are above today’s open. (67.8% are below).
20.3% of stocks are above today’s open and yesterday’s close.
67.6% are below both.
0.1% of stocks opened above yesterday’s high.
6.7% of stocks opened above yesterday’s close. (90.6% opened below yesterday’s close).
53.2% of stocks opened below yesterday’s low.
COMPARED TO TODAY’S RANGE (20151231 Closing)
2.1% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
21.4% are in the top half. 78.6% of stocks are in the bottom half of today’s range.
51.5% are in the bottom 20%.
41.5% are in the bottom 10%.
GAIN (20151231 Closing)
21.6% of stocks are above yesterday’s close. (78.4% are below.)
2.6% are up 4.5% or more. 0.1% are down 4.5% or more.
3.6% are up 3.5% or more. 0.8% are down 3.5% or more.
50.2% are between +1% and -1%.
RSI on DAILY (20151231 Closing)
2-day: >=95:0.5%…>=90:1.2%…>=80:3.5%…>=50:16.4%…<=20:45.6%…<=10:11.4%…<=5:4.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:34.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20151231 Closing)
6.0% above previous 1 highs, 64.9% below previous 1 lows
3.2% above previous 2 highs, 57.1% below previous 2 lows
2.8% above previous 3 highs, 30.4% below previous 3 lows
1.4% above previous 4 highs, 29.5% below previous 4 lows
1.1% above previous 5 highs, 23.6% below previous 5 lows
0.9% above previous 6 highs, 9.4% below previous 6 lows
0.9% above previous 7 highs, 5.8% below previous 7 lows
0.8% above previous 8 highs, 4.6% below previous 8 lows
0.8% above previous 9 highs, 4.2% below previous 9 lows
0.8% above previous 10 highs, 3.4% below previous 10 lows
LAST PRICE COMPARED TO CLOSE X DAYS AGO (20151231 Closing)
21.6% are above or equal to 12/30 close (1 days ago), 78.4% are below.
10.7% are above or equal to 12/29 close (2 days ago), 89.3% are below.
27.9% are above or equal to 12/28 close (3 days ago), 72.1% are below.
23.4% are above or equal to 12/24 close (4 days ago), 76.6% are below.
23.8% are above or equal to 12/23 close (5 days ago), 76.2% are below.
56.2% are above or equal to 12/22 close (6 days ago), 43.8% are below.
71.2% are above or equal to 12/21 close (7 days ago), 28.8% are below.
78.9% are above or equal to 12/18 close (8 days ago), 21.1% are below.
55.0% are above or equal to 12/17 close (9 days ago), 45.0% are below.
37.1% are above or equal to 12/16 close (10 days ago), 62.9% are below.
53.9% are above or equal to 12/15 close (11 days ago), 46.1% are below.
69.4% are above or equal to 12/14 close (12 days ago), 30.6% are below.
63.2% are above or equal to 12/11 close (13 days ago), 36.8% are below.
39.3% are above or equal to 12/10 close (14 days ago), 60.7% are below.
43.3% are above or equal to 12/9 close (15 days ago), 56.7% are below.
38.2% are above or equal to 12/8 close (16 days ago), 61.8% are below.
33.7% are above or equal to 12/7 close (17 days ago), 66.3% are below.
28.5% are above or equal to 12/4 close (18 days ago), 71.5% are below.
36.7% are above or equal to 12/3 close (19 days ago), 63.3% are below.
27.5% are above or equal to 12/2 close (20 days ago), 72.5% are below.
23.5% are above or equal to 12/1 close (21 days ago), 76.5% are below.
NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20151231 Closing)
20d: 1.8% new highs, 3.4% new lows
21d: 1.4% new highs, 3.4% new lows
42d: 1.1% new highs, 2.5% new lows
63d: 0.9% new highs, 1.7% new lows
126d: 0.6% new highs, 1.5% new lows
COMPARED TO SIMPLE MOVING AVERAGES (20151231 Closing)
2-day: 20.6% above, 79.4% below
3-day: 13.6% above, 86.4% below
4-day: 17.2% above, 82.8% below
5-day: 16.7% above, 83.3% below
8-day: 31.1% above, 68.9% below
10-day: 44.0% above, 56.0% below
20-day: 38.6% above, 61.4% below
50-day: 32.5% above, 67.5% below
200-day: 33.3% above, 66.7% below
SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20151231 Closing)
ENER(89): 2.35% Top=OAS SM OKS PAGP RRC NS RICE GPOR ….. FTI NOV APA PTEN MPC MDU VLO PDCE=Bottom (Energy)
META(18): 0.05% Top=SLCA CCJ RGLD CNX NEM SLW GG AEM ….. NUE FNV STLD SCCO AA CMC X GSM=Bottom (Metals & Mining)
TRAN(36): -0.17% Top=TK XPO SWFT STNG GBX BRS ODFL KSU ….. CNI AAL EXPD ALK VA JBLU SAVE HA=Bottom (Transportation)
CONS(60): -0.61% Top=ICON KATE LULU MFRM HBI BERY COTY NWL ….. IRBT SON GT GIII KS MLHR SKX WWW=Bottom (Consumer)
HEAL(46): -0.70% Top=MR CYH BKD BAX KND ZBH THC EVHC ….. HCA RMD SYK HOLX AMSG INCR HRC STE=Bottom (Health)
REAL(85): -0.71% Top=NRF NSM NRZ STWD RLGY SRC ARR NLY ….. DFT DLR RLJ CLI HPT LHO HST DRH=Bottom (Real Estate)
CHEM(27): -0.73% Top=GPRE HUN PAH AXTA CE DOW MON EMN ….. DD FMC MEOH ASH APD POT OLN MOS=Bottom (Chemicals/Fertilizers)
LEIS(36): -0.79% Top=MGM WYNN QSR SIX TXRH DNKN PNRA DPZ ….. MAR RCL SONC EXPE LQ H GPRO QUNR=Bottom (Leisure)
COSW(88): -0.82% Top=TWTR SFUN BITA LC YELP WUBA VIPS JD ….. CA ADP CDNS DBD ADSK MENT CDK ELLI=Bottom (Computer Software/Internet)
DISV(48): -0.82% Top=GEO CAR HMHC R AL BAH XRS SBAC ….. MAN FISV PAYX MYGN ADT RBA SNX PRAA=Bottom (Diversified Services)
RETA(66): -0.83% Top=BLDR SIG SHLD LL DKS CAB FINL MIK ….. DSW AMZN NFLX GPS W OUTR DDS ASNA=Bottom (Retail & Specialty Retail)
MATE(28): -0.84% Top=EXP CVA DY MAS USG MLM TOL TPH ….. WM WY RSG PWR KBH DHI FAST MTZ=Bottom (Materials & Construction)
MANU(39): -0.98% Top=GE ZBRA MRC CFX TKR DDD KMT MHK ….. JOY DE SEDG AGCO AOS CRS TEX GNRC=Bottom (Manufacturing)
FINA(106): -1.02% Top=OMF OCN IVZ WDR ACAS SLM CG SYF ….. CFR WU BXS MBFI SF WETF WIBC FXCM=Bottom (Banks/Financials)
INSU(32): -1.06% Top=MBI FNF L UNM BRO TMK WSH HIG ….. AFSI AWH AON CINF XL PGR ORI WRB=Bottom (Insurance)
COHW(36): -1.15% Top=ZAYO LVLT HPQ COMM FNSR JNPR PANW BRCD ….. WDC AAPL SSYS KN CDW OLED LXK NSR=Bottom (Computer Hardware/Telecom)
ELEC(45): -1.35% Top=CSIQ MRVL RUN SCTY TSL INVN MU GRMN ….. TXN MCHP SANM TER BRKR SWKS CREE CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
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/