daytrend

01/28/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20160128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 982.

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

COMPARED TO YESTERDAY’S RANGE (20160128 Closing)
14.3% of stocks are above yesterday’s high.
40.7% are above yesterday’s midpoint. (59.3% are below.)
30.0% are below yesterday’s low.
55.7% are inside yesterday’s range.
43.6% of stocks with today’s high > yesterday’s high. (56.4% less than).
49.1% of stocks with today’s low < yesterday’s low. (50.9% greater than).

EVIDENCE OF INTRADAY TREND (20160128 Closing)
28.1% of stocks are above today’s open. (71.3% are below).
26.6% of stocks are above today’s open and yesterday’s close.
45.5% are below both.
14.0% of stocks opened above yesterday’s high.
90.8% of stocks opened above yesterday’s close. (8.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160128 Closing)
3.3% of stocks are in the top 10% of today’s range.
10.4% are in the top 20%.
33.1% are in the top half. 66.9% of stocks are in the bottom half of today’s range.
29.3% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20160128 Closing)
52.7% of stocks are above yesterday’s close. (47.3% are below.)
6.2% are up 4.5% or more. 4.1% are down 4.5% or more.
8.5% are up 3.5% or more. 8.2% are down 3.5% or more.
39.0% are between +1% and -1%.

RSI on DAILY (20160128 Closing)
2-day: >=95:2.1%…>=90:8.6%…>=80:22.5%…>=50:50.6%…<=20:22.5%…<=10:10.5%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:30.1%…<=20:3.4%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:21.4%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160128 Closing)
14.3% above previous 1 highs, 30.0% below previous 1 lows
12.8% above previous 2 highs, 22.5% below previous 2 lows
11.7% above previous 3 highs, 20.7% below previous 3 lows
9.9% above previous 4 highs, 19.5% below previous 4 lows
9.9% above previous 5 highs, 14.0% below previous 5 lows
9.9% above previous 6 highs, 6.6% below previous 6 lows
8.5% above previous 7 highs, 6.6% below previous 7 lows
8.4% above previous 8 highs, 6.3% below previous 8 lows
7.5% above previous 9 highs, 6.3% below previous 9 lows
6.0% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160128 Closing)
52.7% are above or equal to 1/27 close (1 days ago), 47.3% are below.
39.1% are above or equal to 1/26 close (2 days ago), 60.9% are below.
63.7% are above or equal to 1/25 close (3 days ago), 36.3% are below.
42.6% are above or equal to 1/22 close (4 days ago), 57.4% are below.
65.3% are above or equal to 1/21 close (5 days ago), 34.7% are below.
67.1% are above or equal to 1/20 close (6 days ago), 32.9% are below.
60.2% are above or equal to 1/19 close (7 days ago), 39.8% are below.
53.7% are above or equal to 1/15 close (8 days ago), 46.3% are below.
39.0% are above or equal to 1/14 close (9 days ago), 61.0% are below.
47.6% are above or equal to 1/13 close (10 days ago), 52.4% are below.
31.5% are above or equal to 1/12 close (11 days ago), 68.5% are below.
32.4% are above or equal to 1/11 close (12 days ago), 67.6% are below.
30.9% are above or equal to 1/8 close (13 days ago), 69.1% are below.
24.4% are above or equal to 1/7 close (14 days ago), 75.6% are below.
16.2% are above or equal to 1/6 close (15 days ago), 83.8% are below.
11.2% are above or equal to 1/5 close (16 days ago), 88.8% are below.
14.1% are above or equal to 1/4 close (17 days ago), 85.9% are below.
10.9% are above or equal to 12/31 close (18 days ago), 89.1% are below.
9.4% are above or equal to 12/30 close (19 days ago), 90.6% are below.
8.0% are above or equal to 12/29 close (20 days ago), 92.0% are below.
9.7% are above or equal to 12/28 close (21 days ago), 90.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160128 Closing)
20d: 3.8% new highs, 10.9% new lows
21d: 3.7% new highs, 10.9% new lows
42d: 2.0% new highs, 10.6% new lows
63d: 1.0% new highs, 9.3% new lows
126d: 0.8% new highs, 6.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160128 Closing)
2-day: 51.5% above, 48.5% below
3-day: 42.6% above, 57.4% below
4-day: 52.0% above, 48.0% below
5-day: 49.2% above, 50.8% below
8-day: 57.6% above, 42.4% below
10-day: 55.0% above, 45.0% below
20-day: 27.7% above, 72.3% below
50-day: 13.1% above, 86.9% below
200-day: 15.4% above, 84.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160128 Closing)
ENER(91): 3.79% Top=CPE MTDR CRZO HES PE DVN PTEN EGN ….. CLR RES ENLK ETE OII OIS MDU VLO=Bottom (Energy)
INSU(35): 0.80% Top=CNO RDN VR UNM WLTW XL CINF FAF ….. AIG AON FNF CLGX MBI AFSI LNC AJG=Bottom (Insurance)
CONS(64): 0.60% Top=UA COH COLM DECK BMS WWW POOL GIII ….. SKX PKG GT WRK SEE OI BC HAR=Bottom (Consumer)
MATE(31): 0.53% Top=MTH FAST PHM DY FLR PWR MTZ RSG ….. SRCL DAR CAA LEN MLM MAS AWI EXP=Bottom (Materials & Construction)
META(16): 0.44% Top=STLD CCJ NUE CMC SLCA SCCO X AA ….. NEM CNX AEM GG SLW ABX FNV RGLD=Bottom (Metals & Mining)
MANU(51): 0.43% Top=CAT ITW JOY EMR AOS PH BGG DOV ….. GNRC DDD IEX ZBRA ATI JKS TEX SWK=Bottom (Manufacturing)
CHEM(28): 0.33% Top=WLK VAL MOS AGU POT EMN ALB OLN ….. RPM PPG SHW AXTA PAH GRA ASH HUN=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.22% Top=CRUS MLNX SCTY SWKS MTSI AVGO LRCX AMBA ….. FIT WAT INVN SANM BRKR MU TER CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(112): 0.21% Top=PB BOKF CFR BXS HBHC TCBI UMPQ TROW ….. LPLA TCB OMF AMP NAVI SEIC EWBC DFS=Bottom (Banks/Financials)
LEIS(39): 0.06% Top=DNKN SBUX LVS CAKE CMG WEN JACK BYD ….. WYN MAR PZZA CCL QUNR RCL HLT DRII=Bottom (Leisure)
RETA(72): -0.58% Top=AMZN ORLY NFLX LL KORS BID CHS COST ….. ASNA BABA LAD KMX PAG SIG AN EBAY=Bottom (Retail & Specialty Retail)
REAL(99): -0.60% Top=DFT DLR STOR SRC BAM ARR BXMT MFA ….. ALLY NRF ESRT CBL ESS VNO SC SLG=Bottom (Real Estate)
COSW(99): -0.63% Top=FB INXN DATA GOOG CTXS DOX IHS GDDY ….. WDAY LC DWRE CYBR SPLK TEAM NOW NTCT=Bottom (Computer Software/Internet)
TRAN(36): -0.69% Top=TK CP CNI KSU STNG CSX NAT UNP ….. HA DAL SWFT SAVE AAL KEX VA JBLU=Bottom (Transportation)
COHW(43): -1.10% Top=EFII WDC VRSN CCI BCE TDC NTAP CTL ….. CIEN EGHT PANW ARRS SSYS ADTN QCOM JNPR=Bottom (Computer Hardware/Telecom)
DISV(56): -1.43% Top=XRS SERV ACM GMT KBR RRD MMS HRB ….. WOOF ATHN AAN DV TMH WTW URI ADS=Bottom (Diversified Services)
HEAL(59): -2.63% Top=HTWR INCR KANG HCA HYH PRXL UNH XRAY ….. CNC ADPT TMO CYH KND HOLX EVHC ABT=Bottom (Health)

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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