daytrend

03/23/2016

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

Closing Stats
by daytrend on 20160323. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 987.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160323 Closing)
3.9% of stocks are above yesterday’s high.
17.9% are above yesterday’s midpoint. (82.1% are below.)
53.8% are below yesterday’s low.
42.4% are inside yesterday’s range.
23.3% of stocks with today’s high > yesterday’s high. (76.7% less than).
67.9% of stocks with today’s low < yesterday’s low. (32.1% greater than).

EVIDENCE OF INTRADAY TREND (20160323 Closing)
14.9% of stocks are above today’s open. (84.3% are below).
9.9% of stocks are above today’s open and yesterday’s close.
83.1% are below both.
2.5% of stocks opened above yesterday’s high.
23.7% of stocks opened above yesterday’s close. (70.9% opened below yesterday’s close).
11.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160323 Closing)
0.4% of stocks are in the top 10% of today’s range.
2.4% are in the top 20%.
13.9% are in the top half. 86.1% of stocks are in the bottom half of today’s range.
56.5% are in the bottom 20%.
38.4% are in the bottom 10%.

GAIN (20160323 Closing)
12.0% of stocks are above yesterday’s close. (88.0% are below.)
0.3% are up 4.5% or more. 10.7% are down 4.5% or more.
0.6% are up 3.5% or more. 17.2% are down 3.5% or more.
37.0% are between +1% and -1%.

RSI on DAILY (20160323 Closing)
2-day: >=95:1.2%…>=90:2.6%…>=80:5.3%…>=50:16.9%…<=20:48.2%…<=10:15.6%…<=5:4.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:81.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160323 Closing)
3.9% above previous 1 highs, 53.8% below previous 1 lows
2.8% above previous 2 highs, 48.3% below previous 2 lows
2.3% above previous 3 highs, 40.4% below previous 3 lows
2.1% above previous 4 highs, 23.9% below previous 4 lows
2.0% above previous 5 highs, 11.9% below previous 5 lows
2.0% above previous 6 highs, 8.6% below previous 6 lows
1.9% above previous 7 highs, 8.2% below previous 7 lows
1.9% above previous 8 highs, 7.4% below previous 8 lows
1.9% above previous 9 highs, 5.7% below previous 9 lows
1.9% above previous 10 highs, 5.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160323 Closing)
12.0% are above or equal to 3/22 close (1 days ago), 88.0% are below.
17.7% are above or equal to 3/21 close (2 days ago), 82.3% are below.
19.9% are above or equal to 3/18 close (3 days ago), 80.1% are below.
33.6% are above or equal to 3/17 close (4 days ago), 66.4% are below.
53.7% are above or equal to 3/16 close (5 days ago), 46.3% are below.
68.3% are above or equal to 3/15 close (6 days ago), 31.7% are below.
57.6% are above or equal to 3/14 close (7 days ago), 42.4% are below.
52.5% are above or equal to 3/11 close (8 days ago), 47.5% are below.
74.5% are above or equal to 3/10 close (9 days ago), 25.5% are below.
73.8% are above or equal to 3/9 close (10 days ago), 26.2% are below.
75.6% are above or equal to 3/8 close (11 days ago), 24.4% are below.
58.5% are above or equal to 3/7 close (12 days ago), 41.5% are below.
63.9% are above or equal to 3/4 close (13 days ago), 36.1% are below.
67.0% are above or equal to 3/3 close (14 days ago), 33.0% are below.
74.1% are above or equal to 3/2 close (15 days ago), 25.9% are below.
79.0% are above or equal to 3/1 close (16 days ago), 21.0% are below.
85.3% are above or equal to 2/29 close (17 days ago), 14.7% are below.
83.7% are above or equal to 2/26 close (18 days ago), 16.3% are below.
84.1% are above or equal to 2/25 close (19 days ago), 15.9% are below.
87.5% are above or equal to 2/24 close (20 days ago), 12.5% are below.
89.4% are above or equal to 2/23 close (21 days ago), 10.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160323 Closing)
20d: 6.9% new highs, 2.1% new lows
21d: 6.9% new highs, 2.0% new lows
42d: 5.5% new highs, 0.0% new lows
63d: 3.1% new highs, 0.0% new lows
126d: 2.0% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160323 Closing)
2-day: 11.0% above, 89.0% below
3-day: 13.5% above, 86.5% below
4-day: 14.4% above, 85.6% below
5-day: 18.7% above, 81.3% below
8-day: 38.0% above, 62.0% below
10-day: 48.2% above, 51.8% below
20-day: 71.1% above, 28.9% below
50-day: 87.7% above, 12.3% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160323 Closing)
HEAL(58): -0.62% Top=CNC HNT GB CYH UNH MD SYK NVRO ….. OPK DXCM HOLX BKD KND CPHD IRWD EVHC=Bottom (Health)
INSU(35): -1.05% Top=PGR XL FNF HIG AFL AXS AWH RE ….. PRU LNC AFSI RDN AGO AEL MBI MTG=Bottom (Insurance)
REAL(97): -1.10% Top=CONE EXR O HR PSA VER HCN DFT ….. LHO NRF JLL CBG CLI CLNY SC IVR=Bottom (Real Estate)
MATE(32): -1.27% Top=WM RSG USG SRCL AWI FAST VMC MAS ….. CLH FLR CAA TREX MTZ CVA TPH KBH=Bottom (Materials & Construction)
TRAN(36): -1.27% Top=VA JBLU HA JBHT LSTR EXPD UPS SWFT ….. GWR AIRM GBX NAT TRN TDW BRS TK=Bottom (Transportation)
LEIS(38): -1.31% Top=YUM SEAS PNRA DRII CMG MCD EXPE HMIN ….. SHAK BWLD H LQ WYNN BLMN RCL GPRO=Bottom (Leisure)
RETA(70): -1.34% Top=FIVE AAP AMZN ORLY COST GME BURL EBAY ….. ETSY CHS KMX BID TLRD FINL ASNA LL=Bottom (Retail & Specialty Retail)
DISV(57): -1.40% Top=KFY V RBA IILG MA FISV G HRB ….. URI DV ZG RCII FDC CTAS CAR PRAA=Bottom (Diversified Services)
FINA(104): -1.47% Top=CBOE CME ICE STT NDAQ AXP TROW WDR ….. LPLA NAVI CIT NSAM SLM SF KKR WETF=Bottom (Banks/Financials)
CONS(63): -1.48% Top=SCS MAT CLX KMB CL EL CHD PG ….. FOSL HAR WWW FL NKE VRA SCSS ICON=Bottom (Consumer)
COSW(106): -1.87% Top=EA FIS TSS EPAM CTSH FB CSC ATVI ….. ROVI CMCM SHOP YELP TWTR DWRE NUAN BITA=Bottom (Computer Software/Internet)
ELEC(50): -1.89% Top=IPHI NVDA WAT LSCC ADI XLNX TXN HIMX ….. KEYS FSLR QRVO FIT CSIQ MU SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(30): -2.07% Top=APD SHW PX DOW AGU DD MON EMN ….. MOS OLN POT HUN PAH CC MEOH LXU=Bottom (Chemicals/Fertilizers)
MANU(46): -2.25% Top=GE XYL DHR ITW SWK IR SNA BDC ….. CFX SEDG CRS FLS DDD JKS JOY ATI=Bottom (Manufacturing)
COHW(43): -2.41% Top=BCE TDS ANET T CCI LITE VRSN CCOI ….. OLED WDC GOGO PSTG STX SYNA KN SSYS=Bottom (Computer Hardware/Telecom)
ENER(98): -4.13% Top=PSXP CPGX PDCE XOM NFG RES SLB PE ….. HFC ATW PAGP MTDR SEMG UNT MRO OAS=Bottom (Energy)
META(24): -5.95% Top=STLD NUE SLCA BVN CCJ SCCO CMC SLW ….. SWC GG CENX ABX NEM FCX CNX TCK=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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: