daytrend

03/24/2016

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20160324. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 987.

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

COMPARED TO YESTERDAY’S RANGE (20160324 Closing)
6.8% of stocks are above yesterday’s high.
27.9% are above yesterday’s midpoint. (72.1% are below.)
30.9% are below yesterday’s low.
62.3% are inside yesterday’s range.
13.3% of stocks with today’s high > yesterday’s high. (86.7% less than).
90.0% of stocks with today’s low < yesterday’s low. (10.0% greater than). EVIDENCE OF INTRADAY TREND (20160324 Closing) 74.4% of stocks are above today’s open. (24.5% are below). 50.9% of stocks are above today’s open and yesterday’s close. 23.6% are below both. 1.0% of stocks opened above yesterday’s high. 6.8% of stocks opened above yesterday’s close. (91.9% opened below yesterday’s close). 64.2% of stocks opened below yesterday’s low. COMPARED TO TODAY’S RANGE (20160324 Closing) 38.4% of stocks are in the top 10% of today’s range. 59.4% are in the top 20%. 85.6% are in the top half. 14.4% of stocks are in the bottom half of today’s range. 2.2% are in the bottom 20%. 0.6% are in the bottom 10%. GAIN (20160324 Closing) 53.0% of stocks are above yesterday’s close. (47.0% are below.) 1.6% are up 4.5% or more. 0.3% are down 4.5% or more. 3.1% are up 3.5% or more. 0.7% are down 3.5% or more. 66.9% are between +1% and -1%. RSI on DAILY (20160324 Closing) 2-day: >=95:1.2%…>=90:2.5%…>=80:5.4%…>=50:27.0%…<=20:35.9%…<=10:15.3%…<=5:4.2%… 9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:68.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%… 14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:78.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160324 Closing)
6.8% above previous 1 highs, 30.9% below previous 1 lows
3.3% above previous 2 highs, 24.0% below previous 2 lows
2.5% above previous 3 highs, 21.9% below previous 3 lows
2.2% above previous 4 highs, 18.5% below previous 4 lows
2.1% above previous 5 highs, 11.2% below previous 5 lows
2.1% above previous 6 highs, 7.3% below previous 6 lows
2.0% above previous 7 highs, 5.5% below previous 7 lows
2.0% above previous 8 highs, 5.4% below previous 8 lows
2.0% above previous 9 highs, 4.9% below previous 9 lows
2.0% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160324 Closing)
53.0% are above or equal to 3/23 close (1 days ago), 47.0% are below.
15.8% are above or equal to 3/22 close (2 days ago), 84.2% are below.
20.4% are above or equal to 3/21 close (3 days ago), 79.6% are below.
20.9% are above or equal to 3/18 close (4 days ago), 79.1% are below.
34.5% are above or equal to 3/17 close (5 days ago), 65.5% are below.
54.3% are above or equal to 3/16 close (6 days ago), 45.7% are below.
68.3% are above or equal to 3/15 close (7 days ago), 31.7% are below.
56.9% are above or equal to 3/14 close (8 days ago), 43.1% are below.
51.3% are above or equal to 3/11 close (9 days ago), 48.7% are below.
75.1% are above or equal to 3/10 close (10 days ago), 24.9% are below.
74.2% are above or equal to 3/9 close (11 days ago), 25.8% are below.
75.7% are above or equal to 3/8 close (12 days ago), 24.3% are below.
57.5% are above or equal to 3/7 close (13 days ago), 42.5% are below.
61.9% are above or equal to 3/4 close (14 days ago), 38.1% are below.
64.9% are above or equal to 3/3 close (15 days ago), 35.1% are below.
72.2% are above or equal to 3/2 close (16 days ago), 27.8% are below.
78.2% are above or equal to 3/1 close (17 days ago), 21.8% are below.
85.1% are above or equal to 2/29 close (18 days ago), 14.9% are below.
83.4% are above or equal to 2/26 close (19 days ago), 16.6% are below.
83.3% are above or equal to 2/25 close (20 days ago), 16.7% are below.
87.5% are above or equal to 2/24 close (21 days ago), 12.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160324 Closing)
20d: 2.9% new highs, 4.4% new lows
21d: 2.9% new highs, 2.7% new lows
42d: 2.7% new highs, 0.4% new lows
63d: 2.2% new highs, 0.2% new lows
126d: 1.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160324 Closing)
2-day: 51.7% above, 48.3% below
3-day: 24.5% above, 75.5% below
4-day: 20.4% above, 79.6% below
5-day: 20.2% above, 79.8% below
8-day: 36.7% above, 63.3% below
10-day: 41.4% above, 58.6% below
20-day: 68.1% above, 31.9% below
50-day: 87.3% above, 12.7% below
200-day: 44.9% above, 55.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160324 Closing)
META(24): 2.80% Top=X SWC CNX AG PAAS SLCA CMC CENX ….. SCCO NEM TAHO FNV NUE TCK SLW CCJ=Bottom (Metals & Mining)
ENER(98): 0.64% Top=SEMG WPX OAS RICE EGN DRQ QEP PBF ….. SXL RRC ATW ETE LPI WPZ WMB PAA=Bottom (Energy)
COSW(106): 0.45% Top=DBD ACN SHOP SNCR UIS NTCT ELLI SQ ….. MSCI EA LNKD ROVI JD VMW CERN RNG=Bottom (Computer Software/Internet)
RETA(70): 0.44% Top=SPLS LL OUTR CAB FRAN TLRD ASNA SIG ….. DDS NFLX ROST COST TIF KSS WSM FIVE=Bottom (Retail & Specialty Retail)
MANU(46): 0.43% Top=TEX DDD ATI CAT JOY CRS KMT MRC ….. ITW DE HON FLS GNRC ROK JKS CFX=Bottom (Manufacturing)
MATE(32): 0.36% Top=KBH DAR CAA AWI BECN CLH OC TREX ….. MLM RYN EXP PHM DY USCR CVA USG=Bottom (Materials & Construction)
CONS(63): 0.27% Top=PVH VRA KS SCSS GIII GEF BC ICON ….. HAS DECK BERY GIL NKE KATE WRK SCS=Bottom (Consumer)
TRAN(36): 0.22% Top=TK GBX NAT XPO TDW NSC CSX GWR ….. HA KEX VA JBLU DAL UAL AIRM AAL=Bottom (Transportation)
COHW(43): 0.17% Top=WIN SSYS INFN UBNT CRAY FNSR CCOI CIEN ….. MSI ARRS JNPR HRS WDC BBRY ZAYO STX=Bottom (Computer Hardware/Telecom)
REAL(98): 0.13% Top=GPT TREE CONE NRF IVR RLGY DOC SC ….. CLNY KRC ESS BAM DLR PGRE MPW CBG=Bottom (Real Estate)
DISV(57): 0.13% Top=FDC MRKT YY ZG WEX CTAS GEO RHI ….. WOOF SCI MCO HRB KFY CAR XRS TMH=Bottom (Diversified Services)
ELEC(49): 0.05% Top=MSCC AMBA IPHI HIMX MLNX MTSI CREE GLW ….. WAT JBL VSH GRMN FLEX AYI MU MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.00% Top=WYNN CCL BWLD BYD RCL DRII GPRO BLMN ….. DPZ DRI MGM EXPE SEAS EAT MAR YUM=Bottom (Leisure)
CHEM(30): -0.08% Top=CC LXU HUN CBT ALB GRA POL DD ….. WLK AGU APD POT MEOH FMC MOS CF=Bottom (Chemicals/Fertilizers)
HEAL(59): -0.28% Top=EVHC EW CNC VWR INCR CPHD IRWD HOLX ….. BAX LPNT XRAY RMD DXCM NVRO THC CYH=Bottom (Health)
FINA(104): -0.51% Top=ARCC PSEC BOFI FNGN ACAS IBKR ISBC CIT ….. KKR PFG NSAM APO NDAQ VOYA WDR PYPL=Bottom (Banks/Financials)
INSU(35): -0.84% Top=AON FNF BRO MMC FAF WLTW AJG ORI ….. XL AWH CNO AEL UNM MET LNC PRU=Bottom (Insurance)

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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