daytrend

03/28/2016

Filed under: Market Stats — daytrend @ 3:37 pm

Closing Stats
by daytrend on 20160328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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

COMPARED TO YESTERDAY’S RANGE (20160328 Closing)
37.6% of stocks are above yesterday’s high.
78.4% are above yesterday’s midpoint. (21.6% are below.)
4.7% are below yesterday’s low.
57.7% are inside yesterday’s range.
75.3% of stocks with today’s high > yesterday’s high. (24.7% less than).
16.5% of stocks with today’s low < yesterday’s low. (83.5% greater than).

EVIDENCE OF INTRADAY TREND (20160328 Closing)
46.3% of stocks are above today’s open. (53.2% are below).
44.2% of stocks are above today’s open and yesterday’s close.
42.5% are below both.
31.1% of stocks opened above yesterday’s high.
74.9% of stocks opened above yesterday’s close. (16.6% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160328 Closing)
6.0% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
58.4% are in the top half. 41.6% of stocks are in the bottom half of today’s range.
8.6% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160328 Closing)
55.5% of stocks are above yesterday’s close. (44.5% are below.)
0.5% are up 4.5% or more. 1.0% are down 4.5% or more.
1.2% are up 3.5% or more. 2.5% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20160328 Closing)
2-day: >=95:1.5%…>=90:3.8%…>=80:11.0%…>=50:43.0%…<=20:24.0%…<=10:11.4%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:80.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160328 Closing)
37.6% above previous 1 highs, 4.7% below previous 1 lows
11.0% above previous 2 highs, 4.1% below previous 2 lows
7.2% above previous 3 highs, 3.6% below previous 3 lows
4.9% above previous 4 highs, 3.6% below previous 4 lows
3.5% above previous 5 highs, 3.2% below previous 5 lows
3.3% above previous 6 highs, 2.7% below previous 6 lows
3.2% above previous 7 highs, 2.3% below previous 7 lows
3.2% above previous 8 highs, 1.8% below previous 8 lows
3.2% above previous 9 highs, 1.8% below previous 9 lows
3.2% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160328 Closing)
55.5% are above or equal to 3/24 close (1 days ago), 44.5% are below.
56.4% are above or equal to 3/23 close (2 days ago), 43.6% are below.
24.9% are above or equal to 3/22 close (3 days ago), 75.1% are below.
27.6% are above or equal to 3/21 close (4 days ago), 72.4% are below.
25.9% are above or equal to 3/18 close (5 days ago), 74.1% are below.
37.5% are above or equal to 3/17 close (6 days ago), 62.5% are below.
55.7% are above or equal to 3/16 close (7 days ago), 44.3% are below.
68.7% are above or equal to 3/15 close (8 days ago), 31.3% are below.
58.5% are above or equal to 3/14 close (9 days ago), 41.5% are below.
53.4% are above or equal to 3/11 close (10 days ago), 46.6% are below.
74.5% are above or equal to 3/10 close (11 days ago), 25.5% are below.
73.4% are above or equal to 3/9 close (12 days ago), 26.6% are below.
76.0% are above or equal to 3/8 close (13 days ago), 24.0% are below.
58.3% are above or equal to 3/7 close (14 days ago), 41.7% are below.
62.8% are above or equal to 3/4 close (15 days ago), 37.2% are below.
65.8% are above or equal to 3/3 close (16 days ago), 34.2% are below.
73.4% are above or equal to 3/2 close (17 days ago), 26.6% are below.
78.0% are above or equal to 3/1 close (18 days ago), 22.0% are below.
84.8% are above or equal to 2/29 close (19 days ago), 15.2% are below.
84.3% are above or equal to 2/26 close (20 days ago), 15.7% are below.
84.4% are above or equal to 2/25 close (21 days ago), 15.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160328 Closing)
20d: 6.6% new highs, 2.2% new lows
21d: 6.6% new highs, 1.8% new lows
42d: 6.0% new highs, 0.2% new lows
63d: 4.3% new highs, 0.2% new lows
126d: 2.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160328 Closing)
2-day: 54.4% above, 45.6% below
3-day: 55.6% above, 44.4% below
4-day: 39.9% above, 60.1% below
5-day: 35.7% above, 64.3% below
8-day: 36.7% above, 63.3% below
10-day: 44.9% above, 55.1% below
20-day: 67.7% above, 32.3% below
50-day: 87.9% above, 12.1% below
200-day: 45.9% above, 54.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160328 Closing)
CONS(62): 0.70% Top=MFRM TPX FL TSE ICON PVH CRI NWL ….. NKE GT LULU HAR DECK GPK GEF KS=Bottom (Consumer)
RETA(70): 0.70% Top=FINL RH DDS DLTR NFLX JCP MIK CHS ….. EBAY CASY AN ASNA GES OUTR LL FRAN=Bottom (Retail & Specialty Retail)
REAL(100): 0.68% Top=FR MPW SHO BXMT VER EQY DDR BRX ….. ALLY JLL OUT TREE IVR STOR CBL SC=Bottom (Real Estate)
INSU(33): 0.67% Top=PRU AEL MET LNC SLF UNM HIG ORI ….. FAF L AGO FNF AJG MTG WLTW MBI=Bottom (Insurance)
LEIS(38): 0.34% Top=MAR SONC SEAS DNKN SIX BWLD WEN EAT ….. WYNN DRII TVPT CAKE LVS EXPE JACK GPRO=Bottom (Leisure)
MATE(32): 0.34% Top=USCR USG AWI CVA EXP DHI PHM CAA ….. DAR BIN FAST KBH WCN BECN DY MTZ=Bottom (Materials & Construction)
CHEM(30): 0.10% Top=MOS OLN APD SHW POT FMC ASH PX ….. GRA AXLL HUN CBT CF CC LXU PAH=Bottom (Chemicals/Fertilizers)
HEAL(57): 0.02% Top=ZLTQ PRAH STE XRAY UHS MD BAX RMD ….. DXCM OPK EVHC GB CNC HTWR IRWD KANG=Bottom (Health)
DISV(57): -0.04% Top=WTW RCII AAN CXW CTAS RBA BAH SERV ….. RRD AL MYGN GMT HMHC SCI XRS CAR=Bottom (Diversified Services)
MANU(45): -0.11% Top=DDD DCI GE MHK CMI ROP AOS TEX ….. ITT ZBRA BDC LECO TKR GNRC JKS KMT=Bottom (Manufacturing)
FINA(104): -0.12% Top=VOYA AMP KKR PACW APAM SEIC SLM TD ….. NAVI LPLA WETF TCBI WDR OMF BOFI CIT=Bottom (Banks/Financials)
COSW(105): -0.13% Top=QLIK CSRA SQ CSGS DATA EPAM WB SHOP ….. ATHM NTES BITA VIPS MANH UIS WUBA LC=Bottom (Computer Software/Internet)
ELEC(51): -0.17% Top=MXL CAVM NVDA SWKS KEYS HIMX GLW CGNX ….. ITRI SIMO VSH MU CSIQ IPHI SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): -0.20% Top=PSTG TDS TDC MSI STX SSYS LXK NTAP ….. QCOM OLED CIEN GOGO LITE FNSR SYNA WIN=Bottom (Computer Hardware/Telecom)
META(24): -0.59% Top=CENX AA NEM NUE TCK ABX FCX SLW ….. AG PAAS X RGLD TAHO SLCA BVN SWC=Bottom (Metals & Mining)
TRAN(35): -0.81% Top=VA JBLU BRS ALK AAL AIRM DAL CHRW ….. UNP XPO WERN GWR KNX SWFT GBX TK=Bottom (Transportation)
ENER(98): -0.91% Top=RICE RRC ATW DO ETP PDCE SHLX CVE ….. SEMG HOS CRR MPLX PAA ETE UNT NBL=Bottom (Energy)

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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