daytrend

03/29/2016

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

Closing Stats
by daytrend on 20160329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 970.

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

COMPARED TO YESTERDAY’S RANGE (20160329 Closing)
63.0% of stocks are above yesterday’s high.
86.5% are above yesterday’s midpoint. (13.5% are below.)
4.0% are below yesterday’s low.
33.0% are inside yesterday’s range.
73.3% of stocks with today’s high > yesterday’s high. (26.7% less than).
50.7% of stocks with today’s low < yesterday’s low. (49.3% greater than).

EVIDENCE OF INTRADAY TREND (20160329 Closing)
93.5% of stocks are above today’s open. (5.7% are below).
86.0% of stocks are above today’s open and yesterday’s close.
5.1% are below both.
3.0% of stocks opened above yesterday’s high.
23.1% of stocks opened above yesterday’s close. (73.7% opened below yesterday’s close).
16.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160329 Closing)
54.7% of stocks are in the top 10% of today’s range.
80.6% are in the top 20%.
98.0% are in the top half. 2.0% of stocks are in the bottom half of today’s range.
0.3% are in the bottom 20%.
0.1% are in the bottom 10%.

GAIN (20160329 Closing)
87.5% of stocks are above yesterday’s close. (12.5% are below.)
5.6% are up 4.5% or more. 0.2% are down 4.5% or more.
10.7% are up 3.5% or more. 0.3% are down 3.5% or more.
34.1% are between +1% and -1%.

RSI on DAILY (20160329 Closing)
2-day: >=95:8.8%…>=90:22.7%…>=80:49.6%…>=50:82.7%…<=20:6.8%…<=10:4.1%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.2%…>=50:82.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:85.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160329 Closing)
63.0% above previous 1 highs, 4.0% below previous 1 lows
59.4% above previous 2 highs, 1.8% below previous 2 lows
41.9% above previous 3 highs, 1.8% below previous 3 lows
31.3% above previous 4 highs, 1.6% below previous 4 lows
26.3% above previous 5 highs, 1.6% below previous 5 lows
20.9% above previous 6 highs, 1.6% below previous 6 lows
20.4% above previous 7 highs, 1.0% below previous 7 lows
20.0% above previous 8 highs, 0.8% below previous 8 lows
20.0% above previous 9 highs, 0.7% below previous 9 lows
19.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160329 Closing)
87.5% are above or equal to 3/28 close (1 days ago), 12.5% are below.
83.0% are above or equal to 3/24 close (2 days ago), 17.0% are below.
80.0% are above or equal to 3/23 close (3 days ago), 20.0% are below.
54.5% are above or equal to 3/22 close (4 days ago), 45.5% are below.
52.3% are above or equal to 3/21 close (5 days ago), 47.7% are below.
50.0% are above or equal to 3/18 close (6 days ago), 50.0% are below.
58.4% are above or equal to 3/17 close (7 days ago), 41.6% are below.
71.0% are above or equal to 3/16 close (8 days ago), 29.0% are below.
80.1% are above or equal to 3/15 close (9 days ago), 19.9% are below.
70.2% are above or equal to 3/14 close (10 days ago), 29.8% are below.
67.0% are above or equal to 3/11 close (11 days ago), 33.0% are below.
83.1% are above or equal to 3/10 close (12 days ago), 16.9% are below.
81.6% are above or equal to 3/9 close (13 days ago), 18.4% are below.
82.8% are above or equal to 3/8 close (14 days ago), 17.2% are below.
67.3% are above or equal to 3/7 close (15 days ago), 32.7% are below.
71.1% are above or equal to 3/4 close (16 days ago), 28.9% are below.
75.1% are above or equal to 3/3 close (17 days ago), 24.9% are below.
79.8% are above or equal to 3/2 close (18 days ago), 20.2% are below.
84.1% are above or equal to 3/1 close (19 days ago), 15.9% are below.
89.9% are above or equal to 2/29 close (20 days ago), 10.1% are below.
88.7% are above or equal to 2/26 close (21 days ago), 11.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160329 Closing)
20d: 20.9% new highs, 2.7% new lows
21d: 20.5% new highs, 2.5% new lows
42d: 18.7% new highs, 0.2% new lows
63d: 13.1% new highs, 0.2% new lows
126d: 8.2% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160329 Closing)
2-day: 86.9% above, 13.1% below
3-day: 85.4% above, 14.6% below
4-day: 84.6% above, 15.4% below
5-day: 75.2% above, 24.8% below
8-day: 65.2% above, 34.8% below
10-day: 70.1% above, 29.9% below
20-day: 76.9% above, 23.1% below
50-day: 91.2% above, 8.8% below
200-day: 49.0% above, 51.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160329 Closing)
META(24): 3.46% Top=BVN SWC PAAS FNV RGLD NEM AG GG ….. CNX STLD NUE CCJ AA CENX FCX TCK=Bottom (Metals & Mining)
HEAL(58): 2.52% Top=CYH DXCM BKD GB AMSG KND HLS THC ….. INCR RMD ANTM MD CNC HNT HOLX OPK=Bottom (Health)
COHW(41): 2.22% Top=SYNA WIN SSYS ANET CRAY CCOI TMUS INFN ….. JNPR HRS ARRS STX VRSN CSCO WDC PSTG=Bottom (Computer Hardware/Telecom)
COSW(101): 2.15% Top=MANH ROVI UIS DWRE MDRX ACIW RNG WUBA ….. VNET ORCL IMPV RHT CA CMCM SYMC NTES=Bottom (Computer Software/Internet)
ELEC(50): 2.13% Top=HIMX AMBA ON SCTY LRCX IDTI CSIQ MTSI ….. SIMO MU AVGO XLNX FLEX TEL MLNX SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(55): 1.98% Top=FDC WTW ABCO GPN MYGN ZG CAR XRS ….. ULTA PAYX MAN ALLE KFY YY AAN RCII=Bottom (Diversified Services)
MATE(31): 1.87% Top=DY BECN CAA TREX TOL LEN DAR RYN ….. CVA USCR WM VMC FLR MLM KBH OC=Bottom (Materials & Construction)
TRAN(35): 1.77% Top=SWFT AIRM GBX KNX GWR WERN HA ODFL ….. VA CHRW FDX JBHT XPO EXPD TK TDW=Bottom (Transportation)
LEIS(38): 1.70% Top=SHAK BYD DRII TXRH BWLD MGM PZZA JACK ….. MCD EXPE WYN DRI SIX SONC MAR CMG=Bottom (Leisure)
REAL(99): 1.62% Top=CLI CBL HIW MPW DOC DRE CUZ NRF ….. CLNY ALLY BXMT TWO ARI CIM NLY STWD=Bottom (Real Estate)
CONS(61): 1.52% Top=KS GIII KATE GEF SCSS SCS SHOO TUP ….. CRI HBI OI WHR HAS RL SKX FOSL=Bottom (Consumer)
RETA(70): 1.42% Top=W TLRD GME ABG ASNA DSW FRAN KMX ….. FIVE KR EBAY WMT DDS KSS WFM OUTR=Bottom (Retail & Specialty Retail)
MANU(43): 1.25% Top=JKS SEDG KMT JOY GNRC ITT ATU CFX ….. HON EMR TEX ITW GE ATI ETN DCI=Bottom (Manufacturing)
ENER(99): 1.18% Top=BBG WPZ WPX GPOR RRC WMB CRR UNT ….. HES MPC SE DK PAA RDC RIG DO=Bottom (Energy)
CHEM(30): 1.12% Top=PAH POL HUN CC OLN LXU POT RPM ….. CF MON PX MOS WLK DOW AGU DD=Bottom (Chemicals/Fertilizers)
FINA(103): 0.57% Top=BX WETF HAWK JNS SLM NSAM FNGN WDR ….. ZION RF CMA BOKF CIT FITB CFR HBHC=Bottom (Banks/Financials)
INSU(32): 0.45% Top=MTG FAF FNF RDN AEL AFSI CNO MBI ….. AGO AXS UNM WLTW AIZ PRU LNC MET=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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