daytrend

04/04/2016

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

Closing Stats
by daytrend on 20160404. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20160404 Closing)
12.2% of stocks are above yesterday’s high.
50.5% are above yesterday’s midpoint. (49.5% are below.)
19.0% are below yesterday’s low.
68.8% are inside yesterday’s range.
60.9% of stocks with today’s high > yesterday’s high. (39.1% less than).
30.6% of stocks with today’s low < yesterday’s low. (69.4% greater than).

EVIDENCE OF INTRADAY TREND (20160404 Closing)
23.7% of stocks are above today’s open. (75.0% are below).
20.7% of stocks are above today’s open and yesterday’s close.
72.3% are below both.
11.6% of stocks opened above yesterday’s high.
46.8% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160404 Closing)
2.1% of stocks are in the top 10% of today’s range.
4.5% are in the top 20%.
23.1% are in the top half. 76.9% of stocks are in the bottom half of today’s range.
41.2% are in the bottom 20%.
19.7% are in the bottom 10%.

GAIN (20160404 Closing)
24.3% of stocks are above yesterday’s close. (75.7% are below.)
0.9% are up 4.5% or more. 1.7% are down 4.5% or more.
1.4% are up 3.5% or more. 4.6% are down 3.5% or more.
49.9% are between +1% and -1%.

RSI on DAILY (20160404 Closing)
2-day: >=95:6.5%…>=90:8.9%…>=80:14.8%…>=50:34.2%…<=20:25.2%…<=10:10.2%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.8%…>=50:69.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:78.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160404 Closing)
12.2% above previous 1 highs, 19.0% below previous 1 lows
7.3% above previous 2 highs, 16.9% below previous 2 lows
6.4% above previous 3 highs, 15.1% below previous 3 lows
6.4% above previous 4 highs, 7.6% below previous 4 lows
6.1% above previous 5 highs, 6.6% below previous 5 lows
6.1% above previous 6 highs, 4.9% below previous 6 lows
5.6% above previous 7 highs, 4.8% below previous 7 lows
5.3% above previous 8 highs, 4.8% below previous 8 lows
5.2% above previous 9 highs, 4.8% below previous 9 lows
5.1% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160404 Closing)
24.3% are above or equal to 4/1 close (1 days ago), 75.7% are below.
40.0% are above or equal to 3/31 close (2 days ago), 60.0% are below.
41.2% are above or equal to 3/30 close (3 days ago), 58.8% are below.
50.2% are above or equal to 3/29 close (4 days ago), 49.8% are below.
70.5% are above or equal to 3/28 close (5 days ago), 29.5% are below.
68.8% are above or equal to 3/24 close (6 days ago), 31.2% are below.
67.9% are above or equal to 3/23 close (7 days ago), 32.1% are below.
52.6% are above or equal to 3/22 close (8 days ago), 47.4% are below.
51.7% are above or equal to 3/21 close (9 days ago), 48.3% are below.
50.9% are above or equal to 3/18 close (10 days ago), 49.1% are below.
55.2% are above or equal to 3/17 close (11 days ago), 44.8% are below.
67.0% are above or equal to 3/16 close (12 days ago), 33.0% are below.
75.4% are above or equal to 3/15 close (13 days ago), 24.6% are below.
69.4% are above or equal to 3/14 close (14 days ago), 30.6% are below.
64.9% are above or equal to 3/11 close (15 days ago), 35.1% are below.
79.4% are above or equal to 3/10 close (16 days ago), 20.6% are below.
79.4% are above or equal to 3/9 close (17 days ago), 20.6% are below.
81.7% are above or equal to 3/8 close (18 days ago), 18.3% are below.
66.2% are above or equal to 3/7 close (19 days ago), 33.8% are below.
69.8% are above or equal to 3/4 close (20 days ago), 30.2% are below.
73.2% are above or equal to 3/3 close (21 days ago), 26.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160404 Closing)
20d: 22.0% new highs, 4.0% new lows
21d: 21.9% new highs, 3.5% new lows
42d: 19.9% new highs, 0.0% new lows
63d: 14.9% new highs, 0.0% new lows
126d: 9.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160404 Closing)
2-day: 23.4% above, 76.6% below
3-day: 29.8% above, 70.2% below
4-day: 33.7% above, 66.3% below
5-day: 38.7% above, 61.3% below
8-day: 57.4% above, 42.6% below
10-day: 55.2% above, 44.8% below
20-day: 66.8% above, 33.2% below
50-day: 89.2% above, 10.8% below
200-day: 50.3% above, 49.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160404 Closing)
HEAL(54): 0.51% Top=EW ZLTQ DXCM ANTM BKD BSX PRAH NVRO ….. TFX KANG CYH HLS WCG EVHC MD STE=Bottom (Health)
COSW(99): -0.05% Top=TWTR RNG NOW WUBA QLIK SHOP DATA SINA ….. CMCM CSC HPE CTSH GRUB FB TRIP VRNT=Bottom (Computer Software/Internet)
REAL(93): -0.34% Top=TREE QTS SC DOC RPAI HCP HR DRE ….. OUT IVR OFC RLJ CBL HST ALLY BAM=Bottom (Real Estate)
COHW(40): -0.50% Top=SSYS ANET WIN AAPL ZAYO T TMUS VZ ….. FNSR NSR JNPR CSCO BBRY INFN LXK BRCD=Bottom (Computer Hardware/Telecom)
LEIS(38): -0.54% Top=GPRO EAT HLT RCL CCL MCD DRI SONC ….. SBUX MGM WYNN BLMN SHAK LVS DRII EXPE=Bottom (Leisure)
FINA(97): -0.66% Top=BOFI OZRK CMA FHN SBNY PVTB CFG FRC ….. MS AMG KKR BX LAZ OMF WDR LM=Bottom (Banks/Financials)
TRAN(32): -0.78% Top=HA SAVE WERN GWR DAL SWFT KSU FDX ….. NAT CSX EXPD AIRM TRN TK ALK JBLU=Bottom (Transportation)
DISV(57): -0.94% Top=PRAA AHS RCII LDOS HRB V SCI FLT ….. MAN URI KBR RHI HMHC ADS CAR ZG=Bottom (Diversified Services)
ELEC(51): -1.06% Top=FIT SCTY DLB GRMN BRKR RSTI MCHP TRMB ….. IDTI CGNX MTSI CAVM VSH MRVL CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -1.20% Top=HAS TSE SEE CLX KS MFRM KMB CL ….. OI HAR NKE KATE GT WRK RL SKX=Bottom (Consumer)
RETA(70): -1.25% Top=BURL ANF EBAY MIK SFM OUTR BABA BID ….. GES TLRD JWN GNC DDS W GPI RH=Bottom (Retail & Specialty Retail)
INSU(33): -1.47% Top=TRV AON MMC AIZ AJG AWH BRO FNF ….. CNO MET MTG AEL AGO RDN MBI AFSI=Bottom (Insurance)
MANU(41): -1.50% Top=DDD SEDG LECO TKR HON ITW DE PNR ….. TEX RS GNRC FLS ITT CRS JKS ATI=Bottom (Manufacturing)
ENER(92): -1.51% Top=PBF RRC TSO HFC COG WNR MPC SLB ….. QEP RSPP ETP CLR OIS WPX EGN ETE=Bottom (Energy)
CHEM(29): -1.54% Top=RPM ASH ALB DOW DD SHW IFF PX ….. CF PAH CC MEOH HUN POT MOS WLK=Bottom (Chemicals/Fertilizers)
MATE(30): -1.83% Top=OC USCR WY SRCL DAR BIN BECN WCN ….. KBH TOL DY FAST MTZ RSG PHM AWI=Bottom (Materials & Construction)
META(24): -2.91% Top=CNX ABX NEM GG FNV NUE AEM TAHO ….. PAAS AG SLW BVN FCX SWC TCK CENX=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/

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