daytrend

04/06/2016

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

Closing Stats
by daytrend on 20160406. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160406 Closing)
38.8% of stocks are above yesterday’s high.
72.5% are above yesterday’s midpoint. (27.5% are below.)
7.0% are below yesterday’s low.
54.2% are inside yesterday’s range.
52.6% of stocks with today’s high > yesterday’s high. (47.4% less than).
53.4% of stocks with today’s low < yesterday’s low. (46.6% greater than).

EVIDENCE OF INTRADAY TREND (20160406 Closing)
78.4% of stocks are above today’s open. (19.3% are below).
74.9% of stocks are above today’s open and yesterday’s close.
14.5% are below both.
4.3% of stocks opened above yesterday’s high.
52.8% of stocks opened above yesterday’s close. (41.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160406 Closing)
35.6% of stocks are in the top 10% of today’s range.
55.5% are in the top 20%.
86.7% are in the top half. 13.3% of stocks are in the bottom half of today’s range.
1.8% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20160406 Closing)
82.0% of stocks are above yesterday’s close. (18.0% are below.)
3.7% are up 4.5% or more. 0.3% are down 4.5% or more.
7.2% are up 3.5% or more. 0.4% are down 3.5% or more.
51.4% are between +1% and -1%.

RSI on DAILY (20160406 Closing)
2-day: >=95:2.0%…>=90:4.5%…>=80:15.4%…>=50:57.5%…<=20:16.7%…<=10:9.1%…<=5:4.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:65.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:74.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160406 Closing)
38.8% above previous 1 highs, 7.0% below previous 1 lows
13.9% above previous 2 highs, 6.6% below previous 2 lows
11.9% above previous 3 highs, 5.7% below previous 3 lows
10.2% above previous 4 highs, 5.1% below previous 4 lows
9.5% above previous 5 highs, 4.8% below previous 5 lows
9.4% above previous 6 highs, 3.6% below previous 6 lows
9.4% above previous 7 highs, 3.6% below previous 7 lows
9.4% above previous 8 highs, 2.7% below previous 8 lows
8.5% above previous 9 highs, 2.3% below previous 9 lows
8.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160406 Closing)
82.0% are above or equal to 4/5 close (1 days ago), 18.0% are below.
47.5% are above or equal to 4/4 close (2 days ago), 52.5% are below.
31.3% are above or equal to 4/1 close (3 days ago), 68.7% are below.
37.1% are above or equal to 3/31 close (4 days ago), 62.9% are below.
40.8% are above or equal to 3/30 close (5 days ago), 59.2% are below.
47.1% are above or equal to 3/29 close (6 days ago), 52.9% are below.
66.4% are above or equal to 3/28 close (7 days ago), 33.6% are below.
66.5% are above or equal to 3/24 close (8 days ago), 33.5% are below.
65.8% are above or equal to 3/23 close (9 days ago), 34.2% are below.
50.5% are above or equal to 3/22 close (10 days ago), 49.5% are below.
50.3% are above or equal to 3/21 close (11 days ago), 49.7% are below.
48.6% are above or equal to 3/18 close (12 days ago), 51.4% are below.
53.3% are above or equal to 3/17 close (13 days ago), 46.7% are below.
63.0% are above or equal to 3/16 close (14 days ago), 37.0% are below.
72.5% are above or equal to 3/15 close (15 days ago), 27.5% are below.
66.4% are above or equal to 3/14 close (16 days ago), 33.6% are below.
64.5% are above or equal to 3/11 close (17 days ago), 35.5% are below.
77.9% are above or equal to 3/10 close (18 days ago), 22.1% are below.
77.7% are above or equal to 3/9 close (19 days ago), 22.3% are below.
79.1% are above or equal to 3/8 close (20 days ago), 20.9% are below.
65.7% are above or equal to 3/7 close (21 days ago), 34.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160406 Closing)
20d: 8.8% new highs, 8.1% new lows
21d: 8.7% new highs, 8.0% new lows
42d: 7.4% new highs, 0.2% new lows
63d: 5.7% new highs, 0.0% new lows
126d: 3.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160406 Closing)
2-day: 80.5% above, 19.5% below
3-day: 62.7% above, 37.3% below
4-day: 48.0% above, 52.0% below
5-day: 44.0% above, 56.0% below
8-day: 49.1% above, 50.9% below
10-day: 55.8% above, 44.2% below
20-day: 61.6% above, 38.4% below
50-day: 87.6% above, 12.4% below
200-day: 51.4% above, 48.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160406 Closing)
ENER(89): 2.94% Top=OAS LPI SM ETE WPX PE CRZO HAL ….. PBF COG CVI WNR TSO RDC DK VLO=Bottom (Energy)
HEAL(54): 2.33% Top=IRWD ZLTQ EVHC BABY INCR BKD OPK EW ….. KANG ANTM AET UNH HLS VWR XRAY GMED=Bottom (Health)
COSW(99): 1.56% Top=DWRE RAX SQ HUBS FEYE MANH VRNT ATHM ….. FTNT BSFT IBM CDNS ZEN VIPS EQIX DBD=Bottom (Computer Software/Internet)
COHW(40): 1.17% Top=PANW ANET HPQ STX WIN CDW PSTG HRS ….. BCE TDS TMUS NTAP BBRY ARRS VZ T=Bottom (Computer Hardware/Telecom)
MATE(31): 1.14% Top=CAA MLM DHI PHM USG TPH BECN USCR ….. DY AWI CVA WY FLR FAST RSG WM=Bottom (Materials & Construction)
CONS(60): 1.07% Top=OI SEE RL UA HAS DECK WRK CCK ….. GT UFS TPX FOSL NWL MAT MFRM LULU=Bottom (Consumer)
FINA(97): 1.02% Top=NSAM WETF SEIC SF CFG RJF PFG TCBI ….. GS CME LM COF CIT AXP BANC TD=Bottom (Banks/Financials)
CHEM(28): 0.95% Top=PAH CC ALB IFF MEOH WLK GRA CE ….. PX ASH EMN MOS HUN FMC AXLL CF=Bottom (Chemicals/Fertilizers)
ELEC(51): 0.94% Top=AYI SCTY BRKR HIMX SIMO WAT FIT MLNX ….. MCHP GRMN MTSI KEYS CSIQ JBL CY CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(38): 0.93% Top=GPRO DPZ LQ SIX DNKN SHAK QSR JACK ….. PZZA H LVS DRII TVPT EAT WYNN CMG=Bottom (Leisure)
DISV(57): 0.82% Top=GPN MYGN SERV VNTV SCOR ALLE ADS WTW ….. SNX JEC IILG ZG KBR GEO R BLOX=Bottom (Diversified Services)
RETA(70): 0.69% Top=GNC EBAY KMX MIK SFM AMZN OUTR KR ….. DDS ANF BBBY GME FRAN ASNA TLRD STMP=Bottom (Retail & Specialty Retail)
META(24): 0.67% Top=TCK X CCJ FCX SLCA NEM CNX STLD ….. CMC ABX SCCO AG CENX GG BVN RGLD=Bottom (Metals & Mining)
REAL(93): 0.31% Top=TREE QTS OUT RLGY HCP AMT DFT CBL ….. PGRE DOC ARE HR SUI FR HTA VTR=Bottom (Real Estate)
MANU(42): 0.29% Top=JKS SEDG DDD TEX MHK ZBRA AOS DOV ….. LECO IR EMR DCI ETN CMI WOR JOY=Bottom (Manufacturing)
TRAN(32): 0.27% Top=GBX TK TRN AIRM SWFT UPS WAB FDX ….. XPO CP KSU CSX UAL SAVE GWR KEX=Bottom (Transportation)
INSU(33): -0.46% Top=WLTW CINF PRU FNF AIG HIG AIZ UNM ….. XL CNO AWH ORI AFSI AGO MBI AEL=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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