daytrend

04/15/2016

Filed under: Market Stats — daytrend @ 3:59 pm

Closing Stats
by daytrend on 20160415. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 911.

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

COMPARED TO YESTERDAY’S RANGE (20160415 Closing)
18.8% of stocks are above yesterday’s high.
50.3% are above yesterday’s midpoint. (49.7% are below.)
18.6% are below yesterday’s low.
62.7% are inside yesterday’s range.
37.2% of stocks with today’s high > yesterday’s high. (62.8% less than).
49.5% of stocks with today’s low < yesterday’s low. (50.5% greater than).

EVIDENCE OF INTRADAY TREND (20160415 Closing)
56.5% of stocks are above today’s open. (42.2% are below).
49.0% of stocks are above today’s open and yesterday’s close.
38.6% are below both.
3.3% of stocks opened above yesterday’s high.
34.6% of stocks opened above yesterday’s close. (58.2% opened below yesterday’s close).
11.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160415 Closing)
12.7% of stocks are in the top 10% of today’s range.
27.1% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
11.2% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20160415 Closing)
53.5% of stocks are above yesterday’s close. (46.5% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.6% are up 3.5% or more. 2.0% are down 3.5% or more.
63.4% are between +1% and -1%.

RSI on DAILY (20160415 Closing)
2-day: >=95:12.4%…>=90:19.9%…>=80:32.5%…>=50:68.1%…<=20:5.8%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:81.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:82.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160415 Closing)
18.8% above previous 1 highs, 18.6% below previous 1 lows
14.1% above previous 2 highs, 9.7% below previous 2 lows
13.8% above previous 3 highs, 3.3% below previous 3 lows
12.8% above previous 4 highs, 2.7% below previous 4 lows
11.9% above previous 5 highs, 2.5% below previous 5 lows
10.6% above previous 6 highs, 2.0% below previous 6 lows
10.2% above previous 7 highs, 1.5% below previous 7 lows
9.8% above previous 8 highs, 1.2% below previous 8 lows
8.3% above previous 9 highs, 1.0% below previous 9 lows
8.1% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160415 Closing)
53.5% are above or equal to 4/14 close (1 days ago), 46.5% are below.
46.7% are above or equal to 4/13 close (2 days ago), 53.3% are below.
76.3% are above or equal to 4/12 close (3 days ago), 23.7% are below.
84.5% are above or equal to 4/11 close (4 days ago), 15.5% are below.
80.4% are above or equal to 4/8 close (5 days ago), 19.6% are below.
82.0% are above or equal to 4/7 close (6 days ago), 18.0% are below.
72.2% are above or equal to 4/6 close (7 days ago), 27.8% are below.
79.5% are above or equal to 4/5 close (8 days ago), 20.5% are below.
69.3% are above or equal to 4/4 close (9 days ago), 30.7% are below.
62.8% are above or equal to 4/1 close (10 days ago), 37.2% are below.
64.4% are above or equal to 3/31 close (11 days ago), 35.6% are below.
65.4% are above or equal to 3/30 close (12 days ago), 34.6% are below.
68.3% are above or equal to 3/29 close (13 days ago), 31.7% are below.
76.7% are above or equal to 3/28 close (14 days ago), 23.3% are below.
78.5% are above or equal to 3/24 close (15 days ago), 21.5% are below.
77.6% are above or equal to 3/23 close (16 days ago), 22.4% are below.
69.9% are above or equal to 3/22 close (17 days ago), 30.1% are below.
68.3% are above or equal to 3/21 close (18 days ago), 31.7% are below.
66.4% are above or equal to 3/18 close (19 days ago), 33.6% are below.
69.4% are above or equal to 3/17 close (20 days ago), 30.6% are below.
76.1% are above or equal to 3/16 close (21 days ago), 23.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160415 Closing)
20d: 15.3% new highs, 2.5% new lows
21d: 15.3% new highs, 2.2% new lows
42d: 14.1% new highs, 0.5% new lows
63d: 12.5% new highs, 0.3% new lows
126d: 5.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160415 Closing)
2-day: 52.7% above, 47.3% below
3-day: 49.1% above, 50.9% below
4-day: 65.6% above, 34.4% below
5-day: 74.8% above, 25.2% below
8-day: 79.0% above, 21.0% below
10-day: 79.5% above, 20.5% below
20-day: 75.6% above, 24.4% below
50-day: 89.6% above, 10.4% below
200-day: 58.5% above, 41.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160415 Closing)
META(26): 1.66% Top=AG CDE PAAS BVN NEM AEM RGLD X ….. SCCO NUE SWC AA SLCA TCK CNX CCJ=Bottom (Metals & Mining)
CHEM(28): 0.92% Top=CC OLN HUN MOS CF POT FMC RPM ….. DOW CE APD ALB AXTA MON PAH MEOH=Bottom (Chemicals/Fertilizers)
RETA(72): 0.78% Top=TLRD CHS BKE URBN DKS W M OLLI ….. SIG AEO DDS BABA GPI PAG TSCO OUTR=Bottom (Retail & Specialty Retail)
REAL(88): 0.69% Top=DDR ESS PPS AIV EQR CPT UDR ESRT ….. ACC TWO LHO HCP EDR CONE OUT SC=Bottom (Real Estate)
CONS(56): 0.67% Top=KS COTY TSE RL HBI IP GPK PKG ….. PAY ECL DECK UA TPX LEG FOSL UFS=Bottom (Consumer)
MATE(30): 0.27% Top=DAR USG PHM OC TPH CLH EXP CVA ….. AWI WCN BECN BIN FLR LEN DY TOL=Bottom (Materials & Construction)
MANU(39): 0.16% Top=JOY PH AOS KMT CRS TKR ITT XYL ….. FLS DE AME PNR SEDG CFX ZBRA DDD=Bottom (Manufacturing)
DISV(52): 0.13% Top=ABCO RRD WTW G MMS LDOS ZG WOOF ….. TMH ULTA RHI KBR FDC CAR BLOX IILG=Bottom (Diversified Services)
HEAL(50): 0.05% Top=ADPT MD INCR CPHD VWR ABMD DGX BDX ….. IRWD ACHC EW CNC ZBH AMSG CYH THC=Bottom (Health)
COSW(92): -0.04% Top=ATHM RATE EA YELP IHS DOX INXN ELLI ….. BITA LC YHOO FEYE NTES WB SQ WUBA=Bottom (Computer Software/Internet)
LEIS(37): -0.09% Top=CMG QSR SONC WEN DPZ CAKE SHAK SBUX ….. BLMN CCL H SGMS DRII RCL LQ SEAS=Bottom (Leisure)
INSU(32): -0.09% Top=AWH TRV WLTW MMC AJG CNO AON FAF ….. MET MTG AIG AFSI LNC RDN MBI AGO=Bottom (Insurance)
TRAN(33): -0.10% Top=SAVE GBX JBLU EXPD SWFT ODFL CHRW WAB ….. CSX CP KEX TDW CNI UNP DAL STNG=Bottom (Transportation)
ELEC(49): -0.49% Top=FIT MU SIMO NVDA IDTI GLW AYI WAT ….. MLNX CSIQ AVGO SWKS IPHI SPWR MRVL QRVO=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(98): -0.54% Top=RF FRC NDAQ BMO FHN BLK ICE OZRK ….. CIT GS MS RJF AMTD LPLA WETF BOFI=Bottom (Banks/Financials)
COHW(39): -1.02% Top=WIN TDS TMUS LVLT CTL MSI JNPR T ….. TDC AAPL NTAP COMM WDC PSTG STX SSYS=Bottom (Computer Hardware/Telecom)
ENER(90): -1.57% Top=RIG SM SN WPZ NFG MDU COG AR ….. PXD PAA CPG OAS HFC MPC NOV ETE=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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