daytrend

04/18/2016

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

Closing Stats
by daytrend on 20160418. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160418 Closing)
42.0% of stocks are above yesterday’s high.
78.3% are above yesterday’s midpoint. (21.7% are below.)
5.3% are below yesterday’s low.
52.7% are inside yesterday’s range.
63.3% of stocks with today’s high > yesterday’s high. (36.7% less than).
52.3% of stocks with today’s low < yesterday’s low. (47.7% greater than).

EVIDENCE OF INTRADAY TREND (20160418 Closing)
87.0% of stocks are above today’s open. (12.4% are below).
75.5% of stocks are above today’s open and yesterday’s close.
10.7% are below both.
1.9% of stocks opened above yesterday’s high.
11.4% of stocks opened above yesterday’s close. (86.5% opened below yesterday’s close).
26.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160418 Closing)
26.1% of stocks are in the top 10% of today’s range.
49.1% are in the top 20%.
86.4% are in the top half. 13.6% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
0.9% are in the bottom 10%.

GAIN (20160418 Closing)
78.7% of stocks are above yesterday’s close. (21.3% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.1% are up 3.5% or more. 0.5% are down 3.5% or more.
63.6% are between +1% and -1%.

RSI on DAILY (20160418 Closing)
2-day: >=95:15.1%…>=90:26.7%…>=80:45.3%…>=50:81.3%…<=20:3.7%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:83.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:84.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160418 Closing)
42.0% above previous 1 highs, 5.3% below previous 1 lows
26.4% above previous 2 highs, 4.3% below previous 2 lows
22.6% above previous 3 highs, 3.0% below previous 3 lows
22.2% above previous 4 highs, 1.2% below previous 4 lows
20.9% above previous 5 highs, 0.9% below previous 5 lows
20.2% above previous 6 highs, 0.8% below previous 6 lows
19.3% above previous 7 highs, 0.8% below previous 7 lows
18.9% above previous 8 highs, 0.8% below previous 8 lows
18.5% above previous 9 highs, 0.8% below previous 9 lows
15.8% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160418 Closing)
78.7% are above or equal to 4/15 close (1 days ago), 21.3% are below.
71.0% are above or equal to 4/14 close (2 days ago), 29.0% are below.
61.9% are above or equal to 4/13 close (3 days ago), 38.1% are below.
81.1% are above or equal to 4/12 close (4 days ago), 18.9% are below.
88.2% are above or equal to 4/11 close (5 days ago), 11.8% are below.
83.7% are above or equal to 4/8 close (6 days ago), 16.3% are below.
85.0% are above or equal to 4/7 close (7 days ago), 15.0% are below.
76.5% are above or equal to 4/6 close (8 days ago), 23.5% are below.
81.4% are above or equal to 4/5 close (9 days ago), 18.6% are below.
74.3% are above or equal to 4/4 close (10 days ago), 25.7% are below.
66.5% are above or equal to 4/1 close (11 days ago), 33.5% are below.
67.4% are above or equal to 3/31 close (12 days ago), 32.6% are below.
69.1% are above or equal to 3/30 close (13 days ago), 30.9% are below.
70.4% are above or equal to 3/29 close (14 days ago), 29.6% are below.
79.2% are above or equal to 3/28 close (15 days ago), 20.8% are below.
81.2% are above or equal to 3/24 close (16 days ago), 18.8% are below.
79.4% are above or equal to 3/23 close (17 days ago), 20.6% are below.
72.4% are above or equal to 3/22 close (18 days ago), 27.6% are below.
72.1% are above or equal to 3/21 close (19 days ago), 27.9% are below.
70.7% are above or equal to 3/18 close (20 days ago), 29.3% are below.
72.9% are above or equal to 3/17 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160418 Closing)
20d: 21.3% new highs, 2.4% new lows
21d: 21.3% new highs, 2.4% new lows
42d: 20.4% new highs, 0.7% new lows
63d: 18.2% new highs, 0.1% new lows
126d: 8.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160418 Closing)
2-day: 77.4% above, 22.6% below
3-day: 75.6% above, 24.4% below
4-day: 71.6% above, 28.4% below
5-day: 79.5% above, 20.5% below
8-day: 84.9% above, 15.1% below
10-day: 83.7% above, 16.3% below
20-day: 80.0% above, 20.0% below
50-day: 90.2% above, 9.8% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160418 Closing)
ENER(91): 1.89% Top=ETE PDCE MPLX DPM HES CLR WES OKS ….. LPI CVI RRC SM NFG WPZ ATW WMB=Bottom (Energy)
META(26): 1.43% Top=TCK SLCA AG TAHO SWC CENX CDE FCX ….. CMC GG NEM STLD CCJ SLW AEM BVN=Bottom (Metals & Mining)
CONS(56): 0.83% Top=HAS BLL SKX BERY WHR TSE BC FL ….. JAH GT GIL TPX TUP CHD COTY KS=Bottom (Consumer)
HEAL(49): 0.83% Top=IRWD ABMD OPK ZLTQ CYH CPHD STE HOLX ….. MD BSX STJ ANTM EVHC ZBH LH ADPT=Bottom (Health)
COSW(93): 0.79% Top=BITA TRIP DWRE PFPT LC TTWO ATVI FTNT ….. SABR EA VIPS INXN TWTR JD FEYE ATHM=Bottom (Computer Software/Internet)
FINA(98): 0.77% Top=BOFI PYPL BANC SNV KKR IBKR PB LPLA ….. MS JNS AMTD EV WETF ARCC NDAQ WDR=Bottom (Banks/Financials)
INSU(32): 0.66% Top=WLTW AWH BRO AON UNM MMC ALL MTG ….. AFSI FNF RDN ORI CINF PRI TRV CNO=Bottom (Insurance)
DISV(52): 0.62% Top=SCOR GEO BLOX V CAR GPN FDC VNTV ….. WOOF MYGN AAN ZG IILG XRS ABCO WTW=Bottom (Diversified Services)
COHW(41): 0.51% Top=OLED SSYS PSTG ZAYO SYNA WDC WIN SMCI ….. BRCD ARRS MITL COMM MRCY NTAP INFN AAPL=Bottom (Computer Hardware/Telecom)
CHEM(27): 0.51% Top=POL POT WLK MOS CF IFF APD CE ….. GRA SHW PX HUN PAH AXLL MEOH DD=Bottom (Chemicals/Fertilizers)
RETA(72): 0.41% Top=PLCE BID FIVE DDS OLLI OUTR AN KSS ….. SFM WSM LB URBN WFM NFLX W DSW=Bottom (Retail & Specialty Retail)
MANU(38): 0.36% Top=SEDG DE CMI MRC CRS DOV DDD HON ….. EMR ETN PH JOY ZBRA CFX TKR TEX=Bottom (Manufacturing)
MATE(30): 0.36% Top=MLM MTZ DY SUM OC VMC WY EXP ….. BECN CVA FAST DAR LEN KBH CLH PHM=Bottom (Materials & Construction)
REAL(90): 0.34% Top=TREE CBL CONE OUT QTS PSA WPG GGP ….. PEB RLJ NRF RLGY LHO SHO HST DRH=Bottom (Real Estate)
TRAN(33): 0.26% Top=TDW WERN JBHT XPO NAT SWFT STNG CHRW ….. TK UNP HA GWR WAB TRN DAL GBX=Bottom (Transportation)
ELEC(49): 0.10% Top=SCTY CSIQ MU SPWR WAT JBL FSLR SNPS ….. TRMB FIT CRUS QRVO CREE IDTI CAVM MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.21% Top=SGMS QSR EXPE SIX DRI YUM EAT BLMN ….. HLT WYNN H CMG RCL SHAK DRII GPRO=Bottom (Leisure)

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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