daytrend

04/20/2016

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

Closing Stats
by daytrend on 20160420. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 901.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160420 Closing)
31.7% of stocks are above yesterday’s high.
59.2% are above yesterday’s midpoint. (40.8% are below.)
17.1% are below yesterday’s low.
51.2% are inside yesterday’s range.
58.2% of stocks with today’s high > yesterday’s high. (41.8% less than).
40.2% of stocks with today’s low < yesterday’s low. (59.8% greater than).

EVIDENCE OF INTRADAY TREND (20160420 Closing)
61.0% of stocks are above today’s open. (38.0% are below).
56.2% of stocks are above today’s open and yesterday’s close.
34.3% are below both.
9.5% of stocks opened above yesterday’s high.
50.9% of stocks opened above yesterday’s close. (44.0% opened below yesterday’s close).
4.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160420 Closing)
5.4% of stocks are in the top 10% of today’s range.
19.2% are in the top 20%.
60.7% are in the top half. 39.3% of stocks are in the bottom half of today’s range.
19.6% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN (20160420 Closing)
61.0% of stocks are above yesterday’s close. (39.0% are below.)
2.7% are up 4.5% or more. 0.1% are down 4.5% or more.
5.0% are up 3.5% or more. 0.7% are down 3.5% or more.
51.4% are between +1% and -1%.

RSI on DAILY (20160420 Closing)
2-day: >=95:22.1%…>=90:31.9%…>=80:43.5%…>=50:66.9%…<=20:11.0%…<=10:4.2%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.7%…>=50:79.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:83.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160420 Closing)
31.7% above previous 1 highs, 17.1% below previous 1 lows
30.3% above previous 2 highs, 9.7% below previous 2 lows
29.4% above previous 3 highs, 8.0% below previous 3 lows
27.1% above previous 4 highs, 6.8% below previous 4 lows
25.7% above previous 5 highs, 5.5% below previous 5 lows
25.6% above previous 6 highs, 4.1% below previous 6 lows
25.4% above previous 7 highs, 3.6% below previous 7 lows
25.0% above previous 8 highs, 2.8% below previous 8 lows
24.4% above previous 9 highs, 2.4% below previous 9 lows
24.1% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160420 Closing)
61.0% are above or equal to 4/19 close (1 days ago), 39.0% are below.
63.0% are above or equal to 4/18 close (2 days ago), 37.0% are below.
72.4% are above or equal to 4/15 close (3 days ago), 27.6% are below.
72.4% are above or equal to 4/14 close (4 days ago), 27.6% are below.
67.4% are above or equal to 4/13 close (5 days ago), 32.6% are below.
80.8% are above or equal to 4/12 close (6 days ago), 19.2% are below.
84.1% are above or equal to 4/11 close (7 days ago), 15.9% are below.
81.6% are above or equal to 4/8 close (8 days ago), 18.4% are below.
82.9% are above or equal to 4/7 close (9 days ago), 17.1% are below.
75.7% are above or equal to 4/6 close (10 days ago), 24.3% are below.
79.9% are above or equal to 4/5 close (11 days ago), 20.1% are below.
73.1% are above or equal to 4/4 close (12 days ago), 26.9% are below.
67.0% are above or equal to 4/1 close (13 days ago), 33.0% are below.
67.5% are above or equal to 3/31 close (14 days ago), 32.5% are below.
70.6% are above or equal to 3/30 close (15 days ago), 29.4% are below.
71.1% are above or equal to 3/29 close (16 days ago), 28.9% are below.
80.1% are above or equal to 3/28 close (17 days ago), 19.9% are below.
82.1% are above or equal to 3/24 close (18 days ago), 17.9% are below.
81.6% are above or equal to 3/23 close (19 days ago), 18.4% are below.
74.4% are above or equal to 3/22 close (20 days ago), 25.6% are below.
73.6% are above or equal to 3/21 close (21 days ago), 26.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160420 Closing)
20d: 35.2% new highs, 2.9% new lows
21d: 35.0% new highs, 2.8% new lows
42d: 32.7% new highs, 0.1% new lows
63d: 30.6% new highs, 0.0% new lows
126d: 12.2% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160420 Closing)
2-day: 59.8% above, 40.2% below
3-day: 61.6% above, 38.4% below
4-day: 66.7% above, 33.3% below
5-day: 69.7% above, 30.3% below
8-day: 77.0% above, 23.0% below
10-day: 79.6% above, 20.4% below
20-day: 78.4% above, 21.6% below
50-day: 88.6% above, 11.4% below
200-day: 64.9% above, 35.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160420 Closing)
FINA(97): 1.62% Top=DFS OMF SEIC TCBI HBHC COF MS BAC ….. ICE UMPQ ACAS ISBC NDAQ BKU NYCB SBNY=Bottom (Banks/Financials)
ENER(89): 1.32% Top=CPE SN SM WPZ WMB PAGP SXL CLR ….. ATW OIS NFG MDU RES SU NOV MTDR=Bottom (Energy)
ELEC(48): 1.29% Top=SCTY MXL CAVM CSIQ LLTC IPHI ON NXPI ….. CRUS AMAT KEYS FLEX APH AYI SNPS TEL=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(49): 1.19% Top=ADPT BABY CYH EVHC STJ ACHC UNH MD ….. BSX DVA BAX NUVA CPHD NVRO ZLTQ IRWD=Bottom (Health)
INSU(31): 0.94% Top=MBI MTG LNC AEL AGO CNO RDN UNM ….. AIZ TRV AFSI MMC CINF AON ALL PGR=Bottom (Insurance)
COSW(90): 0.69% Top=MANH VMW WB YHOO DWRE LC N TWTR ….. MSFT CYBR ROVI SHOP CSRA FEYE CHKP SQ=Bottom (Computer Software/Internet)
COHW(40): 0.52% Top=LXK WDC BRCD SSYS BBRY TDC ANET ZAYO ….. JNPR FNSR CIEN CDW TDS NTAP WIN PSTG=Bottom (Computer Hardware/Telecom)
MATE(29): 0.47% Top=SUM PHM DAR EXP MLM KBH MTZ LEN ….. WY OC RSG WM FLR DY CLH TOL=Bottom (Materials & Construction)
RETA(70): 0.43% Top=STMP SFM ASNA CHS KSS NFLX W BABA ….. AAP LB DKS CAB MIK SBH FRAN OLLI=Bottom (Retail & Specialty Retail)
CHEM(27): 0.42% Top=PAH CF CE FMC HUN CC OLN MOS ….. GRA PPG AXTA WLK DD AXLL IFF DOW=Bottom (Chemicals/Fertilizers)
LEIS(37): 0.37% Top=GPRO BWLD SHAK DPZ QSR WEN TVPT PLAY ….. SEAS WYNN LVS SIX SONC MGM CCL HLT=Bottom (Leisure)
DISV(51): 0.25% Top=ZG GMT BLOX ADS TMH RRD AHS MYGN ….. WTW FISV MRKT GEO CXW URI IILG XRS=Bottom (Diversified Services)
TRAN(34): 0.02% Top=STNG UNP TK NAT KEX UAL ODFL JBHT ….. UPS XPO ALK CHRW EXPD JBLU TDW SAVE=Bottom (Transportation)
MANU(39): -0.01% Top=DE DDD SEDG FLS TEX AGCO MHK JOY ….. CAT CFX ETN CMI EMR LII XYL ITW=Bottom (Manufacturing)
CONS(56): -0.03% Top=BC FOSL SKX TPX KATE HAR SEE CCK ….. CLX CL GIII PG UFS MAT KS TUP=Bottom (Consumer)
META(26): -0.44% Top=TCK CNX SLW FCX CMC AA CENX SSRI ….. NEM AEM GG PAAS ABX AG SWC CDE=Bottom (Metals & Mining)
REAL(88): -1.27% Top=SC ALLY NRF RLGY NRZ TWO BAM CLI ….. ESRT ESS STOR ELS HCP HCN SRC RPAI=Bottom (Real Estate)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: