daytrend

04/21/2016

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

Closing Stats
by daytrend on 20160421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 898.

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

COMPARED TO YESTERDAY’S RANGE (20160421 Closing)
12.4% of stocks are above yesterday’s high.
40.4% are above yesterday’s midpoint. (59.6% are below.)
32.6% are below yesterday’s low.
55.0% are inside yesterday’s range.
48.0% of stocks with today’s high > yesterday’s high. (52.0% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND (20160421 Closing)
26.7% of stocks are above today’s open. (71.6% are below).
22.6% of stocks are above today’s open and yesterday’s close.
62.5% are below both.
11.1% of stocks opened above yesterday’s high.
57.1% of stocks opened above yesterday’s close. (37.4% opened below yesterday’s close).
9.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160421 Closing)
1.9% of stocks are in the top 10% of today’s range.
5.1% are in the top 20%.
21.7% are in the top half. 78.3% of stocks are in the bottom half of today’s range.
43.0% are in the bottom 20%.
21.8% are in the bottom 10%.

GAIN (20160421 Closing)
33.6% of stocks are above yesterday’s close. (66.4% are below.)
1.4% are up 4.5% or more. 2.3% are down 4.5% or more.
3.2% are up 3.5% or more. 4.3% are down 3.5% or more.
52.0% are between +1% and -1%.

RSI on DAILY (20160421 Closing)
2-day: >=95:10.4%…>=90:16.0%…>=80:23.9%…>=50:46.7%…<=20:26.5%…<=10:12.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.2%…>=50:69.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:73.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160421 Closing)
12.4% above previous 1 highs, 32.6% below previous 1 lows
10.1% above previous 2 highs, 26.5% below previous 2 lows
9.8% above previous 3 highs, 19.9% below previous 3 lows
9.6% above previous 4 highs, 17.3% below previous 4 lows
9.1% above previous 5 highs, 15.9% below previous 5 lows
8.9% above previous 6 highs, 13.3% below previous 6 lows
8.9% above previous 7 highs, 11.5% below previous 7 lows
8.8% above previous 8 highs, 10.9% below previous 8 lows
8.6% above previous 9 highs, 10.5% below previous 9 lows
8.5% above previous 10 highs, 9.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160421 Closing)
33.6% are above or equal to 4/20 close (1 days ago), 66.4% are below.
46.5% are above or equal to 4/19 close (2 days ago), 53.5% are below.
51.4% are above or equal to 4/18 close (3 days ago), 48.6% are below.
59.0% are above or equal to 4/15 close (4 days ago), 41.0% are below.
61.9% are above or equal to 4/14 close (5 days ago), 38.1% are below.
57.3% are above or equal to 4/13 close (6 days ago), 42.7% are below.
72.9% are above or equal to 4/12 close (7 days ago), 27.1% are below.
76.5% are above or equal to 4/11 close (8 days ago), 23.5% are below.
73.7% are above or equal to 4/8 close (9 days ago), 26.3% are below.
75.3% are above or equal to 4/7 close (10 days ago), 24.7% are below.
67.9% are above or equal to 4/6 close (11 days ago), 32.1% are below.
72.9% are above or equal to 4/5 close (12 days ago), 27.1% are below.
66.3% are above or equal to 4/4 close (13 days ago), 33.7% are below.
60.7% are above or equal to 4/1 close (14 days ago), 39.3% are below.
62.1% are above or equal to 3/31 close (15 days ago), 37.9% are below.
63.9% are above or equal to 3/30 close (16 days ago), 36.1% are below.
65.8% are above or equal to 3/29 close (17 days ago), 34.2% are below.
73.5% are above or equal to 3/28 close (18 days ago), 26.5% are below.
75.1% are above or equal to 3/24 close (19 days ago), 24.9% are below.
75.4% are above or equal to 3/23 close (20 days ago), 24.6% are below.
68.4% are above or equal to 3/22 close (21 days ago), 31.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160421 Closing)
20d: 27.6% new highs, 7.2% new lows
21d: 26.9% new highs, 7.0% new lows
42d: 24.5% new highs, 1.0% new lows
63d: 22.9% new highs, 0.1% new lows
126d: 7.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160421 Closing)
2-day: 31.6% above, 68.4% below
3-day: 39.9% above, 60.1% below
4-day: 45.7% above, 54.3% below
5-day: 52.1% above, 47.9% below
8-day: 59.8% above, 40.2% below
10-day: 67.4% above, 32.6% below
20-day: 68.7% above, 31.3% below
50-day: 83.7% above, 16.3% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160421 Closing)
COSW(89): 0.46% Top=NOW PTC FFIV CTXS N SINA WB DATA ….. FIS CHKP GDDY WUBA SQ DOX VIPS LC=Bottom (Computer Software/Internet)
CHEM(26): 0.31% Top=WLK OLN CC MEOH PAH MON MOS DD ….. SHW AGU EMN CE RPM CF AXTA PPG=Bottom (Chemicals/Fertilizers)
META(26): 0.27% Top=NEM BVN SSRI SLCA GG ABX PAAS AEM ….. NUE AA CENX TAHO FNV TCK CNX FCX=Bottom (Metals & Mining)
HEAL(48): 0.12% Top=OPK MD LH INCR ACHC A IRWD DXCM ….. UNH STJ NVRO THC EVHC XRAY SYK BABY=Bottom (Health)
MANU(39): -0.04% Top=SWK DDD SEDG TEX DHR AOS CFX TKR ….. ITT MRC ATI CMI CAT MHK DOV DE=Bottom (Manufacturing)
MATE(29): -0.14% Top=USG DHI FLR LEN BECN TOL AWI PWR ….. WM WCN VMC KBH RSG MAS SRCL DAR=Bottom (Materials & Construction)
FINA(96): -0.35% Top=RJF OMF EWBC SF BK LPLA BOFI ETFC ….. NYCB LAZ OZRK SBNY BKU PBCT BX UMPQ=Bottom (Banks/Financials)
ENER(90): -0.47% Top=ETE MPC PBF HFC SEMG WMB WPZ WNR ….. DVN PXD DO COG CLR DPM RRC ATW=Bottom (Energy)
CONS(56): -0.58% Top=UA SKX KS PKG WWW GIII TSE CCK ….. KATE EL KMB BERY CLX UFS SON MAT=Bottom (Consumer)
ELEC(48): -0.67% Top=SCTY HIMX MXL MTSI SNPS TRMB WAT SIMO ….. GRMN SWKS APH IDTI LRCX CRUS IPHI MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): -0.84% Top=URI CAR MYGN SCOR XRS ZG KBR ULTA ….. GEO GPN CXW R RHI ADS MAN GMT=Bottom (Diversified Services)
COHW(40): -0.87% Top=PANW SSYS MITL TDC JNPR INFN TMUS WDC ….. BCE SYNA T ADTN CIEN PSTG VZ CTL=Bottom (Computer Hardware/Telecom)
RETA(68): -1.08% Top=TSCO GNC BID SBH RH M FRAN GES ….. PAG KMX TLRD W STMP WFM PIR SFM=Bottom (Retail & Specialty Retail)
LEIS(37): -1.14% Top=PLAY SHAK HLT GPRO MAR EAT KKD EXPE ….. BWLD MCD CMG MGM RCL DRII WYNN LVS=Bottom (Leisure)
INSU(32): -1.31% Top=AFSI LNC WLTW AEL AGO CNO UNM PRU ….. ORI PGR ALL CINF AIZ XL HIG TRV=Bottom (Insurance)
TRAN(34): -1.62% Top=UNP GWR LUV CSX AIRM CP CNI STNG ….. TDW ODFL JBHT DAL GBX SWFT WERN UAL=Bottom (Transportation)
REAL(89): -1.65% Top=BDN SLG PEB ESRT HST PGRE RLGY OUT ….. HCN STOR HTA OHI O VTR HPT SNH=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/

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