daytrend

04/22/2016

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

Closing Stats
by daytrend on 20160422. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 897.

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

COMPARED TO YESTERDAY’S RANGE (20160422 Closing)
23.6% of stocks are above yesterday’s high.
56.0% are above yesterday’s midpoint. (44.0% are below.)
13.5% are below yesterday’s low.
62.9% are inside yesterday’s range.
43.4% of stocks with today’s high > yesterday’s high. (56.6% less than).
42.4% of stocks with today’s low < yesterday’s low. (57.6% greater than).

EVIDENCE OF INTRADAY TREND (20160422 Closing)
74.9% of stocks are above today’s open. (24.0% are below).
69.3% of stocks are above today’s open and yesterday’s close.
20.6% are below both.
2.2% of stocks opened above yesterday’s high.
52.0% of stocks opened above yesterday’s close. (43.1% opened below yesterday’s close).
14.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160422 Closing)
12.5% of stocks are in the top 10% of today’s range.
26.4% are in the top 20%.
66.7% are in the top half. 33.3% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20160422 Closing)
74.2% of stocks are above yesterday’s close. (25.8% are below.)
2.9% are up 4.5% or more. 1.0% are down 4.5% or more.
5.9% are up 3.5% or more. 2.0% are down 3.5% or more.
51.4% are between +1% and -1%.

RSI on DAILY (20160422 Closing)
2-day: >=95:13.9%…>=90:21.2%…>=80:33.2%…>=50:62.8%…<=20:13.8%…<=10:6.2%…<=5:2.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:6.0%…>=50:72.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:75.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160422 Closing)
23.6% above previous 1 highs, 13.5% below previous 1 lows
18.1% above previous 2 highs, 9.9% below previous 2 lows
15.6% above previous 3 highs, 8.6% below previous 3 lows
15.1% above previous 4 highs, 6.5% below previous 4 lows
14.4% above previous 5 highs, 5.7% below previous 5 lows
14.0% above previous 6 highs, 5.2% below previous 6 lows
13.7% above previous 7 highs, 4.5% below previous 7 lows
13.6% above previous 8 highs, 3.8% below previous 8 lows
13.5% above previous 9 highs, 3.5% below previous 9 lows
12.9% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160422 Closing)
74.2% are above or equal to 4/21 close (1 days ago), 25.8% are below.
52.7% are above or equal to 4/20 close (2 days ago), 47.3% are below.
55.9% are above or equal to 4/19 close (3 days ago), 44.1% are below.
57.7% are above or equal to 4/18 close (4 days ago), 42.3% are below.
64.4% are above or equal to 4/15 close (5 days ago), 35.6% are below.
66.6% are above or equal to 4/14 close (6 days ago), 33.4% are below.
62.5% are above or equal to 4/13 close (7 days ago), 37.5% are below.
74.8% are above or equal to 4/12 close (8 days ago), 25.2% are below.
76.7% are above or equal to 4/11 close (9 days ago), 23.3% are below.
75.4% are above or equal to 4/8 close (10 days ago), 24.6% are below.
76.7% are above or equal to 4/7 close (11 days ago), 23.3% are below.
70.0% are above or equal to 4/6 close (12 days ago), 30.0% are below.
74.9% are above or equal to 4/5 close (13 days ago), 25.1% are below.
69.3% are above or equal to 4/4 close (14 days ago), 30.7% are below.
63.9% are above or equal to 4/1 close (15 days ago), 36.1% are below.
65.6% are above or equal to 3/31 close (16 days ago), 34.4% are below.
68.2% are above or equal to 3/30 close (17 days ago), 31.8% are below.
68.9% are above or equal to 3/29 close (18 days ago), 31.1% are below.
76.1% are above or equal to 3/28 close (19 days ago), 23.9% are below.
77.3% are above or equal to 3/24 close (20 days ago), 22.7% are below.
78.0% are above or equal to 3/23 close (21 days ago), 22.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160422 Closing)
20d: 22.9% new highs, 6.0% new lows
21d: 22.5% new highs, 5.9% new lows
42d: 20.1% new highs, 1.2% new lows
63d: 18.5% new highs, 0.3% new lows
126d: 5.6% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160422 Closing)
2-day: 73.2% above, 26.8% below
3-day: 60.4% above, 39.6% below
4-day: 57.4% above, 42.6% below
5-day: 58.0% above, 42.0% below
8-day: 61.5% above, 38.5% below
10-day: 67.4% above, 32.6% below
20-day: 70.3% above, 29.7% below
50-day: 83.6% above, 16.4% below
200-day: 65.2% above, 34.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160422 Closing)
ENER(90): 2.60% Top=SN RRC RDC MUR OII OAS SM ECA ….. CPGX SE HFC SXL BPL GEL PAA SLB=Bottom (Energy)
COHW(41): 1.21% Top=ADTN ANET EFII PSTG TDC SMCI FNSR CIEN ….. TMUS CAMP CDW AAPL CSCO STX INFN SSYS=Bottom (Computer Hardware/Telecom)
HEAL(48): 1.01% Top=BABY ACHC ADPT CNC THC ZLTQ MOH CYH ….. STE INCR HOLX ABMD TMO A NVRO OPK=Bottom (Health)
INSU(33): 1.00% Top=AFSI CLGX TRV LNC L AEL MET CNO ….. HIG ALL MTG AON FNF AWH MMC MBI=Bottom (Insurance)
FINA(96): 0.97% Top=STI WETF CMA ETFC NAVI BOFI SBNY LPLA ….. OZRK TROW ACAS EFX FRC SLM LAZ SIVB=Bottom (Banks/Financials)
REAL(88): 0.82% Top=SRC MPW HCN OHI HCP ESRT BAM CUZ ….. SHO NLY DRH GLPI CBL LHO HST TREE=Bottom (Real Estate)
TRAN(33): 0.78% Top=NSC SWFT TRN TDW TK CSX UNP XPO ….. LUV SAVE NAT AIRM ALK UAL AAL HA=Bottom (Transportation)
CONS(56): 0.75% Top=SKX KS WRK BERY HAR PKG MAT GPK ….. SHOO TUP ENR NKE GIII FBHS KMB TPX=Bottom (Consumer)
MANU(38): 0.66% Top=TKR MRC ITT PNR XYL IR ETN DCI ….. ITW DE CAT SWK RS HON GE JOY=Bottom (Manufacturing)
CHEM(26): 0.63% Top=OLN MEOH PPG GRA CE PAH POL DD ….. FMC AGU MON APD MOS POT CF CC=Bottom (Chemicals/Fertilizers)
DISV(51): 0.62% Top=ZG CAR MAN GMT R URI ADS TMH ….. SCOR IILG DV MCO XRS WTW MYGN V=Bottom (Diversified Services)
MATE(28): 0.58% Top=DAR USG PWR SUM MTZ WY TTS MLM ….. FAST WM PHM TOL CAA KBH LEN DHI=Bottom (Materials & Construction)
ELEC(48): 0.43% Top=MRVL CY IDTI AMBA KEYS MTSI HIMX GRMN ….. BRKR ADI FSLR AVGO MXL INTC SIMO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(69): 0.34% Top=OUTR LAD AN FIVE ASNA FRAN KMX PAG ….. BABA DLTR EBAY M AMZN KR JWN STMP=Bottom (Retail & Specialty Retail)
COSW(90): -0.11% Top=FEYE PFPT IMPV WUBA DBD FFIV MENT NCR ….. JD RHT MANH NTES NUAN FB GOOG MSFT=Bottom (Computer Software/Internet)
LEIS(36): -0.71% Top=GPRO BWLD DNKN WEN CAKE BLMN DRI SHAK ….. WYN HLT LQ MAR RCL DPZ BYD SBUX=Bottom (Leisure)
META(26): -1.18% Top=CCJ CNX FCX SCCO NUE STLD AA SLCA ….. PAAS TAHO GG CMC NEM SLW CDE AG=Bottom (Metals & Mining)

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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