daytrend

04/26/2016

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

Closing Stats
by daytrend on 20160426. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20160426 Closing)
45.1% of stocks are above yesterday’s high.
76.8% are above yesterday’s midpoint. (23.2% are below.)
7.9% are below yesterday’s low.
47.0% are inside yesterday’s range.
67.5% of stocks with today’s high > yesterday’s high. (32.5% less than).
27.4% of stocks with today’s low < yesterday’s low. (72.6% greater than).

EVIDENCE OF INTRADAY TREND (20160426 Closing)
70.4% of stocks are above today’s open. (28.4% are below).
68.4% of stocks are above today’s open and yesterday’s close.
18.1% are below both.
21.5% of stocks opened above yesterday’s high.
79.1% of stocks opened above yesterday’s close. (16.7% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160426 Closing)
22.5% of stocks are in the top 10% of today’s range.
38.2% are in the top 20%.
73.2% are in the top half. 26.8% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20160426 Closing)
80.3% of stocks are above yesterday’s close. (19.7% are below.)
3.9% are up 4.5% or more. 0.8% are down 4.5% or more.
7.5% are up 3.5% or more. 1.4% are down 3.5% or more.
50.0% are between +1% and -1%.

RSI on DAILY (20160426 Closing)
2-day: >=95:4.6%…>=90:10.7%…>=80:27.4%…>=50:73.9%…<=20:9.5%…<=10:5.2%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.7%…>=50:74.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:78.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160426 Closing)
45.1% above previous 1 highs, 7.9% below previous 1 lows
27.8% above previous 2 highs, 6.0% below previous 2 lows
20.4% above previous 3 highs, 5.5% below previous 3 lows
16.7% above previous 4 highs, 4.3% below previous 4 lows
15.4% above previous 5 highs, 4.0% below previous 5 lows
14.8% above previous 6 highs, 3.2% below previous 6 lows
14.5% above previous 7 highs, 3.1% below previous 7 lows
14.4% above previous 8 highs, 3.1% below previous 8 lows
13.8% above previous 9 highs, 2.8% below previous 9 lows
13.8% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160426 Closing)
80.3% are above or equal to 4/25 close (1 days ago), 19.7% are below.
59.7% are above or equal to 4/22 close (2 days ago), 40.3% are below.
70.4% are above or equal to 4/21 close (3 days ago), 29.6% are below.
57.9% are above or equal to 4/20 close (4 days ago), 42.1% are below.
59.0% are above or equal to 4/19 close (5 days ago), 41.0% are below.
61.1% are above or equal to 4/18 close (6 days ago), 38.9% are below.
67.6% are above or equal to 4/15 close (7 days ago), 32.4% are below.
70.1% are above or equal to 4/14 close (8 days ago), 29.9% are below.
65.0% are above or equal to 4/13 close (9 days ago), 35.0% are below.
76.5% are above or equal to 4/12 close (10 days ago), 23.5% are below.
79.3% are above or equal to 4/11 close (11 days ago), 20.7% are below.
77.7% are above or equal to 4/8 close (12 days ago), 22.3% are below.
79.0% are above or equal to 4/7 close (13 days ago), 21.0% are below.
72.2% are above or equal to 4/6 close (14 days ago), 27.8% are below.
76.5% are above or equal to 4/5 close (15 days ago), 23.5% are below.
69.8% are above or equal to 4/4 close (16 days ago), 30.2% are below.
64.7% are above or equal to 4/1 close (17 days ago), 35.3% are below.
65.5% are above or equal to 3/31 close (18 days ago), 34.5% are below.
68.5% are above or equal to 3/30 close (19 days ago), 31.5% are below.
69.5% are above or equal to 3/29 close (20 days ago), 30.5% are below.
77.0% are above or equal to 3/28 close (21 days ago), 23.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160426 Closing)
20d: 18.0% new highs, 3.9% new lows
21d: 18.0% new highs, 3.8% new lows
42d: 16.3% new highs, 1.4% new lows
63d: 15.6% new highs, 0.0% new lows
126d: 6.6% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160426 Closing)
2-day: 78.1% above, 21.9% below
3-day: 71.7% above, 28.3% below
4-day: 71.5% above, 28.5% below
5-day: 68.3% above, 31.7% below
8-day: 66.8% above, 33.2% below
10-day: 67.0% above, 33.0% below
20-day: 70.6% above, 29.4% below
50-day: 82.9% above, 17.1% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160426 Closing)
META(26): 3.14% Top=CNX AG TCK BVN SSRI AA TAHO GG ….. FNV STLD AEM FCX X NUE CCJ CMC=Bottom (Metals & Mining)
ENER(91): 1.71% Top=PXD ECA CPE ATW PAGP LPI SM QEP ….. BPL SHLX MPLX DRQ ETP OII PSXP NBR=Bottom (Energy)
CHEM(26): 1.51% Top=POL CC PAH OLN HUN DD DOW ALB ….. RPM SHW IFF PX GRA MON APD AGU=Bottom (Chemicals/Fertilizers)
RETA(69): 1.50% Top=PAG PIR LAD LL RH KMX WSM AN ….. HD BABA AEO KR NFLX AMZN W STMP=Bottom (Retail & Specialty Retail)
ELEC(48): 1.42% Top=MU SCTY MTSI CY ON NXPI SIMO CAVM ….. CRUS AFOP FIT BRKR SNPS MLNX WAT GLW=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(56): 1.03% Top=TPX KS COH BERY UFS OI WRK PVH ….. CRI CHD COTY CL GPK KMB PG WHR=Bottom (Consumer)
TRAN(33): 1.02% Top=GBX WAB TK TDW XPO KNX TRN ODFL ….. JBLU AAL UAL DAL CP LUV SAVE CNI=Bottom (Transportation)
MATE(28): 0.99% Top=PWR DY CAA MTZ FLR TTS FAST DAR ….. BIN MLM WM USG VMC SRCL OC MAS=Bottom (Materials & Construction)
COHW(42): 0.99% Top=KN MITL WDC STX CIEN INFN OLED ADTN ….. FNSR VZ AAPL EFII BBRY TDC CAMP TMUS=Bottom (Computer Hardware/Telecom)
FINA(96): 0.94% Top=BOFI TCBI CMA CFR SYF WETF PB BBT ….. MS ACAS ARCC SIVB LM PYPL JNS WDR=Bottom (Banks/Financials)
MANU(43): 0.91% Top=PNR CFX KMT LECO IR BGG JOY TKR ….. ATI DHR DOV MRC ROP DDD CRS TEX=Bottom (Manufacturing)
INSU(34): 0.79% Top=AEL AFSI CNO MBI LNC RDN PRI AON ….. AIZ TMK AFL CINF AWH PGR TRV FNF=Bottom (Insurance)
HEAL(48): 0.75% Top=CNC CYH UHS ACHC MOH THC EVHC ZLTQ ….. NVRO STJ TMO A XRAY PKI INCR IRWD=Bottom (Health)
DISV(49): 0.71% Top=R BLOX URI AAN TMH DV ACM RHI ….. SERV VNTV YY HRB ADS BAH IILG FDC=Bottom (Diversified Services)
LEIS(38): 0.56% Top=BLMN GPRO JACK SHAK BYD RCL SONC SEAS ….. CAKE SBUX CCL HLT PLAY WYNN PNRA WYN=Bottom (Leisure)
REAL(86): 0.43% Top=EDR DRH OUT PEB LHO NRZ MPW SHO ….. PSA HTS ESS UDR EQR O TREE AGNC=Bottom (Real Estate)
COSW(91): 0.19% Top=SQ TWTR SINA AKAM TRI LC ADSK LNKD ….. MANH FB MSFT CSRA GOOG MDSO TTWO JD=Bottom (Computer Software/Internet)

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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