daytrend

04/27/2016

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

Closing Stats
by daytrend on 20160427. 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 (20160427 Closing)
44.5% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
8.4% are below yesterday’s low.
47.1% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
33.2% of stocks with today’s low < yesterday’s low. (66.8% greater than).

EVIDENCE OF INTRADAY TREND (20160427 Closing)
71.3% of stocks are above today’s open. (27.7% are below).
64.2% of stocks are above today’s open and yesterday’s close.
22.6% are below both.
16.2% of stocks opened above yesterday’s high.
43.9% of stocks opened above yesterday’s close. (50.8% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160427 Closing)
15.7% of stocks are in the top 10% of today’s range.
34.3% are in the top 20%.
75.2% are in the top half. 24.8% of stocks are in the bottom half of today’s range.
4.2% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20160427 Closing)
70.1% of stocks are above yesterday’s close. (29.9% are below.)
4.2% are up 4.5% or more. 1.4% are down 4.5% or more.
7.3% are up 3.5% or more. 1.8% are down 3.5% or more.
57.2% are between +1% and -1%.

RSI on DAILY (20160427 Closing)
2-day: >=95:8.7%…>=90:20.7%…>=80:46.6%…>=50:75.4%…<=20:8.0%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:5.9%…>=50:78.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:81.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160427 Closing)
44.5% above previous 1 highs, 8.4% below previous 1 lows
39.7% above previous 2 highs, 5.1% below previous 2 lows
32.4% above previous 3 highs, 4.1% below previous 3 lows
26.3% above previous 4 highs, 3.9% below previous 4 lows
23.6% above previous 5 highs, 3.5% below previous 5 lows
21.8% above previous 6 highs, 3.3% below previous 6 lows
21.5% above previous 7 highs, 3.1% below previous 7 lows
21.2% above previous 8 highs, 3.1% below previous 8 lows
20.8% above previous 9 highs, 2.9% below previous 9 lows
20.5% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160427 Closing)
70.1% are above or equal to 4/26 close (1 days ago), 29.9% are below.
79.9% are above or equal to 4/25 close (2 days ago), 20.1% are below.
70.5% are above or equal to 4/22 close (3 days ago), 29.5% are below.
75.9% are above or equal to 4/21 close (4 days ago), 24.1% are below.
65.2% are above or equal to 4/20 close (5 days ago), 34.8% are below.
64.8% are above or equal to 4/19 close (6 days ago), 35.2% are below.
66.4% are above or equal to 4/18 close (7 days ago), 33.6% are below.
72.2% are above or equal to 4/15 close (8 days ago), 27.8% are below.
73.2% are above or equal to 4/14 close (9 days ago), 26.8% are below.
70.5% are above or equal to 4/13 close (10 days ago), 29.5% are below.
79.1% are above or equal to 4/12 close (11 days ago), 20.9% are below.
80.5% are above or equal to 4/11 close (12 days ago), 19.5% are below.
79.6% are above or equal to 4/8 close (13 days ago), 20.4% are below.
81.1% are above or equal to 4/7 close (14 days ago), 18.9% are below.
74.6% are above or equal to 4/6 close (15 days ago), 25.4% are below.
78.4% are above or equal to 4/5 close (16 days ago), 21.6% are below.
71.8% are above or equal to 4/4 close (17 days ago), 28.2% are below.
67.8% are above or equal to 4/1 close (18 days ago), 32.2% are below.
68.1% are above or equal to 3/31 close (19 days ago), 31.9% are below.
70.5% are above or equal to 3/30 close (20 days ago), 29.5% are below.
71.5% are above or equal to 3/29 close (21 days ago), 28.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160427 Closing)
20d: 29.4% new highs, 4.4% new lows
21d: 29.4% new highs, 4.2% new lows
42d: 26.7% new highs, 1.9% new lows
63d: 25.8% new highs, 0.4% new lows
126d: 11.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160427 Closing)
2-day: 69.6% above, 30.4% below
3-day: 77.8% above, 22.2% below
4-day: 75.1% above, 24.9% below
5-day: 76.1% above, 23.9% below
8-day: 72.5% above, 27.5% below
10-day: 72.9% above, 27.1% below
20-day: 75.6% above, 24.4% below
50-day: 83.3% above, 16.7% below
200-day: 67.1% above, 32.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160427 Closing)
ENER(92): 2.77% Top=ETE SM RIG NOV SEMG ATW DVN OII ….. MPC RSPP CPE EPD GEL CPGX HES PAA=Bottom (Energy)
META(26): 2.63% Top=CNX FCX CENX AA SLCA TCK AG CCJ ….. SLW AEM NEM SSRI X FNV PAAS TAHO=Bottom (Metals & Mining)
ELEC(48): 1.32% Top=CRUS CREE MRVL GRMN IPHI MTSI FIT NXPI ….. AFOP ON APH WAT TRMB JBL KEYS SANM=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(28): 0.92% Top=MTZ DY SUM PWR FAST FLR KBH DAR ….. WY BIN AWI CAA TOL WM TTS OC=Bottom (Materials & Construction)
MANU(44): 0.88% Top=MRC DDD CRS SEDG PNR MWA PH BWXT ….. ROK GGG MHK ATI ZBRA AOS BGG TKR=Bottom (Manufacturing)
CHEM(26): 0.68% Top=POL PAH MEOH POT OLN FMC GRA WLK ….. IFF DD DOW SHW PPG PX AXTA CC=Bottom (Chemicals/Fertilizers)
COHW(40): 0.65% Top=SSYS WDC PANW BRCD INFN WIN VZ EFII ….. QCOM LVLT MITL COMM ZAYO OLED PSTG AAPL=Bottom (Computer Hardware/Telecom)
TRAN(33): 0.60% Top=TDW WAB ODFL GBX EXPD KNX NAT JBLU ….. XPO UAL AAL ALK LUV TK SAVE CHRW=Bottom (Transportation)
RETA(71): 0.57% Top=GPI TLRD KORS EBAY FIVE LL OLLI BBBY ….. BIG BABA WFM NFLX AMZN OUTR ANF AEO=Bottom (Retail & Specialty Retail)
HEAL(48): 0.53% Top=BSX HLS NUVA STJ ESRX CYNO IRWD CYH ….. INCR ANTM AET CNC DXCM OPK MOH RMD=Bottom (Health)
INSU(33): 0.53% Top=AIZ RDN CINF TMK AFL FAF AGO AFSI ….. TRV AON FNF MMC ALL ORI CNO PRI=Bottom (Insurance)
COSW(91): 0.26% Top=LC FTNT AKAM CYBR SQ SPLK VEEV IMPV ….. MSFT ATVI LNKD EA SINA WB NCR TWTR=Bottom (Computer Software/Internet)
REAL(86): 0.20% Top=SC EQC HST QTS SRC TREE NRF LPT ….. EXR PPS CUBE OHI UDR EQR ALLY PSA=Bottom (Real Estate)
DISV(48): 0.19% Top=WOOF CAR VNTV R ACM IILG GPN ULTA ….. ZG TMH WTW TBI MAN FDC RHI HRB=Bottom (Diversified Services)
CONS(54): 0.08% Top=KATE AVY WRK IP BERY UFS KMB SEE ….. HBI SKX GIII LULU FOSL WWW UA GT=Bottom (Consumer)
FINA(98): 0.02% Top=STT NAVI RF LM WU ZION JNS EFX ….. BEN SIVB LPLA GWB PBCT COF PSEC VLY=Bottom (Banks/Financials)
LEIS(38): -0.03% Top=SIX DRII WYN HLT MAR RCL H QSR ….. LVS CHUY TXRH SBUX SHAK BYD CMG BWLD=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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