daytrend

05/02/2016

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

Closing Stats
by daytrend on 20160502. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160502 Closing)
35.1% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
8.6% are below yesterday’s low.
56.3% are inside yesterday’s range.
51.9% of stocks with today’s high > yesterday’s high. (48.1% less than).
33.5% of stocks with today’s low < yesterday’s low. (66.5% greater than).

EVIDENCE OF INTRADAY TREND (20160502 Closing)
62.9% of stocks are above today’s open. (35.9% are below).
60.7% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
11.4% of stocks opened above yesterday’s high.
69.6% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160502 Closing)
23.7% of stocks are in the top 10% of today’s range.
42.5% are in the top 20%.
73.8% are in the top half. 26.2% of stocks are in the bottom half of today’s range.
5.4% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20160502 Closing)
68.2% of stocks are above yesterday’s close. (31.8% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
2.1% are up 3.5% or more. 3.0% are down 3.5% or more.
46.1% are between +1% and -1%.

RSI on DAILY (20160502 Closing)
2-day: >=95:3.0%…>=90:7.1%…>=80:14.8%…>=50:56.4%…<=20:18.2%…<=10:10.6%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:60.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:66.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160502 Closing)
35.1% above previous 1 highs, 8.6% below previous 1 lows
11.6% above previous 2 highs, 7.6% below previous 2 lows
8.8% above previous 3 highs, 6.5% below previous 3 lows
7.7% above previous 4 highs, 5.0% below previous 4 lows
7.0% above previous 5 highs, 4.4% below previous 5 lows
6.6% above previous 6 highs, 3.8% below previous 6 lows
6.2% above previous 7 highs, 3.7% below previous 7 lows
5.7% above previous 8 highs, 3.1% below previous 8 lows
5.3% above previous 9 highs, 3.1% below previous 9 lows
5.2% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160502 Closing)
68.2% are above or equal to 4/29 close (1 days ago), 31.8% are below.
53.1% are above or equal to 4/28 close (2 days ago), 46.9% are below.
30.9% are above or equal to 4/27 close (3 days ago), 69.1% are below.
41.0% are above or equal to 4/26 close (4 days ago), 59.0% are below.
53.3% are above or equal to 4/25 close (5 days ago), 46.7% are below.
47.0% are above or equal to 4/22 close (6 days ago), 53.0% are below.
55.5% are above or equal to 4/21 close (7 days ago), 44.5% are below.
48.5% are above or equal to 4/20 close (8 days ago), 51.5% are below.
50.9% are above or equal to 4/19 close (9 days ago), 49.1% are below.
54.1% are above or equal to 4/18 close (10 days ago), 45.9% are below.
59.3% are above or equal to 4/15 close (11 days ago), 40.7% are below.
60.0% are above or equal to 4/14 close (12 days ago), 40.0% are below.
57.9% are above or equal to 4/13 close (13 days ago), 42.1% are below.
66.6% are above or equal to 4/12 close (14 days ago), 33.4% are below.
71.6% are above or equal to 4/11 close (15 days ago), 28.4% are below.
69.8% are above or equal to 4/8 close (16 days ago), 30.2% are below.
72.0% are above or equal to 4/7 close (17 days ago), 28.0% are below.
64.8% are above or equal to 4/6 close (18 days ago), 35.2% are below.
69.1% are above or equal to 4/5 close (19 days ago), 30.9% are below.
64.0% are above or equal to 4/4 close (20 days ago), 36.0% are below.
60.2% are above or equal to 4/1 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160502 Closing)
20d: 9.1% new highs, 7.0% new lows
21d: 9.0% new highs, 6.7% new lows
42d: 8.3% new highs, 3.8% new lows
63d: 8.0% new highs, 1.0% new lows
126d: 5.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160502 Closing)
2-day: 67.5% above, 32.5% below
3-day: 60.4% above, 39.6% below
4-day: 46.6% above, 53.4% below
5-day: 43.7% above, 56.3% below
8-day: 48.6% above, 51.4% below
10-day: 49.7% above, 50.3% below
20-day: 62.0% above, 38.0% below
50-day: 73.5% above, 26.5% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160502 Closing)
REAL(92): 1.50% Top=RLJ TREE CLI PSA PKY ELS CONE GPT ….. SC ALLY NLY AGNC RLGY NRF TWO CIM=Bottom (Real Estate)
INSU(36): 1.01% Top=VR AWH CNO AIZ FAF FNF AJG ORI ….. PRI AFL TMK UNM WRB MTG AEL XL=Bottom (Insurance)
LEIS(39): 0.99% Top=WYNN WEN LVS TXRH BYD CMG PLAY BWLD ….. KKD SIX SEAS VAC LQ GPRO DRII SHAK=Bottom (Leisure)
CONS(56): 0.97% Top=NWL BC SEE SKX COH VFC TSE AVY ….. GPK UA KATE ECL GT KS WRK FOSL=Bottom (Consumer)
DISV(53): 0.90% Top=AHS IILG ZG WTW FDC WOOF TBI SBAC ….. SERV R ATHN DV XRS URI CAR KBR=Bottom (Diversified Services)
MATE(30): 0.90% Top=SUM MAS WM DHI KBH MLM TPH CAA ….. BECN PHM SRCL DAR USG MTH CVA MTZ=Bottom (Materials & Construction)
RETA(67): 0.69% Top=GNC AMZN JCP NFLX DKS CAB STMP TJX ….. BBBY PAG KMX ABG AN GPI KAR W=Bottom (Retail & Specialty Retail)
ELEC(51): 0.59% Top=CY SIMO FLEX MXL IPHI SNPS ON IDTI ….. MU DLB AMBA FSLR CSIQ MRVL SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 0.52% Top=ALB GRA MON POL MOS AXTA CC EMN ….. DOW WLK APD PX AGU POT MEOH PAH=Bottom (Chemicals/Fertilizers)
FINA(100): 0.50% Top=SYF ETFC NDAQ IBKR AMP ICE HAWK CME ….. CFR PB OZRK KKR LAZ LPLA BOFI ONB=Bottom (Banks/Financials)
MANU(45): 0.44% Top=BGG ITT MRC PRLB MHK AOS PNR MWA ….. DOV CMI BWXT AGCO PH JOY CFX DDD=Bottom (Manufacturing)
COSW(90): 0.42% Top=ZEN TTWO CYBR IAC GDDY LNKD ADSK SSNC ….. LOCK ELLI WUBA DBD VIPS SQ BIDU ROVI=Bottom (Computer Software/Internet)
TRAN(37): 0.27% Top=XPO NAT UAL KEX HA FDX EXPD GWR ….. SAIA WAB AAL LUV TRN TDW TK GBX=Bottom (Transportation)
HEAL(55): -0.01% Top=SPNC ALGN IRWD ZLTQ ABMD AMSG A TMO ….. INCR CYNO MD ADPT OPK MOH HYH CYH=Bottom (Health)
COHW(42): -0.38% Top=ZAYO VRSN UBNT ARRS TMUS CTL QCOM OLED ….. CAMP NTAP SSYS GIMO CUDA SYNA STX BRCD=Bottom (Computer Hardware/Telecom)
ENER(92): -0.82% Top=COG CPE NFX FET PDCE CLR QEP HAL ….. MRO GPOR OAS AR HP HLX NBR PAGP=Bottom (Energy)
META(27): -1.32% Top=X CNX NUE CMC STLD CDE SCCO BVN ….. SLCA PAAS GG FCX SLW CENX SWC 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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