daytrend

05/06/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160506. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 980.

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

COMPARED TO YESTERDAY’S RANGE (20160506 Closing)
21.0% of stocks are above yesterday’s high.
49.7% are above yesterday’s midpoint. (50.3% are below.)
13.7% are below yesterday’s low.
65.3% are inside yesterday’s range.
32.7% of stocks with today’s high > yesterday’s high. (67.3% less than).
70.3% of stocks with today’s low < yesterday’s low. (29.7% greater than).

EVIDENCE OF INTRADAY TREND (20160506 Closing)
78.0% of stocks are above today’s open. (19.5% are below).
65.2% of stocks are above today’s open and yesterday’s close.
18.4% are below both.
2.4% of stocks opened above yesterday’s high.
10.7% of stocks opened above yesterday’s close. (84.7% opened below yesterday’s close).
32.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160506 Closing)
30.1% of stocks are in the top 10% of today’s range.
46.5% are in the top 20%.
79.4% are in the top half. 20.6% of stocks are in the bottom half of today’s range.
5.0% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20160506 Closing)
68.9% of stocks are above yesterday’s close. (31.1% are below.)
2.1% are up 4.5% or more. 1.5% are down 4.5% or more.
3.3% are up 3.5% or more. 2.2% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160506 Closing)
2-day: >=95:6.2%…>=90:10.3%…>=80:17.0%…>=50:46.5%…<=20:25.0%…<=10:16.1%…<=5:9.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:42.0%…<=20:2.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:48.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160506 Closing)
21.0% above previous 1 highs, 13.7% below previous 1 lows
17.1% above previous 2 highs, 9.0% below previous 2 lows
12.0% above previous 3 highs, 8.7% below previous 3 lows
10.5% above previous 4 highs, 8.2% below previous 4 lows
10.1% above previous 5 highs, 7.4% below previous 5 lows
8.5% above previous 6 highs, 7.2% below previous 6 lows
7.9% above previous 7 highs, 6.8% below previous 7 lows
7.8% above previous 8 highs, 6.6% below previous 8 lows
7.7% above previous 9 highs, 6.6% below previous 9 lows
7.7% above previous 10 highs, 6.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160506 Closing)
68.9% are above or equal to 5/5 close (1 days ago), 31.1% are below.
54.4% are above or equal to 5/4 close (2 days ago), 45.6% are below.
40.7% are above or equal to 5/3 close (3 days ago), 59.3% are below.
25.3% are above or equal to 5/2 close (4 days ago), 74.7% are below.
35.7% are above or equal to 4/29 close (5 days ago), 64.3% are below.
33.8% are above or equal to 4/28 close (6 days ago), 66.2% are below.
25.9% are above or equal to 4/27 close (7 days ago), 74.1% are below.
31.5% are above or equal to 4/26 close (8 days ago), 68.5% are below.
37.3% are above or equal to 4/25 close (9 days ago), 62.7% are below.
33.9% are above or equal to 4/22 close (10 days ago), 66.1% are below.
37.9% are above or equal to 4/21 close (11 days ago), 62.1% are below.
36.0% are above or equal to 4/20 close (12 days ago), 64.0% are below.
38.6% are above or equal to 4/19 close (13 days ago), 61.4% are below.
42.9% are above or equal to 4/18 close (14 days ago), 57.1% are below.
48.0% are above or equal to 4/15 close (15 days ago), 52.0% are below.
47.9% are above or equal to 4/14 close (16 days ago), 52.1% are below.
46.6% are above or equal to 4/13 close (17 days ago), 53.4% are below.
57.2% are above or equal to 4/12 close (18 days ago), 42.8% are below.
63.0% are above or equal to 4/11 close (19 days ago), 37.0% are below.
62.2% are above or equal to 4/8 close (20 days ago), 37.8% are below.
63.0% are above or equal to 4/7 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160506 Closing)
20d: 8.5% new highs, 21.2% new lows
21d: 8.5% new highs, 20.9% new lows
42d: 7.4% new highs, 12.1% new lows
63d: 7.2% new highs, 2.2% new lows
126d: 5.0% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160506 Closing)
2-day: 66.4% above, 33.6% below
3-day: 59.0% above, 41.0% below
4-day: 49.0% above, 51.0% below
5-day: 38.6% above, 61.4% below
8-day: 32.8% above, 67.2% below
10-day: 33.7% above, 66.3% below
20-day: 40.2% above, 59.8% below
50-day: 60.4% above, 39.6% below
200-day: 55.4% above, 44.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160506 Closing)
META(27): 2.30% Top=AGI AG CDE FCX BVN SSRI NEM PAAS ….. NUE TAHO RGLD STLD CCJ AA X SWC=Bottom (Metals & Mining)
DISV(56): 1.03% Top=DV AHS AL JEC FISV CAR TMH SERV ….. G XRS GEO HRB FDC BLOX WTW YY=Bottom (Diversified Services)
REAL(98): 0.97% Top=AMH CONE RLJ LHO DOC LPT SNH NRF ….. OHI KRC CBG PGRE JLL OUT RLGY TREE=Bottom (Real Estate)
CHEM(28): 0.87% Top=CC ALB KRA HUN POL CBT RPM FTK ….. GRA MEOH PAH MON AXTA PPG MOS POT=Bottom (Chemicals/Fertilizers)
MANU(45): 0.76% Top=ATI ATU AOS PNR CRS FLOW JOY DCI ….. MRC AME HON LECO CFX ITT TEX DDD=Bottom (Manufacturing)
TRAN(37): 0.66% Top=TDW CHRW WERN HA KEX EXPD UAL ODFL ….. MATX WAB TK CP ALK JBLU SAVE AAWW=Bottom (Transportation)
MATE(32): 0.65% Top=CAA BECN PWR MLM DAR CLH MTZ RSG ….. VMC FAST DHI KBH LEN TOL MTH FLR=Bottom (Materials & Construction)
COHW(45): 0.54% Top=UBNT TDC CRAY ANET ZAYO CIEN COMM JNPR ….. SSYS ARRS WDC GIMO GOGO PANW STX MSI=Bottom (Computer Hardware/Telecom)
FINA(99): 0.36% Top=WDR EV SLM ICE JNS PYPL NDAQ BLK ….. WETF GS RJF TD BMO SCHW AMTD LPLA=Bottom (Banks/Financials)
ELEC(53): 0.23% Top=BRKR SIMO SANM WAT ON CGNX NVDA CREE ….. AVGO GRMN MU HIMX QRVO CSIQ CRUS FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(93): 0.23% Top=ATW DK RIG DO RDC SN EPE GPOR ….. CPE MRD WPX NS WMB WPZ PDCE LPI=Bottom (Energy)
CONS(60): 0.14% Top=HAS WRK CHD ECL UFS IRBT IP CLX ….. LULU RL HBI TPX KATE GIL GIII UA=Bottom (Consumer)
RETA(66): 0.10% Top=SFM LAD CST AMZN URBN STMP FINL NFLX ….. KR JWN LB RH BURL WBA JCP ETSY=Bottom (Retail & Specialty Retail)
COSW(103): 0.09% Top=YELP ATVI CTSH LC CSOD DOX EA IMS ….. WB CERN VNET RUBI SSNC DATA FEYE SQ=Bottom (Computer Software/Internet)
HEAL(63): 0.03% Top=EVHC PKI XRAY HTWR ADPT EW TMO AMSG ….. ABT WCG CNC GKOS PRXL KND VWR CYH=Bottom (Health)
INSU(35): -0.13% Top=CNO LNC AEL MBI UNM AXS MET AIG ….. AON HIG BRO RDN AWH ALL MTG WLTW=Bottom (Insurance)
LEIS(40): -0.31% Top=LVS WYNN CCL VAC LQ MCD BWLD DNKN ….. PNRA PLAY EAT CAKE GPRO CHUY SONC DRII=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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