daytrend

05/09/2016

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

Closing Stats
by daytrend on 20160509. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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

COMPARED TO YESTERDAY’S RANGE (20160509 Closing)
34.2% of stocks are above yesterday’s high.
65.1% are above yesterday’s midpoint. (34.9% are below.)
15.6% are below yesterday’s low.
50.2% are inside yesterday’s range.
62.5% of stocks with today’s high > yesterday’s high. (37.5% less than).
27.8% of stocks with today’s low < yesterday’s low. (72.2% greater than).

EVIDENCE OF INTRADAY TREND (20160509 Closing)
54.1% of stocks are above today’s open. (45.1% are below).
46.8% of stocks are above today’s open and yesterday’s close.
40.2% are below both.
13.0% of stocks opened above yesterday’s high.
37.3% of stocks opened above yesterday’s close. (57.1% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160509 Closing)
4.7% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
47.9% are in the top half. 52.1% of stocks are in the bottom half of today’s range.
16.3% are in the bottom 20%.
8.7% are in the bottom 10%.

GAIN (20160509 Closing)
52.8% of stocks are above yesterday’s close. (47.2% are below.)
0.8% are up 4.5% or more. 5.6% are down 4.5% or more.
1.9% are up 3.5% or more. 8.0% are down 3.5% or more.
56.0% are between +1% and -1%.

RSI on DAILY (20160509 Closing)
2-day: >=95:7.8%…>=90:12.7%…>=80:23.4%…>=50:48.6%…<=20:26.0%…<=10:14.7%…<=5:8.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.2%…>=50:40.7%…<=20:2.5%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:47.5%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160509 Closing)
34.2% above previous 1 highs, 15.6% below previous 1 lows
23.6% above previous 2 highs, 14.1% below previous 2 lows
19.6% above previous 3 highs, 12.2% below previous 3 lows
16.9% above previous 4 highs, 11.8% below previous 4 lows
14.4% above previous 5 highs, 11.4% below previous 5 lows
13.9% above previous 6 highs, 10.8% below previous 6 lows
11.8% above previous 7 highs, 10.5% below previous 7 lows
10.7% above previous 8 highs, 10.2% below previous 8 lows
10.6% above previous 9 highs, 9.7% below previous 9 lows
10.6% above previous 10 highs, 9.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160509 Closing)
52.8% are above or equal to 5/6 close (1 days ago), 47.2% are below.
59.9% are above or equal to 5/5 close (2 days ago), 40.1% are below.
50.2% are above or equal to 5/4 close (3 days ago), 49.8% are below.
40.8% are above or equal to 5/3 close (4 days ago), 59.2% are below.
29.5% are above or equal to 5/2 close (5 days ago), 70.5% are below.
37.9% are above or equal to 4/29 close (6 days ago), 62.1% are below.
34.4% are above or equal to 4/28 close (7 days ago), 65.6% are below.
27.9% are above or equal to 4/27 close (8 days ago), 72.1% are below.
30.7% are above or equal to 4/26 close (9 days ago), 69.3% are below.
37.1% are above or equal to 4/25 close (10 days ago), 62.9% are below.
33.9% are above or equal to 4/22 close (11 days ago), 66.1% are below.
38.3% are above or equal to 4/21 close (12 days ago), 61.7% are below.
35.5% are above or equal to 4/20 close (13 days ago), 64.5% are below.
38.3% are above or equal to 4/19 close (14 days ago), 61.7% are below.
42.0% are above or equal to 4/18 close (15 days ago), 58.0% are below.
47.1% are above or equal to 4/15 close (16 days ago), 52.9% are below.
46.2% are above or equal to 4/14 close (17 days ago), 53.8% are below.
45.8% are above or equal to 4/13 close (18 days ago), 54.2% are below.
55.5% are above or equal to 4/12 close (19 days ago), 44.5% are below.
62.4% are above or equal to 4/11 close (20 days ago), 37.6% are below.
62.5% are above or equal to 4/8 close (21 days ago), 37.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160509 Closing)
20d: 11.8% new highs, 8.9% new lows
21d: 11.6% new highs, 8.1% new lows
42d: 10.6% new highs, 4.6% new lows
63d: 10.4% new highs, 1.3% new lows
126d: 8.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160509 Closing)
2-day: 51.8% above, 48.2% below
3-day: 56.2% above, 43.8% below
4-day: 53.7% above, 46.3% below
5-day: 47.3% above, 52.7% below
8-day: 38.2% above, 61.8% below
10-day: 34.4% above, 65.6% below
20-day: 38.3% above, 61.7% below
50-day: 58.1% above, 41.9% below
200-day: 55.4% above, 44.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160509 Closing)
RETA(69): 1.20% Top=W BID STMP BURL KR ASNA BLDR BIG ….. NFLX KORS SIG PLCE LL MELI ETSY RH=Bottom (Retail & Specialty Retail)
REAL(98): 0.91% Top=NRF HCP NRZ STWD OHI RLJ DRH AMH ….. WPG CONE BAM ALLY CBG SC RLGY TREE=Bottom (Real Estate)
LEIS(38): 0.80% Top=CMG CHUY PNRA DRI TXRH BLMN JACK DPZ ….. EXPE QSR SEAS LQ MGM LVS WYNN GPRO=Bottom (Leisure)
HEAL(62): 0.68% Top=OPK GKOS MOH CYNO CPHD INCR GB GMED ….. KND THC CYH HAE ZLTQ XRAY ADPT HTWR=Bottom (Health)
CONS(59): 0.31% Top=GIII SKX FL ENR LULU COH WWW WRK ….. FN TPX OI UFS ECL PAY KS TUP=Bottom (Consumer)
INSU(35): 0.28% Top=FNF WLTW MTG FAF AWH ORI HIG XL ….. MET AFL AIZ UNM PRU L MBI AEL=Bottom (Insurance)
MATE(32): 0.12% Top=MTH MLM DY CAA HW VMC BIN KBH ….. CVA CLH FAST FLR BECN PWR WY AWI=Bottom (Materials & Construction)
COSW(105): -0.04% Top=MTCH SNCR RUBI CERN ELLI PCTY PAYC CSOD ….. BIDU ATHM SQ SINA SHOP WB JD VNET=Bottom (Computer Software/Internet)
DISV(56): -0.13% Top=TRU MYGN ABCO APOL AHS ATHN FDC TMH ….. WTW SERV IILG ACM DV AL KBR YY=Bottom (Diversified Services)
ELEC(53): -0.16% Top=SCTY HIMX FIT SIMO AYI CAVM CY MRVL ….. KEYS QRVO MU BRKR FSLR CSIQ SPWR ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(100): -0.18% Top=NSAM HBHC CME SEIC PB WBS EFX ICE ….. AMG OZRK CFG C ACAS PSEC SLM BOFI=Bottom (Banks/Financials)
TRAN(35): -0.22% Top=NAT JBLU ODFL MATX LUV SWFT JBHT SKYW ….. NSC CP AAWW KSU GBX TK GWR TRN=Bottom (Transportation)
COHW(46): -0.51% Top=TDS PANW INFN NSR HRS CCI TMUS CDW ….. EFII BBRY ANET LITE WIN OLED TDC GOGO=Bottom (Computer Hardware/Telecom)
MANU(45): -1.87% Top=TEX SEDG BWXT MHK PRLB GNRC MWA DHR ….. CAT DDD GTLS KMT MRC CRS ATI JOY=Bottom (Manufacturing)
CHEM(28): -2.04% Top=SHW AXTA AGU DD FTK DOW MON PPG ….. FMC KRA PAH WLK MOS MEOH HUN CC=Bottom (Chemicals/Fertilizers)
ENER(91): -2.49% Top=PDCE GEL CPGX COG PE PSXP PXD FANG ….. RDC NOV FET HFC DO OIS RIG ATW=Bottom (Energy)
META(27): -6.87% Top=CCJ SCCO FNV AEM CMC NUE GG STLD ….. CDE BVN AG SWC FCX CENX TCK X=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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