daytrend

05/10/2016

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

Closing Stats
by daytrend on 20160510. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 972.

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

COMPARED TO YESTERDAY’S RANGE (20160510 Closing)
54.6% of stocks are above yesterday’s high.
83.0% are above yesterday’s midpoint. (17.0% are below.)
3.7% are below yesterday’s low.
41.7% are inside yesterday’s range.
70.7% of stocks with today’s high > yesterday’s high. (29.3% less than).
22.3% of stocks with today’s low < yesterday’s low. (77.7% greater than).

EVIDENCE OF INTRADAY TREND (20160510 Closing)
79.2% of stocks are above today’s open. (19.9% are below).
77.0% of stocks are above today’s open and yesterday’s close.
14.1% are below both.
14.9% of stocks opened above yesterday’s high.
82.0% of stocks opened above yesterday’s close. (14.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160510 Closing)
32.9% of stocks are in the top 10% of today’s range.
53.6% are in the top 20%.
82.8% are in the top half. 17.2% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
1.6% are in the bottom 10%.

GAIN (20160510 Closing)
83.5% of stocks are above yesterday’s close. (16.5% are below.)
4.5% are up 4.5% or more. 0.7% are down 4.5% or more.
8.7% are up 3.5% or more. 1.3% are down 3.5% or more.
36.3% are between +1% and -1%.

RSI on DAILY (20160510 Closing)
2-day: >=95:12.0%…>=90:22.4%…>=80:45.0%…>=50:81.7%…<=20:4.1%…<=10:2.6%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:57.5%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:61.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160510 Closing)
54.6% above previous 1 highs, 3.7% below previous 1 lows
45.2% above previous 2 highs, 1.1% below previous 2 lows
36.7% above previous 3 highs, 0.9% below previous 3 lows
29.6% above previous 4 highs, 0.8% below previous 4 lows
23.4% above previous 5 highs, 0.7% below previous 5 lows
17.8% above previous 6 highs, 0.7% below previous 6 lows
16.2% above previous 7 highs, 0.7% below previous 7 lows
12.0% above previous 8 highs, 0.7% below previous 8 lows
10.8% above previous 9 highs, 0.7% below previous 9 lows
10.3% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160510 Closing)
83.5% are above or equal to 5/9 close (1 days ago), 16.5% are below.
78.5% are above or equal to 5/6 close (2 days ago), 21.5% are below.
79.6% are above or equal to 5/5 close (3 days ago), 20.4% are below.
72.8% are above or equal to 5/4 close (4 days ago), 27.2% are below.
57.0% are above or equal to 5/3 close (5 days ago), 43.0% are below.
42.0% are above or equal to 5/2 close (6 days ago), 58.0% are below.
48.0% are above or equal to 4/29 close (7 days ago), 52.0% are below.
44.1% are above or equal to 4/28 close (8 days ago), 55.9% are below.
35.3% are above or equal to 4/27 close (9 days ago), 64.7% are below.
39.3% are above or equal to 4/26 close (10 days ago), 60.7% are below.
45.5% are above or equal to 4/25 close (11 days ago), 54.5% are below.
42.0% are above or equal to 4/22 close (12 days ago), 58.0% are below.
46.1% are above or equal to 4/21 close (13 days ago), 53.9% are below.
42.9% are above or equal to 4/20 close (14 days ago), 57.1% are below.
47.4% are above or equal to 4/19 close (15 days ago), 52.6% are below.
49.5% are above or equal to 4/18 close (16 days ago), 50.5% are below.
54.6% are above or equal to 4/15 close (17 days ago), 45.4% are below.
55.0% are above or equal to 4/14 close (18 days ago), 45.0% are below.
54.7% are above or equal to 4/13 close (19 days ago), 45.3% are below.
64.5% are above or equal to 4/12 close (20 days ago), 35.5% are below.
68.9% are above or equal to 4/11 close (21 days ago), 31.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160510 Closing)
20d: 13.1% new highs, 4.2% new lows
21d: 12.9% new highs, 4.2% new lows
42d: 11.2% new highs, 2.6% new lows
63d: 11.1% new highs, 1.2% new lows
126d: 8.3% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160510 Closing)
2-day: 83.1% above, 16.9% below
3-day: 81.9% above, 18.1% below
4-day: 82.2% above, 17.8% below
5-day: 80.3% above, 19.7% below
8-day: 62.4% above, 37.6% below
10-day: 52.2% above, 47.8% below
20-day: 50.0% above, 50.0% below
50-day: 66.3% above, 33.7% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160510 Closing)
META(27): 3.09% Top=CNX AGI AG PAAS BVN NEM TAHO FNV ….. CENX X GG STLD AA CCJ SLW SCCO=Bottom (Metals & Mining)
ENER(92): 2.68% Top=MRD UNT SM OAS MTDR CRZO HES SPN ….. ETP CPGX SXL MMP PSXP BPL WPZ SN=Bottom (Energy)
CHEM(29): 2.59% Top=PAH CC IFF MOS POL AGU FTK POT ….. APD CBT FMC PX ALB WLK CF AXTA=Bottom (Chemicals/Fertilizers)
FINA(98): 1.96% Top=SF WETF LPLA RJF CIT LAZ AMG WDR ….. ACAS NAVI BANC PBCT ICE NDAQ KKR NSAM=Bottom (Banks/Financials)
COSW(103): 1.73% Top=VNET MTCH WB LNKD TRIP FEYE RAX AKAM ….. CSRA ZEN CERN VIPS RUBI ATVI BIDU TWOU=Bottom (Computer Software/Internet)
MANU(44): 1.64% Top=JOY TEX FLOW ATI DOV DE CRS TKR ….. AOS PNR GNRC DHR ITW PRLB SEDG ZBRA=Bottom (Manufacturing)
TRAN(34): 1.61% Top=GBX SWFT XPO TK TRN KNX UAL GWR ….. FDX AAWW SKYW KEX CHRW JBLU MATX NAT=Bottom (Transportation)
INSU(35): 1.53% Top=AEL MTG LNC CNO CLGX MET RDN PRU ….. CINF AFL FAF ORI AXS VR AGO FNF=Bottom (Insurance)
MATE(31): 1.38% Top=SUM EXP MLM USG CLH DAR CVA AWI ….. KBH WY DHI HW WM BECN SRCL PHM=Bottom (Materials & Construction)
DISV(55): 1.37% Top=YY DV TMH URI R WTW RRD JEC ….. AAN XRS SERV ULTA WOOF BLOX ABCO MYGN=Bottom (Diversified Services)
COHW(46): 1.35% Top=SSYS GIMO WDC ANET LVLT EFII TMUS BBRY ….. UBNT ARRS SMCI CIEN INFN CRAY OLED LITE=Bottom (Computer Hardware/Telecom)
LEIS(38): 1.25% Top=DRII WYNN MGM H HLT SHAK LVS BYD ….. GPRO EAT SIX RCL PNRA CHUY SONC JACK=Bottom (Leisure)
CONS(58): 0.96% Top=OI KS NWL BC HAR GPK GIL TPX ….. CRI SHOO SCSS DECK SKX RL FL PVH=Bottom (Consumer)
ELEC(53): 0.89% Top=MXL ON GLW TRMB MU QRVO HIMX NVDA ….. CREE CSIQ FLEX SWKS SIMO MTSI SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(61): 0.52% Top=IRWD HYH PKI A HOLX HTWR BCR LH ….. MOH MASI PODD ZLTQ BKD CNC CYNO CYH=Bottom (Health)
REAL(99): 0.05% Top=OUT SHO RLJ DRH BAM ALLY RLGY LHO ….. RPAI CLI ELS CLNY HCN NRF HCP OHI=Bottom (Real Estate)
RETA(69): -0.35% Top=AMZN ETSY NFLX KMX BLDR PAG TIF GPI ….. KSS ASNA W SFM JCP STMP LL GPS=Bottom (Retail & Specialty Retail)

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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