daytrend

05/11/2016

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

Closing Stats
by daytrend on 20160511. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 975.

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

COMPARED TO YESTERDAY’S RANGE (20160511 Closing)
13.1% of stocks are above yesterday’s high.
43.5% are above yesterday’s midpoint. (56.5% are below.)
29.9% are below yesterday’s low.
56.9% are inside yesterday’s range.
56.6% of stocks with today’s high > yesterday’s high. (43.4% less than).
39.9% of stocks with today’s low < yesterday’s low. (60.1% greater than).

EVIDENCE OF INTRADAY TREND (20160511 Closing)
29.0% of stocks are above today’s open. (69.3% are below).
19.8% of stocks are above today’s open and yesterday’s close.
67.7% are below both.
7.4% of stocks opened above yesterday’s high.
21.3% of stocks opened above yesterday’s close. (74.6% opened below yesterday’s close).
6.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160511 Closing)
1.6% of stocks are in the top 10% of today’s range.
3.7% are in the top 20%.
21.3% are in the top half. 78.7% of stocks are in the bottom half of today’s range.
48.6% are in the bottom 20%.
34.2% are in the bottom 10%.

GAIN (20160511 Closing)
22.7% of stocks are above yesterday’s close. (77.3% are below.)
1.2% are up 4.5% or more. 5.0% are down 4.5% or more.
2.2% are up 3.5% or more. 8.9% are down 3.5% or more.
46.5% are between +1% and -1%.

RSI on DAILY (20160511 Closing)
2-day: >=95:3.0%…>=90:5.9%…>=80:12.8%…>=50:44.1%…<=20:17.2%…<=10:8.3%…<=5:3.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:45.8%…<=20:3.2%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160511 Closing)
13.1% above previous 1 highs, 29.9% below previous 1 lows
11.0% above previous 2 highs, 19.8% below previous 2 lows
7.1% above previous 3 highs, 11.2% below previous 3 lows
5.8% above previous 4 highs, 10.1% below previous 4 lows
5.1% above previous 5 highs, 9.4% below previous 5 lows
3.9% above previous 6 highs, 9.2% below previous 6 lows
2.8% above previous 7 highs, 9.1% below previous 7 lows
2.6% above previous 8 highs, 8.5% below previous 8 lows
2.2% above previous 9 highs, 8.4% below previous 9 lows
1.8% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160511 Closing)
22.7% are above or equal to 5/10 close (1 days ago), 77.3% are below.
60.2% are above or equal to 5/9 close (2 days ago), 39.8% are below.
57.5% are above or equal to 5/6 close (3 days ago), 42.5% are below.
63.9% are above or equal to 5/5 close (4 days ago), 36.1% are below.
59.8% are above or equal to 5/4 close (5 days ago), 40.2% are below.
45.5% are above or equal to 5/3 close (6 days ago), 54.5% are below.
32.5% are above or equal to 5/2 close (7 days ago), 67.5% are below.
39.0% are above or equal to 4/29 close (8 days ago), 61.0% are below.
36.0% are above or equal to 4/28 close (9 days ago), 64.0% are below.
29.9% are above or equal to 4/27 close (10 days ago), 70.1% are below.
34.1% are above or equal to 4/26 close (11 days ago), 65.9% are below.
39.0% are above or equal to 4/25 close (12 days ago), 61.0% are below.
35.6% are above or equal to 4/22 close (13 days ago), 64.4% are below.
40.8% are above or equal to 4/21 close (14 days ago), 59.2% are below.
37.7% are above or equal to 4/20 close (15 days ago), 62.3% are below.
40.3% are above or equal to 4/19 close (16 days ago), 59.7% are below.
45.0% are above or equal to 4/18 close (17 days ago), 55.0% are below.
47.7% are above or equal to 4/15 close (18 days ago), 52.3% are below.
48.6% are above or equal to 4/14 close (19 days ago), 51.4% are below.
48.9% are above or equal to 4/13 close (20 days ago), 51.1% are below.
56.3% are above or equal to 4/12 close (21 days ago), 43.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160511 Closing)
20d: 9.0% new highs, 8.0% new lows
21d: 8.9% new highs, 7.4% new lows
42d: 8.3% new highs, 5.5% new lows
63d: 8.3% new highs, 1.8% new lows
126d: 6.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160511 Closing)
2-day: 21.6% above, 78.4% below
3-day: 44.3% above, 55.7% below
4-day: 51.0% above, 49.0% below
5-day: 55.8% above, 44.2% below
8-day: 48.1% above, 51.9% below
10-day: 43.2% above, 56.8% below
20-day: 40.7% above, 59.3% below
50-day: 58.1% above, 41.9% below
200-day: 56.9% above, 43.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160511 Closing)
META(27): 2.10% Top=FCX AG BVN SLW SWC CDE TAHO CNX ….. CENX GG FNV CCJ CMC X NUE AA=Bottom (Metals & Mining)
ENER(91): 0.97% Top=ECA WNR MRO EGN WPX CRZO ATW GEL ….. OIS RDC XOM INT NBR SE RIG LPI=Bottom (Energy)
CHEM(29): 0.16% Top=ALB PAH KRA FTK CC MOS POL CE ….. CBT DD PPG AGU APD POT IFF CF=Bottom (Chemicals/Fertilizers)
ELEC(53): 0.03% Top=CSIQ SCTY SPWR IDTI HIMX IPHI SIMO NVDA ….. CREE KEYS QRVO IPGP TSRA CRUS BRKR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): -0.14% Top=MRC JOY MWA KMT PNR XYL ATU PRLB ….. GNRC ITW FLOW EMR ATI CRS MHK DDD=Bottom (Manufacturing)
COSW(104): -0.56% Top=EA DATA TTWO MTCH ATVI N NTES CSOD ….. CYBR JD NUAN SQ CSRA YELP ATHM VNET=Bottom (Computer Software/Internet)
COHW(45): -0.64% Top=LITE SYNA ZAYO UBNT HPQ CIEN EFII FNSR ….. MSI GOGO CTL SSYS NSR STX GIMO WDC=Bottom (Computer Hardware/Telecom)
INSU(34): -0.82% Top=AEL FNF ORI LNC CLGX WRB TRV TMK ….. PRU AJG AXS PGR FAF AGO MTG RDN=Bottom (Insurance)
HEAL(62): -0.92% Top=BAX PINC DXCM A HRC XRAY KND UHS ….. GKOS IRWD CNC HYH NVRO OPK HTWR ZLTQ=Bottom (Health)
FINA(97): -0.96% Top=TCBI SBNY TD BMO GWB CMA PBCT NYCB ….. BEN SLM HAWK WETF IVZ NSAM NAVI BOFI=Bottom (Banks/Financials)
MATE(32): -1.01% Top=OC CVA WM BIN PWR RSG WCN HW ….. MAS VMC DHI KBH TREX AWI SUM TPH=Bottom (Materials & Construction)
DISV(56): -1.15% Top=RBA ACM PRAA ZG TMH ADS PCLN FISV ….. V AHS ULTA HRB RRD AAN RCII YY=Bottom (Diversified Services)
TRAN(33): -1.41% Top=TK AAWW HA XPO KEX CP CHRW NAT ….. JBHT ALK SAVE UAL AAL SWFT MATX GBX=Bottom (Transportation)
REAL(101): -1.69% Top=RLGY CIM HTS NLY MFA AGNC CLNY TWO ….. TREE PEI MAC WPG SPG CBL PEB GGP=Bottom (Real Estate)
CONS(58): -2.68% Top=BERY UFS WRK GPK OI KS SCSS PAY ….. WWW DECK VFC CROX PVH KATE GIII FOSL=Bottom (Consumer)
LEIS(39): -2.71% Top=CCL CMG RCL PZZA LQ WYNN SIX BYD ….. FRGI DNKN ARMK SONC SHAK JACK DRII WEN=Bottom (Leisure)
RETA(69): -3.85% Top=BLDR AMZN WFM MELI BABA SFM CPRT KAR ….. JWN LL RH DKS DDS KORS M SPLS=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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