daytrend

05/13/2016

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

Closing Stats
by daytrend on 20160513. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 968.

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

COMPARED TO YESTERDAY’S RANGE (20160513 Closing)
3.9% of stocks are above yesterday’s high.
18.7% are above yesterday’s midpoint. (81.3% are below.)
43.9% are below yesterday’s low.
52.2% are inside yesterday’s range.
25.1% of stocks with today’s high > yesterday’s high. (74.9% less than).
62.5% of stocks with today’s low < yesterday’s low. (37.5% greater than).

EVIDENCE OF INTRADAY TREND (20160513 Closing)
26.5% of stocks are above today’s open. (72.3% are below).
18.7% of stocks are above today’s open and yesterday’s close.
70.4% are below both.
0.9% of stocks opened above yesterday’s high.
18.9% of stocks opened above yesterday’s close. (77.2% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160513 Closing)
1.9% of stocks are in the top 10% of today’s range.
4.1% are in the top 20%.
19.1% are in the top half. 80.9% of stocks are in the bottom half of today’s range.
40.0% are in the bottom 20%.
19.5% are in the bottom 10%.

GAIN (20160513 Closing)
21.5% of stocks are above yesterday’s close. (78.5% are below.)
0.5% are up 4.5% or more. 1.1% are down 4.5% or more.
1.1% are up 3.5% or more. 3.2% are down 3.5% or more.
47.2% are between +1% and -1%.

RSI on DAILY (20160513 Closing)
2-day: >=95:1.4%…>=90:3.4%…>=80:5.2%…>=50:19.1%…<=20:44.5%…<=10:20.7%…<=5:7.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:33.0%…<=20:4.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:39.7%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160513 Closing)
3.9% above previous 1 highs, 43.9% below previous 1 lows
2.5% above previous 2 highs, 36.3% below previous 2 lows
2.3% above previous 3 highs, 30.3% below previous 3 lows
2.1% above previous 4 highs, 24.2% below previous 4 lows
2.0% above previous 5 highs, 18.4% below previous 5 lows
2.0% above previous 6 highs, 17.5% below previous 6 lows
2.0% above previous 7 highs, 16.3% below previous 7 lows
1.7% above previous 8 highs, 15.9% below previous 8 lows
1.5% above previous 9 highs, 15.5% below previous 9 lows
1.4% above previous 10 highs, 15.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160513 Closing)
21.5% are above or equal to 5/12 close (1 days ago), 78.5% are below.
24.5% are above or equal to 5/11 close (2 days ago), 75.5% are below.
16.3% are above or equal to 5/10 close (3 days ago), 83.7% are below.
37.5% are above or equal to 5/9 close (4 days ago), 62.5% are below.
36.0% are above or equal to 5/6 close (5 days ago), 64.0% are below.
43.1% are above or equal to 5/5 close (6 days ago), 56.9% are below.
42.1% are above or equal to 5/4 close (7 days ago), 57.9% are below.
37.4% are above or equal to 5/3 close (8 days ago), 62.6% are below.
28.5% are above or equal to 5/2 close (9 days ago), 71.5% are below.
33.7% are above or equal to 4/29 close (10 days ago), 66.3% are below.
32.5% are above or equal to 4/28 close (11 days ago), 67.5% are below.
26.8% are above or equal to 4/27 close (12 days ago), 73.2% are below.
30.6% are above or equal to 4/26 close (13 days ago), 69.4% are below.
34.6% are above or equal to 4/25 close (14 days ago), 65.4% are below.
31.8% are above or equal to 4/22 close (15 days ago), 68.2% are below.
36.0% are above or equal to 4/21 close (16 days ago), 64.0% are below.
34.2% are above or equal to 4/20 close (17 days ago), 65.8% are below.
35.2% are above or equal to 4/19 close (18 days ago), 64.8% are below.
38.5% are above or equal to 4/18 close (19 days ago), 61.5% are below.
41.6% are above or equal to 4/15 close (20 days ago), 58.4% are below.
42.6% are above or equal to 4/14 close (21 days ago), 57.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160513 Closing)
20d: 3.8% new highs, 18.2% new lows
21d: 3.8% new highs, 18.1% new lows
42d: 3.4% new highs, 11.2% new lows
63d: 3.3% new highs, 2.8% new lows
126d: 2.7% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160513 Closing)
2-day: 20.8% above, 79.2% below
3-day: 18.9% above, 81.1% below
4-day: 15.6% above, 84.4% below
5-day: 19.8% above, 80.2% below
8-day: 31.7% above, 68.3% below
10-day: 31.0% above, 69.0% below
20-day: 31.1% above, 68.9% below
50-day: 49.5% above, 50.5% below
200-day: 54.3% above, 45.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160513 Closing)
ELEC(51): 0.15% Top=NVDA MXL SCTY AMBA HIMX FIT MLNX SPWR ….. SNPS APH MTSI SWKS TEL CGNX AYI VSH=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(103): 0.06% Top=NTES ROVI YELP JD GRUB VMW WB VNET ….. VIPS YHOO MENT JCOM XRX SHOP ATHM SINA=Bottom (Computer Software/Internet)
HEAL(59): -0.16% Top=OPK CYNO BSX IRWD PRAH NUVA MASI BKD ….. ZLTQ XRAY NVRO ACHC PODD HAE HTWR EW=Bottom (Health)
META(27): -0.44% Top=CDE SWC NEM SSRI BVN ABX SLW AEM ….. SLCA TAHO AA SCCO TCK CENX X FCX=Bottom (Metals & Mining)
COHW(45): -0.45% Top=GOGO SSYS KN STX GIMO ANET PANW COMM ….. FNSR LITE CTL ARRS WDC NSR WIN TDC=Bottom (Computer Hardware/Telecom)
INSU(33): -0.57% Top=AFSI XL AEL AXS AON VR TRV HIG ….. LNC ORI AGO AIG MET PRU RDN MTG=Bottom (Insurance)
MATE(32): -0.75% Top=AWI USG CAA MTH SRCL HW WCN DHI ….. KBH TREX CVA PWR MTZ FLR SUM DY=Bottom (Materials & Construction)
DISV(55): -0.75% Top=IILG WTW MYGN PRAA HRB APOL RHI AHS ….. AL AAN CAR BLOX KBR FLT RCII R=Bottom (Diversified Services)
REAL(103): -0.79% Top=TREE ARE LGIH DOC QTS OUT HR RLGY ….. HST SLG RLJ MAC WPG CBL PEI SPG=Bottom (Real Estate)
LEIS(38): -0.92% Top=SHAK GPRO DPZ CMG BWLD WEN EAT PZZA ….. HLT QSR SEAS WYN CAKE CCL DRII WYNN=Bottom (Leisure)
CHEM(30): -1.36% Top=MON ALB POL SMG IFF AXTA CF PPG ….. DD MOS KRA WLK EMN LXU MEOH PAH=Bottom (Chemicals/Fertilizers)
MANU(44): -1.38% Top=MIDD RS FLOW XYL SWK DDD CRS AOS ….. CMI RBC PH ZBRA PNR CFX MRC JOY=Bottom (Manufacturing)
ENER(92): -1.46% Top=WPZ WMB MPC WPX TSO GEL VLO WNR ….. OIS RES UNT MUR SPN MTDR RIG SM=Bottom (Energy)
CONS(59): -1.50% Top=BERY WRK LULU SEE HBI HAS MAT KMB ….. BMS FL OI TUP WWW FOSL SCSS DECK=Bottom (Consumer)
FINA(98): -1.53% Top=PSEC GWB EFX PYPL ARCC AXP OZRK FII ….. PB HBHC PACW TCBI SIVB NSAM AMG WDR=Bottom (Banks/Financials)
RETA(68): -1.57% Top=ETSY W KSS SPLS EBAY PAG GNC NFLX ….. SFM DKS DLTR URBN WSM KORS RH JWN=Bottom (Retail & Specialty Retail)
TRAN(31): -1.64% Top=SAVE DAL ALK LUV JBLU AAL HA UAL ….. CP AAWW GWR WERN XPO TK KNX SWFT=Bottom (Transportation)

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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