daytrend

05/16/2016

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

Closing Stats
by daytrend on 20160516. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 962.

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

COMPARED TO YESTERDAY’S RANGE (20160516 Closing)
28.7% of stocks are above yesterday’s high.
67.6% are above yesterday’s midpoint. (32.4% are below.)
5.7% are below yesterday’s low.
65.6% are inside yesterday’s range.
52.2% of stocks with today’s high > yesterday’s high. (47.8% less than).
28.3% of stocks with today’s low < yesterday’s low. (71.7% greater than).

EVIDENCE OF INTRADAY TREND (20160516 Closing)
79.6% of stocks are above today’s open. (19.0% are below).
77.0% of stocks are above today’s open and yesterday’s close.
13.0% are below both.
5.1% of stocks opened above yesterday’s high.
64.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
5.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160516 Closing)
7.1% of stocks are in the top 10% of today’s range.
22.1% are in the top 20%.
69.6% are in the top half. 30.4% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.8% are in the bottom 10%.

GAIN (20160516 Closing)
84.3% of stocks are above yesterday’s close. (15.7% are below.)
3.2% are up 4.5% or more. 0.5% are down 4.5% or more.
6.8% are up 3.5% or more. 0.5% are down 3.5% or more.
43.6% are between +1% and -1%.

RSI on DAILY (20160516 Closing)
2-day: >=95:2.7%…>=90:5.5%…>=80:17.7%…>=50:66.9%…<=20:12.3%…<=10:6.4%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.8%…>=50:46.6%…<=20:2.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:49.1%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160516 Closing)
28.7% above previous 1 highs, 5.7% below previous 1 lows
16.0% above previous 2 highs, 4.9% below previous 2 lows
11.1% above previous 3 highs, 4.5% below previous 3 lows
9.4% above previous 4 highs, 3.8% below previous 4 lows
9.0% above previous 5 highs, 3.1% below previous 5 lows
8.4% above previous 6 highs, 2.8% below previous 6 lows
7.8% above previous 7 highs, 2.6% below previous 7 lows
7.5% above previous 8 highs, 2.5% below previous 8 lows
7.0% above previous 9 highs, 2.5% below previous 9 lows
6.3% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160516 Closing)
84.3% are above or equal to 5/13 close (1 days ago), 15.7% are below.
54.3% are above or equal to 5/12 close (2 days ago), 45.7% are below.
49.8% are above or equal to 5/11 close (3 days ago), 50.2% are below.
32.5% are above or equal to 5/10 close (4 days ago), 67.5% are below.
55.2% are above or equal to 5/9 close (5 days ago), 44.8% are below.
52.2% are above or equal to 5/6 close (6 days ago), 47.8% are below.
58.5% are above or equal to 5/5 close (7 days ago), 41.5% are below.
55.5% are above or equal to 5/4 close (8 days ago), 44.5% are below.
46.7% are above or equal to 5/3 close (9 days ago), 53.3% are below.
36.0% are above or equal to 5/2 close (10 days ago), 64.0% are below.
42.4% are above or equal to 4/29 close (11 days ago), 57.6% are below.
39.0% are above or equal to 4/28 close (12 days ago), 61.0% are below.
32.5% are above or equal to 4/27 close (13 days ago), 67.5% are below.
37.4% are above or equal to 4/26 close (14 days ago), 62.6% are below.
41.3% are above or equal to 4/25 close (15 days ago), 58.7% are below.
38.0% are above or equal to 4/22 close (16 days ago), 62.0% are below.
41.7% are above or equal to 4/21 close (17 days ago), 58.3% are below.
39.0% are above or equal to 4/20 close (18 days ago), 61.0% are below.
40.3% are above or equal to 4/19 close (19 days ago), 59.7% are below.
43.6% are above or equal to 4/18 close (20 days ago), 56.4% are below.
47.1% are above or equal to 4/15 close (21 days ago), 52.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160516 Closing)
20d: 7.5% new highs, 8.0% new lows
21d: 7.5% new highs, 8.0% new lows
42d: 6.9% new highs, 5.0% new lows
63d: 6.7% new highs, 2.3% new lows
126d: 5.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160516 Closing)
2-day: 83.8% above, 16.2% below
3-day: 71.6% above, 28.4% below
4-day: 62.0% above, 38.0% below
5-day: 50.8% above, 49.2% below
8-day: 54.3% above, 45.7% below
10-day: 52.1% above, 47.9% below
20-day: 41.5% above, 58.5% below
50-day: 55.3% above, 44.7% below
200-day: 56.3% above, 43.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160516 Closing)
ENER(91): 2.68% Top=ATW LPI EGN WPZ WMB ETP CRZO WPX ….. MPC VLO COG GPOR HFC PBF DK RRC=Bottom (Energy)
META(27): 2.21% Top=TCK AGI FCX SLCA AG NEM GG AEM ….. AA PAAS CMC CENX SSRI CCJ CNX CDE=Bottom (Metals & Mining)
CHEM(29): 1.68% Top=MOS AGU CF MEOH CC PAH POT AXTA ….. POL SMG PX HUN RPM KRA LXU MON=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.64% Top=MXL SIMO IDTI CSIQ FLEX MTSI NVDA SWKS ….. TER ON SPWR XLNX CREE DLB LRCX HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(43): 1.50% Top=TEX DDD SEDG GNRC MRC DOV PH CMI ….. AGCO MHK LECO ATI CRS RBC ZBRA FLOW=Bottom (Manufacturing)
HEAL(58): 1.38% Top=HAE HTWR PODD DXCM IRWD ABMD NVRO AET ….. GMED MD HCA MOH BAX ZLTQ PINC EVHC=Bottom (Health)
COSW(102): 1.14% Top=VNET NTES BIDU PCTY NOW VIPS DBD JD ….. YELP FB MKTO INXN ROVI SABR SQ BITA=Bottom (Computer Software/Internet)
REAL(104): 0.94% Top=BAM DLR CSAL CUBE PEI WRE QTS IVR ….. DOC COR TWO RLGY HIW LGIH RLJ CBG=Bottom (Real Estate)
FINA(97): 0.93% Top=SIVB TCBI WBS KKR FITB HBHC GWB PB ….. EV SYF PYPL SLM PSEC FII FNGN CUBI=Bottom (Banks/Financials)
MATE(32): 0.87% Top=MTZ SUM CVA FLR DAR SRCL BECN PWR ….. RSG AWI TREX WM BIN WCN USG HW=Bottom (Materials & Construction)
COHW(45): 0.77% Top=AAPL PANW OLED BBRY EFII CDW CSCO INFN ….. CTL SYNA GIMO NSR VSAT GOGO LITE WIN=Bottom (Computer Hardware/Telecom)
DISV(54): 0.75% Top=CAR XRS IILG ZG KBR YY ACM PRAA ….. R AHS RCII WTW BLOX SERV HMHC FDC=Bottom (Diversified Services)
RETA(68): 0.60% Top=BABA DLTR TJX SIG BURL LOW ROST BBY ….. BID SFM BLDR M DKS JCP DDS WSM=Bottom (Retail & Specialty Retail)
CONS(59): 0.50% Top=FL PVH SHOO FBHS OI ECL BC PKG ….. KATE DECK WHR WWW FOSL LULU SCSS WRK=Bottom (Consumer)
LEIS(38): 0.47% Top=JACK MGM DRII BWLD TXRH LVS WYN SONC ….. ARMK DNKN SBUX BYD FRGI PZZA CMG SHAK=Bottom (Leisure)
INSU(33): 0.36% Top=AEL LNC UNM L MET RDN BRO MMC ….. XL AGO MTG HIG AFSI TRV PGR AIG=Bottom (Insurance)
TRAN(31): 0.35% Top=DAL KEX SAVE AAL TK UAL LUV HA ….. EXPD ODFL XPO KNX WERN AAWW NAT 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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