daytrend

05/17/2016

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

Closing Stats
by daytrend on 20160517. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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

COMPARED TO YESTERDAY’S RANGE (20160517 Closing)
12.9% of stocks are above yesterday’s high.
38.2% are above yesterday’s midpoint. (61.8% are below.)
32.1% are below yesterday’s low.
55.0% are inside yesterday’s range.
53.9% of stocks with today’s high > yesterday’s high. (46.1% less than).
54.4% of stocks with today’s low < yesterday’s low. (45.6% greater than).

EVIDENCE OF INTRADAY TREND (20160517 Closing)
35.3% of stocks are above today’s open. (63.9% are below).
28.0% of stocks are above today’s open and yesterday’s close.
61.9% are below both.
2.9% of stocks opened above yesterday’s high.
22.0% of stocks opened above yesterday’s close. (72.0% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160517 Closing)
1.3% of stocks are in the top 10% of today’s range.
3.1% are in the top 20%.
21.5% are in the top half. 78.5% of stocks are in the bottom half of today’s range.
30.5% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20160517 Closing)
30.5% of stocks are above yesterday’s close. (69.5% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
2.7% are up 3.5% or more. 2.1% are down 3.5% or more.
46.8% are between +1% and -1%.

RSI on DAILY (20160517 Closing)
2-day: >=95:2.1%…>=90:5.0%…>=80:12.4%…>=50:35.8%…<=20:24.1%…<=10:11.8%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:36.6%…<=20:3.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160517 Closing)
12.9% above previous 1 highs, 32.1% below previous 1 lows
10.5% above previous 2 highs, 22.6% below previous 2 lows
6.7% above previous 3 highs, 19.9% below previous 3 lows
5.8% above previous 4 highs, 19.3% below previous 4 lows
5.3% above previous 5 highs, 17.5% below previous 5 lows
5.0% above previous 6 highs, 15.1% below previous 6 lows
4.6% above previous 7 highs, 12.1% below previous 7 lows
4.0% above previous 8 highs, 11.4% below previous 8 lows
3.9% above previous 9 highs, 9.6% below previous 9 lows
3.4% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160517 Closing)
30.5% are above or equal to 5/16 close (1 days ago), 69.5% are below.
57.0% are above or equal to 5/13 close (2 days ago), 43.0% are below.
37.1% are above or equal to 5/12 close (3 days ago), 62.9% are below.
33.5% are above or equal to 5/11 close (4 days ago), 66.5% are below.
23.2% are above or equal to 5/10 close (5 days ago), 76.8% are below.
44.5% are above or equal to 5/9 close (6 days ago), 55.5% are below.
41.9% are above or equal to 5/6 close (7 days ago), 58.1% are below.
48.1% are above or equal to 5/5 close (8 days ago), 51.9% are below.
46.0% are above or equal to 5/4 close (9 days ago), 54.0% are below.
40.5% are above or equal to 5/3 close (10 days ago), 59.5% are below.
31.3% are above or equal to 5/2 close (11 days ago), 68.7% are below.
37.4% are above or equal to 4/29 close (12 days ago), 62.6% are below.
34.1% are above or equal to 4/28 close (13 days ago), 65.9% are below.
28.4% are above or equal to 4/27 close (14 days ago), 71.6% are below.
33.0% are above or equal to 4/26 close (15 days ago), 67.0% are below.
36.7% are above or equal to 4/25 close (16 days ago), 63.3% are below.
33.6% are above or equal to 4/22 close (17 days ago), 66.4% are below.
37.9% are above or equal to 4/21 close (18 days ago), 62.1% are below.
35.3% are above or equal to 4/20 close (19 days ago), 64.7% are below.
35.8% are above or equal to 4/19 close (20 days ago), 64.2% are below.
38.5% are above or equal to 4/18 close (21 days ago), 61.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160517 Closing)
20d: 6.2% new highs, 12.3% new lows
21d: 6.1% new highs, 11.9% new lows
42d: 5.9% new highs, 7.2% new lows
63d: 5.8% new highs, 3.1% new lows
126d: 4.0% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160517 Closing)
2-day: 30.1% above, 69.9% below
3-day: 43.2% above, 56.8% below
4-day: 39.6% above, 60.4% below
5-day: 37.6% above, 62.4% below
8-day: 35.2% above, 64.8% below
10-day: 39.6% above, 60.4% below
20-day: 34.3% above, 65.7% below
50-day: 49.7% above, 50.3% below
200-day: 54.9% above, 45.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160517 Closing)
META(27): 1.87% Top=AG SWC SSRI FCX AGI SLW CENX CDE ….. NEM AA GG X CMC RGLD STLD NUE=Bottom (Metals & Mining)
ENER(92): 1.12% Top=CRZO SM AR FET WMB RRC ECA MRD ….. MUR TSO ATW MDU WPZ HES CVX INT=Bottom (Energy)
TRAN(31): 0.49% Top=KEX TRN SAVE TK KSU AAL WERN DAL ….. CP NSC UPS HA NAT ALK WAB AAWW=Bottom (Transportation)
CHEM(29): 0.31% Top=MEOH CC POT HUN WLK EMN CF MOS ….. PPG PAH RPM OLN SHW POL ALB AXTA=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.30% Top=DRII LQ SHAK DRI GPRO DNKN WYN WYNN ….. SBUX PLAY BYD MCD DPZ PZZA JACK FRGI=Bottom (Leisure)
MANU(43): -0.32% Top=CFX JOY SEDG DDD KMT CAT ATU TKR ….. ETN IR HON BWXT RBC RS FLOW GNRC=Bottom (Manufacturing)
FINA(96): -0.42% Top=LM WDR CMA RF C SYF SIVB KKR ….. LPLA NDAQ WBS OZRK AXP USB CUBI BANC=Bottom (Banks/Financials)
MATE(32): -0.51% Top=TREX MTH SRCL AWI USG CAA KBH OC ….. WM SUM PWR MTZ RSG DAR CVA BECN=Bottom (Materials & Construction)
DISV(54): -0.55% Top=URI CAR ADS HRB TMH WTW R DV ….. ULTA ABCO IILG CXW XRS HMHC GEO AHS=Bottom (Diversified Services)
COHW(45): -0.67% Top=WDC STX SSYS CIEN KN EFII NTAP HRS ….. ARRS JNPR VRSN LITE SYNA OLED UBNT WIN=Bottom (Computer Hardware/Telecom)
INSU(33): -0.78% Top=UNM AEL LNC AIG PRU TMK AGO MET ….. RDN WRB TRV AWH FAF CINF AFSI MTG=Bottom (Insurance)
ELEC(51): -0.83% Top=SCTY HIMX CREE FIT QRVO MLNX JBL MRVL ….. SANM SPWR IDTI VSH SIMO IPHI BRKR MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(57): -0.86% Top=CYH A THC ACHC HYH CPHD IRWD BKD ….. BAX CYNO ABMD NVRO XRAY STE EW PODD=Bottom (Health)
CONS(59): -0.94% Top=COTY RL FOSL WHR PVH TPX COH SCSS ….. CROX SEE CCK IP KMB SKX WRK KS=Bottom (Consumer)
COSW(100): -1.00% Top=SHOP JD SPLK FEYE BIDU TRIP MTCH NTES ….. DWRE PCTY QLIK ATVI FFIV GDDY ELLI GRUB=Bottom (Computer Software/Internet)
RETA(67): -1.12% Top=PLCE W BID MELI LL BLDR PAG TLRD ….. AAP ORLY WBA DLTR ASNA ANF STMP FINL=Bottom (Retail & Specialty Retail)
REAL(101): -1.75% Top=SC NRF ALLY NRZ TWO SNH PPS BXP ….. PGRE CBL DFT CLI PEI KIM TREE WPG=Bottom (Real Estate)

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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