daytrend

05/18/2016

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

Closing Stats
by daytrend on 20160518. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 949.

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

COMPARED TO YESTERDAY’S RANGE (20160518 Closing)
13.7% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
38.9% are below yesterday’s low.
47.4% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
70.2% of stocks with today’s low < yesterday’s low. (29.8% greater than).

EVIDENCE OF INTRADAY TREND (20160518 Closing)
46.5% of stocks are above today’s open. (51.6% are below).
39.4% of stocks are above today’s open and yesterday’s close.
50.6% are below both.
0.9% of stocks opened above yesterday’s high.
16.3% of stocks opened above yesterday’s close. (79.7% opened below yesterday’s close).
17.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160518 Closing)
9.3% of stocks are in the top 10% of today’s range.
14.5% are in the top 20%.
42.3% are in the top half. 57.7% of stocks are in the bottom half of today’s range.
18.1% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20160518 Closing)
41.9% of stocks are above yesterday’s close. (58.1% are below.)
3.2% are up 4.5% or more. 3.8% are down 4.5% or more.
5.7% are up 3.5% or more. 6.7% are down 3.5% or more.
41.9% are between +1% and -1%.

RSI on DAILY (20160518 Closing)
2-day: >=95:2.2%…>=90:8.6%…>=80:17.1%…>=50:37.9%…<=20:32.0%…<=10:16.9%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:37.1%…<=20:3.6%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.0%…<=20:1.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160518 Closing)
13.7% above previous 1 highs, 38.9% below previous 1 lows
12.6% above previous 2 highs, 32.1% below previous 2 lows
11.4% above previous 3 highs, 26.1% below previous 3 lows
9.5% above previous 4 highs, 24.3% below previous 4 lows
8.5% above previous 5 highs, 22.8% below previous 5 lows
8.2% above previous 6 highs, 21.5% below previous 6 lows
8.1% above previous 7 highs, 19.5% below previous 7 lows
7.9% above previous 8 highs, 17.9% below previous 8 lows
7.8% above previous 9 highs, 17.0% below previous 9 lows
7.4% above previous 10 highs, 14.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160518 Closing)
41.9% are above or equal to 5/17 close (1 days ago), 58.1% are below.
31.4% are above or equal to 5/16 close (2 days ago), 68.6% are below.
52.4% are above or equal to 5/13 close (3 days ago), 47.6% are below.
39.2% are above or equal to 5/12 close (4 days ago), 60.8% are below.
35.6% are above or equal to 5/11 close (5 days ago), 64.4% are below.
29.1% are above or equal to 5/10 close (6 days ago), 70.9% are below.
43.9% are above or equal to 5/9 close (7 days ago), 56.1% are below.
42.7% are above or equal to 5/6 close (8 days ago), 57.3% are below.
49.2% are above or equal to 5/5 close (9 days ago), 50.8% are below.
47.4% are above or equal to 5/4 close (10 days ago), 52.6% are below.
41.6% are above or equal to 5/3 close (11 days ago), 58.4% are below.
33.0% are above or equal to 5/2 close (12 days ago), 67.0% are below.
37.3% are above or equal to 4/29 close (13 days ago), 62.7% are below.
34.9% are above or equal to 4/28 close (14 days ago), 65.1% are below.
28.6% are above or equal to 4/27 close (15 days ago), 71.4% are below.
31.5% are above or equal to 4/26 close (16 days ago), 68.5% are below.
36.4% are above or equal to 4/25 close (17 days ago), 63.6% are below.
33.2% are above or equal to 4/22 close (18 days ago), 66.8% are below.
37.6% are above or equal to 4/21 close (19 days ago), 62.4% are below.
34.6% are above or equal to 4/20 close (20 days ago), 65.4% are below.
37.6% are above or equal to 4/19 close (21 days ago), 62.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160518 Closing)
20d: 3.8% new highs, 21.0% new lows
21d: 3.8% new highs, 20.8% new lows
42d: 3.5% new highs, 13.4% new lows
63d: 3.3% new highs, 5.8% new lows
126d: 2.1% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160518 Closing)
2-day: 40.5% above, 59.5% below
3-day: 34.4% above, 65.6% below
4-day: 41.3% above, 58.7% below
5-day: 40.0% above, 60.0% below
8-day: 38.0% above, 62.0% below
10-day: 39.6% above, 60.4% below
20-day: 34.7% above, 65.3% below
50-day: 48.8% above, 51.2% below
200-day: 55.5% above, 44.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160518 Closing)
FINA(95): 2.88% Top=TCBI CFG AMTD SF ETFC PVTB VOYA EWBC ….. TD PYPL BMO HAWK EFX PSEC ACAS BX=Bottom (Banks/Financials)
INSU(31): 1.94% Top=MTG AEL LNC PRU MET CNO RDN UNM ….. AJG TRV ORI MMC ALL FNF AON PGR=Bottom (Insurance)
ELEC(50): 1.02% Top=CRUS MU ON IDTI QRVO CAVM NXPI NVDA ….. FIT MTSI MLNX CGNX SPWR BRKR GLW SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.43% Top=WDC STX ZAYO GIMO PANW ANET KN INFN ….. MSI VZ BCE TDS T CTL SSYS WIN=Bottom (Computer Hardware/Telecom)
COSW(101): 0.13% Top=NTCT PAYC SPLK ZEN SQ GDDY DATA SNCR ….. RAX WUBA TRIP DBD BITA GRUB MTCH VIPS=Bottom (Computer Software/Internet)
HEAL(57): 0.04% Top=ZLTQ IRWD NUVA PRAH CPHD VWR ABMD PRXL ….. HOLX HCA EW EVHC ACHC THC STE CYH=Bottom (Health)
DISV(53): -0.05% Top=BAH ZG MRKT YY ULTA URI FLT ADS ….. RBA TMH CXW ABCO ACM KBR IILG RCII=Bottom (Diversified Services)
MATE(32): -0.32% Top=DAR BECN USG OC SRCL FAST RSG WM ….. MTZ WCN EXP FLR CAA PWR MTH CVA=Bottom (Materials & Construction)
TRAN(31): -0.47% Top=LUV KSU ALK CSX HA CHRW FDX UAL ….. ODFL WERN KNX JBHT SWFT TRN TK NAT=Bottom (Transportation)
CONS(59): -0.94% Top=CHD FBHS RL KS HAS PAY SHOO BERY ….. BC OI FOSL FL MAT COTY KATE SKX=Bottom (Consumer)
MANU(43): -1.21% Top=SEDG PNR AOS AME ZBRA BWXT FLOW MIDD ….. KMT JOY CFX EMR CMI MRC DDD ATI=Bottom (Manufacturing)
REAL(99): -1.27% Top=TREE SC JLL ACC DFT EDR ALLY NRZ ….. PEI MPW DDR PEB HCP HCN HST CBL=Bottom (Real Estate)
LEIS(38): -1.35% Top=RCL BYD CCL CMG BWLD PZZA JACK DRII ….. DNKN WYNN HLT FRGI PLAY LQ SHAK SONC=Bottom (Leisure)
RETA(67): -1.37% Top=LOW NFLX PLCE EBAY BID JCP SIG ORLY ….. BBY DKS ASNA DSW WSM BIG TLRD TGT=Bottom (Retail & Specialty Retail)
CHEM(29): -1.75% Top=ALB CC SHW PPG MON IFF APD DD ….. EMN OLN POT FMC MOS PAH MEOH WLK=Bottom (Chemicals/Fertilizers)
ENER(94): -1.77% Top=WNR TSO DK APA PBF VLO HFC MPC ….. OAS OII CRZO QEP ATW NBR SM SN=Bottom (Energy)
META(27): -6.48% Top=NUE CCJ SCCO STLD CMC AA SLCA NEM ….. FNV TAHO FCX AGI SWC ABX PAAS CDE=Bottom (Metals & Mining)

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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