daytrend

05/19/2016

Filed under: Market Stats — daytrend @ 3:02 pm

Closing Stats
by daytrend on 20160519. 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 (20160519 Closing)
7.7% of stocks are above yesterday’s high.
33.0% are above yesterday’s midpoint. (67.0% are below.)
26.2% are below yesterday’s low.
66.1% are inside yesterday’s range.
24.0% of stocks with today’s high > yesterday’s high. (76.0% less than).
68.5% of stocks with today’s low < yesterday’s low. (31.5% greater than).

EVIDENCE OF INTRADAY TREND (20160519 Closing)
52.6% of stocks are above today’s open. (46.2% are below).
28.8% of stocks are above today’s open and yesterday’s close.
44.6% are below both.
1.7% of stocks opened above yesterday’s high.
9.3% of stocks opened above yesterday’s close. (89.7% opened below yesterday’s close).
25.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160519 Closing)
9.1% of stocks are in the top 10% of today’s range.
25.1% are in the top 20%.
57.7% are in the top half. 42.3% of stocks are in the bottom half of today’s range.
7.3% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20160519 Closing)
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.7% are up 4.5% or more. 1.3% are down 4.5% or more.
1.8% are up 3.5% or more. 2.3% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY (20160519 Closing)
2-day: >=95:1.1%…>=90:3.0%…>=80:6.3%…>=50:29.6%…<=20:35.0%…<=10:18.9%…<=5:8.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:32.6%…<=20:3.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:36.5%…<=20:0.9%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160519 Closing)
7.7% above previous 1 highs, 26.2% below previous 1 lows
3.8% above previous 2 highs, 23.5% below previous 2 lows
2.5% above previous 3 highs, 20.4% below previous 3 lows
2.1% above previous 4 highs, 17.9% below previous 4 lows
1.9% above previous 5 highs, 17.2% below previous 5 lows
1.7% above previous 6 highs, 16.5% below previous 6 lows
1.5% above previous 7 highs, 15.5% below previous 7 lows
1.5% above previous 8 highs, 15.0% below previous 8 lows
1.4% above previous 9 highs, 13.1% below previous 9 lows
1.4% above previous 10 highs, 12.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160519 Closing)
31.8% are above or equal to 5/18 close (1 days ago), 68.2% are below.
35.1% are above or equal to 5/17 close (2 days ago), 64.9% are below.
27.5% are above or equal to 5/16 close (3 days ago), 72.5% are below.
44.4% are above or equal to 5/13 close (4 days ago), 55.6% are below.
34.1% are above or equal to 5/12 close (5 days ago), 65.9% are below.
32.9% are above or equal to 5/11 close (6 days ago), 67.1% are below.
25.3% are above or equal to 5/10 close (7 days ago), 74.7% are below.
39.7% are above or equal to 5/9 close (8 days ago), 60.3% are below.
39.2% are above or equal to 5/6 close (9 days ago), 60.8% are below.
44.2% are above or equal to 5/5 close (10 days ago), 55.8% are below.
42.5% are above or equal to 5/4 close (11 days ago), 57.5% are below.
37.4% are above or equal to 5/3 close (12 days ago), 62.6% are below.
27.9% are above or equal to 5/2 close (13 days ago), 72.1% are below.
33.5% are above or equal to 4/29 close (14 days ago), 66.5% are below.
30.9% are above or equal to 4/28 close (15 days ago), 69.1% are below.
26.0% are above or equal to 4/27 close (16 days ago), 74.0% are below.
28.2% are above or equal to 4/26 close (17 days ago), 71.8% are below.
32.6% are above or equal to 4/25 close (18 days ago), 67.4% are below.
30.7% are above or equal to 4/22 close (19 days ago), 69.3% are below.
35.4% are above or equal to 4/21 close (20 days ago), 64.6% are below.
32.0% are above or equal to 4/20 close (21 days ago), 68.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160519 Closing)
20d: 3.5% new highs, 26.9% new lows
21d: 3.4% new highs, 26.2% new lows
42d: 2.8% new highs, 16.0% new lows
63d: 2.7% new highs, 6.8% new lows
126d: 1.3% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160519 Closing)
2-day: 30.5% above, 69.5% below
3-day: 32.5% above, 67.5% below
4-day: 28.0% above, 72.0% below
5-day: 32.8% above, 67.2% below
8-day: 29.3% above, 70.7% below
10-day: 32.0% above, 68.0% below
20-day: 30.9% above, 69.1% below
50-day: 45.5% above, 54.5% below
200-day: 53.6% above, 46.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160519 Closing)
META(27): 1.51% Top=FCX TCK ABX SSRI AG BVN STLD CDE ….. CMC FNV PAAS SCCO CCJ SWC SLCA CNX=Bottom (Metals & Mining)
RETA(67): 1.42% Top=AEO URBN WMT DKS BLDR ASNA ANF FIVE ….. ETSY TGT FINL CPRT STMP RH SPLS LB=Bottom (Retail & Specialty Retail)
CONS(58): 0.28% Top=ENR FL UA KATE CHD COH LULU MAT ….. SCSS GT GIL CCK HAR OI BC PAY=Bottom (Consumer)
CHEM(28): 0.02% Top=MON POT MOS WLK PAH IFF DD CF ….. PPG AXTA CE OLN SHW GRA CC LXU=Bottom (Chemicals/Fertilizers)
ENER(96): -0.18% Top=MRD ENLK WMB RRC ETE PSXP NS PAA ….. EGN PBF HFC SN CWEI FTI RIG DK=Bottom (Energy)
LEIS(38): -0.44% Top=FRGI PLAY TXRH SONC DNKN QSR GPRO CMG ….. CCL BYD RCL EXPE HLT LQ H DRII=Bottom (Leisure)
HEAL(57): -0.45% Top=PODD IRWD STE ZLTQ EVHC DXCM ACHC HAE ….. HYH GMED OPK EW AMSG THC VWR BAX=Bottom (Health)
MATE(32): -0.48% Top=BIN WCN PWR DY CVA MAS SUM KBH ….. USG FLR PHM HW VMC FAST AWI EXP=Bottom (Materials & Construction)
COSW(103): -0.49% Top=MKTO TTWO CRM CYBR SQ BITA FTNT WDAY ….. JD WUBA LNKD VNET ACXM MTCH VIPS NTCT=Bottom (Computer Software/Internet)
TRAN(31): -0.57% Top=SWFT KNX AAWW ODFL NAT XPO JBHT EXPD ….. LUV DAL JBLU TK CNI HA UAL CP=Bottom (Transportation)
COHW(41): -0.58% Top=CSCO PANW STX BBRY UBNT TMUS CDW ANET ….. VZ WIN KN NTAP VIAV CIEN FNSR SSYS=Bottom (Computer Hardware/Telecom)
DISV(52): -0.69% Top=SERV FDC R XRS ULTA RBA CAR RCII ….. AL MYGN YY ABCO ADS PRAA ZG IILG=Bottom (Diversified Services)
INSU(32): -0.80% Top=PGR AJG ORI WLTW CINF AGO AWH MMC ….. AXS MET AFSI CNO LNC PRU RDN FNF=Bottom (Insurance)
ELEC(50): -1.08% Top=SCTY SNPS NVDA VSH MU BRKR CSIQ WAT ….. MXL CRUS FSLR CAVM IPHI MTSI SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(42): -1.11% Top=RS TEX MIDD DDD HON BWXT DHR DE ….. IR CFX DOV ZBRA CMI ATI MRC SEDG=Bottom (Manufacturing)
REAL(98): -1.22% Top=TWO MPW NLY LGIH DDR SKT HTS AMH ….. O SC PEB SHO DRH LHO NRF RLJ=Bottom (Real Estate)
FINA(97): -1.25% Top=BBT CUBI EFX FRC NDAQ GWB SEIC DFS ….. TCBI PFG NAVI FNGN WETF GS PYPL OMF=Bottom (Banks/Financials)

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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