daytrend

05/24/2016

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

Closing Stats
by daytrend on 20160524. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 939.

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

COMPARED TO YESTERDAY’S RANGE (20160524 Closing)
62.7% of stocks are above yesterday’s high.
84.2% are above yesterday’s midpoint. (15.8% are below.)
6.1% are below yesterday’s low.
31.2% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
19.4% of stocks with today’s low < yesterday’s low. (80.6% greater than).

EVIDENCE OF INTRADAY TREND (20160524 Closing)
78.8% of stocks are above today’s open. (20.3% are below).
77.6% of stocks are above today’s open and yesterday’s close.
13.4% are below both.
22.8% of stocks opened above yesterday’s high.
90.1% of stocks opened above yesterday’s close. (7.8% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160524 Closing)
18.6% of stocks are in the top 10% of today’s range.
43.9% are in the top 20%.
78.3% are in the top half. 21.7% of stocks are in the bottom half of today’s range.
7.2% are in the bottom 20%.
3.1% are in the bottom 10%.

GAIN (20160524 Closing)
85.5% of stocks are above yesterday’s close. (14.5% are below.)
3.1% are up 4.5% or more. 1.6% are down 4.5% or more.
6.7% are up 3.5% or more. 2.3% are down 3.5% or more.
26.3% are between +1% and -1%.

RSI on DAILY (20160524 Closing)
2-day: >=95:12.6%…>=90:30.8%…>=80:59.5%…>=50:85.7%…<=20:4.9%…<=10:2.6%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:64.0%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:62.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160524 Closing)
62.7% above previous 1 highs, 6.1% below previous 1 lows
55.6% above previous 2 highs, 4.6% below previous 2 lows
53.0% above previous 3 highs, 2.2% below previous 3 lows
44.8% above previous 4 highs, 1.8% below previous 4 lows
36.4% above previous 5 highs, 1.7% below previous 5 lows
34.0% above previous 6 highs, 1.6% below previous 6 lows
32.4% above previous 7 highs, 1.4% below previous 7 lows
30.2% above previous 8 highs, 1.4% below previous 8 lows
26.6% above previous 9 highs, 1.2% below previous 9 lows
25.1% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160524 Closing)
85.5% are above or equal to 5/23 close (1 days ago), 14.5% are below.
80.7% are above or equal to 5/20 close (2 days ago), 19.3% are below.
88.0% are above or equal to 5/19 close (3 days ago), 12.0% are below.
82.0% are above or equal to 5/18 close (4 days ago), 18.0% are below.
69.9% are above or equal to 5/17 close (5 days ago), 30.1% are below.
61.2% are above or equal to 5/16 close (6 days ago), 38.8% are below.
71.8% are above or equal to 5/13 close (7 days ago), 28.2% are below.
62.0% are above or equal to 5/12 close (8 days ago), 38.0% are below.
61.2% are above or equal to 5/11 close (9 days ago), 38.8% are below.
53.5% are above or equal to 5/10 close (10 days ago), 46.5% are below.
63.4% are above or equal to 5/9 close (11 days ago), 36.6% are below.
58.9% are above or equal to 5/6 close (12 days ago), 41.1% are below.
62.7% are above or equal to 5/5 close (13 days ago), 37.3% are below.
61.6% are above or equal to 5/4 close (14 days ago), 38.4% are below.
57.4% are above or equal to 5/3 close (15 days ago), 42.6% are below.
46.8% are above or equal to 5/2 close (16 days ago), 53.2% are below.
51.2% are above or equal to 4/29 close (17 days ago), 48.8% are below.
46.6% are above or equal to 4/28 close (18 days ago), 53.4% are below.
39.8% are above or equal to 4/27 close (19 days ago), 60.2% are below.
42.2% are above or equal to 4/26 close (20 days ago), 57.8% are below.
47.0% are above or equal to 4/25 close (21 days ago), 53.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160524 Closing)
20d: 15.4% new highs, 2.2% new lows
21d: 15.3% new highs, 2.2% new lows
42d: 11.7% new highs, 1.5% new lows
63d: 11.4% new highs, 0.9% new lows
126d: 7.0% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160524 Closing)
2-day: 84.7% above, 15.3% below
3-day: 84.2% above, 15.8% below
4-day: 87.2% above, 12.8% below
5-day: 86.5% above, 13.5% below
8-day: 77.2% above, 22.8% below
10-day: 73.7% above, 26.3% below
20-day: 58.8% above, 41.2% below
50-day: 59.5% above, 40.5% below
200-day: 63.4% above, 36.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160524 Closing)
MATE(32): 2.63% Top=TOL KBH TPH CSTE MTH PHM CAA DHI ….. MLM WCN BIN WM WY DAR CVA PWR=Bottom (Materials & Construction)
COSW(97): 2.29% Top=FEYE ACXM SQ NTES TTWO VIPS PFPT IMPV ….. SHOP VEEV TRIP CMCM MTCH DATA VNET TWTR=Bottom (Computer Software/Internet)
ELEC(50): 2.24% Top=XLNX CRUS MLNX IPHI SIMO VSH LLTC LRCX ….. QRVO SWKS KEYS MRVL FLEX AMAT SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(99): 2.13% Top=HAWK LPLA BX BOFI WETF AMTD AMG LAZ ….. CFG ARCC VOYA WFC TD APO PSEC BMO=Bottom (Banks/Financials)
DISV(52): 2.01% Top=WTW XRS RHI MCO AHS FDC TMH DV ….. JEC HMHC ULTA EXAM BLOX MRKT CAR BAH=Bottom (Diversified Services)
MANU(42): 1.72% Top=DDD CFX SEDG KMT AOS JOY MIDD GNRC ….. EMR TEX ROP ETN ZBRA AME MRC ATI=Bottom (Manufacturing)
COHW(42): 1.72% Top=SSYS UBNT OLED WDC CIEN BRCD CRAY QCOM ….. T STX BBRY BCE CDW TDC LITE WIN=Bottom (Computer Hardware/Telecom)
HEAL(56): 1.70% Top=IRWD PODD NVRO ZLTQ OPK PRXL EVHC ABMD ….. DVA BSX WCG BCR VAR VWR CYH ANTM=Bottom (Health)
LEIS(38): 1.67% Top=DRII GPRO RRGB FRGI EXPE YUM MGM QSR ….. WYN DPZ SEAS CMG H LQ BYD SIX=Bottom (Leisure)
INSU(32): 1.54% Top=AGO CNO MBI UNM FAF PRU MET TMK ….. AJG ORI ALL AWH RDN WLTW L AFSI=Bottom (Insurance)
REAL(95): 1.31% Top=TREE RLGY CLI BAM EQC ALLY DRH ARE ….. GLPI AVB DLR HTS CIM NLY CBL AGNC=Bottom (Real Estate)
CONS(57): 1.28% Top=ENR WHR GT HAR FBHS UA LEG BERY ….. CHD FL GIII SKX HBI FOSL SHOO DECK=Bottom (Consumer)
TRAN(30): 1.16% Top=XPO SWFT NAT AAWW HA WERN ALK SAVE ….. CNI ODFL CP UNP JBHT CSX TK NSC=Bottom (Transportation)
RETA(69): 0.46% Top=BIG NFLX STMP DLTR EBAY SPLS BABA FIVE ….. CHS GPS SIG FRAN W ASNA BBY DSW=Bottom (Retail & Specialty Retail)
CHEM(28): 0.12% Top=OLN MON MEOH POL KRA DD AXTA RPM ….. SHW FMC PAH AGU MOS POT CC CF=Bottom (Chemicals/Fertilizers)
ENER(93): -0.13% Top=PBF EGN PSX NBR SU APC MUR TSO ….. OKS OII IOC PAGP UNT ETE SEMG TEP=Bottom (Energy)
META(27): -3.08% Top=CNX CENX AA STLD CMC NUE SLCA CCJ ….. ABX GG NEM PAAS SSRI AG CDE AGI=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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