daytrend

05/26/2016

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

Closing Stats
by daytrend on 20160526. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160526 Closing)
18.1% of stocks are above yesterday’s high.
52.8% are above yesterday’s midpoint. (47.2% are below.)
19.0% are below yesterday’s low.
63.0% are inside yesterday’s range.
53.3% of stocks with today’s high > yesterday’s high. (46.7% less than).
37.2% of stocks with today’s low < yesterday’s low. (62.8% greater than).

EVIDENCE OF INTRADAY TREND (20160526 Closing)
34.8% of stocks are above today’s open. (63.5% are below).
31.5% of stocks are above today’s open and yesterday’s close.
53.5% are below both.
20.1% of stocks opened above yesterday’s high.
61.7% of stocks opened above yesterday’s close. (30.2% opened below yesterday’s close).
3.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160526 Closing)
4.6% of stocks are in the top 10% of today’s range.
12.1% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
26.7% are in the bottom 20%.
14.9% are in the bottom 10%.

GAIN (20160526 Closing)
43.4% of stocks are above yesterday’s close. (56.6% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
1.6% are up 3.5% or more. 2.2% are down 3.5% or more.
66.1% are between +1% and -1%.

RSI on DAILY (20160526 Closing)
2-day: >=95:14.2%…>=90:24.1%…>=80:36.5%…>=50:74.1%…<=20:4.9%…<=10:1.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.4%…>=50:71.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:68.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160526 Closing)
18.1% above previous 1 highs, 19.0% below previous 1 lows
16.4% above previous 2 highs, 5.5% below previous 2 lows
15.7% above previous 3 highs, 4.1% below previous 3 lows
15.6% above previous 4 highs, 3.2% below previous 4 lows
15.1% above previous 5 highs, 2.4% below previous 5 lows
13.7% above previous 6 highs, 2.2% below previous 6 lows
11.7% above previous 7 highs, 2.2% below previous 7 lows
10.4% above previous 8 highs, 1.9% below previous 8 lows
9.7% above previous 9 highs, 1.7% below previous 9 lows
8.9% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160526 Closing)
43.4% are above or equal to 5/25 close (1 days ago), 56.6% are below.
68.6% are above or equal to 5/24 close (2 days ago), 31.4% are below.
86.4% are above or equal to 5/23 close (3 days ago), 13.6% are below.
84.0% are above or equal to 5/20 close (4 days ago), 16.0% are below.
88.8% are above or equal to 5/19 close (5 days ago), 11.2% are below.
83.8% are above or equal to 5/18 close (6 days ago), 16.2% are below.
75.6% are above or equal to 5/17 close (7 days ago), 24.4% are below.
67.1% are above or equal to 5/16 close (8 days ago), 32.9% are below.
76.1% are above or equal to 5/13 close (9 days ago), 23.9% are below.
68.6% are above or equal to 5/12 close (10 days ago), 31.4% are below.
66.6% are above or equal to 5/11 close (11 days ago), 33.4% are below.
58.7% are above or equal to 5/10 close (12 days ago), 41.3% are below.
65.5% are above or equal to 5/9 close (13 days ago), 34.5% are below.
64.1% are above or equal to 5/6 close (14 days ago), 35.9% are below.
66.8% are above or equal to 5/5 close (15 days ago), 33.2% are below.
66.0% are above or equal to 5/4 close (16 days ago), 34.0% are below.
60.8% are above or equal to 5/3 close (17 days ago), 39.2% are below.
50.3% are above or equal to 5/2 close (18 days ago), 49.7% are below.
54.5% are above or equal to 4/29 close (19 days ago), 45.5% are below.
51.0% are above or equal to 4/28 close (20 days ago), 49.0% are below.
43.8% are above or equal to 4/27 close (21 days ago), 56.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160526 Closing)
20d: 15.3% new highs, 1.9% new lows
21d: 14.7% new highs, 1.9% new lows
42d: 11.3% new highs, 1.6% new lows
63d: 11.1% new highs, 1.3% new lows
126d: 7.6% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160526 Closing)
2-day: 42.2% above, 57.8% below
3-day: 58.4% above, 41.6% below
4-day: 78.3% above, 21.7% below
5-day: 81.3% above, 18.7% below
8-day: 83.6% above, 16.4% below
10-day: 80.3% above, 19.7% below
20-day: 68.8% above, 31.2% below
50-day: 62.0% above, 38.0% below
200-day: 65.3% above, 34.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160526 Closing)
COHW(43): 0.49% Top=HPQ LITE WIN OLED BRCD SYNA SSYS PANW ….. CCI INFN JNPR COMM QCOM CTL NTAP PSTG=Bottom (Computer Hardware/Telecom)
REAL(92): 0.24% Top=CBL TREE CLNY IVR BXMT WPG AMH WRE ….. UDR AMT SHO HST SC ARE CBG DRH=Bottom (Real Estate)
ELEC(49): 0.23% Top=IPHI MU SIMO HIMX IDTI CRUS JBL SANM ….. WAT NXPI MLNX MTSI SCTY FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(71): 0.22% Top=DLTR CPRT BURL STMP BABA COST NFLX BIG ….. TLRD BLDR TIF CHS JCP ASNA SIG ANF=Bottom (Retail & Specialty Retail)
META(26): 0.15% Top=X BVN AGI CNX AEM GG CDE SWC ….. FNV SCCO TCK ABX AA AG TAHO FCX=Bottom (Metals & Mining)
COSW(96): 0.13% Top=VNET IMPV PAYC YHOO WUBA INXN NTES AKAM ….. RAX MDRX WB SQ MTCH WBMD CSC CSRA=Bottom (Computer Software/Internet)
MATE(32): 0.03% Top=DY EXP SRCL CVA PHM RSG WM KBH ….. VMC MLM AWI WCN BIN SUM OC MTZ=Bottom (Materials & Construction)
CONS(55): -0.06% Top=GIII PVH SKX WWW COTY SHOO CHD HBI ….. PAY WHR CCK UA KATE VSTO FOSL OI=Bottom (Consumer)
DISV(53): -0.20% Top=AHS WTW FDC CXW ULTA HRB PAYX GDOT ….. BLOX YY ACM ATHN ZG TMH PRAA MYGN=Bottom (Diversified Services)
MANU(43): -0.23% Top=ATI SEDG DDD RS ROK BWXT PH TTC ….. LECO TKR JOY ROP KMT CFX MRC TEX=Bottom (Manufacturing)
INSU(32): -0.26% Top=FNF FAF AWH L MTG ALL BRO AON ….. AXS HIG AFL LNC AIZ MET PRU MBI=Bottom (Insurance)
LEIS(37): -0.39% Top=JACK DRI PLAY DPZ RRGB EAT SHAK SEAS ….. H DRII DNKN LVS WYNN HLT RCL CCL=Bottom (Leisure)
HEAL(56): -0.46% Top=ELGX CNC RMD BSX HOLX NVRO INCR ABT ….. STE ACHC THC CYH EVHC PODD BKD DXCM=Bottom (Health)
TRAN(31): -0.49% Top=CNI NAT NSC WERN SSW CHRW UPS KEX ….. ALK UAL DAL LUV AAWW JBLU AAL TK=Bottom (Transportation)
FINA(97): -0.72% Top=SLM EV BOFI SYF BANC ACAS TD WDR ….. SCHW KEY FMER PYPL C BKU LPLA OMF=Bottom (Banks/Financials)
ENER(93): -0.94% Top=CPE FANG PSXP MTDR NBR CXO PDCE RICE ….. LPI RDC FET WNR UNT SEMG CWEI ATW=Bottom (Energy)
CHEM(28): -1.11% Top=POL OLN ALB AXTA AGU IFF RPM APD ….. DOW PAH MEOH DD MON CF CC LXU=Bottom (Chemicals/Fertilizers)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: