daytrend

06/03/2016

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

Closing Stats
by daytrend on 20160603. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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 (20160603 Closing)
24.1% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
22.4% are below yesterday’s low.
53.5% are inside yesterday’s range.
50.4% of stocks with today’s high > yesterday’s high. (49.6% less than).
49.7% of stocks with today’s low < yesterday’s low. (50.3% greater than).

EVIDENCE OF INTRADAY TREND (20160603 Closing)
39.6% of stocks are above today’s open. (58.9% are below).
28.1% of stocks are above today’s open and yesterday’s close.
52.9% are below both.
20.2% of stocks opened above yesterday’s high.
36.2% of stocks opened above yesterday’s close. (60.1% opened below yesterday’s close).
9.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160603 Closing)
9.9% of stocks are in the top 10% of today’s range.
28.3% are in the top 20%.
62.5% are in the top half. 37.5% of stocks are in the bottom half of today’s range.
10.8% are in the bottom 20%.
4.1% are in the bottom 10%.

GAIN (20160603 Closing)
35.3% of stocks are above yesterday’s close. (64.7% are below.)
2.4% are up 4.5% or more. 1.1% are down 4.5% or more.
3.1% are up 3.5% or more. 2.8% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY (20160603 Closing)
2-day: >=95:14.4%…>=90:20.6%…>=80:28.8%…>=50:47.6%…<=20:23.0%…<=10:10.3%…<=5:3.4%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.9%…>=50:74.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:72.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160603 Closing)
24.1% above previous 1 highs, 22.4% below previous 1 lows
21.3% above previous 2 highs, 12.7% below previous 2 lows
18.8% above previous 3 highs, 11.3% below previous 3 lows
17.9% above previous 4 highs, 9.5% below previous 4 lows
16.8% above previous 5 highs, 8.1% below previous 5 lows
16.4% above previous 6 highs, 7.5% below previous 6 lows
16.2% above previous 7 highs, 4.2% below previous 7 lows
16.0% above previous 8 highs, 3.0% below previous 8 lows
15.5% above previous 9 highs, 2.5% below previous 9 lows
15.4% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160603 Closing)
35.3% are above or equal to 6/2 close (1 days ago), 64.7% are below.
51.2% are above or equal to 6/1 close (2 days ago), 48.8% are below.
56.4% are above or equal to 5/31 close (3 days ago), 43.6% are below.
57.9% are above or equal to 5/27 close (4 days ago), 42.1% are below.
65.5% are above or equal to 5/26 close (5 days ago), 34.5% are below.
62.8% are above or equal to 5/25 close (6 days ago), 37.2% are below.
72.8% are above or equal to 5/24 close (7 days ago), 27.2% are below.
85.1% are above or equal to 5/23 close (8 days ago), 14.9% are below.
83.5% are above or equal to 5/20 close (9 days ago), 16.5% are below.
89.0% are above or equal to 5/19 close (10 days ago), 11.0% are below.
85.1% are above or equal to 5/18 close (11 days ago), 14.9% are below.
81.8% are above or equal to 5/17 close (12 days ago), 18.2% are below.
74.9% are above or equal to 5/16 close (13 days ago), 25.1% are below.
83.3% are above or equal to 5/13 close (14 days ago), 16.7% are below.
75.1% are above or equal to 5/12 close (15 days ago), 24.9% are below.
73.2% are above or equal to 5/11 close (16 days ago), 26.8% are below.
65.3% are above or equal to 5/10 close (17 days ago), 34.7% are below.
72.4% are above or equal to 5/9 close (18 days ago), 27.6% are below.
70.6% are above or equal to 5/6 close (19 days ago), 29.4% are below.
73.3% are above or equal to 5/5 close (20 days ago), 26.7% are below.
71.0% are above or equal to 5/4 close (21 days ago), 29.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160603 Closing)
20d: 17.4% new highs, 2.4% new lows
21d: 16.9% new highs, 2.1% new lows
42d: 11.3% new highs, 1.7% new lows
63d: 10.7% new highs, 1.5% new lows
126d: 8.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160603 Closing)
2-day: 34.0% above, 66.0% below
3-day: 41.6% above, 58.4% below
4-day: 48.7% above, 51.3% below
5-day: 52.1% above, 47.9% below
8-day: 60.4% above, 39.6% below
10-day: 69.2% above, 30.8% below
20-day: 78.2% above, 21.8% below
50-day: 66.4% above, 33.6% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160603 Closing)
META(26): 7.55% Top=AGI BVN ABX AG CDE SSRI AEM TAHO ….. CNX X CMC AA NUE STLD CCJ SCCO=Bottom (Metals & Mining)
CHEM(26): 0.31% Top=MOS CF DOW FMC POT DD AGU HUN ….. PX IFF WLK SHW PPG AXTA EMN CC=Bottom (Chemicals/Fertilizers)
REAL(89): 0.14% Top=SRC HCN O CSAL VTR NNN WPG STOR ….. CPT EQR PEB UDR NRF SC ALLY CLNY=Bottom (Real Estate)
TRAN(31): 0.03% Top=BRS SWFT UNP SSW CP CNI WERN EXPD ….. ALK TK WAB HA SAVE UAL DAL AAL=Bottom (Transportation)
MANU(41): -0.05% Top=ATI CAT DE JOY DCI AGCO MRC ZBRA ….. ITT IR SEDG PNR CMI SNA JKS TEX=Bottom (Manufacturing)
ELEC(47): -0.22% Top=AMBA AVGO XLNX SIMO CAVM SWKS TRMB QRVO ….. MRVL CY NVDA MXL ON NXPI MU SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(31): -0.26% Top=WCN SUM TPH RSG VMC WM AWI BIN ….. FAST WY USG TOL DY DAR BECN STCK=Bottom (Materials & Construction)
COHW(43): -0.30% Top=CIEN VSAT WIN BCE CCI TMUS T CTL ….. SSYS WDC SYNA LVLT OLED GIMO TDC GOGO=Bottom (Computer Hardware/Telecom)
COSW(97): -0.45% Top=GRUB WB BOX WDAY IMPV CMCM AZPN PFPT ….. MSCI SQ ATVI DATA AKAM MDRX JD WUBA=Bottom (Computer Software/Internet)
CONS(56): -0.48% Top=GIII KMB OI BLL AVY PG SKX PAY ….. NKE SCSS COTY BC TPX VSTO COH KATE=Bottom (Consumer)
ENER(94): -0.52% Top=RES FET NBR WPZ SPN PTEN HAL OIS ….. FANG PBF WNR OAS SM HFC WPX MPC=Bottom (Energy)
RETA(68): -0.61% Top=GPS OLLI FIVE KORS KSS BIG W PLCE ….. TLRD CST SHLD BLDR ASNA PAG GPI SIG=Bottom (Retail & Specialty Retail)
LEIS(39): -0.75% Top=BLMN EAT DNKN HLT ZOES YUM MCD GPRO ….. RCL DRII FRGI QUNR CMG SEAS WEN SHAK=Bottom (Leisure)
DISV(51): -0.89% Top=DV JEC PCLN GEO XRS SERV AAN ZG ….. MAN FDC AL MYGN RHI GPN WTW PRAA=Bottom (Diversified Services)
HEAL(50): -0.94% Top=PODD STE SYK UNH BDX BAX AET MOH ….. IRWD CYH ELGX BKD THC ZLTQ CPHD OPK=Bottom (Health)
INSU(28): -1.33% Top=FNF ALL CINF TRV MMC BRO AXS AON ….. AGO MTG CNO MBI MET UNM PRU LNC=Bottom (Insurance)
FINA(92): -1.88% Top=WDR BMO SLM TD JNS BOFI LM NDAQ ….. OMF EWBC AMTD SIVB ETFC SCHW WETF LPLA=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/

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

Create a free website or blog at WordPress.com.

%d bloggers like this: