daytrend

06/06/2016

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

Closing Stats
by daytrend on 20160606. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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

COMPARED TO YESTERDAY’S RANGE (20160606 Closing)
45.7% of stocks are above yesterday’s high.
75.2% are above yesterday’s midpoint. (24.8% are below.)
8.7% are below yesterday’s low.
45.7% are inside yesterday’s range.
67.9% of stocks with today’s high > yesterday’s high. (32.1% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20160606 Closing)
67.0% of stocks are above today’s open. (31.6% are below).
64.4% of stocks are above today’s open and yesterday’s close.
25.1% are below both.
18.1% of stocks opened above yesterday’s high.
67.6% of stocks opened above yesterday’s close. (25.2% opened below yesterday’s close).
2.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160606 Closing)
17.0% of stocks are in the top 10% of today’s range.
33.1% are in the top 20%.
70.3% are in the top half. 29.7% of stocks are in the bottom half of today’s range.
8.3% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20160606 Closing)
72.5% of stocks are above yesterday’s close. (27.5% are below.)
5.0% are up 4.5% or more. 0.0% are down 4.5% or more.
8.1% are up 3.5% or more. 0.0% are down 3.5% or more.
51.2% are between +1% and -1%.

RSI on DAILY (20160606 Closing)
2-day: >=95:15.5%…>=90:24.4%…>=80:36.8%…>=50:69.6%…<=20:9.8%…<=10:5.2%…<=5:2.4%…
9-day: >=95:0.1%…>=90:0.4%…>=80:5.7%…>=50:81.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:79.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160606 Closing)
45.7% above previous 1 highs, 8.7% below previous 1 lows
34.2% above previous 2 highs, 5.4% below previous 2 lows
31.9% above previous 3 highs, 4.0% below previous 3 lows
29.1% above previous 4 highs, 3.7% below previous 4 lows
28.7% above previous 5 highs, 3.4% below previous 5 lows
26.4% above previous 6 highs, 3.2% below previous 6 lows
25.9% above previous 7 highs, 3.0% below previous 7 lows
25.8% above previous 8 highs, 2.2% below previous 8 lows
25.8% above previous 9 highs, 1.9% below previous 9 lows
25.5% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160606 Closing)
72.5% are above or equal to 6/3 close (1 days ago), 27.5% are below.
52.2% are above or equal to 6/2 close (2 days ago), 47.8% are below.
64.4% are above or equal to 6/1 close (3 days ago), 35.6% are below.
68.7% are above or equal to 5/31 close (4 days ago), 31.3% are below.
68.7% are above or equal to 5/27 close (5 days ago), 31.3% are below.
76.3% are above or equal to 5/26 close (6 days ago), 23.7% are below.
72.2% are above or equal to 5/25 close (7 days ago), 27.8% are below.
79.3% are above or equal to 5/24 close (8 days ago), 20.7% are below.
88.7% are above or equal to 5/23 close (9 days ago), 11.3% are below.
87.0% are above or equal to 5/20 close (10 days ago), 13.0% are below.
90.0% are above or equal to 5/19 close (11 days ago), 10.0% are below.
87.7% are above or equal to 5/18 close (12 days ago), 12.3% are below.
84.7% are above or equal to 5/17 close (13 days ago), 15.3% are below.
79.5% are above or equal to 5/16 close (14 days ago), 20.5% are below.
84.7% are above or equal to 5/13 close (15 days ago), 15.3% are below.
79.3% are above or equal to 5/12 close (16 days ago), 20.7% are below.
76.8% are above or equal to 5/11 close (17 days ago), 23.2% are below.
69.4% are above or equal to 5/10 close (18 days ago), 30.6% are below.
73.9% are above or equal to 5/9 close (19 days ago), 26.1% are below.
73.7% are above or equal to 5/6 close (20 days ago), 26.3% are below.
75.6% are above or equal to 5/5 close (21 days ago), 24.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160606 Closing)
20d: 31.3% new highs, 1.8% new lows
21d: 30.7% new highs, 1.8% new lows
42d: 18.7% new highs, 1.4% new lows
63d: 18.2% new highs, 1.1% new lows
126d: 13.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160606 Closing)
2-day: 71.1% above, 28.9% below
3-day: 62.0% above, 38.0% below
4-day: 63.9% above, 36.1% below
5-day: 66.9% above, 33.1% below
8-day: 70.9% above, 29.1% below
10-day: 76.6% above, 23.4% below
20-day: 82.7% above, 17.3% below
50-day: 69.9% above, 30.1% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160606 Closing)
ENER(95): 3.51% Top=RIG NBR UNT RDC FET CWEI RES PTEN ….. MPLX HFC REGI VLO MPC PBF RICE DK=Bottom (Energy)
CHEM(26): 2.23% Top=CF POT MOS MEOH PAH HUN OLN AGU ….. SHW DOW CC PPG IFF GRA DD MON=Bottom (Chemicals/Fertilizers)
MANU(41): 1.86% Top=JOY MRC DOV CFX ATI FLS AGCO DDD ….. XYL ITW SWK BWXT PH IR SNA MHK=Bottom (Manufacturing)
META(26): 1.61% Top=TCK FCX X SLCA AA AGI CCJ SWC ….. NEM GG FNV TAHO PAAS ABX CNX BVN=Bottom (Metals & Mining)
TRAN(31): 1.60% Top=BRS TRN SWFT XPO TK KEX KNX WAB ….. CHRW SAVE HA FDX SSW CSX KSU DAL=Bottom (Transportation)
FINA(94): 1.40% Top=OMF KKR SF SIVB ZION LM IBKR STT ….. NDAQ FRC ACAS CME ARCC ICE PYPL NSAM=Bottom (Banks/Financials)
DISV(52): 1.24% Top=CAR AL PRAA PCLN ZG URI FDC AHS ….. KBR XRS ALLE HRB IILG MRKT TISI AAN=Bottom (Diversified Services)
HEAL(51): 0.83% Top=CYH CPHD THC CNC ACHC IRWD PODD EVHC ….. STJ BSX DVA ZBH STE PRAH INCR COO=Bottom (Health)
LEIS(39): 0.81% Top=FRGI DNKN CMG PLAY ZOES GPRO QUNR H ….. SEAS MAR SIX LVS SONC DRI BYD CCL=Bottom (Leisure)
COSW(97): 0.77% Top=VIPS WB TRIP LOCK HPE DBD XRX PTC ….. WBMD NTES GDDY GOOG IMPV ROVI CSRA WUBA=Bottom (Computer Software/Internet)
MATE(32): 0.67% Top=EXP MTZ WCN DY SUM DAR FLR PWR ….. AWI DHI CSTE USG PHM OC FAST MAS=Bottom (Materials & Construction)
ELEC(50): 0.65% Top=SCTY SPWR CSIQ QRVO MLNX MTSI FSLR CREE ….. LRCX XLNX SWKS IDTI MRVL ADI FIT NXPI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(43): 0.53% Top=GIMO SSYS OLED LITE BBRY FNSR KN HPQ ….. ANET CTL GOGO TMUS ARRS INFN WIN SYNA=Bottom (Computer Hardware/Telecom)
CONS(56): 0.44% Top=OI PAY KS ENR LULU COTY FOSL NKE ….. FL GPK BERY SKX COH FBHS SEE VSTO=Bottom (Consumer)
INSU(29): 0.43% Top=LNC FNF UNM PRU MET TMK AON CNO ….. L AJG CINF TRV AGO PGR AIZ RDN=Bottom (Insurance)
RETA(70): -0.11% Top=TLRD RH STMP WFM KORS BID SHLD BBBY ….. ANF SIG BIG URBN OUTR W BBY PLCE=Bottom (Retail & Specialty Retail)
REAL(92): -0.54% Top=SC COR ALLY TREE CONE CBG DFT CIM ….. ESRT HCN MAA AMH UDR CUBE AIV EDR=Bottom (Real Estate)

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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