daytrend

06/09/2016

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

Closing Stats
by daytrend on 20160609. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

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

COMPARED TO YESTERDAY’S RANGE (20160609 Closing)
18.8% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
36.4% are below yesterday’s low.
44.8% are inside yesterday’s range.
29.5% of stocks with today’s high > yesterday’s high. (70.5% less than).
65.3% of stocks with today’s low < yesterday’s low. (34.7% greater than).

EVIDENCE OF INTRADAY TREND (20160609 Closing)
52.9% of stocks are above today’s open. (45.7% are below).
33.2% of stocks are above today’s open and yesterday’s close.
44.7% are below both.
1.8% of stocks opened above yesterday’s high.
8.2% of stocks opened above yesterday’s close. (88.5% opened below yesterday’s close).
33.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160609 Closing)
13.4% of stocks are in the top 10% of today’s range.
30.1% are in the top 20%.
60.6% are in the top half. 39.4% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
6.1% are in the bottom 10%.

GAIN (20160609 Closing)
35.6% of stocks are above yesterday’s close. (64.4% are below.)
0.3% are up 4.5% or more. 1.8% are down 4.5% or more.
1.0% are up 3.5% or more. 3.5% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20160609 Closing)
2-day: >=95:11.4%…>=90:18.6%…>=80:28.0%…>=50:48.5%…<=20:22.6%…<=10:11.1%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:6.7%…>=50:73.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.3%…>=50:75.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160609 Closing)
18.8% above previous 1 highs, 36.4% below previous 1 lows
16.2% above previous 2 highs, 25.5% below previous 2 lows
14.6% above previous 3 highs, 17.0% below previous 3 lows
12.8% above previous 4 highs, 9.4% below previous 4 lows
11.9% above previous 5 highs, 8.3% below previous 5 lows
11.4% above previous 6 highs, 7.1% below previous 6 lows
10.8% above previous 7 highs, 6.7% below previous 7 lows
10.8% above previous 8 highs, 5.8% below previous 8 lows
10.8% above previous 9 highs, 5.8% below previous 9 lows
10.6% above previous 10 highs, 5.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160609 Closing)
35.6% are above or equal to 6/8 close (1 days ago), 64.4% are below.
47.2% are above or equal to 6/7 close (2 days ago), 52.8% are below.
57.6% are above or equal to 6/6 close (3 days ago), 42.4% are below.
69.0% are above or equal to 6/3 close (4 days ago), 31.0% are below.
59.5% are above or equal to 6/2 close (5 days ago), 40.5% are below.
65.9% are above or equal to 6/1 close (6 days ago), 34.1% are below.
67.3% are above or equal to 5/31 close (7 days ago), 32.7% are below.
67.4% are above or equal to 5/27 close (8 days ago), 32.6% are below.
73.5% are above or equal to 5/26 close (9 days ago), 26.5% are below.
71.5% are above or equal to 5/25 close (10 days ago), 28.5% are below.
76.1% are above or equal to 5/24 close (11 days ago), 23.9% are below.
84.2% are above or equal to 5/23 close (12 days ago), 15.8% are below.
82.3% are above or equal to 5/20 close (13 days ago), 17.7% are below.
88.0% are above or equal to 5/19 close (14 days ago), 12.0% are below.
84.7% are above or equal to 5/18 close (15 days ago), 15.3% are below.
85.3% are above or equal to 5/17 close (16 days ago), 14.7% are below.
81.6% are above or equal to 5/16 close (17 days ago), 18.4% are below.
85.2% are above or equal to 5/13 close (18 days ago), 14.8% are below.
79.5% are above or equal to 5/12 close (19 days ago), 20.5% are below.
78.8% are above or equal to 5/11 close (20 days ago), 21.2% are below.
71.2% are above or equal to 5/10 close (21 days ago), 28.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160609 Closing)
20d: 14.5% new highs, 3.2% new lows
21d: 14.1% new highs, 3.1% new lows
42d: 10.5% new highs, 1.8% new lows
63d: 10.3% new highs, 1.6% new lows
126d: 9.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160609 Closing)
2-day: 34.2% above, 65.8% below
3-day: 41.1% above, 58.9% below
4-day: 49.2% above, 50.8% below
5-day: 57.0% above, 43.0% below
8-day: 62.7% above, 37.3% below
10-day: 65.8% above, 34.2% below
20-day: 79.0% above, 21.0% below
50-day: 71.7% above, 28.3% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160609 Closing)
REAL(93): 0.23% Top=FR ACC EDR EPR HTA AMT DOC CBL ….. LHO ALLY SSS SHO PSA CUBE TREE SC=Bottom (Real Estate)
LEIS(36): 0.17% Top=EAT PLAY ZOES DRI CBRL SHAK DPZ CCL ….. LVS JACK EXPE BYD GPRO SEAS QUNR CMG=Bottom (Leisure)
ELEC(49): -0.09% Top=FIT NVDA IDTI CRUS SANM MRVL AMAT AMBA ….. CSIQ CREE CAVM KEYS HIMX SCTY BRKR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): -0.11% Top=AG AGI SLCA BVN ABX RGLD FNV GG ….. STLD NUE SCCO CMC CNX SWC TCK FCX=Bottom (Metals & Mining)
HEAL(55): -0.20% Top=EVHC AMSG BSX HOLX NUVA SYK BCR MASI ….. ELGX PODD INCR OPK GMED CYH BKD ADPT=Bottom (Health)
CONS(55): -0.24% Top=RL SEE WWW COTY NKE LULU SKX CHD ….. COH PKG GIII HAR FOSL UFS KS TPX=Bottom (Consumer)
TRAN(31): -0.41% Top=SAVE AAL UAL NAT ALK LUV DAL CHRW ….. CP JBHT SWFT ODFL KSU BRS FRO TK=Bottom (Transportation)
COHW(41): -0.54% Top=VZ AAPL GIMO WIN T CCI ANET OLED ….. PSTG TDC PANW KN TMUS WDC GOGO SSYS=Bottom (Computer Hardware/Telecom)
INSU(29): -0.54% Top=XL FNF AJG CINF AXS BRO WLTW ORI ….. AIG MET CNO RDN PRU UNM MTG LNC=Bottom (Insurance)
COSW(98): -0.58% Top=IAC CDK JD LNKD ATVI HPE YHOO AKAM ….. SHOP NCR CYBR VNET ZEN CSRA WB CMCM=Bottom (Computer Software/Internet)
MATE(31): -0.63% Top=OC RSG BECN WM USG AWI MDC BIN ….. SRCL VMC EXP FAST WY CSTE MTZ SUM=Bottom (Materials & Construction)
MANU(38): -0.68% Top=HON DOV BWXT SNA ZBRA SWK DHR ROP ….. PNR ITT RS KMT CFX JOY ATI DDD=Bottom (Manufacturing)
ENER(94): -0.79% Top=GPOR RICE SWN RRC COG TEP PAA RMP ….. CPG OAS FTI CVE ETE OII CWEI HLX=Bottom (Energy)
DISV(49): -0.95% Top=HRB HMHC SERV CTAS GPN ACM ULTA VNTV ….. AL WTW R YY BLOX AAN PRAA TMH=Bottom (Diversified Services)
CHEM(26): -1.29% Top=MON CC DOW APD FMC PX PPG RPM ….. MOS CE EMN HUN WLK POT CF PAH=Bottom (Chemicals/Fertilizers)
FINA(92): -1.41% Top=NDAQ NYCB ACAS NSAM EFX BMO ARCC UCBI ….. SF CFG AMG LM OZRK OMF WDR WETF=Bottom (Banks/Financials)
RETA(70): -1.74% Top=OLLI AAP FRAN ROST CPRT KAR COST TJX ….. OUTR BBY ASNA SHLD WSM W TLRD RH=Bottom (Retail & Specialty Retail)

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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