daytrend

06/14/2016

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

Closing Stats
by daytrend on 20160614. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 903.

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

COMPARED TO YESTERDAY’S RANGE (20160614 Closing)
6.0% of stocks are above yesterday’s high.
21.3% are above yesterday’s midpoint. (78.7% are below.)
48.2% are below yesterday’s low.
45.8% are inside yesterday’s range.
12.4% of stocks with today’s high > yesterday’s high. (87.6% less than).
84.9% of stocks with today’s low < yesterday’s low. (15.1% greater than).

EVIDENCE OF INTRADAY TREND (20160614 Closing)
44.9% of stocks are above today’s open. (53.9% are below).
34.0% of stocks are above today’s open and yesterday’s close.
52.8% are below both.
0.4% of stocks opened above yesterday’s high.
12.6% of stocks opened above yesterday’s close. (82.7% opened below yesterday’s close).
40.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160614 Closing)
10.6% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
51.1% are in the top half. 48.9% of stocks are in the bottom half of today’s range.
15.3% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20160614 Closing)
36.0% of stocks are above yesterday’s close. (64.0% are below.)
0.7% are up 4.5% or more. 2.0% are down 4.5% or more.
1.3% are up 3.5% or more. 4.2% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY (20160614 Closing)
2-day: >=95:0.7%…>=90:1.4%…>=80:4.2%…>=50:17.9%…<=20:61.9%…<=10:47.3%…<=5:33.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:33.4%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:41.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160614 Closing)
6.0% above previous 1 highs, 48.2% below previous 1 lows
3.1% above previous 2 highs, 44.6% below previous 2 lows
2.1% above previous 3 highs, 43.6% below previous 3 lows
1.6% above previous 4 highs, 42.4% below previous 4 lows
1.3% above previous 5 highs, 40.1% below previous 5 lows
1.0% above previous 6 highs, 37.7% below previous 6 lows
1.0% above previous 7 highs, 33.7% below previous 7 lows
1.0% above previous 8 highs, 31.7% below previous 8 lows
1.0% above previous 9 highs, 29.1% below previous 9 lows
1.0% above previous 10 highs, 28.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160614 Closing)
36.0% are above or equal to 6/13 close (1 days ago), 64.0% are below.
20.2% are above or equal to 6/10 close (2 days ago), 79.8% are below.
7.6% are above or equal to 6/9 close (3 days ago), 92.4% are below.
10.7% are above or equal to 6/8 close (4 days ago), 89.3% are below.
16.4% are above or equal to 6/7 close (5 days ago), 83.6% are below.
21.7% are above or equal to 6/6 close (6 days ago), 78.3% are below.
28.7% are above or equal to 6/3 close (7 days ago), 71.3% are below.
28.9% are above or equal to 6/2 close (8 days ago), 71.1% are below.
33.8% are above or equal to 6/1 close (9 days ago), 66.2% are below.
38.6% are above or equal to 5/31 close (10 days ago), 61.4% are below.
39.3% are above or equal to 5/27 close (11 days ago), 60.7% are below.
44.0% are above or equal to 5/26 close (12 days ago), 56.0% are below.
42.5% are above or equal to 5/25 close (13 days ago), 57.5% are below.
49.2% are above or equal to 5/24 close (14 days ago), 50.8% are below.
58.9% are above or equal to 5/23 close (15 days ago), 41.1% are below.
58.5% are above or equal to 5/20 close (16 days ago), 41.5% are below.
65.7% are above or equal to 5/19 close (17 days ago), 34.3% are below.
62.5% are above or equal to 5/18 close (18 days ago), 37.5% are below.
60.2% are above or equal to 5/17 close (19 days ago), 39.8% are below.
55.9% are above or equal to 5/16 close (20 days ago), 44.1% are below.
63.9% are above or equal to 5/13 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160614 Closing)
20d: 1.6% new highs, 20.6% new lows
21d: 1.4% new highs, 19.8% new lows
42d: 1.0% new highs, 14.1% new lows
63d: 0.7% new highs, 8.5% new lows
126d: 0.4% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160614 Closing)
2-day: 35.0% above, 65.0% below
3-day: 23.3% above, 76.7% below
4-day: 14.2% above, 85.8% below
5-day: 11.6% above, 88.4% below
8-day: 17.1% above, 82.9% below
10-day: 21.0% above, 79.0% below
20-day: 41.6% above, 58.4% below
50-day: 48.5% above, 51.5% below
200-day: 60.5% above, 39.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160614 Closing)
COSW(94): 0.40% Top=MTCH TWTR WB BITA ATHM SHOP ROVI IAC ….. MDRX TRIP BIDU MSCI N VMW GRUB NUAN=Bottom (Computer Software/Internet)
LEIS(34): 0.27% Top=SONC PLAY SHAK LVS CAKE QSR WYNN DPZ ….. SEAS SIX WYN MAR RCL GPRO DRII LQ=Bottom (Leisure)
ELEC(48): 0.25% Top=HIMX MLNX MRVL CREE CY AMBA FLEX CRUS ….. SPWR AMAT KEYS MU SCTY BRKR ON FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(40): 0.13% Top=SYNA VRSN LITE SSYS WIN GIMO VZ BCE ….. NTAP TDC CTL BBRY CCI PANW ARRS GOGO=Bottom (Computer Hardware/Telecom)
HEAL(54): 0.00% Top=ADPT NXTM NVRO DXCM EVHC MD DGX UHS ….. ZBH ZLTQ GMED TMO PODD BKD INCR OPK=Bottom (Health)
CONS(54): -0.11% Top=MFRM KMB CCK CLX PG PAY KS NWL ….. TUP PBI NKE GT KATE GIII RL OI=Bottom (Consumer)
MANU(39): -0.16% Top=GE CFX PNR DDD SEDG EMR DHR FLS ….. ATU DOV AME SWK TKR MRC ATI JOY=Bottom (Manufacturing)
ENER(93): -0.21% Top=LPI NFX CWEI UNT CLR CXO EGN CPE ….. SWN WNR DPM EMES WMB PAGP MPC DK=Bottom (Energy)
DISV(49): -0.36% Top=TMH WOOF YY PAYX ZG JEC SERV XRS ….. ACM PRAA R ADS MAN CAR AAN KBR=Bottom (Diversified Services)
MATE(31): -0.39% Top=DY MTZ CSTE TPC WCN WM FAST BECN ….. CAA LEN PHM MAS MDC TOL USG WY=Bottom (Materials & Construction)
RETA(68): -0.44% Top=OUTR BABA SHLD FIVE TSCO RH WSM ROST ….. SIG HD KSS W BLDR JWN WFM OLLI=Bottom (Retail & Specialty Retail)
REAL(91): -0.73% Top=KRG HST DFT SPG HPT SRC GGP EQR ….. MPW BAM CBG CLNY NRF ALLY SC TREE=Bottom (Real Estate)
INSU(31): -0.98% Top=FAF TMK AFL CINF MMC AIZ ALL HIG ….. MET AXS AJG PRU LNC MBI MTG RDN=Bottom (Insurance)
CHEM(26): -1.15% Top=CC CHMT AGU ALB SHW IFF APD RPM ….. EMN OLN POT MOS WLK CF MEOH PAH=Bottom (Chemicals/Fertilizers)
TRAN(31): -2.16% Top=BRS TRN UPS WAB CNI SWFT FDX NSC ….. ALK NAT UAL AAL FRO XPO LUV TK=Bottom (Transportation)
META(26): -2.22% Top=SLCA SSRI AGI NUE CMC RGLD STLD SCCO ….. PAAS SWC AEM TAHO SLW BVN TCK X=Bottom (Metals & Mining)
FINA(94): -2.29% Top=PYPL HAWK CBOE WDR NDAQ CME UMPQ SCHW ….. DFS AXP NAVI NSAM COF SLM OMF SYF=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/

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