daytrend

06/16/2016

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

Closing Stats
by daytrend on 20160616. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20160616 Closing)
11.9% of stocks are above yesterday’s high.
37.4% are above yesterday’s midpoint. (62.6% are below.)
28.4% are below yesterday’s low.
59.8% are inside yesterday’s range.
18.8% of stocks with today’s high > yesterday’s high. (81.2% less than).
82.0% of stocks with today’s low < yesterday’s low. (18.0% greater than).

EVIDENCE OF INTRADAY TREND (20160616 Closing)
68.4% of stocks are above today’s open. (30.8% are below).
46.1% of stocks are above today’s open and yesterday’s close.
30.3% are below both.
1.8% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (92.8% opened below yesterday’s close).
48.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160616 Closing)
37.1% of stocks are in the top 10% of today’s range.
61.3% are in the top 20%.
86.7% are in the top half. 13.3% of stocks are in the bottom half of today’s range.
3.6% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20160616 Closing)
48.2% of stocks are above yesterday’s close. (51.8% are below.)
0.1% are up 4.5% or more. 1.6% are down 4.5% or more.
0.4% are up 3.5% or more. 4.1% are down 3.5% or more.
65.1% are between +1% and -1%.

RSI on DAILY (20160616 Closing)
2-day: >=95:2.4%…>=90:4.9%…>=80:13.6%…>=50:38.3%…<=20:34.0%…<=10:20.7%…<=5:13.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:36.9%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:41.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160616 Closing)
11.9% above previous 1 highs, 28.4% below previous 1 lows
10.5% above previous 2 highs, 16.4% below previous 2 lows
6.8% above previous 3 highs, 15.4% below previous 3 lows
5.6% above previous 4 highs, 15.2% below previous 4 lows
4.7% above previous 5 highs, 15.1% below previous 5 lows
4.0% above previous 6 highs, 14.7% below previous 6 lows
3.9% above previous 7 highs, 14.3% below previous 7 lows
3.8% above previous 8 highs, 12.9% below previous 8 lows
3.3% above previous 9 highs, 11.7% below previous 9 lows
3.0% above previous 10 highs, 11.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160616 Closing)
48.2% are above or equal to 6/15 close (1 days ago), 51.8% are below.
52.7% are above or equal to 6/14 close (2 days ago), 47.3% are below.
42.6% are above or equal to 6/13 close (3 days ago), 57.4% are below.
27.7% are above or equal to 6/10 close (4 days ago), 72.3% are below.
14.9% are above or equal to 6/9 close (5 days ago), 85.1% are below.
17.0% are above or equal to 6/8 close (6 days ago), 83.0% are below.
20.4% are above or equal to 6/7 close (7 days ago), 79.6% are below.
24.8% are above or equal to 6/6 close (8 days ago), 75.2% are below.
32.2% are above or equal to 6/3 close (9 days ago), 67.8% are below.
30.9% are above or equal to 6/2 close (10 days ago), 69.1% are below.
35.3% are above or equal to 6/1 close (11 days ago), 64.7% are below.
37.4% are above or equal to 5/31 close (12 days ago), 62.6% are below.
38.8% are above or equal to 5/27 close (13 days ago), 61.2% are below.
43.2% are above or equal to 5/26 close (14 days ago), 56.8% are below.
43.2% are above or equal to 5/25 close (15 days ago), 56.8% are below.
48.4% are above or equal to 5/24 close (16 days ago), 51.6% are below.
58.1% are above or equal to 5/23 close (17 days ago), 41.9% are below.
57.6% are above or equal to 5/20 close (18 days ago), 42.4% are below.
64.6% are above or equal to 5/19 close (19 days ago), 35.4% are below.
62.0% are above or equal to 5/18 close (20 days ago), 38.0% are below.
60.2% are above or equal to 5/17 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160616 Closing)
20d: 4.6% new highs, 24.1% new lows
21d: 4.6% new highs, 23.4% new lows
42d: 3.3% new highs, 14.5% new lows
63d: 3.1% new highs, 9.0% new lows
126d: 3.0% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160616 Closing)
2-day: 46.7% above, 53.3% below
3-day: 51.6% above, 48.4% below
4-day: 45.2% above, 54.8% below
5-day: 37.6% above, 62.4% below
8-day: 22.1% above, 77.9% below
10-day: 23.2% above, 76.8% below
20-day: 39.2% above, 60.8% below
50-day: 47.3% above, 52.7% below
200-day: 60.8% above, 39.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160616 Closing)
INSU(29): 0.46% Top=FAF AIZ HIG TMK MMC AFL ALL CINF ….. AIG PRU ORI UNM AGO LNC RDN MBI=Bottom (Insurance)
REAL(89): 0.37% Top=CLNY DRE SNH DDR COR AGNC CSAL DLR ….. BDN DEI WPG CBG NRF RLGY CBL SC=Bottom (Real Estate)
MATE(31): 0.32% Top=OC SRCL MAS RSG CSTE WM DAR USG ….. MLM PHM LEN WCN DHI TPH MTZ EXP=Bottom (Materials & Construction)
HEAL(54): 0.09% Top=CPHD IRWD HOLX EW AET ANTM AMSG ZLTQ ….. STE VAR CYH NVRO INCR THC ADPT EVHC=Bottom (Health)
MANU(39): 0.06% Top=JKS ZBRA KMT JOY DHR PNR ATI RXN ….. NDSN CFX AGCO DDD FLS RBC SEDG MRC=Bottom (Manufacturing)
LEIS(34): 0.02% Top=SHAK SONC DRII DNKN CMG WYN BLMN DPZ ….. QSR SIX LVS EAT SEAS BYD MGM BOBE=Bottom (Leisure)
DISV(47): -0.00% Top=VNTV BLOX MYGN IILG PCLN ZG PRAA AHS ….. R SERV AL MCO HMHC WTW XRS URI=Bottom (Diversified Services)
CHEM(26): -0.07% Top=AXTA DD MON CHMT FMC DOW APD RPM ….. IFF CF AGU POT OLN MOS MEOH PAH=Bottom (Chemicals/Fertilizers)
COHW(39): -0.08% Top=COMM BRCD VZ BBRY ARRS HRS CSCO FNSR ….. UBNT PANW LITE SYNA SSYS GOGO PSTG CDW=Bottom (Computer Hardware/Telecom)
CONS(51): -0.11% Top=MFRM LULU WRK BMS MAT GT FBHS EL ….. BC WWW TUP TPX NKE HAR FL UA=Bottom (Consumer)
COSW(93): -0.15% Top=FEYE SYMC BIDU BITA CYBR ATVI GRUB MDRX ….. XRX VRNT WUBA WB CHKP VIPS MTCH VNET=Bottom (Computer Software/Internet)
RETA(66): -0.44% Top=DSW LOW M NFLX BBY CASY COST DLTR ….. KORS FRAN STMP TIF OLLI ANF GES ASNA=Bottom (Retail & Specialty Retail)
ELEC(48): -0.45% Top=MTSC MRVL JBL HIMX FLEX SCTY AMBA LLTC ….. KEYS MXL TER IDTI SPWR ON FIT CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -0.69% Top=WETF MS PFG CME HAWK AXP EFX CBOE ….. SIVB CFR KKR PVTB WDR GWB TCBI WBS=Bottom (Banks/Financials)
TRAN(30): -0.90% Top=FDX NSC KNX UPS CSX EXPD NAT WERN ….. CP TRN FRO DAL UAL XPO AAL BRS=Bottom (Transportation)
ENER(95): -1.75% Top=PAGP ETE WMB PSXP XOM EEP VLO DK ….. WPX PXD OAS SN LPI HLX CWEI SM=Bottom (Energy)
META(27): -1.84% Top=X FNV CMC NUE STLD CCJ CNX SCCO ….. SSRI GG SWC AG PAAS AGI BVN HCLP=Bottom (Metals & Mining)

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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