daytrend

06/17/2016

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

Closing Stats
by daytrend on 20160617. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 885.

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

COMPARED TO YESTERDAY’S RANGE (20160617 Closing)
39.2% of stocks are above yesterday’s high.
72.0% are above yesterday’s midpoint. (28.0% are below.)
6.4% are below yesterday’s low.
54.4% are inside yesterday’s range.
71.2% of stocks with today’s high > yesterday’s high. (28.8% less than).
22.6% of stocks with today’s low < yesterday’s low. (77.4% greater than).

EVIDENCE OF INTRADAY TREND (20160617 Closing)
50.7% of stocks are above today’s open. (47.3% are below).
46.2% of stocks are above today’s open and yesterday’s close.
40.3% are below both.
20.0% of stocks opened above yesterday’s high.
60.3% of stocks opened above yesterday’s close. (34.2% opened below yesterday’s close).
0.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160617 Closing)
8.6% of stocks are in the top 10% of today’s range.
18.0% are in the top 20%.
53.4% are in the top half. 46.6% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20160617 Closing)
55.4% of stocks are above yesterday’s close. (44.6% are below.)
2.0% are up 4.5% or more. 0.2% are down 4.5% or more.
4.6% are up 3.5% or more. 0.3% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20160617 Closing)
2-day: >=95:2.8%…>=90:8.1%…>=80:19.1%…>=50:49.3%…<=20:25.0%…<=10:15.1%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:0.8%…>=50:41.1%…<=20:1.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:46.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160617 Closing)
39.2% above previous 1 highs, 6.4% below previous 1 lows
15.0% above previous 2 highs, 5.1% below previous 2 lows
13.7% above previous 3 highs, 4.6% below previous 3 lows
10.3% above previous 4 highs, 4.5% below previous 4 lows
7.2% above previous 5 highs, 4.3% below previous 5 lows
5.8% above previous 6 highs, 4.3% below previous 6 lows
5.1% above previous 7 highs, 4.3% below previous 7 lows
5.0% above previous 8 highs, 4.2% below previous 8 lows
4.6% above previous 9 highs, 4.1% below previous 9 lows
4.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160617 Closing)
55.4% are above or equal to 6/16 close (1 days ago), 44.6% are below.
51.2% are above or equal to 6/15 close (2 days ago), 48.8% are below.
56.7% are above or equal to 6/14 close (3 days ago), 43.3% are below.
46.8% are above or equal to 6/13 close (4 days ago), 53.2% are below.
32.1% are above or equal to 6/10 close (5 days ago), 67.9% are below.
16.8% are above or equal to 6/9 close (6 days ago), 83.2% are below.
17.3% are above or equal to 6/8 close (7 days ago), 82.7% are below.
22.6% are above or equal to 6/7 close (8 days ago), 77.4% are below.
28.5% are above or equal to 6/6 close (9 days ago), 71.5% are below.
35.1% are above or equal to 6/3 close (10 days ago), 64.9% are below.
32.5% are above or equal to 6/2 close (11 days ago), 67.5% are below.
37.5% are above or equal to 6/1 close (12 days ago), 62.5% are below.
40.5% are above or equal to 5/31 close (13 days ago), 59.5% are below.
41.2% are above or equal to 5/27 close (14 days ago), 58.8% are below.
45.8% are above or equal to 5/26 close (15 days ago), 54.2% are below.
45.5% are above or equal to 5/25 close (16 days ago), 54.5% are below.
51.2% are above or equal to 5/24 close (17 days ago), 48.8% are below.
61.1% are above or equal to 5/23 close (18 days ago), 38.9% are below.
59.5% are above or equal to 5/20 close (19 days ago), 40.5% are below.
65.9% are above or equal to 5/19 close (20 days ago), 34.1% are below.
63.5% are above or equal to 5/18 close (21 days ago), 36.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160617 Closing)
20d: 6.6% new highs, 4.4% new lows
21d: 6.6% new highs, 4.3% new lows
42d: 4.0% new highs, 2.5% new lows
63d: 3.6% new highs, 2.4% new lows
126d: 3.3% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160617 Closing)
2-day: 53.3% above, 46.7% below
3-day: 52.4% above, 47.6% below
4-day: 55.0% above, 45.0% below
5-day: 51.8% above, 48.2% below
8-day: 29.4% above, 70.6% below
10-day: 26.8% above, 73.2% below
20-day: 41.1% above, 58.9% below
50-day: 49.0% above, 51.0% below
200-day: 61.5% above, 38.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160617 Closing)
ENER(94): 2.13% Top=CWEI SM ATW UNT RIG CRZO OAS EGN ….. TEP BPL PSX TSO WPZ EQM HFC DK=Bottom (Energy)
META(27): 1.18% Top=HCLP CNX TCK FCX CDE SLCA AGI SCCO ….. CCJ AEM NUE FNV AG STLD BVN CMC=Bottom (Metals & Mining)
TRAN(30): 1.01% Top=BRS TRN SWFT CP KNX UAL WERN FRO ….. LUV EXPD HA CHRW WAB ALK JBLU NAT=Bottom (Transportation)
LEIS(34): 0.86% Top=GPRO WEN HLT LQ DRII WYNN MGM BYD ….. BLMN ARMK SHAK TXRH SIX CAKE DNKN SEAS=Bottom (Leisure)
CHEM(26): 0.81% Top=ALB MOS MEOH CF POT HUN DOW AGU ….. PX IFF GRA EMN APD CHMT SHW FMC=Bottom (Chemicals/Fertilizers)
MANU(36): 0.79% Top=MRC DDD RBC CFX KMT PNR ETN JOY ….. HON GE RXN RS AME ROP SEDG DHR=Bottom (Manufacturing)
RETA(66): 0.74% Top=DDS GPS KSS ASNA SIG BBBY JCP FRAN ….. KR STMP WFM NFLX SBH KAR BABA AMZN=Bottom (Retail & Specialty Retail)
MATE(30): 0.53% Top=CVA TPH BECN PHM MDC KBH EXP LEN ….. VMC SUM MLM DAR WM RSG SRCL WCN=Bottom (Materials & Construction)
CONS(52): 0.50% Top=WWW FOSL KATE UA OI DECK WRK PVH ….. ECL NWL CHD CL SEE AVY PAY BERY=Bottom (Consumer)
INSU(30): 0.32% Top=MBI MTG AGO L PRU FNF HIG LNC ….. AXS XL MMC AIG PGR ORI CINF TRV=Bottom (Insurance)
FINA(94): 0.24% Top=LPLA TCBI CFR FITB WETF HBHC STI RF ….. ARCC ICE CME OMF WBS NDAQ BOFI CBOE=Bottom (Banks/Financials)
REAL(89): 0.08% Top=BAM DRH CSAL HST SHO SNH RLJ CBL ….. GPT CPT PSA NNN O STWD TREE CLNY=Bottom (Real Estate)
COHW(41): 0.01% Top=FNSR GIMO SSYS STX TDC NTAP BBRY HPQ ….. VRSN PANW CIEN LITE INFN AAPL PSTG SYNA=Bottom (Computer Hardware/Telecom)
DISV(45): -0.17% Top=DV ZG R RRD ACM CAR FDC URI ….. KBR BLOX TMH SERV V FISV MYGN AHS=Bottom (Diversified Services)
COSW(90): -0.38% Top=NTCT GRUB ORCL LOCK BITA SHOP IAC HPE ….. ADBE BIDU TTWO MDRX TRIP NOW ATVI GOOG=Bottom (Computer Software/Internet)
ELEC(49): -0.55% Top=CY MTSC MU FIT JBL GLW SPWR CSIQ ….. NVDA MSCC MXL IDTI HIMX MRVL LLTC MTSI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): -0.79% Top=STE EVHC AMSG HOLX MOH DXCM VWR ESRX ….. CPHD MASI ZLTQ INCR OPK ACHC NXTM PODD=Bottom (Health)

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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