daytrend

06/20/2016

Filed under: Market Stats — daytrend @ 3:04 pm

Closing Stats
by daytrend on 20160620. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 910.

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

COMPARED TO YESTERDAY’S RANGE (20160620 Closing)
46.8% of stocks are above yesterday’s high.
81.1% are above yesterday’s midpoint. (18.9% are below.)
3.3% are below yesterday’s low.
49.9% are inside yesterday’s range.
90.1% of stocks with today’s high > yesterday’s high. (9.9% less than).
6.7% of stocks with today’s low < yesterday’s low. (93.3% greater than).

EVIDENCE OF INTRADAY TREND (20160620 Closing)
37.3% of stocks are above today’s open. (61.9% are below).
36.7% of stocks are above today’s open and yesterday’s close.
15.3% are below both.
62.0% of stocks opened above yesterday’s high.
97.6% of stocks opened above yesterday’s close. (2.3% opened below yesterday’s close).
1.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160620 Closing)
1.6% of stocks are in the top 10% of today’s range.
4.9% are in the top 20%.
21.3% are in the top half. 78.7% of stocks are in the bottom half of today’s range.
54.1% are in the bottom 20%.
37.7% are in the bottom 10%.

GAIN (20160620 Closing)
84.2% of stocks are above yesterday’s close. (15.8% are below.)
1.9% are up 4.5% or more. 0.2% are down 4.5% or more.
4.0% are up 3.5% or more. 0.5% are down 3.5% or more.
48.1% are between +1% and -1%.

RSI on DAILY (20160620 Closing)
2-day: >=95:8.2%…>=90:22.1%…>=80:41.9%…>=50:80.5%…<=20:6.5%…<=10:4.1%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.8%…>=50:57.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:58.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160620 Closing)
46.8% above previous 1 highs, 3.3% below previous 1 lows
43.5% above previous 2 highs, 2.0% below previous 2 lows
28.7% above previous 3 highs, 1.5% below previous 3 lows
27.0% above previous 4 highs, 1.4% below previous 4 lows
20.1% above previous 5 highs, 1.4% below previous 5 lows
15.1% above previous 6 highs, 1.2% below previous 6 lows
9.7% above previous 7 highs, 1.2% below previous 7 lows
6.4% above previous 8 highs, 1.2% below previous 8 lows
6.4% above previous 9 highs, 1.2% below previous 9 lows
6.3% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160620 Closing)
84.2% are above or equal to 6/17 close (1 days ago), 15.8% are below.
77.6% are above or equal to 6/16 close (2 days ago), 22.4% are below.
73.4% are above or equal to 6/15 close (3 days ago), 26.6% are below.
73.8% are above or equal to 6/14 close (4 days ago), 26.2% are below.
62.4% are above or equal to 6/13 close (5 days ago), 37.6% are below.
47.7% are above or equal to 6/10 close (6 days ago), 52.3% are below.
26.8% are above or equal to 6/9 close (7 days ago), 73.2% are below.
25.4% are above or equal to 6/8 close (8 days ago), 74.6% are below.
32.2% are above or equal to 6/7 close (9 days ago), 67.8% are below.
37.7% are above or equal to 6/6 close (10 days ago), 62.3% are below.
45.5% are above or equal to 6/3 close (11 days ago), 54.5% are below.
42.3% are above or equal to 6/2 close (12 days ago), 57.7% are below.
46.9% are above or equal to 6/1 close (13 days ago), 53.1% are below.
49.1% are above or equal to 5/31 close (14 days ago), 50.9% are below.
50.2% are above or equal to 5/27 close (15 days ago), 49.8% are below.
54.9% are above or equal to 5/26 close (16 days ago), 45.1% are below.
53.4% are above or equal to 5/25 close (17 days ago), 46.6% are below.
58.8% are above or equal to 5/24 close (18 days ago), 41.2% are below.
66.5% are above or equal to 5/23 close (19 days ago), 33.5% are below.
65.5% are above or equal to 5/20 close (20 days ago), 34.5% are below.
71.2% are above or equal to 5/19 close (21 days ago), 28.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160620 Closing)
20d: 17.5% new highs, 1.4% new lows
21d: 17.4% new highs, 0.9% new lows
42d: 10.8% new highs, 0.4% new lows
63d: 10.1% new highs, 0.4% new lows
126d: 8.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160620 Closing)
2-day: 83.5% above, 16.5% below
3-day: 83.2% above, 16.8% below
4-day: 80.3% above, 19.7% below
5-day: 79.7% above, 20.3% below
8-day: 58.1% above, 41.9% below
10-day: 46.9% above, 53.1% below
20-day: 51.8% above, 48.2% below
50-day: 57.8% above, 42.2% below
200-day: 63.6% above, 36.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160620 Closing)
META(29): 1.92% Top=HCLP SWC AG FSM FCX CDE TCK BVN ….. FNV CCJ PAAS AGI GG SLCA NEM ABX=Bottom (Metals & Mining)
HEAL(54): 1.51% Top=DXCM ACHC CNC PEN DGX PODD CPHD AMSG ….. STJ STE ZLTQ HRC ANTM XRAY ELGX ESRX=Bottom (Health)
MANU(37): 1.50% Top=MRC CFX ATU RXN ATI RS DDD KMT ….. GE CAT AME BWXT ITW RBC JOY DE=Bottom (Manufacturing)
COSW(92): 1.40% Top=YELP WB JD VNET VIPS CTSH RAX SHOP ….. CYBR SINA MSFT EQIX CERN MTCH BITA WBMD=Bottom (Computer Software/Internet)
CONS(53): 1.38% Top=MFRM FOSL BC PKG WRK GPK TPX KATE ….. PBI CL PAY FL LULU RDEN CLX PG=Bottom (Consumer)
DISV(49): 1.36% Top=FDC CAR AL AHS XRS MYGN WTW ZG ….. DV MRKT CTAS BLOX KFY HRB HMHC ADS=Bottom (Diversified Services)
ENER(96): 1.19% Top=MRO CWEI SWN MUR EPE CPG EMES WPZ ….. HP RIG RES PTEN ENLK PBF SHLX ETE=Bottom (Energy)
ELEC(50): 1.05% Top=ON SWKS FIT QRVO CREE KEYS SCTY CRUS ….. FEIC QLGC MXL MTSC MTSI ISIL IPHI CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(31): 1.03% Top=XPO ODFL KNX SAVE FRO UAL KSU NAT ….. SWFT DAL JBLU CP HA TRN ALK TK=Bottom (Transportation)
MATE(30): 0.97% Top=MTZ OC BECN SUM USG MAS KBH FLR ….. CVA SRCL RSG PHM CAA WCN WM TOL=Bottom (Materials & Construction)
FINA(97): 0.96% Top=IVZ OMF KKR EV UMPQ BX MS CIT ….. FMER HBAN PYPL ICE CBOE SYF NDAQ WETF=Bottom (Banks/Financials)
RETA(66): 0.90% Top=STMP EBAY OLLI BLDR GPS W GNC AN ….. JCP WFM AEO NFLX LB ANF KR CVS=Bottom (Retail & Specialty Retail)
COHW(42): 0.78% Top=PSTG GIMO WDC CRAY GOGO TDC NTAP ZAYO ….. AAPL LITE HPQ BRCD CSCO ARRS COMM INFN=Bottom (Computer Hardware/Telecom)
CHEM(27): 0.71% Top=PAH CC AXTA MEOH IFF RPM AGU POL ….. ALB PPG WLK POT CE OLN MON CF=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.44% Top=HLT EXPE LQ SIX MAR RCL GPRO QSR ….. CMG WEN DNKN BOBE MGM WYNN SONC LVS=Bottom (Leisure)
REAL(92): 0.38% Top=TREE CBG CSAL OUT RLGY SLG CUZ AMH ….. GLPI HTA HR HCP VTR VNO OHI HCN=Bottom (Real Estate)
INSU(31): 0.29% Top=ORI AFL PRU UNM LNC TMK CNO BRO ….. PGR L AFSI AXS AGO MTG RDN MBI=Bottom (Insurance)

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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