daytrend

06/22/2016

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

Closing Stats
by daytrend on 20160622. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160622 Closing)
12.8% of stocks are above yesterday’s high.
45.6% are above yesterday’s midpoint. (54.4% are below.)
22.6% are below yesterday’s low.
64.6% are inside yesterday’s range.
58.5% of stocks with today’s high > yesterday’s high. (41.5% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20160622 Closing)
30.3% of stocks are above today’s open. (68.9% are below).
28.0% of stocks are above today’s open and yesterday’s close.
58.2% are below both.
9.8% of stocks opened above yesterday’s high.
63.2% of stocks opened above yesterday’s close. (28.7% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160622 Closing)
2.0% of stocks are in the top 10% of today’s range.
4.7% are in the top 20%.
22.8% are in the top half. 77.2% of stocks are in the bottom half of today’s range.
45.2% are in the bottom 20%.
28.9% are in the bottom 10%.

GAIN (20160622 Closing)
39.6% of stocks are above yesterday’s close. (60.4% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
0.4% are up 3.5% or more. 1.5% are down 3.5% or more.
73.1% are between +1% and -1%.

RSI on DAILY (20160622 Closing)
2-day: >=95:6.1%…>=90:12.7%…>=80:24.8%…>=50:52.8%…<=20:13.5%…<=10:5.3%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:51.9%…<=20:1.0%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.0%…<=20:0.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160622 Closing)
12.8% above previous 1 highs, 22.6% below previous 1 lows
5.9% above previous 2 highs, 18.5% below previous 2 lows
5.5% above previous 3 highs, 6.9% below previous 3 lows
5.4% above previous 4 highs, 4.4% below previous 4 lows
4.7% above previous 5 highs, 4.4% below previous 5 lows
4.7% above previous 6 highs, 3.7% below previous 6 lows
3.1% above previous 7 highs, 3.7% below previous 7 lows
2.4% above previous 8 highs, 3.7% below previous 8 lows
1.6% above previous 9 highs, 3.6% below previous 9 lows
1.2% above previous 10 highs, 3.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160622 Closing)
39.6% are above or equal to 6/21 close (1 days ago), 60.4% are below.
46.2% are above or equal to 6/20 close (2 days ago), 53.8% are below.
69.1% are above or equal to 6/17 close (3 days ago), 30.9% are below.
69.1% are above or equal to 6/16 close (4 days ago), 30.9% are below.
65.4% are above or equal to 6/15 close (5 days ago), 34.6% are below.
69.5% are above or equal to 6/14 close (6 days ago), 30.5% are below.
60.2% are above or equal to 6/13 close (7 days ago), 39.8% are below.
44.2% are above or equal to 6/10 close (8 days ago), 55.8% are below.
26.1% are above or equal to 6/9 close (9 days ago), 73.9% are below.
25.6% are above or equal to 6/8 close (10 days ago), 74.4% are below.
31.8% are above or equal to 6/7 close (11 days ago), 68.2% are below.
37.3% are above or equal to 6/6 close (12 days ago), 62.7% are below.
43.7% are above or equal to 6/3 close (13 days ago), 56.3% are below.
43.0% are above or equal to 6/2 close (14 days ago), 57.0% are below.
46.3% are above or equal to 6/1 close (15 days ago), 53.7% are below.
47.4% are above or equal to 5/31 close (16 days ago), 52.6% are below.
48.9% are above or equal to 5/27 close (17 days ago), 51.1% are below.
52.5% are above or equal to 5/26 close (18 days ago), 47.5% are below.
51.9% are above or equal to 5/25 close (19 days ago), 48.1% are below.
55.9% are above or equal to 5/24 close (20 days ago), 44.1% are below.
65.2% are above or equal to 5/23 close (21 days ago), 34.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160622 Closing)
20d: 9.6% new highs, 3.9% new lows
21d: 9.6% new highs, 3.7% new lows
42d: 7.1% new highs, 2.3% new lows
63d: 6.7% new highs, 2.1% new lows
126d: 5.8% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160622 Closing)
2-day: 37.5% above, 62.5% below
3-day: 43.5% above, 56.5% below
4-day: 55.3% above, 44.7% below
5-day: 61.9% above, 38.1% below
8-day: 63.6% above, 36.4% below
10-day: 54.4% above, 45.6% below
20-day: 47.4% above, 52.6% below
50-day: 56.5% above, 43.5% below
200-day: 63.5% above, 36.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160622 Closing)
META(29): 0.22% Top=GG ABX NEM BVN FSM AEM CDE SSRI ….. NUE GSM FCX CNX STLD HCLP X SWC=Bottom (Metals & Mining)
HEAL(53): 0.15% Top=ABT DGX MD UHS THC ALGN CYH LH ….. EW MOH AET INCR ANTM NXTM NVRO OPK=Bottom (Health)
INSU(31): 0.13% Top=RDN MTG XL MBI PRU AFL ALL AIZ ….. AFSI HIG MET AGO WLTW AWH TRV FAF=Bottom (Insurance)
FINA(97): -0.01% Top=BXS LPLA PFG SF IBKR CBOE LAZ WU ….. SIVB CFG TCB LM SYF NAVI NSAM OMF=Bottom (Banks/Financials)
ELEC(49): -0.11% Top=SCTY JBL SANM MRVL LRCX KEYS BRKR GLW ….. AMBA CREE QRVO CY MTSI IDTI CAVM FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): -0.15% Top=PAY BERY TUP TPX PKG BC BLL CL ….. SKX VSTO KATE CRI GIII UA FOSL KS=Bottom (Consumer)
MATE(30): -0.18% Top=KBH BECN TPH WM SRCL FLR OC PWR ….. MDC DHI SUM TOL PHM EXP MTZ CAA=Bottom (Materials & Construction)
RETA(67): -0.22% Top=RH WSM URBN GNC W TGT ORLY WBA ….. SPLS JCP STMP FRAN GES BLDR TLRD KMX=Bottom (Retail & Specialty Retail)
REAL(93): -0.23% Top=PEB LHO CSAL HST CPT DRH KRC ARE ….. DRE NRF HCN NRZ CUZ WPG HCP SC=Bottom (Real Estate)
CHEM(26): -0.29% Top=OLN FMC PX SHW DD HUN WLK APD ….. POL MEOH EMN MOS CF POT CC PAH=Bottom (Chemicals/Fertilizers)
DISV(50): -0.29% Top=TMH DV XRS PCLN MYGN MAN G SCI ….. AAN PRAA FLT VNTV WTW VRSK HMHC YY=Bottom (Diversified Services)
TRAN(30): -0.35% Top=CP NSC XPO CNI SAVE KEX UAL WAB ….. JBLU KNX TK ALK NAT SWFT BRS FDX=Bottom (Transportation)
MANU(38): -0.42% Top=CFX ZBRA BWXT TEX ROK RBC AGCO SEDG ….. HON EMR PNR RXN ATI JOY DDD ATU=Bottom (Manufacturing)
LEIS(35): -0.48% Top=SIX SONC JACK SHAK EXPE ARMK CCL CMG ….. DPZ QSR MCD WEN DNKN BLMN PLAY BYD=Bottom (Leisure)
ENER(96): -0.54% Top=NFX PAGP EQM EMES TLLP MMP RSPP RDC ….. OAS ECA CVE EPE GPOR WMB SWN QEP=Bottom (Energy)
COSW(92): -0.80% Top=CSRA MTCH WIX NTES CERN TEAM SINA INXN ….. HPE CSOD FEYE WB PFPT ROVI ADBE SQ=Bottom (Computer Software/Internet)
COHW(44): -0.84% Top=GIMO INFN SYNA BRCD T QCOM GOGO STX ….. NSR PANW CRAY PSTG WIN SSYS BBRY HPQ=Bottom (Computer Hardware/Telecom)

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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