daytrend

06/29/2016

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

Closing Stats
by daytrend on 20160629. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 991.

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

COMPARED TO YESTERDAY’S RANGE (20160629 Closing)
82.5% of stocks are above yesterday’s high.
96.4% are above yesterday’s midpoint. (3.6% are below.)
0.9% are below yesterday’s low.
16.5% are inside yesterday’s range.
93.5% of stocks with today’s high > yesterday’s high. (6.5% less than).
3.4% of stocks with today’s low < yesterday’s low. (96.6% greater than).

EVIDENCE OF INTRADAY TREND (20160629 Closing)
82.2% of stocks are above today’s open. (17.2% are below).
82.0% of stocks are above today’s open and yesterday’s close.
4.7% are below both.
67.8% of stocks opened above yesterday’s high.
97.7% of stocks opened above yesterday’s close. (1.7% opened below yesterday’s close).
0.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160629 Closing)
24.5% of stocks are in the top 10% of today’s range.
47.8% are in the top 20%.
80.7% are in the top half. 19.3% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160629 Closing)
95.1% of stocks are above yesterday’s close. (4.9% are below.)
7.2% are up 4.5% or more. 0.2% are down 4.5% or more.
17.8% are up 3.5% or more. 0.2% are down 3.5% or more.
16.5% are between +1% and -1%.

RSI on DAILY (20160629 Closing)
2-day: >=95:4.6%…>=90:8.4%…>=80:20.6%…>=50:90.1%…<=20:0.3%…<=10:0.2%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:43.1%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:42.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160629 Closing)
82.5% above previous 1 highs, 0.9% below previous 1 lows
66.9% above previous 2 highs, 0.2% below previous 2 lows
27.3% above previous 3 highs, 0.2% below previous 3 lows
12.7% above previous 4 highs, 0.2% below previous 4 lows
12.3% above previous 5 highs, 0.2% below previous 5 lows
11.8% above previous 6 highs, 0.2% below previous 6 lows
11.2% above previous 7 highs, 0.2% below previous 7 lows
11.1% above previous 8 highs, 0.2% below previous 8 lows
11.0% above previous 9 highs, 0.2% below previous 9 lows
10.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160629 Closing)
95.1% are above or equal to 6/28 close (1 days ago), 4.9% are below.
98.1% are above or equal to 6/27 close (2 days ago), 1.9% are below.
63.7% are above or equal to 6/24 close (3 days ago), 36.3% are below.
21.1% are above or equal to 6/23 close (4 days ago), 78.9% are below.
33.1% are above or equal to 6/22 close (5 days ago), 66.9% are below.
31.1% are above or equal to 6/21 close (6 days ago), 68.9% are below.
33.2% are above or equal to 6/20 close (7 days ago), 66.8% are below.
42.3% are above or equal to 6/17 close (8 days ago), 57.7% are below.
44.2% are above or equal to 6/16 close (9 days ago), 55.8% are below.
42.9% are above or equal to 6/15 close (10 days ago), 57.1% are below.
44.6% are above or equal to 6/14 close (11 days ago), 55.4% are below.
43.3% are above or equal to 6/13 close (12 days ago), 56.7% are below.
34.9% are above or equal to 6/10 close (13 days ago), 65.1% are below.
25.1% are above or equal to 6/9 close (14 days ago), 74.9% are below.
25.3% are above or equal to 6/8 close (15 days ago), 74.7% are below.
27.4% are above or equal to 6/7 close (16 days ago), 72.6% are below.
29.2% are above or equal to 6/6 close (17 days ago), 70.8% are below.
34.3% are above or equal to 6/3 close (18 days ago), 65.7% are below.
33.4% are above or equal to 6/2 close (19 days ago), 66.6% are below.
35.9% are above or equal to 6/1 close (20 days ago), 64.1% are below.
37.0% are above or equal to 5/31 close (21 days ago), 63.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160629 Closing)
20d: 11.9% new highs, 0.8% new lows
21d: 11.6% new highs, 0.8% new lows
42d: 9.2% new highs, 0.7% new lows
63d: 8.5% new highs, 0.7% new lows
126d: 8.2% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160629 Closing)
2-day: 95.1% above, 4.9% below
3-day: 98.3% above, 1.7% below
4-day: 93.6% above, 6.4% below
5-day: 66.7% above, 33.3% below
8-day: 45.5% above, 54.5% below
10-day: 45.7% above, 54.3% below
20-day: 34.9% above, 65.1% below
50-day: 43.3% above, 56.7% below
200-day: 56.8% above, 43.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160629 Closing)
FINA(107): 2.89% Top=PVTB SLM BOFI PB TCBI MBFI VOYA LAZ ….. FMER FNFG TD BMO NSAM WU MKTX ACAS=Bottom (Banks/Financials)
MATE(31): 2.72% Top=DAR SUM WY CSTE TPC FLR DY KBH ….. MAS TOL LEN OC WCN FAST RSG WM=Bottom (Materials & Construction)
DISV(53): 2.61% Top=CAR FDC MAN IILG KBR AL AAN URI ….. GPN LDOS WTW GMT PAYX EEFT CXW SCOR=Bottom (Diversified Services)
LEIS(38): 2.58% Top=LQ CMG SHAK WYN PLNT H MAR HLT ….. BWLD BOBE JACK DRI WEN MTN MCD SONC=Bottom (Leisure)
META(28): 2.52% Top=TCK SWC PAAS SLCA CNX CDE AG SLW ….. X SCCO BVN FCX STLD ABX CMC AA=Bottom (Metals & Mining)
TRAN(32): 2.48% Top=TK SAVE DAL JBLU UAL XPO LUV GBX ….. WERN UPS FDX EXPD CHRW HA NAT BRS=Bottom (Transportation)
CONS(59): 2.38% Top=SKX UA FOSL FL KATE WWW GIII SHOO ….. EPC BMS GT HAS ENR CCK CHD CLX=Bottom (Consumer)
COHW(43): 2.36% Top=STX NTAP INFN COMM PSTG SSYS WIN PANW ….. OLED AAPL FNSR VZ TDC CDW SYNA VIAV=Bottom (Computer Hardware/Telecom)
ENER(97): 2.30% Top=OAS MUR WLL CPE WPX MTDR RIG ECA ….. MDU GPOR CWEI RRC RICE COG AR SWN=Bottom (Energy)
COSW(106): 2.27% Top=SHOP GRUB PFPT WIX NTES FEYE YELP INOV ….. CVLT LXFT SQI CVG IMPV EPAM RAX VNET=Bottom (Computer Software/Internet)
RETA(69): 2.25% Top=RH TLRD ETSY ASNA FRAN DKS LL WBA ….. PAG CORE TGT AEO WFM KSS HD LOW=Bottom (Retail & Specialty Retail)
INSU(33): 2.23% Top=MBI MET AGO AIG CNO LNC AWH WLTW ….. PRI AXS XL AIZ VR ALL FAF AFSI=Bottom (Insurance)
CHEM(28): 2.22% Top=PAH OLN HUN WLK FMC POL MEOH AXTA ….. FOE CF EMN ALB AGU POT CC SHW=Bottom (Chemicals/Fertilizers)
HEAL(60): 2.06% Top=ADPT CNC ELGX STE THC ANTM PEN HYH ….. COO INCR OPK WST EVHC AMSG HTWR VWR=Bottom (Health)
MANU(48): 1.63% Top=JOY FLOW DDD TEX MRC WOR RXN DOV ….. ROP HON RBC DE LII CFX ITT ZBRA=Bottom (Manufacturing)
ELEC(52): 1.47% Top=FSLR QRVO AVGO SPWR CY AMAT IPHI MEI ….. FLEX ON CRUS FEIC AMBA MXL IDTI BW=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(107): 1.46% Top=SC HST KW RLJ LHO PEB ALLY TREE ….. BRX AGNC COR DOC OHI HTA SSS HR=Bottom (Real Estate)

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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