daytrend

06/30/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160630. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 992.

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

COMPARED TO YESTERDAY’S RANGE (20160630 Closing)
70.7% of stocks are above yesterday’s high.
88.5% are above yesterday’s midpoint. (11.5% are below.)
4.2% are below yesterday’s low.
25.1% are inside yesterday’s range.
79.4% of stocks with today’s high > yesterday’s high. (20.6% less than).
21.8% of stocks with today’s low < yesterday’s low. (78.2% greater than).

EVIDENCE OF INTRADAY TREND (20160630 Closing)
82.8% of stocks are above today’s open. (16.9% are below).
81.0% of stocks are above today’s open and yesterday’s close.
13.0% are below both.
27.4% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.5% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160630 Closing)
63.3% of stocks are in the top 10% of today’s range.
74.5% are in the top 20%.
91.0% are in the top half. 9.0% of stocks are in the bottom half of today’s range.
1.7% are in the bottom 20%.
0.5% are in the bottom 10%.

GAIN (20160630 Closing)
85.4% of stocks are above yesterday’s close. (14.6% are below.)
2.4% are up 4.5% or more. 0.4% are down 4.5% or more.
7.1% are up 3.5% or more. 1.5% are down 3.5% or more.
29.9% are between +1% and -1%.

RSI on DAILY (20160630 Closing)
2-day: >=95:7.6%…>=90:15.7%…>=80:54.4%…>=50:90.8%…<=20:1.4%…<=10:0.3%…<=5:0.1%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.4%…>=50:59.6%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.7%…>=50:55.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160630 Closing)
70.7% above previous 1 highs, 4.2% below previous 1 lows
70.2% above previous 2 highs, 2.0% below previous 2 lows
65.5% above previous 3 highs, 0.5% below previous 3 lows
38.0% above previous 4 highs, 0.5% below previous 4 lows
22.3% above previous 5 highs, 0.5% below previous 5 lows
22.0% above previous 6 highs, 0.5% below previous 6 lows
21.1% above previous 7 highs, 0.5% below previous 7 lows
19.8% above previous 8 highs, 0.5% below previous 8 lows
19.7% above previous 9 highs, 0.5% below previous 9 lows
19.4% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160630 Closing)
85.4% are above or equal to 6/29 close (1 days ago), 14.6% are below.
94.5% are above or equal to 6/28 close (2 days ago), 5.5% are below.
97.7% are above or equal to 6/27 close (3 days ago), 2.3% are below.
79.5% are above or equal to 6/24 close (4 days ago), 20.5% are below.
31.9% are above or equal to 6/23 close (5 days ago), 68.1% are below.
47.0% are above or equal to 6/22 close (6 days ago), 53.0% are below.
44.7% are above or equal to 6/21 close (7 days ago), 55.3% are below.
45.9% are above or equal to 6/20 close (8 days ago), 54.1% are below.
53.8% are above or equal to 6/17 close (9 days ago), 46.2% are below.
56.9% are above or equal to 6/16 close (10 days ago), 43.1% are below.
55.2% are above or equal to 6/15 close (11 days ago), 44.8% are below.
55.7% are above or equal to 6/14 close (12 days ago), 44.3% are below.
52.3% are above or equal to 6/13 close (13 days ago), 47.7% are below.
43.3% are above or equal to 6/10 close (14 days ago), 56.7% are below.
33.2% are above or equal to 6/9 close (15 days ago), 66.8% are below.
32.6% are above or equal to 6/8 close (16 days ago), 67.4% are below.
34.2% are above or equal to 6/7 close (17 days ago), 65.8% are below.
37.2% are above or equal to 6/6 close (18 days ago), 62.8% are below.
42.4% are above or equal to 6/3 close (19 days ago), 57.6% are below.
40.7% are above or equal to 6/2 close (20 days ago), 59.3% are below.
43.0% are above or equal to 6/1 close (21 days ago), 57.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160630 Closing)
20d: 16.8% new highs, 1.9% new lows
21d: 16.6% new highs, 1.9% new lows
42d: 13.7% new highs, 1.2% new lows
63d: 12.2% new highs, 1.2% new lows
126d: 11.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160630 Closing)
2-day: 85.0% above, 15.0% below
3-day: 92.2% above, 7.8% below
4-day: 95.8% above, 4.2% below
5-day: 93.9% above, 6.1% below
8-day: 71.6% above, 28.4% below
10-day: 64.8% above, 35.2% below
20-day: 49.5% above, 50.5% below
50-day: 52.5% above, 47.5% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160630 Closing)
META(28): 2.70% Top=SWC X CMC TCK NEM STLD FCX AG ….. GG CCJ CDE CNX AEM TAHO SLCA FMSA=Bottom (Metals & Mining)
INSU(34): 2.49% Top=RDN AXS WRB CNO XL L AFL AGO ….. TRV PRU MET AFSI CLGX PRI AWH MBI=Bottom (Insurance)
MANU(48): 2.46% Top=WOR DDD ATI RS MRC PH RBC TKR ….. PNR DHR DCI MHK ITT MIDD DE SEDG=Bottom (Manufacturing)
ELEC(52): 2.01% Top=IPHI CY WAT MU MSCC MEI JBL ISIL ….. AYI QLGC AVGO KEYS NXPI FLEX SCTY HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): 1.90% Top=SUM MLM OC PWR BECN MTZ AWI PHM ….. TOL TPH KBH DAR DY LEN BLD WCN=Bottom (Materials & Construction)
FINA(107): 1.88% Top=HBAN EVR BXS FMER MTB CIT WETF PACW ….. SCHW BMO PSEC ACAS PVTB BX ARCC KKR=Bottom (Banks/Financials)
DISV(54): 1.70% Top=PAYX KFY CAR RHI DV ZG RRD ACM ….. MYGN FLT AAN YY FDC TMH V MA=Bottom (Diversified Services)
COHW(42): 1.60% Top=SSYS WDC INFN HPQ CCOI PSTG SYNA GIMO ….. LITE CIEN NTAP TDC QCOM WIN TMUS PANW=Bottom (Computer Hardware/Telecom)
COSW(107): 1.52% Top=NTES VNET CYBR ATVI JD YELP PAYC FEYE ….. GDDY HUBS LXFT SPLK ATHM BITA EPAM SQ=Bottom (Computer Software/Internet)
CONS(59): 1.41% Top=OI EPC PAY LULU BERY POOL IP CHD ….. NKE KATE FL SCS SKX MFRM TPX HBI=Bottom (Consumer)
REAL(109): 1.13% Top=ALLY TREE SLG NRZ GPT HR GOV STOR ….. DOC CLNY ROIC SNH SC BRX MPW JLL=Bottom (Real Estate)
TRAN(32): 1.10% Top=XPO GWR GBX KNX WERN AAL SWFT CP ….. CHRW LUV WAB DAL BRS NAT KEX TK=Bottom (Transportation)
HEAL(60): 0.99% Top=PRXL CPHD EW NVRO HRC WST STE PEN ….. INCR GMED HCA ANTM THC WCG MOH CYH=Bottom (Health)
CHEM(28): 0.99% Top=OLN RPM FOE MOS FMC ASH APD WLK ….. ALB DOW MON HUN CF PAH CC MEOH=Bottom (Chemicals/Fertilizers)
RETA(68): 0.94% Top=DKS CORE GES PLCE TLRD CASY RH KORS ….. DLTR TGT W BIG ORLY AN PAG TSCO=Bottom (Retail & Specialty Retail)
LEIS(37): 0.32% Top=DPZ TVPT MAR EXPE H MTN WYN ARMK ….. SHAK RCL EAT PLNT DNKN CMG BWLD DRI=Bottom (Leisure)
ENER(97): 0.18% Top=SGY FET HES WMB NFG MDU OIS NBR ….. UNT CPE ECA CWEI WLL OAS MTDR SN=Bottom (Energy)

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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