daytrend

07/05/2016

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

Closing Stats
by daytrend on 20160705. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 1001.

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

COMPARED TO YESTERDAY’S RANGE (20160705 Closing)
8.9% of stocks are above yesterday’s high.
22.3% are above yesterday’s midpoint. (77.7% are below.)
58.9% are below yesterday’s low.
32.2% are inside yesterday’s range.
16.8% of stocks with today’s high > yesterday’s high. (83.2% less than).
81.1% of stocks with today’s low < yesterday’s low. (18.9% greater than).

EVIDENCE OF INTRADAY TREND (20160705 Closing)
28.4% of stocks are above today’s open. (70.8% are below).
17.3% of stocks are above today’s open and yesterday’s close.
69.5% are below both.
1.9% of stocks opened above yesterday’s high.
10.1% of stocks opened above yesterday’s close. (87.6% opened below yesterday’s close).
31.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160705 Closing)
9.2% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
39.3% are in the top half. 60.7% of stocks are in the bottom half of today’s range.
15.8% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20160705 Closing)
19.0% of stocks are above yesterday’s close. (81.0% are below.)
0.2% are up 4.5% or more. 7.4% are down 4.5% or more.
0.2% are up 3.5% or more. 15.0% are down 3.5% or more.
32.1% are between +1% and -1%.

RSI on DAILY (20160705 Closing)
2-day: >=95:6.7%…>=90:10.0%…>=80:15.7%…>=50:35.1%…<=20:15.0%…<=10:2.1%…<=5:0.6%…
9-day: >=95:0.0%…>=90:0.8%…>=80:4.6%…>=50:45.3%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:45.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160705 Closing)
8.9% above previous 1 highs, 58.9% below previous 1 lows
8.9% above previous 2 highs, 27.8% below previous 2 lows
8.7% above previous 3 highs, 15.0% below previous 3 lows
8.7% above previous 4 highs, 6.0% below previous 4 lows
8.7% above previous 5 highs, 2.9% below previous 5 lows
8.4% above previous 6 highs, 2.7% below previous 6 lows
7.8% above previous 7 highs, 2.7% below previous 7 lows
7.8% above previous 8 highs, 2.7% below previous 8 lows
7.8% above previous 9 highs, 2.7% below previous 9 lows
7.8% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160705 Closing)
19.0% are above or equal to 7/1 close (1 days ago), 81.0% are below.
29.2% are above or equal to 6/30 close (2 days ago), 70.8% are below.
56.2% are above or equal to 6/29 close (3 days ago), 43.8% are below.
83.0% are above or equal to 6/28 close (4 days ago), 17.0% are below.
93.7% are above or equal to 6/27 close (5 days ago), 6.3% are below.
60.5% are above or equal to 6/24 close (6 days ago), 39.5% are below.
27.6% are above or equal to 6/23 close (7 days ago), 72.4% are below.
38.9% are above or equal to 6/22 close (8 days ago), 61.1% are below.
37.1% are above or equal to 6/21 close (9 days ago), 62.9% are below.
38.4% are above or equal to 6/20 close (10 days ago), 61.6% are below.
44.8% are above or equal to 6/17 close (11 days ago), 55.2% are below.
47.3% are above or equal to 6/16 close (12 days ago), 52.7% are below.
46.4% are above or equal to 6/15 close (13 days ago), 53.6% are below.
47.3% are above or equal to 6/14 close (14 days ago), 52.7% are below.
45.7% are above or equal to 6/13 close (15 days ago), 54.3% are below.
38.8% are above or equal to 6/10 close (16 days ago), 61.2% are below.
30.8% are above or equal to 6/9 close (17 days ago), 69.2% are below.
29.3% are above or equal to 6/8 close (18 days ago), 70.7% are below.
31.5% are above or equal to 6/7 close (19 days ago), 68.5% are below.
34.1% are above or equal to 6/6 close (20 days ago), 65.9% are below.
38.1% are above or equal to 6/3 close (21 days ago), 61.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160705 Closing)
20d: 10.2% new highs, 4.6% new lows
21d: 10.2% new highs, 4.6% new lows
42d: 9.1% new highs, 3.1% new lows
63d: 8.5% new highs, 2.4% new lows
126d: 8.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160705 Closing)
2-day: 18.4% above, 81.6% below
3-day: 23.1% above, 76.9% below
4-day: 34.0% above, 66.0% below
5-day: 51.2% above, 48.8% below
8-day: 54.1% above, 45.9% below
10-day: 48.9% above, 51.1% below
20-day: 41.7% above, 58.3% below
50-day: 46.3% above, 53.7% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160705 Closing)
REAL(113): 0.12% Top=EXR O CUBE CLI PSA COR DDR SSS ….. PEB JLL RLGY NRF CBG ALLY NRZ SC=Bottom (Real Estate)
COSW(107): -0.88% Top=TEAM CYBR ROVI NEWR ATVI WB NTES WUBA ….. BITA DBD BOX YELP NUAN MTCH SQ RAX=Bottom (Computer Software/Internet)
HEAL(60): -1.07% Top=ELGX EW BDX SYK UNH NUVA RMD WCG ….. EVHC THC AMSG CYH MOH CPHD ACHC BKD=Bottom (Health)
MATE(31): -1.14% Top=WCN WM RSG MTZ DY OC LEN VMC ….. FAST TPH USG TOL EXP CSTE AWI SUM=Bottom (Materials & Construction)
LEIS(37): -1.23% Top=DPZ CAKE CMG EAT MCD JACK TXRH WEN ….. DRI CCL BLMN RCL WYNN GPRO LQ SHAK=Bottom (Leisure)
DISV(55): -1.27% Top=VNTV PAYX XRS VRSK PCLN CTAS FISV GEO ….. RHI GATX DV WTW CAR PRAA URI AL=Bottom (Diversified Services)
RETA(68): -1.44% Top=W KR NFLX DLTR CASY DKS PLCE ORLY ….. TIF GES WSM OLLI KMX AN PAG ASNA=Bottom (Retail & Specialty Retail)
COHW(44): -1.57% Top=ARRS CCI TMUS VZ WIN PSTG T ANET ….. OLED HPQ NTAP BBRY STX WDC NSR SYNA=Bottom (Computer Hardware/Telecom)
META(27): -1.62% Top=AGI PAAS GG CDE SSRI AG ABX RGLD ….. X CNX CMC SCCO SLCA FMSA FCX TCK=Bottom (Metals & Mining)
INSU(34): -1.75% Top=CLGX CINF TRV ORI ALL FAF WLTW AFSI ….. AIG PRU CNO MBI UNM MET LNC RDN=Bottom (Insurance)
TRAN(32): -1.76% Top=UPS CNI ALK UNP CHRW CP HA EXPD ….. UAL WAB GBX XPO DAL SAVE BRS TK=Bottom (Transportation)
ELEC(52): -1.92% Top=HIMX NVDA SIMO AMAT SCTY INTC WAT SNPS ….. ON MTSI IDTI MU QRVO CRUS SWKS SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(61): -1.96% Top=CLX CHD PG KMB CL MAT FL COTY ….. HAR GT MFRM WRK KATE OI KS FOSL=Bottom (Consumer)
FINA(107): -2.54% Top=CBOE CME ICE MKTX EFX TD PSEC ACAS ….. OZRK TCBI VOYA PB BX SF ZION OMF=Bottom (Banks/Financials)
MANU(47): -2.70% Top=XYL LII GE WOR AOS SWK ITW MWA ….. SEDG JOY ZBRA TEX MRC ATI FLOW DHR=Bottom (Manufacturing)
CHEM(30): -2.71% Top=SHW IFF AXTA MON RPM DOW KRA PX ….. GPRE FOE EMN MOS WLK HUN PAH CC=Bottom (Chemicals/Fertilizers)
ENER(96): -3.58% Top=ETE BPL MDU MMP PXD SEP SU EPD ….. RDC FET MUR SN SGY SWN WLL UNT=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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