daytrend

07/07/2016

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

Closing Stats
by daytrend on 20160707. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 993.

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

COMPARED TO YESTERDAY’S RANGE (20160707 Closing)
42.7% of stocks are above yesterday’s high.
73.6% are above yesterday’s midpoint. (26.4% are below.)
12.2% are below yesterday’s low.
45.1% are inside yesterday’s range.
80.0% of stocks with today’s high > yesterday’s high. (20.0% less than).
22.0% of stocks with today’s low < yesterday’s low. (78.0% greater than).

EVIDENCE OF INTRADAY TREND (20160707 Closing)
51.5% of stocks are above today’s open. (47.1% are below).
48.2% of stocks are above today’s open and yesterday’s close.
38.5% are below both.
30.5% of stocks opened above yesterday’s high.
62.9% of stocks opened above yesterday’s close. (33.0% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160707 Closing)
5.6% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
41.4% are in the top half. 58.6% of stocks are in the bottom half of today’s range.
15.0% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20160707 Closing)
58.4% of stocks are above yesterday’s close. (41.6% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
2.4% are up 3.5% or more. 2.1% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20160707 Closing)
2-day: >=95:4.7%…>=90:9.7%…>=80:20.2%…>=50:60.0%…<=20:12.5%…<=10:3.1%…<=5:0.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:54.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160707 Closing)
42.7% above previous 1 highs, 12.2% below previous 1 lows
26.2% above previous 2 highs, 8.5% below previous 2 lows
12.4% above previous 3 highs, 7.0% below previous 3 lows
12.4% above previous 4 highs, 4.1% below previous 4 lows
12.2% above previous 5 highs, 3.0% below previous 5 lows
12.1% above previous 6 highs, 1.7% below previous 6 lows
11.8% above previous 7 highs, 1.2% below previous 7 lows
10.5% above previous 8 highs, 1.2% below previous 8 lows
7.6% above previous 9 highs, 1.2% below previous 9 lows
7.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160707 Closing)
58.4% are above or equal to 7/6 close (1 days ago), 41.6% are below.
68.4% are above or equal to 7/5 close (2 days ago), 31.6% are below.
37.4% are above or equal to 7/1 close (3 days ago), 62.6% are below.
43.4% are above or equal to 6/30 close (4 days ago), 56.6% are below.
66.7% are above or equal to 6/29 close (5 days ago), 33.3% are below.
85.4% are above or equal to 6/28 close (6 days ago), 14.6% are below.
94.1% are above or equal to 6/27 close (7 days ago), 5.9% are below.
69.3% are above or equal to 6/24 close (8 days ago), 30.7% are below.
33.8% are above or equal to 6/23 close (9 days ago), 66.2% are below.
45.2% are above or equal to 6/22 close (10 days ago), 54.8% are below.
44.1% are above or equal to 6/21 close (11 days ago), 55.9% are below.
43.9% are above or equal to 6/20 close (12 days ago), 56.1% are below.
51.9% are above or equal to 6/17 close (13 days ago), 48.1% are below.
54.1% are above or equal to 6/16 close (14 days ago), 45.9% are below.
52.6% are above or equal to 6/15 close (15 days ago), 47.4% are below.
54.8% are above or equal to 6/14 close (16 days ago), 45.2% are below.
51.9% are above or equal to 6/13 close (17 days ago), 48.1% are below.
44.3% are above or equal to 6/10 close (18 days ago), 55.7% are below.
35.4% are above or equal to 6/9 close (19 days ago), 64.6% are below.
33.9% are above or equal to 6/8 close (20 days ago), 66.1% are below.
35.9% are above or equal to 6/7 close (21 days ago), 64.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160707 Closing)
20d: 10.8% new highs, 2.0% new lows
21d: 10.6% new highs, 2.0% new lows
42d: 8.7% new highs, 1.5% new lows
63d: 7.5% new highs, 1.2% new lows
126d: 7.0% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160707 Closing)
2-day: 57.3% above, 42.7% below
3-day: 63.7% above, 36.3% below
4-day: 53.2% above, 46.8% below
5-day: 49.9% above, 50.1% below
8-day: 75.2% above, 24.8% below
10-day: 65.1% above, 34.9% below
20-day: 51.5% above, 48.5% below
50-day: 51.0% above, 49.0% below
200-day: 59.6% above, 40.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160707 Closing)
ELEC(52): 1.02% Top=SIMO FIT MU CRUS MRVL QRVO ON SWKS ….. WAT KEYS TRMB QLGC CAVM CSIQ SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): 0.99% Top=LPLA OMF SIVB LAZ NAVI SYF EVR EWBC ….. ICE PVTB MKTX TROW BMO WU EV WDR=Bottom (Banks/Financials)
COHW(44): 0.77% Top=WDC GIMO ARRS PSTG LITE OLED ANET HPQ ….. TMUS BCE CCI INFN IQNT WIN VZ T=Bottom (Computer Hardware/Telecom)
CHEM(30): 0.77% Top=CC HUN AXTA WLK FMC EMN RPM OLN ….. PX AGU KRA POT MOS CF MEOH GPRE=Bottom (Chemicals/Fertilizers)
COSW(104): 0.72% Top=WB VEEV SINA BITA ATHM RAX VIPS NEWR ….. CSOD RHT SSNC LXFT EQIX TEAM WUBA MTCH=Bottom (Computer Software/Internet)
MATE(31): 0.71% Top=MTZ TPH DY EME PHM SUM CAA FLR ….. WM WY CVA WCN CSTE RSG SRCL DAR=Bottom (Materials & Construction)
TRAN(31): 0.49% Top=GBX AAL SAVE HA TRN DAL UAL LUV ….. CP KSU GWR NSC CHRW TK XPO NAT=Bottom (Transportation)
HEAL(62): 0.49% Top=ELGX ZLTQ HLS ADPT BKD NVRO CYH HOLX ….. CNC NXTM NUVA RMD UNH WCG ANTM AET=Bottom (Health)
DISV(55): 0.48% Top=SCOR DV RRD TMH MMS URI EEFT AL ….. CTAS AAN XRS MRKT HMHC MYGN GEO CXW=Bottom (Diversified Services)
CONS(60): 0.47% Top=WWW KATE BC VSTO KS RL TUP SKX ….. WRK GPK FL UFS BMS KMB MFRM ENR=Bottom (Consumer)
MANU(44): 0.45% Top=ATI DOV FLOW DDD DCI SEDG CFX EMR ….. TKR WOR MRC HON RS MWA TEX KMT=Bottom (Manufacturing)
RETA(68): 0.17% Top=COST AN LL DSW JWN SFM BLDR GNC ….. GPS DKS AEO CST WBA SPLS LB RH=Bottom (Retail & Specialty Retail)
LEIS(36): 0.13% Top=PLNT ARMK GPRO CCL EXPE HLT LQ EAT ….. BLMN WEN DPZ SEAS QSR WYNN SHAK CMG=Bottom (Leisure)
INSU(34): -0.01% Top=MBI RDN AIG FAF AON CLGX PRI AJG ….. ORI UNM MMC FNF ALL TRV AFL AIZ=Bottom (Insurance)
REAL(113): -0.86% Top=SC CBL ALLY PEB PEI HST WPG HT ….. DDR HCN NLY TREE DLR STAG O ARE=Bottom (Real Estate)
ENER(97): -1.28% Top=SGY MPLX EMES SWN OKS SPN EEP ETE ….. CLR PBF CWEI ATW CVI WLL OAS SM=Bottom (Energy)
META(26): -1.55% Top=AA RGLD STLD SLCA X NUE CMC SCCO ….. FNV CDE ABX CNX TAHO BVN SSRI PAAS=Bottom (Metals & Mining)

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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