daytrend

07/08/2016

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

Closing Stats
by daytrend on 20160708. 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 (20160708 Closing)
73.1% of stocks are above yesterday’s high.
90.6% are above yesterday’s midpoint. (9.4% are below.)
0.9% are below yesterday’s low.
26.0% are inside yesterday’s range.
82.5% of stocks with today’s high > yesterday’s high. (17.5% less than).
7.6% of stocks with today’s low < yesterday’s low. (92.4% greater than).

EVIDENCE OF INTRADAY TREND (20160708 Closing)
84.3% of stocks are above today’s open. (14.8% are below).
83.8% of stocks are above today’s open and yesterday’s close.
3.3% are below both.
42.2% of stocks opened above yesterday’s high.
96.4% of stocks opened above yesterday’s close. (2.8% opened below yesterday’s close).
0.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160708 Closing)
22.6% of stocks are in the top 10% of today’s range.
45.6% are in the top 20%.
82.8% are in the top half. 17.2% of stocks are in the bottom half of today’s range.
5.3% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20160708 Closing)
96.1% of stocks are above yesterday’s close. (3.9% are below.)
5.5% are up 4.5% or more. 0.1% are down 4.5% or more.
14.1% are up 3.5% or more. 0.1% are down 3.5% or more.
16.4% are between +1% and -1%.

RSI on DAILY (20160708 Closing)
2-day: >=95:14.8%…>=90:37.2%…>=80:68.2%…>=50:92.5%…<=20:1.5%…<=10:0.8%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:78.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:72.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160708 Closing)
73.1% above previous 1 highs, 0.9% below previous 1 lows
69.6% above previous 2 highs, 0.4% below previous 2 lows
63.3% above previous 3 highs, 0.4% below previous 3 lows
45.7% above previous 4 highs, 0.4% below previous 4 lows
44.7% above previous 5 highs, 0.4% below previous 5 lows
44.1% above previous 6 highs, 0.4% below previous 6 lows
44.1% above previous 7 highs, 0.3% below previous 7 lows
43.0% above previous 8 highs, 0.2% below previous 8 lows
36.9% above previous 9 highs, 0.2% below previous 9 lows
26.3% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160708 Closing)
96.1% are above or equal to 7/7 close (1 days ago), 3.9% are below.
87.3% are above or equal to 7/6 close (2 days ago), 12.7% are below.
88.0% are above or equal to 7/5 close (3 days ago), 12.0% are below.
75.6% are above or equal to 7/1 close (4 days ago), 24.4% are below.
74.1% are above or equal to 6/30 close (5 days ago), 25.9% are below.
84.8% are above or equal to 6/29 close (6 days ago), 15.2% are below.
93.2% are above or equal to 6/28 close (7 days ago), 6.8% are below.
96.3% are above or equal to 6/27 close (8 days ago), 3.7% are below.
83.6% are above or equal to 6/24 close (9 days ago), 16.4% are below.
47.0% are above or equal to 6/23 close (10 days ago), 53.0% are below.
60.2% are above or equal to 6/22 close (11 days ago), 39.8% are below.
58.3% are above or equal to 6/21 close (12 days ago), 41.7% are below.
60.5% are above or equal to 6/20 close (13 days ago), 39.5% are below.
66.9% are above or equal to 6/17 close (14 days ago), 33.1% are below.
67.5% are above or equal to 6/16 close (15 days ago), 32.5% are below.
66.5% are above or equal to 6/15 close (16 days ago), 33.5% are below.
66.8% are above or equal to 6/14 close (17 days ago), 33.2% are below.
63.2% are above or equal to 6/13 close (18 days ago), 36.8% are below.
56.5% are above or equal to 6/10 close (19 days ago), 43.5% are below.
46.3% are above or equal to 6/9 close (20 days ago), 53.7% are below.
43.6% are above or equal to 6/8 close (21 days ago), 56.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160708 Closing)
20d: 25.5% new highs, 1.1% new lows
21d: 23.6% new highs, 1.1% new lows
42d: 19.8% new highs, 0.8% new lows
63d: 17.2% new highs, 0.5% new lows
126d: 16.3% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160708 Closing)
2-day: 95.6% above, 4.4% below
3-day: 92.3% above, 7.7% below
4-day: 90.9% above, 9.1% below
5-day: 88.0% above, 12.0% below
8-day: 89.3% above, 10.7% below
10-day: 92.3% above, 7.7% below
20-day: 75.1% above, 24.9% below
50-day: 63.3% above, 36.7% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160708 Closing)
META(28): 3.50% Top=AG HL CDE AGI TAHO X AA FCX ….. TCK SCCO CNX GG CCJ AEM NEM ABX=Bottom (Metals & Mining)
CHEM(30): 3.23% Top=CC HUN CF KRA WLK FMC POL PAH ….. MON AXTA IFF SHW MEOH GRA AGU POT=Bottom (Chemicals/Fertilizers)
TRAN(31): 2.61% Top=SWFT GBX HA GWR TK ODFL UAL WERN ….. SAVE LUV CNI UPS CHRW EXPD ALK KEX=Bottom (Transportation)
MANU(44): 2.54% Top=KMT JOY DDD FLOW ATI CFX PNR TEX ….. ROP MIDD DCI SEDG GE AME BWXT DHR=Bottom (Manufacturing)
DISV(54): 2.47% Top=CAR RRD PRAA AL KFY URI R FDC ….. IILG BAH HRB GEO MRKT YY XRS CXW=Bottom (Diversified Services)
RETA(68): 2.40% Top=ASNA WSM GPS ANF FINL KMX BLDR ETSY ….. BURL WFM W DLTR WMT JCP BABA STMP=Bottom (Retail & Specialty Retail)
COHW(44): 2.38% Top=INFN SSYS OLED CIEN UBNT PANW WDC COMM ….. CDW GIMO VZ AAPL T CCI PSTG BCE=Bottom (Computer Hardware/Telecom)
CONS(59): 2.15% Top=FOSL SHOO WWW WRK FL GT KATE HAR ….. PG MAT CHD BMS CLX CRI UA UFS=Bottom (Consumer)
COSW(103): 2.11% Top=NOW PFPT NTCT EPAM FTNT LXFT TWTR RAX ….. YHOO TYL LOCK MTCH ELLI NTES WB BIDU=Bottom (Computer Software/Internet)
MATE(31): 2.11% Top=KBH CAA TOL TPH LEN MAS DHI FLR ….. EXP FAST RSG MLM WCN CVA WM OC=Bottom (Materials & Construction)
ELEC(54): 2.10% Top=MXL FLEX MTSI IPHI AYI CY NVDA MSCC ….. BRKR SNPS TRMB QLGC HIMX FEIC SCTY LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(106): 2.06% Top=CATY SYF COF NAVI SLM BEN OMF WDR ….. PSEC FNFG NYCB FMER PVTB TD ACAS ARCC=Bottom (Banks/Financials)
HEAL(62): 1.94% Top=CPHD BKD CYH NXTM ELGX PRAH HYH THC ….. STJ BCR NVRO UNH HTWR OPK ACHC ADPT=Bottom (Health)
ENER(97): 1.91% Top=CWEI SGY MTDR WNR SWN WPX DK UNT ….. CVI MMP SEP PDCE EMES NBL TEP PAGP=Bottom (Energy)
REAL(111): 1.84% Top=JLL SC CBG NRF CLNY WPG ALLY LGIH ….. NNN MFA CYS EQC HTS NLY MAA AGNC=Bottom (Real Estate)
INSU(35): 1.74% Top=MTG LNC RDN CNO PRU MBI AIZ MET ….. WRB FNF AON MMC WLTW TRV SLF AXS=Bottom (Insurance)
LEIS(36): 1.49% Top=PLAY SONC SEAS PLNT BWLD LQ BYD RCL ….. MCD JACK DRI TXRH MGM DNKN QSR SBUX=Bottom (Leisure)

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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