daytrend

07/11/2016

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

Closing Stats
by daytrend on 20160711. 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 (20160711 Closing)
55.1% of stocks are above yesterday’s high.
86.8% are above yesterday’s midpoint. (13.2% are below.)
3.8% are below yesterday’s low.
41.0% are inside yesterday’s range.
88.7% of stocks with today’s high > yesterday’s high. (11.3% less than).
8.6% of stocks with today’s low < yesterday’s low. (91.4% greater than).

EVIDENCE OF INTRADAY TREND (20160711 Closing)
63.4% of stocks are above today’s open. (35.5% are below).
61.4% of stocks are above today’s open and yesterday’s close.
20.7% are below both.
39.8% of stocks opened above yesterday’s high.
86.3% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160711 Closing)
8.7% of stocks are in the top 10% of today’s range.
21.6% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
19.9% are in the bottom 20%.
12.5% are in the bottom 10%.

GAIN (20160711 Closing)
77.5% of stocks are above yesterday’s close. (22.5% are below.)
2.0% are up 4.5% or more. 0.5% are down 4.5% or more.
3.9% are up 3.5% or more. 1.1% are down 3.5% or more.
57.3% are between +1% and -1%.

RSI on DAILY (20160711 Closing)
2-day: >=95:22.6%…>=90:49.8%…>=80:71.4%…>=50:91.1%…<=20:1.3%…<=10:0.6%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.3%…>=80:3.2%…>=50:83.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:77.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160711 Closing)
55.1% above previous 1 highs, 3.8% below previous 1 lows
51.9% above previous 2 highs, 1.6% below previous 2 lows
50.8% above previous 3 highs, 1.3% below previous 3 lows
48.8% above previous 4 highs, 1.2% below previous 4 lows
44.1% above previous 5 highs, 1.0% below previous 5 lows
43.3% above previous 6 highs, 0.9% below previous 6 lows
42.9% above previous 7 highs, 0.9% below previous 7 lows
42.7% above previous 8 highs, 0.5% below previous 8 lows
42.2% above previous 9 highs, 0.4% below previous 9 lows
37.1% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160711 Closing)
77.5% are above or equal to 7/8 close (1 days ago), 22.5% are below.
94.5% are above or equal to 7/7 close (2 days ago), 5.5% are below.
89.3% are above or equal to 7/6 close (3 days ago), 10.7% are below.
89.9% are above or equal to 7/5 close (4 days ago), 10.1% are below.
80.3% are above or equal to 7/1 close (5 days ago), 19.7% are below.
80.8% are above or equal to 6/30 close (6 days ago), 19.2% are below.
87.2% are above or equal to 6/29 close (7 days ago), 12.8% are below.
92.9% are above or equal to 6/28 close (8 days ago), 7.1% are below.
96.8% are above or equal to 6/27 close (9 days ago), 3.2% are below.
86.6% are above or equal to 6/24 close (10 days ago), 13.4% are below.
51.9% are above or equal to 6/23 close (11 days ago), 48.1% are below.
65.2% are above or equal to 6/22 close (12 days ago), 34.8% are below.
63.4% are above or equal to 6/21 close (13 days ago), 36.6% are below.
64.5% are above or equal to 6/20 close (14 days ago), 35.5% are below.
71.2% are above or equal to 6/17 close (15 days ago), 28.8% are below.
72.5% are above or equal to 6/16 close (16 days ago), 27.5% are below.
71.1% are above or equal to 6/15 close (17 days ago), 28.9% are below.
71.6% are above or equal to 6/14 close (18 days ago), 28.4% are below.
67.8% are above or equal to 6/13 close (19 days ago), 32.2% are below.
61.2% are above or equal to 6/10 close (20 days ago), 38.8% are below.
50.5% are above or equal to 6/9 close (21 days ago), 49.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160711 Closing)
20d: 35.0% new highs, 0.6% new lows
21d: 32.9% new highs, 0.6% new lows
42d: 25.7% new highs, 0.5% new lows
63d: 22.4% new highs, 0.3% new lows
126d: 20.6% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160711 Closing)
2-day: 76.9% above, 23.1% below
3-day: 91.2% above, 8.8% below
4-day: 92.2% above, 7.8% below
5-day: 91.8% above, 8.2% below
8-day: 88.9% above, 11.1% below
10-day: 93.0% above, 7.0% below
20-day: 80.9% above, 19.1% below
50-day: 68.3% above, 31.7% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160711 Closing)
LEIS(36): 1.84% Top=GPRO WYNN LVS PLNT SEAS PLAY DNKN CCL ….. HLT MAR ARMK MGM QSR BYD TVPT SBUX=Bottom (Leisure)
META(31): 1.69% Top=CLF X CENX FCX SWC AA AG NUE ….. HL SLCA CCJ NEM FNV AEM CMP ABX=Bottom (Metals & Mining)
FINA(106): 1.26% Top=OZRK WETF NSAM NAVI BOFI ESNT HOMB WDR ….. SEIC TROW EFX WU BEN PVTB BMO MKTX=Bottom (Banks/Financials)
TRAN(31): 1.23% Top=XPO NAT TK AAL GBX TRN HA UAL ….. UPS KSU JBHT WERN EXPD CP CNI CHRW=Bottom (Transportation)
ELEC(52): 1.16% Top=HIMX TSL CSIQ MXL TER QRVO SCTY ON ….. MU MRVL BW WAT CY KEYS CREE LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(68): 1.02% Top=DSW GME CHS SIG LL PAG ASNA BLDR ….. TSCO BURL AAP KR ORLY SFM NFLX STMP=Bottom (Retail & Specialty Retail)
MANU(44): 0.96% Top=ATI JOY TEX MWA ITT RXN TKR KMT ….. IR BWXT LECO DE GE HON DHR DDD=Bottom (Manufacturing)
DISV(54): 0.86% Top=ADS HMHC GATX KBR KFY RRD DV AL ….. HRB PAYX G XRS FDC SBAC CTAS LDOS=Bottom (Diversified Services)
COSW(103): 0.83% Top=IMPV NTES JD BIDU VNET VIPS ELLI WB ….. CHKP CERN VEEV CVT YELP TWTR GRUB ATHM=Bottom (Computer Software/Internet)
REAL(109): 0.82% Top=CBL NRF WPG HT DDR LHO PEB LXP ….. PSA DLR DFT CONE CSAL LGIH RLGY COR=Bottom (Real Estate)
CHEM(30): 0.66% Top=CC KRA HUN PAH GPRE POL OLN MEOH ….. FMC IFF RPM AXTA CE PX GRA CF=Bottom (Chemicals/Fertilizers)
MATE(32): 0.66% Top=CSTE AWI WY MAS SUM CVA PWR BECN ….. WM RSG WCN MLM SRCL PHM LEN TOL=Bottom (Materials & Construction)
INSU(35): 0.60% Top=MBI RDN AGO LNC MET MTG PRU CNO ….. AWH TRV MMC L XL PGR FAF BRO=Bottom (Insurance)
CONS(59): 0.59% Top=GIII FOSL RL UFS GPK ENR FBHS DECK ….. LULU UA AVY CLX EPC KATE NWL PKG=Bottom (Consumer)
COHW(45): 0.53% Top=CUDA GIMO ANET VIAV PANW TDS CIEN CDW ….. COMM VRSN NTAP OLED CCI SYNA MITL SSYS=Bottom (Computer Hardware/Telecom)
HEAL(61): 0.18% Top=ZLTQ INCR NVRO BKD THC ABMD AMSG MOH ….. UNH HRC BCR HOLX IRWD ELGX PINC ADPT=Bottom (Health)
ENER(96): -0.45% Top=SGY AR PAGP HFC TSO TLLP VLO GPOR ….. ATW MUR OAS RIG WLL SM NBR 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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