daytrend

07/12/2016

Filed under: Market Stats — daytrend @ 3:03 pm

Closing Stats
by daytrend on 20160712. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 976.

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

COMPARED TO YESTERDAY’S RANGE (20160712 Closing)
61.5% of stocks are above yesterday’s high.
82.2% are above yesterday’s midpoint. (17.8% are below.)
7.1% are below yesterday’s low.
31.5% are inside yesterday’s range.
82.4% of stocks with today’s high > yesterday’s high. (17.6% less than).
17.0% of stocks with today’s low < yesterday’s low. (83.0% greater than).

EVIDENCE OF INTRADAY TREND (20160712 Closing)
68.6% of stocks are above today’s open. (30.7% are below).
66.8% of stocks are above today’s open and yesterday’s close.
17.4% are below both.
45.3% of stocks opened above yesterday’s high.
84.7% of stocks opened above yesterday’s close. (12.6% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160712 Closing)
11.9% of stocks are in the top 10% of today’s range.
27.8% are in the top 20%.
64.3% are in the top half. 35.7% of stocks are in the bottom half of today’s range.
12.1% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20160712 Closing)
80.8% of stocks are above yesterday’s close. (19.2% are below.)
7.0% are up 4.5% or more. 0.4% are down 4.5% or more.
12.4% are up 3.5% or more. 0.9% are down 3.5% or more.
38.2% are between +1% and -1%.

RSI on DAILY (20160712 Closing)
2-day: >=95:48.1%…>=90:63.9%…>=80:76.0%…>=50:88.7%…<=20:2.5%…<=10:0.4%…<=5:0.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:94.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:88.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160712 Closing)
61.5% above previous 1 highs, 7.1% below previous 1 lows
60.7% above previous 2 highs, 2.6% below previous 2 lows
58.5% above previous 3 highs, 1.3% below previous 3 lows
58.1% above previous 4 highs, 1.1% below previous 4 lows
56.0% above previous 5 highs, 0.9% below previous 5 lows
51.9% above previous 6 highs, 0.8% below previous 6 lows
51.4% above previous 7 highs, 0.4% below previous 7 lows
51.2% above previous 8 highs, 0.3% below previous 8 lows
50.9% above previous 9 highs, 0.1% below previous 9 lows
50.3% above previous 10 highs, 0.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160712 Closing)
80.8% are above or equal to 7/11 close (1 days ago), 19.2% are below.
86.9% are above or equal to 7/8 close (2 days ago), 13.1% are below.
95.6% are above or equal to 7/7 close (3 days ago), 4.4% are below.
90.8% are above or equal to 7/6 close (4 days ago), 9.2% are below.
92.1% are above or equal to 7/5 close (5 days ago), 7.9% are below.
87.8% are above or equal to 7/1 close (6 days ago), 12.2% are below.
89.1% are above or equal to 6/30 close (7 days ago), 10.9% are below.
93.3% are above or equal to 6/29 close (8 days ago), 6.7% are below.
95.3% are above or equal to 6/28 close (9 days ago), 4.7% are below.
98.0% are above or equal to 6/27 close (10 days ago), 2.0% are below.
93.2% are above or equal to 6/24 close (11 days ago), 6.8% are below.
64.5% are above or equal to 6/23 close (12 days ago), 35.5% are below.
76.4% are above or equal to 6/22 close (13 days ago), 23.6% are below.
74.3% are above or equal to 6/21 close (14 days ago), 25.7% are below.
75.3% are above or equal to 6/20 close (15 days ago), 24.7% are below.
79.6% are above or equal to 6/17 close (16 days ago), 20.4% are below.
81.3% are above or equal to 6/16 close (17 days ago), 18.8% are below.
79.3% are above or equal to 6/15 close (18 days ago), 20.7% are below.
78.8% are above or equal to 6/14 close (19 days ago), 21.2% are below.
76.0% are above or equal to 6/13 close (20 days ago), 24.0% are below.
70.1% are above or equal to 6/10 close (21 days ago), 29.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160712 Closing)
20d: 41.8% new highs, 0.1% new lows
21d: 39.9% new highs, 0.1% new lows
42d: 29.3% new highs, 0.1% new lows
63d: 22.4% new highs, 0.0% new lows
126d: 20.3% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160712 Closing)
2-day: 79.9% above, 20.1% below
3-day: 84.3% above, 15.7% below
4-day: 90.3% above, 9.7% below
5-day: 90.8% above, 9.2% below
8-day: 92.6% above, 7.4% below
10-day: 95.0% above, 5.0% below
20-day: 91.8% above, 8.2% below
50-day: 76.7% above, 23.3% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160712 Closing)
ENER(93): 4.78% Top=SGY SN SM UNT WLL OAS PAGP PAA ….. HFC RICE MMP NFG INT SE MDU SEP=Bottom (Energy)
TRAN(31): 2.77% Top=AAL UAL TK DAL ALK JBLU LUV SAVE ….. WAB ODFL CHRW UNP JBHT EXPD UPS SWFT=Bottom (Transportation)
CHEM(29): 2.36% Top=CF GPRE MEOH PAH HUN FMC CC MOS ….. GRA POT IFF AGU AXTA FOE MON SHW=Bottom (Chemicals/Fertilizers)
FINA(104): 2.30% Top=WDR WETF PB LPLA NAVI IVZ ETFC SCHW ….. PVTB EFX WFC CBOE CME ACAS MKTX KKR=Bottom (Banks/Financials)
ELEC(51): 2.04% Top=LEDS HIMX MU CY BW TRMB GRMN LRCX ….. TSL SNPS QLGC SCTY APH MLNX SIMO FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(54): 1.81% Top=SSTK YY FDC FLT KBR PRAA MAN ACM ….. VNTV FISV AHS PAYX PCLN SBAC CTAS XRS=Bottom (Diversified Services)
COHW(45): 1.78% Top=STX WDC SSYS HPQ TDC SYNA NTAP CIEN ….. T VRSN CCI ZAYO VZ PANW TMUS GIMO=Bottom (Computer Hardware/Telecom)
MANU(43): 1.77% Top=DDD JOY ATI FLS KMT ZBRA MRC CMI ….. HON DHR XYL GE SEDG MHK BWXT ROP=Bottom (Manufacturing)
CONS(59): 1.38% Top=SKX HAR FOSL UA TPX KS SCS DECK ….. AVY FBHS BLL CL KMB CLX CHD ENR=Bottom (Consumer)
COSW(103): 1.20% Top=N DATA MTCH RAX IAC CSOD WDAY NCR ….. CSC IMPV BIDU CHKP TWOU ELLI PFPT MANH=Bottom (Computer Software/Internet)
LEIS(35): 0.99% Top=RCL LQ BLMN WYN WYNN CCL SBUX EXPE ….. SIX WEN YUM DPZ QSR SEAS JACK PLAY=Bottom (Leisure)
INSU(35): 0.99% Top=LNC MBI RDN CNO MET PRU UNM MTG ….. TRV AGO CINF BRO WRB ALL PGR AXS=Bottom (Insurance)
RETA(67): 0.81% Top=ETSY ASNA TLRD KMX SPLS DSW DDS W ….. ORLY WFM AMZN WBA WMT SFM JCP CASY=Bottom (Retail & Specialty Retail)
MATE(32): 0.49% Top=PWR FLR CSTE WY MTZ MAS DAR VMC ….. WM BLD TOL RSG WCN BECN AWI FAST=Bottom (Materials & Construction)
HEAL(59): 0.40% Top=ACHC PODD A CPHD PINC EW ZLTQ ABMD ….. AET NUVA XRAY CYH ELGX COO NVRO NXTM=Bottom (Health)
REAL(106): 0.20% Top=PEB SC RLGY CBG KW LHO ALLY CLNY ….. HR DOC SUI VTR CBL WPG REG OHI=Bottom (Real Estate)
META(30): 0.08% Top=FCX CENX CLF X AA CNX NUE TCK ….. RGLD SLW SSRI FNV FSM AGI AG ABX=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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