daytrend

07/13/2016

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

Closing Stats
by daytrend on 20160713. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 966.

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

COMPARED TO YESTERDAY’S RANGE (20160713 Closing)
18.0% of stocks are above yesterday’s high.
50.8% are above yesterday’s midpoint. (49.2% are below.)
17.3% are below yesterday’s low.
64.7% are inside yesterday’s range.
52.1% of stocks with today’s high > yesterday’s high. (47.9% less than).
39.2% of stocks with today’s low < yesterday’s low. (60.8% greater than).

EVIDENCE OF INTRADAY TREND (20160713 Closing)
30.2% of stocks are above today’s open. (68.2% are below).
27.6% of stocks are above today’s open and yesterday’s close.
54.9% are below both.
19.3% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (23.4% opened below yesterday’s close).
1.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160713 Closing)
7.3% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
40.5% are in the top half. 59.5% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
13.9% are in the bottom 10%.

GAIN (20160713 Closing)
42.5% of stocks are above yesterday’s close. (57.5% are below.)
0.9% are up 4.5% or more. 1.8% are down 4.5% or more.
1.3% are up 3.5% or more. 3.3% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20160713 Closing)
2-day: >=95:22.7%…>=90:30.8%…>=80:42.3%…>=50:77.1%…<=20:2.5%…<=10:0.7%…<=5:0.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:89.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:85.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160713 Closing)
18.0% above previous 1 highs, 17.3% below previous 1 lows
16.6% above previous 2 highs, 6.1% below previous 2 lows
16.6% above previous 3 highs, 2.2% below previous 3 lows
16.1% above previous 4 highs, 1.2% below previous 4 lows
15.6% above previous 5 highs, 0.7% below previous 5 lows
15.5% above previous 6 highs, 0.6% below previous 6 lows
15.4% above previous 7 highs, 0.5% below previous 7 lows
14.9% above previous 8 highs, 0.4% below previous 8 lows
14.7% above previous 9 highs, 0.4% below previous 9 lows
14.7% above previous 10 highs, 0.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160713 Closing)
42.5% are above or equal to 7/12 close (1 days ago), 57.5% are below.
73.9% are above or equal to 7/11 close (2 days ago), 26.1% are below.
82.1% are above or equal to 7/8 close (3 days ago), 17.9% are below.
94.5% are above or equal to 7/7 close (4 days ago), 5.5% are below.
90.3% are above or equal to 7/6 close (5 days ago), 9.7% are below.
90.8% are above or equal to 7/5 close (6 days ago), 9.2% are below.
84.5% are above or equal to 7/1 close (7 days ago), 15.5% are below.
86.7% are above or equal to 6/30 close (8 days ago), 13.3% are below.
90.6% are above or equal to 6/29 close (9 days ago), 9.4% are below.
95.0% are above or equal to 6/28 close (10 days ago), 5.0% are below.
97.4% are above or equal to 6/27 close (11 days ago), 2.6% are below.
92.2% are above or equal to 6/24 close (12 days ago), 7.8% are below.
60.6% are above or equal to 6/23 close (13 days ago), 39.4% are below.
73.8% are above or equal to 6/22 close (14 days ago), 26.2% are below.
71.9% are above or equal to 6/21 close (15 days ago), 28.1% are below.
72.3% are above or equal to 6/20 close (16 days ago), 27.7% are below.
77.7% are above or equal to 6/17 close (17 days ago), 22.3% are below.
79.2% are above or equal to 6/16 close (18 days ago), 20.8% are below.
76.2% are above or equal to 6/15 close (19 days ago), 23.8% are below.
78.0% are above or equal to 6/14 close (20 days ago), 22.0% are below.
74.1% are above or equal to 6/13 close (21 days ago), 25.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160713 Closing)
20d: 29.5% new highs, 0.3% new lows
21d: 28.7% new highs, 0.3% new lows
42d: 20.8% new highs, 0.3% new lows
63d: 16.4% new highs, 0.2% new lows
126d: 14.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160713 Closing)
2-day: 40.9% above, 59.1% below
3-day: 65.0% above, 35.0% below
4-day: 74.1% above, 25.9% below
5-day: 85.4% above, 14.6% below
8-day: 89.8% above, 10.2% below
10-day: 90.3% above, 9.7% below
20-day: 88.8% above, 11.2% below
50-day: 75.5% above, 24.5% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160713 Closing)
META(32): 1.75% Top=AG HL CDE PAAS AEM FSM SLW TAHO ….. NUE STLD AA CLF CCJ CNX SLCA FMSA=Bottom (Metals & Mining)
CHEM(29): 0.78% Top=POT CF MOS PAH AGU CC AXTA WLK ….. DD FOE APD GPRE MEOH MON OLN RPM=Bottom (Chemicals/Fertilizers)
TRAN(31): 0.54% Top=CSX SWFT NSC UNP WERN GWR KSU CP ….. AAL WAB LUV DAL TRN NAT SAVE TK=Bottom (Transportation)
REAL(107): 0.19% Top=CBL GOV TREE ROIC OHI PEI KRC PGRE ….. RLGY COR RLJ LHO PEB SHO HST DRH=Bottom (Real Estate)
HEAL(57): 0.07% Top=AET ZLTQ NVRO WCG MOH PKI HCA ANTM ….. WST CYH ABT PODD ALGN OPK IRWD CPHD=Bottom (Health)
MATE(31): 0.06% Top=USG MAS EXP WCN BLD KBH WY TPH ….. MLM MDC FLR CAA DY CSTE FAST MTZ=Bottom (Materials & Construction)
DISV(54): 0.01% Top=YY DV SSTK LDOS MCO HMHC CXW KFY ….. ZG URI ADS RHI FDC WTW SCOR MYGN=Bottom (Diversified Services)
COHW(45): -0.02% Top=LVLT STX IQNT ZAYO TMUS NTAP TDS VZ ….. BBRY MITL GIMO VG CIEN OLED COMM FNSR=Bottom (Computer Hardware/Telecom)
MANU(41): -0.14% Top=BWXT IR CRS DE DHR RS LECO WOR ….. AGCO CMI ZBRA PNR TKR JOY ATU CFX=Bottom (Manufacturing)
FINA(102): -0.28% Top=OMF PYPL BX CIT CFR SYF TD BMO ….. SIVB BEN SF SCHW AMTD RJF APAM BOFI=Bottom (Banks/Financials)
CONS(59): -0.29% Top=BMS SEE GIL FBHS CL KMB CLX PBI ….. PVH CRI COH TPX GT PAY FOSL KATE=Bottom (Consumer)
INSU(34): -0.33% Top=XL AIZ MTG SLF PGR CINF AWH AFL ….. TMK AJG PRU MET AGO HIG PRI LNC=Bottom (Insurance)
LEIS(34): -0.39% Top=SHAK CMG ARMK SIX QSR BYD EXPE MCD ….. EAT SONC WYNN PLNT LVS BLMN SBUX MAR=Bottom (Leisure)
ELEC(50): -0.56% Top=HIMX AMAT TER SANM CY ADI BRKR LRCX ….. MXL GRMN FSLR SCTY QRVO SPWR CSIQ LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(103): -0.66% Top=VNET CVG AKAM TRI MSFT SSNC FEYE INXN ….. NEWR SINA JD GRUB TTWO N IMPV YELP=Bottom (Computer Software/Internet)
RETA(66): -0.96% Top=WFM GNC CVS SFM AEO WBA GME NFLX ….. W OLLI LL KSS FIVE MIK RH STMP=Bottom (Retail & Specialty Retail)
ENER(91): -2.16% Top=HFC WMB MDU VLO AR SEP BPL NFG ….. OAS MPLX ATW RSPP CWEI UNT FET 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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