daytrend

07/14/2016

Filed under: Market Stats — daytrend @ 3:38 pm

Closing Stats
by daytrend on 20160714. 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 (20160714 Closing)
29.5% of stocks are above yesterday’s high.
58.0% are above yesterday’s midpoint. (42.0% are below.)
13.6% are below yesterday’s low.
56.9% are inside yesterday’s range.
62.4% of stocks with today’s high > yesterday’s high. (37.6% less than).
26.0% of stocks with today’s low < yesterday’s low. (74.0% greater than).

EVIDENCE OF INTRADAY TREND (20160714 Closing)
31.9% of stocks are above today’s open. (65.9% are below).
29.5% of stocks are above today’s open and yesterday’s close.
31.5% are below both.
36.6% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.2% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160714 Closing)
3.6% of stocks are in the top 10% of today’s range.
9.0% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
17.8% are in the bottom 10%.

GAIN (20160714 Closing)
66.0% of stocks are above yesterday’s close. (34.0% are below.)
0.9% are up 4.5% or more. 0.3% are down 4.5% or more.
2.1% are up 3.5% or more. 1.1% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20160714 Closing)
2-day: >=95:24.3%…>=90:31.5%…>=80:45.0%…>=50:73.7%…<=20:4.6%…<=10:1.3%…<=5:0.2%…
9-day: >=95:0.0%…>=90:0.3%…>=80:2.4%…>=50:90.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:88.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160714 Closing)
29.5% above previous 1 highs, 13.6% below previous 1 lows
25.7% above previous 2 highs, 9.0% below previous 2 lows
25.4% above previous 3 highs, 5.3% below previous 3 lows
25.3% above previous 4 highs, 3.0% below previous 4 lows
25.3% above previous 5 highs, 2.0% below previous 5 lows
25.3% above previous 6 highs, 1.6% below previous 6 lows
24.7% above previous 7 highs, 1.4% below previous 7 lows
24.2% above previous 8 highs, 1.3% below previous 8 lows
24.0% above previous 9 highs, 1.0% below previous 9 lows
24.0% above previous 10 highs, 0.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160714 Closing)
66.0% are above or equal to 7/13 close (1 days ago), 34.0% are below.
57.0% are above or equal to 7/12 close (2 days ago), 43.0% are below.
75.1% are above or equal to 7/11 close (3 days ago), 24.9% are below.
81.8% are above or equal to 7/8 close (4 days ago), 18.2% are below.
93.4% are above or equal to 7/7 close (5 days ago), 6.6% are below.
88.7% are above or equal to 7/6 close (6 days ago), 11.3% are below.
90.2% are above or equal to 7/5 close (7 days ago), 9.8% are below.
85.2% are above or equal to 7/1 close (8 days ago), 14.8% are below.
87.3% are above or equal to 6/30 close (9 days ago), 12.7% are below.
91.2% are above or equal to 6/29 close (10 days ago), 8.8% are below.
94.7% are above or equal to 6/28 close (11 days ago), 5.3% are below.
96.9% are above or equal to 6/27 close (12 days ago), 3.1% are below.
92.7% are above or equal to 6/24 close (13 days ago), 7.3% are below.
64.5% are above or equal to 6/23 close (14 days ago), 35.5% are below.
77.5% are above or equal to 6/22 close (15 days ago), 22.5% are below.
76.3% are above or equal to 6/21 close (16 days ago), 23.7% are below.
76.4% are above or equal to 6/20 close (17 days ago), 23.6% are below.
81.7% are above or equal to 6/17 close (18 days ago), 18.3% are below.
81.9% are above or equal to 6/16 close (19 days ago), 18.1% are below.
80.0% are above or equal to 6/15 close (20 days ago), 20.0% are below.
80.6% are above or equal to 6/14 close (21 days ago), 19.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160714 Closing)
20d: 32.7% new highs, 0.3% new lows
21d: 32.5% new highs, 0.3% new lows
42d: 22.6% new highs, 0.3% new lows
63d: 17.0% new highs, 0.2% new lows
126d: 15.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160714 Closing)
2-day: 63.6% above, 36.4% below
3-day: 59.9% above, 40.1% below
4-day: 67.8% above, 32.2% below
5-day: 74.2% above, 25.8% below
8-day: 88.0% above, 12.0% below
10-day: 88.6% above, 11.4% below
20-day: 91.3% above, 8.7% below
50-day: 79.4% above, 20.6% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160714 Closing)
FINA(103): 1.41% Top=OMF SIVB WETF MS GS BXS FITB STI ….. ARCC HAWK ACAS PVTB FRC JNS BLK LPLA=Bottom (Banks/Financials)
CHEM(28): 1.12% Top=CC CF MON AGU MOS POT EMN DOW ….. PAH AXTA GPRE OLN SHW RPM IFF PPG=Bottom (Chemicals/Fertilizers)
ELEC(48): 1.02% Top=CREE QRVO SPWR CY SWKS CRUS IDTI FSLR ….. AMBA LEDS LRCX HIMX BRKR NXPI TER CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(34): 0.90% Top=MET LNC RDN UNM PRU AFSI MTG SLF ….. ALL MMC CLGX WLTW FAF PRI BRO XL=Bottom (Insurance)
TRAN(31): 0.85% Top=UAL AAL DAL CSX ALK KSU ODFL JBLU ….. TK CHRW NAT KEX SWFT WERN KNX XPO=Bottom (Transportation)
MANU(42): 0.76% Top=ATU CRS ATI FLS CFX EMR AME ITT ….. HON MKSI TKR ROK ETN DHR XYL JOY=Bottom (Manufacturing)
DISV(56): 0.71% Top=IILG DV FDC SCOR ULTA XRS ZG MAN ….. G EEFT TMH HMHC WOOF GEO CXW SSTK=Bottom (Diversified Services)
COSW(103): 0.46% Top=CSOD RAX IMS NEWR HPE VIPS ADSK WB ….. SYMC INXN ZEN PFPT FEYE GRUB GDDY VNET=Bottom (Computer Software/Internet)
LEIS(34): 0.41% Top=YUM DNKN SBUX EAT JACK CAKE BLMN WYN ….. SIX SONC CCL PLNT RCL SEAS GPRO WYNN=Bottom (Leisure)
ENER(91): 0.40% Top=WMB WPZ GEL DO ETE PAGP FET MPLX ….. OAS SN RRC WNR SWN CWEI LPI AR=Bottom (Energy)
META(32): 0.33% Top=CDE SLCA CCJ ABX NEM SWC CENX PAAS ….. CMP SCCO BVN SSRI AEM TAHO FNV AGI=Bottom (Metals & Mining)
RETA(66): 0.24% Top=PAG EBAY SIG DKS WBA NFLX BID KMX ….. GME URBN TLRD CHS LL BIG SBH W=Bottom (Retail & Specialty Retail)
CONS(58): 0.13% Top=GIL WRK PBI PKG GPK DECK NKE UFS ….. NWL FOSL SHOO CRI BERY PAY MAT SKX=Bottom (Consumer)
COHW(45): 0.05% Top=LITE CUDA AAPL FNSR CTL COMM TDS ARRS ….. NTAP CIEN WIN UBNT IQNT PANW STX BRCD=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.03% Top=ZLTQ OPK HOLX TMO INCR IRWD BKD ESRX ….. NXTM UHS DXCM HCA EVHC AMSG ADPT ACHC=Bottom (Health)
MATE(31): -0.23% Top=SRCL BECN MAS EME FLR WCN DHI WY ….. DY VMC TOL USG CAA SUM EXP BLD=Bottom (Materials & Construction)
REAL(107): -0.57% Top=TREE NRF CLNY SC RLGY JLL BAM HST ….. MAA KRC CPT CONE DFT CUBE DLR LGIH=Bottom (Real Estate)

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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