daytrend

07/18/2016

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

Closing Stats
by daytrend on 20160718. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 954.

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

COMPARED TO YESTERDAY’S RANGE (20160718 Closing)
27.3% of stocks are above yesterday’s high.
57.8% are above yesterday’s midpoint. (42.2% are below.)
15.1% are below yesterday’s low.
57.7% are inside yesterday’s range.
48.3% of stocks with today’s high > yesterday’s high. (51.7% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND (20160718 Closing)
62.1% of stocks are above today’s open. (36.3% are below).
55.2% of stocks are above today’s open and yesterday’s close.
29.1% are below both.
7.7% of stocks opened above yesterday’s high.
48.7% of stocks opened above yesterday’s close. (45.5% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160718 Closing)
17.4% of stocks are in the top 10% of today’s range.
30.4% are in the top 20%.
65.0% are in the top half. 35.0% of stocks are in the bottom half of today’s range.
11.6% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20160718 Closing)
64.3% of stocks are above yesterday’s close. (35.7% are below.)
1.5% are up 4.5% or more. 0.4% are down 4.5% or more.
3.0% are up 3.5% or more. 0.4% are down 3.5% or more.
71.8% are between +1% and -1%.

RSI on DAILY (20160718 Closing)
2-day: >=95:15.0%…>=90:22.4%…>=80:36.6%…>=50:67.1%…<=20:10.2%…<=10:3.9%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:89.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:88.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160718 Closing)
27.3% above previous 1 highs, 15.1% below previous 1 lows
17.7% above previous 2 highs, 11.5% below previous 2 lows
16.4% above previous 3 highs, 6.6% below previous 3 lows
14.5% above previous 4 highs, 5.6% below previous 4 lows
14.4% above previous 5 highs, 4.1% below previous 5 lows
14.3% above previous 6 highs, 2.3% below previous 6 lows
14.3% above previous 7 highs, 1.5% below previous 7 lows
14.0% above previous 8 highs, 1.0% below previous 8 lows
13.8% above previous 9 highs, 1.0% below previous 9 lows
13.6% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160718 Closing)
64.3% are above or equal to 7/15 close (1 days ago), 35.7% are below.
57.0% are above or equal to 7/14 close (2 days ago), 43.0% are below.
65.0% are above or equal to 7/13 close (3 days ago), 35.0% are below.
61.0% are above or equal to 7/12 close (4 days ago), 39.0% are below.
74.8% are above or equal to 7/11 close (5 days ago), 25.2% are below.
79.9% are above or equal to 7/8 close (6 days ago), 20.1% are below.
90.9% are above or equal to 7/7 close (7 days ago), 9.1% are below.
87.1% are above or equal to 7/6 close (8 days ago), 12.9% are below.
89.0% are above or equal to 7/5 close (9 days ago), 11.0% are below.
84.0% are above or equal to 7/1 close (10 days ago), 16.0% are below.
85.6% are above or equal to 6/30 close (11 days ago), 14.4% are below.
89.9% are above or equal to 6/29 close (12 days ago), 10.1% are below.
94.8% are above or equal to 6/28 close (13 days ago), 5.2% are below.
97.3% are above or equal to 6/27 close (14 days ago), 2.7% are below.
92.5% are above or equal to 6/24 close (15 days ago), 7.5% are below.
66.0% are above or equal to 6/23 close (16 days ago), 34.0% are below.
78.5% are above or equal to 6/22 close (17 days ago), 21.5% are below.
76.4% are above or equal to 6/21 close (18 days ago), 23.6% are below.
78.2% are above or equal to 6/20 close (19 days ago), 21.8% are below.
83.0% are above or equal to 6/17 close (20 days ago), 17.0% are below.
83.6% are above or equal to 6/16 close (21 days ago), 16.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160718 Closing)
20d: 17.8% new highs, 0.6% new lows
21d: 17.7% new highs, 0.6% new lows
42d: 12.5% new highs, 0.4% new lows
63d: 9.1% new highs, 0.3% new lows
126d: 7.8% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160718 Closing)
2-day: 62.2% above, 37.8% below
3-day: 58.8% above, 41.2% below
4-day: 61.9% above, 38.1% below
5-day: 62.1% above, 37.9% below
8-day: 78.7% above, 21.3% below
10-day: 85.1% above, 14.9% below
20-day: 90.1% above, 9.9% below
50-day: 80.5% above, 19.5% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160718 Closing)
RETA(66): 1.65% Top=BURL GME RH BID FIVE ASNA OLLI W ….. STMP BBBY AAP SFM CVS CPRT KR ETSY=Bottom (Retail & Specialty Retail)
ELEC(47): 1.19% Top=LEDS AMBA SCTY TSL SPWR SIMO NXPI MXL ….. APH JBL INTC FLEX SNPS BRKR TEL CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.67% Top=CC MON MOS GPRE DD POT DOW CF ….. PPG APD MEOH ALB PX WLK ASH GRA=Bottom (Chemicals/Fertilizers)
COSW(102): 0.54% Top=MEET RAX JD TWTR BITA GRUB WB CSRA ….. WUBA SYMC TEAM IT ACN SPLK NOW ATHM=Bottom (Computer Software/Internet)
ENER(90): 0.52% Top=CWEI WMB ATW ETE WNR WLL DK CRZO ….. ECA APA NOV MMP CPE OIS SHLX DO=Bottom (Energy)
REAL(106): 0.51% Top=DRH NRF JLL PEB SHO MPW CBG CLNY ….. ACC EXR AKR CUZ AMT DLR KRC AIV=Bottom (Real Estate)
COHW(44): 0.42% Top=GIMO STX SYNA CUDA INFN ANET VG LITE ….. PSTG COMM CCI VRSN ZAYO TDS CTL SSYS=Bottom (Computer Hardware/Telecom)
LEIS(34): 0.41% Top=WYNN QSR LVS MYCC SHAK CMG RCL HLT ….. GPRO BLMN SONC TXRH SBUX ARMK WEN EAT=Bottom (Leisure)
MATE(30): 0.40% Top=SUM USG EXP AWI MLM DAR DY TOL ….. CAA EME WM RSG KBH MAS BECN FAST=Bottom (Materials & Construction)
TRAN(30): 0.40% Top=XPO GBX KEX CP TRN KSU NAT SWFT ….. CSX ODFL WERN KNX CHRW JBLU ALK JBHT=Bottom (Transportation)
HEAL(56): 0.38% Top=CYH THC ACHC BKD INCR ADPT RMD ZLTQ ….. SYK BDX ZBH COO BAX NVRO ELGX PRXL=Bottom (Health)
DISV(56): 0.17% Top=FDC WOOF KFY CAR YY PRAA GEO RHI ….. EEFT BAH URI HRB LDOS HCSG XRS G=Bottom (Diversified Services)
META(32): 0.15% Top=CLF CDE SLW FNV RGLD ABX NEM GG ….. SLCA CMP FSM CMC AGI FMSA CNX CENX=Bottom (Metals & Mining)
FINA(103): 0.11% Top=LAZ BAC OMF NSAM LM APAM WETF ARCC ….. SBNY CATY CFR FNB VLY HAWK OZRK PACW=Bottom (Banks/Financials)
CONS(58): -0.13% Top=COH FL WRK KS FOSL WHR PAY SKX ….. KMB UFS GPK MAT SHOO TUP BC HAS=Bottom (Consumer)
INSU(32): -0.24% Top=LNC MET PRU CNO AGO AIG CLGX UNM ….. CINF FNF XL PGR AJG PRI TRV AFSI=Bottom (Insurance)
MANU(41): -0.29% Top=JOY AGCO ZBRA FLOW WOR DE ITT AOS ….. DCI LECO CRS PNR CAT IR ATI DDD=Bottom (Manufacturing)

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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