daytrend

07/19/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160719. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 946.

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

COMPARED TO YESTERDAY’S RANGE (20160719 Closing)
17.1% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
23.9% are below yesterday’s low.
59.0% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
52.2% of stocks with today’s low < yesterday’s low. (47.8% greater than).

EVIDENCE OF INTRADAY TREND (20160719 Closing)
50.0% of stocks are above today’s open. (48.8% are below).
33.6% of stocks are above today’s open and yesterday’s close.
46.0% are below both.
5.1% of stocks opened above yesterday’s high.
20.8% of stocks opened above yesterday’s close. (73.5% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160719 Closing)
15.5% of stocks are in the top 10% of today’s range.
23.3% are in the top 20%.
50.1% are in the top half. 49.9% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
5.9% are in the bottom 10%.

GAIN (20160719 Closing)
37.9% of stocks are above yesterday’s close. (62.1% are below.)
0.4% are up 4.5% or more. 1.2% are down 4.5% or more.
1.0% are up 3.5% or more. 3.0% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20160719 Closing)
2-day: >=95:6.7%…>=90:12.8%…>=80:22.1%…>=50:48.6%…<=20:17.4%…<=10:7.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:84.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:83.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160719 Closing)
17.1% above previous 1 highs, 23.9% below previous 1 lows
12.6% above previous 2 highs, 17.7% below previous 2 lows
9.6% above previous 3 highs, 15.1% below previous 3 lows
9.0% above previous 4 highs, 10.0% below previous 4 lows
8.0% above previous 5 highs, 8.1% below previous 5 lows
7.9% above previous 6 highs, 5.7% below previous 6 lows
7.8% above previous 7 highs, 3.1% below previous 7 lows
7.7% above previous 8 highs, 2.0% below previous 8 lows
7.6% above previous 9 highs, 1.1% below previous 9 lows
7.5% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160719 Closing)
37.9% are above or equal to 7/18 close (1 days ago), 62.1% are below.
51.1% are above or equal to 7/15 close (2 days ago), 48.9% are below.
47.4% are above or equal to 7/14 close (3 days ago), 52.6% are below.
57.2% are above or equal to 7/13 close (4 days ago), 42.8% are below.
55.4% are above or equal to 7/12 close (5 days ago), 44.6% are below.
71.6% are above or equal to 7/11 close (6 days ago), 28.4% are below.
77.2% are above or equal to 7/8 close (7 days ago), 22.8% are below.
90.2% are above or equal to 7/7 close (8 days ago), 9.8% are below.
85.7% are above or equal to 7/6 close (9 days ago), 14.3% are below.
87.6% are above or equal to 7/5 close (10 days ago), 12.4% are below.
82.0% are above or equal to 7/1 close (11 days ago), 18.0% are below.
84.0% are above or equal to 6/30 close (12 days ago), 16.0% are below.
88.9% are above or equal to 6/29 close (13 days ago), 11.1% are below.
93.4% are above or equal to 6/28 close (14 days ago), 6.6% are below.
96.6% are above or equal to 6/27 close (15 days ago), 3.4% are below.
91.0% are above or equal to 6/24 close (16 days ago), 9.0% are below.
63.4% are above or equal to 6/23 close (17 days ago), 36.6% are below.
76.2% are above or equal to 6/22 close (18 days ago), 23.8% are below.
73.0% are above or equal to 6/21 close (19 days ago), 27.0% are below.
73.8% are above or equal to 6/20 close (20 days ago), 26.2% are below.
80.0% are above or equal to 6/17 close (21 days ago), 20.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160719 Closing)
20d: 13.5% new highs, 0.4% new lows
21d: 13.3% new highs, 0.3% new lows
42d: 10.3% new highs, 0.3% new lows
63d: 7.6% new highs, 0.2% new lows
126d: 7.0% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160719 Closing)
2-day: 36.4% above, 63.6% below
3-day: 43.6% above, 56.4% below
4-day: 44.3% above, 55.7% below
5-day: 50.1% above, 49.9% below
8-day: 62.8% above, 37.2% below
10-day: 74.8% above, 25.2% below
20-day: 87.4% above, 12.6% below
50-day: 78.5% above, 21.5% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160719 Closing)
REAL(106): 0.44% Top=HCP OHI DRH CONE MFA PMT MPW EQC ….. ALLY RLGY BAM JLL TREE LGIH CBG GOV=Bottom (Real Estate)
INSU(29): 0.34% Top=MTG BRO RDN XL CLGX ORI AGO LNC ….. PRU CNO AWH CINF FNF AON AFSI UNM=Bottom (Insurance)
FINA(104): -0.04% Top=CMA AMTD HAWK HBHC SCHW MKTX SNV KKR ….. BOFI JNS LM OMF WDR WETF LAZ RF=Bottom (Banks/Financials)
ELEC(48): -0.12% Top=LEDS CY SIMO CREE NVDA HIMX MXL GRMN ….. AVGO MLNX IDTI SPWR MRVL CSIQ FIT TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(101): -0.20% Top=VMW FFIV SHOP MTCH VIPS WB JD IAC ….. CSOD VEEV MANH TTWO SINA ZEN BIDU EA=Bottom (Computer Software/Internet)
HEAL(55): -0.28% Top=DXCM PODD UNH NXTM BSX NVRO HRC BCR ….. ACHC ELGX OPK IRWD ANTM AET CYH ADPT=Bottom (Health)
LEIS(34): -0.30% Top=WEN MCD CMG PLNT SEAS BLMN EXPE EAT ….. CCL LVS RCL WYNN SONC BYD MYCC GPRO=Bottom (Leisure)
DISV(56): -0.34% Top=INFO XRS ADS ALLE MA G BAH EEFT ….. MAN AAN GEO IILG URI KFY YY WTW=Bottom (Diversified Services)
CONS(55): -0.36% Top=HAS CHD HBI WHR UA BC CRI ENR ….. IP AVY EPC UFS COTY SKX GIII OI=Bottom (Consumer)
MATE(31): -0.52% Top=WM WCN SRCL USG DHI RSG CAA TOL ….. MTZ BECN OC SUM EME FAST BCC DY=Bottom (Materials & Construction)
COHW(43): -0.59% Top=PANW JNPR HPQ ZAYO CDW ARRS PSTG HRS ….. SYNA CTL CUDA WDC LITE BRCD SSYS INFN=Bottom (Computer Hardware/Telecom)
TRAN(30): -0.72% Top=KSU XPO DAL UAL CHRW AAL EXPD CNI ….. LUV HA JBLU WERN GWR NAT SWFT SAVE=Bottom (Transportation)
MANU(41): -0.79% Top=AME LECO MKSI ITW HON XYL ROP EMR ….. FLS AGCO RS WOR CFX JOY FLOW ATI=Bottom (Manufacturing)
RETA(65): -0.84% Top=OLLI CST BURL AMZN HD ROST SBH COST ….. DSW JCP W SIG FINL MIK STMP NFLX=Bottom (Retail & Specialty Retail)
ENER(90): -1.01% Top=PAGP EEP WNR WMB MPC PBF SHLX VLO ….. WPX MUR MTDR SEMG DO REN UNT LPI=Bottom (Energy)
CHEM(26): -1.07% Top=GPRE SHW MON IFF OLN APD WLK ALB ….. HUN POT MOS AGU CC MEOH CF PAH=Bottom (Chemicals/Fertilizers)
META(32): -2.26% Top=SLCA SLW ABX FNV NEM AEM CMP TAHO ….. CMC SWC STLD FMSA FCX CLF TCK CENX=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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