daytrend

07/20/2016

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

Closing Stats
by daytrend on 20160720. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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

COMPARED TO YESTERDAY’S RANGE (20160720 Closing)
43.7% of stocks are above yesterday’s high.
73.2% are above yesterday’s midpoint. (26.8% are below.)
8.4% are below yesterday’s low.
47.8% are inside yesterday’s range.
68.8% of stocks with today’s high > yesterday’s high. (31.2% less than).
34.0% of stocks with today’s low < yesterday’s low. (66.0% greater than).

EVIDENCE OF INTRADAY TREND (20160720 Closing)
66.7% of stocks are above today’s open. (32.0% are below).
62.2% of stocks are above today’s open and yesterday’s close.
21.9% are below both.
22.2% of stocks opened above yesterday’s high.
69.7% of stocks opened above yesterday’s close. (26.0% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160720 Closing)
13.6% of stocks are in the top 10% of today’s range.
31.6% are in the top 20%.
72.7% are in the top half. 27.3% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20160720 Closing)
73.4% of stocks are above yesterday’s close. (26.6% are below.)
1.3% are up 4.5% or more. 2.1% are down 4.5% or more.
2.5% are up 3.5% or more. 2.6% are down 3.5% or more.
58.8% are between +1% and -1%.

RSI on DAILY (20160720 Closing)
2-day: >=95:11.8%…>=90:21.3%…>=80:38.4%…>=50:70.3%…<=20:13.4%…<=10:7.2%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:85.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:85.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160720 Closing)
43.7% above previous 1 highs, 8.4% below previous 1 lows
33.4% above previous 2 highs, 7.2% below previous 2 lows
27.1% above previous 3 highs, 7.0% below previous 3 lows
23.1% above previous 4 highs, 6.4% below previous 4 lows
21.4% above previous 5 highs, 5.7% below previous 5 lows
20.0% above previous 6 highs, 5.1% below previous 6 lows
19.9% above previous 7 highs, 3.7% below previous 7 lows
19.8% above previous 8 highs, 2.9% below previous 8 lows
19.7% above previous 9 highs, 2.0% below previous 9 lows
19.6% above previous 10 highs, 1.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160720 Closing)
73.4% are above or equal to 7/19 close (1 days ago), 26.6% are below.
62.2% are above or equal to 7/18 close (2 days ago), 37.8% are below.
66.3% are above or equal to 7/15 close (3 days ago), 33.7% are below.
63.9% are above or equal to 7/14 close (4 days ago), 36.1% are below.
66.7% are above or equal to 7/13 close (5 days ago), 33.3% are below.
63.3% are above or equal to 7/12 close (6 days ago), 36.7% are below.
75.9% are above or equal to 7/11 close (7 days ago), 24.1% are below.
79.1% are above or equal to 7/8 close (8 days ago), 20.9% are below.
89.1% are above or equal to 7/7 close (9 days ago), 10.9% are below.
86.1% are above or equal to 7/6 close (10 days ago), 13.9% are below.
87.2% are above or equal to 7/5 close (11 days ago), 12.8% are below.
83.3% are above or equal to 7/1 close (12 days ago), 16.7% are below.
84.3% are above or equal to 6/30 close (13 days ago), 15.7% are below.
88.4% are above or equal to 6/29 close (14 days ago), 11.6% are below.
93.4% are above or equal to 6/28 close (15 days ago), 6.6% are below.
96.1% are above or equal to 6/27 close (16 days ago), 3.9% are below.
91.4% are above or equal to 6/24 close (17 days ago), 8.6% are below.
68.8% are above or equal to 6/23 close (18 days ago), 31.2% are below.
79.4% are above or equal to 6/22 close (19 days ago), 20.6% are below.
77.6% are above or equal to 6/21 close (20 days ago), 22.4% are below.
78.3% are above or equal to 6/20 close (21 days ago), 21.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160720 Closing)
20d: 25.3% new highs, 1.5% new lows
21d: 25.0% new highs, 1.5% new lows
42d: 19.9% new highs, 1.0% new lows
63d: 15.3% new highs, 0.6% new lows
126d: 13.7% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160720 Closing)
2-day: 72.5% above, 27.5% below
3-day: 66.8% above, 33.2% below
4-day: 68.1% above, 31.9% below
5-day: 66.5% above, 33.5% below
8-day: 69.2% above, 30.8% below
10-day: 77.0% above, 23.0% below
20-day: 87.5% above, 12.5% below
50-day: 80.5% above, 19.5% below
200-day: 73.6% above, 26.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160720 Closing)
ELEC(48): 1.56% Top=MRVL SPWR TEL CAVM NXPI MU SCTY FLEX ….. CREE XLNX GRMN CRUS MLNX AMBA SIMO LEDS=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(44): 1.30% Top=UBNT TDC LITE PANW NSR SMCI FNSR ADTN ….. CTL AAPL BCE SYNA VZ T GIMO CCI=Bottom (Computer Hardware/Telecom)
HEAL(55): 1.18% Top=ZLTQ HRC BKD IRWD ANTM INCR ELGX BSX ….. DVA UNH ESRX A UHS CYH BCR NVRO=Bottom (Health)
COSW(100): 1.12% Top=DATA MSFT NOW LXFT VIPS SINA BITA FTNT ….. IAC CVT SHOP CYBR WB MANH MTCH MEET=Bottom (Computer Software/Internet)
DISV(55): 1.07% Top=CTAS FDC YY URI KBR XRS MAN SCOR ….. SBAC AAN PAYX IILG ULTA GATX CXW INFO=Bottom (Diversified Services)
RETA(63): 0.98% Top=RH JCP GME STMP KMX NFLX ASNA BID ….. KAR COST CST LOW SBH BURL OLLI SIG=Bottom (Retail & Specialty Retail)
MATE(32): 0.95% Top=EXP USG CBPX MAS DY AWI BECN KBH ….. PHM FAST WM SRCL RSG MLM BCC TTS=Bottom (Materials & Construction)
LEIS(34): 0.88% Top=SHAK SEAS RCL QSR ARMK CCL MYCC SONC ….. WYN PLAY MCD MAR GPRO WYNN BWLD PLNT=Bottom (Leisure)
CONS(54): 0.81% Top=TUP HAR KATE OI WHR GIII BC PVH ….. COH CL COTY CLX PG CHD KMB EPC=Bottom (Consumer)
CHEM(26): 0.71% Top=WLK HUN AXTA PAH PPG CE OLN DOW ….. DD CF AGU PX APD MON FOE GPRE=Bottom (Chemicals/Fertilizers)
INSU(30): 0.69% Top=AWH CLGX XL CNO ORI AFSI FAF PRU ….. TMK L WLTW PGR CINF BRO RDN PRI=Bottom (Insurance)
MANU(39): 0.47% Top=ITW ZBRA MKSI ROP ATI CFX JOY ATU ….. AGCO EMR AME GE DE WOR ITT CRS=Bottom (Manufacturing)
FINA(102): 0.32% Top=HAWK KKR WETF NAVI WDR SLM BX MS ….. DFS NYCB VLY MTB SBNY OZRK BKU IBKR=Bottom (Banks/Financials)
TRAN(30): 0.21% Top=CP XPO CNI CSX TRN UAL JBHT KSU ….. HA ALK CHRW DAL JBLU KEX LUV SAVE=Bottom (Transportation)
REAL(105): 0.05% Top=RLGY CBG LPT SBRA ARE JLL SC DDR ….. EQR EQC SHO DLR HPT SNH GOV TREE=Bottom (Real Estate)
ENER(87): -0.04% Top=ETP CPE ECA SXL OAS FET WPZ CLR ….. HFC HAL COG PAGP REN RRC RICE SGY=Bottom (Energy)
META(31): -3.39% Top=SLCA CNX CCJ CMP SCCO AA SWC CLF ….. TAHO AEM SSRI ABX AGI FSM CDE AG=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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