daytrend

07/21/2016

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

Closing Stats
by daytrend on 20160721. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

COMPARED TO YESTERDAY’S RANGE (20160721 Closing)
15.9% of stocks are above yesterday’s high.
42.6% are above yesterday’s midpoint. (57.4% are below.)
28.0% are below yesterday’s low.
56.1% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
49.2% of stocks with today’s low < yesterday’s low. (50.8% greater than).

EVIDENCE OF INTRADAY TREND (20160721 Closing)
30.7% of stocks are above today’s open. (67.7% are below).
24.3% of stocks are above today’s open and yesterday’s close.
63.3% are below both.
7.2% of stocks opened above yesterday’s high.
39.3% of stocks opened above yesterday’s close. (52.1% opened below yesterday’s close).
7.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160721 Closing)
6.5% of stocks are in the top 10% of today’s range.
11.0% are in the top 20%.
28.8% are in the top half. 71.2% of stocks are in the bottom half of today’s range.
33.9% are in the bottom 20%.
14.6% are in the bottom 10%.

GAIN (20160721 Closing)
29.6% of stocks are above yesterday’s close. (70.4% are below.)
1.5% are up 4.5% or more. 1.6% are down 4.5% or more.
2.0% are up 3.5% or more. 3.6% are down 3.5% or more.
61.7% are between +1% and -1%.

RSI on DAILY (20160721 Closing)
2-day: >=95:7.1%…>=90:11.4%…>=80:20.2%…>=50:42.0%…<=20:22.6%…<=10:12.8%…<=5:6.2%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.9%…>=50:77.8%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:79.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160721 Closing)
15.9% above previous 1 highs, 28.0% below previous 1 lows
13.0% above previous 2 highs, 17.5% below previous 2 lows
11.7% above previous 3 highs, 14.7% below previous 3 lows
10.9% above previous 4 highs, 13.3% below previous 4 lows
9.6% above previous 5 highs, 12.5% below previous 5 lows
9.0% above previous 6 highs, 10.4% below previous 6 lows
8.6% above previous 7 highs, 9.3% below previous 7 lows
8.6% above previous 8 highs, 7.4% below previous 8 lows
8.5% above previous 9 highs, 5.4% below previous 9 lows
8.5% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160721 Closing)
29.6% are above or equal to 7/20 close (1 days ago), 70.4% are below.
53.1% are above or equal to 7/19 close (2 days ago), 46.9% are below.
46.4% are above or equal to 7/18 close (3 days ago), 53.6% are below.
52.6% are above or equal to 7/15 close (4 days ago), 47.4% are below.
49.7% are above or equal to 7/14 close (5 days ago), 50.3% are below.
56.8% are above or equal to 7/13 close (6 days ago), 43.2% are below.
55.7% are above or equal to 7/12 close (7 days ago), 44.3% are below.
67.6% are above or equal to 7/11 close (8 days ago), 32.4% are below.
73.2% are above or equal to 7/8 close (9 days ago), 26.8% are below.
84.6% are above or equal to 7/7 close (10 days ago), 15.4% are below.
82.0% are above or equal to 7/6 close (11 days ago), 18.0% are below.
84.6% are above or equal to 7/5 close (12 days ago), 15.4% are below.
80.4% are above or equal to 7/1 close (13 days ago), 19.6% are below.
81.7% are above or equal to 6/30 close (14 days ago), 18.3% are below.
85.9% are above or equal to 6/29 close (15 days ago), 14.1% are below.
91.0% are above or equal to 6/28 close (16 days ago), 9.0% are below.
95.3% are above or equal to 6/27 close (17 days ago), 4.7% are below.
88.1% are above or equal to 6/24 close (18 days ago), 11.9% are below.
64.4% are above or equal to 6/23 close (19 days ago), 35.6% are below.
75.7% are above or equal to 6/22 close (20 days ago), 24.3% are below.
73.4% are above or equal to 6/21 close (21 days ago), 26.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160721 Closing)
20d: 21.4% new highs, 1.3% new lows
21d: 21.1% new highs, 1.3% new lows
42d: 15.6% new highs, 0.8% new lows
63d: 12.5% new highs, 0.4% new lows
126d: 10.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160721 Closing)
2-day: 28.5% above, 71.5% below
3-day: 41.4% above, 58.6% below
4-day: 43.1% above, 56.9% below
5-day: 46.4% above, 53.6% below
8-day: 50.6% above, 49.4% below
10-day: 60.4% above, 39.6% below
20-day: 82.1% above, 17.9% below
50-day: 77.7% above, 22.3% below
200-day: 72.2% above, 27.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160721 Closing)
META(31): 2.02% Top=FMSA CDE HL AG BVN FCX TCK AGI ….. CMP CNX CCJ CENX SLCA STLD CMC NUE=Bottom (Metals & Mining)
REAL(103): 0.26% Top=LGIH LHO HST SLG ESRT RLGY CBG PEB ….. CSAL BAM COR AMH BDN DFT CLI DLR=Bottom (Real Estate)
DISV(51): 0.10% Top=URI ADS MAN INFO RHI DV MYGN ACM ….. ZG HRB YY FLT CXW SCOR PCLN EEFT=Bottom (Diversified Services)
LEIS(34): 0.05% Top=DPZ GPRO MYCC WYN SEAS MCD MAR RCL ….. BLMN SONC PLNT DRI MGM BYD CCL SIX=Bottom (Leisure)
RETA(63): -0.19% Top=EBAY KMX PAG JCP ANF BBY BID LL ….. OLLI WSM ETSY W NFLX SIG MIK TSCO=Bottom (Retail & Specialty Retail)
INSU(30): -0.32% Top=FNF FAF AGO AWH MET ORI CNO AFL ….. HIG XL AON MMC BRO AFSI CINF CLGX=Bottom (Insurance)
MANU(39): -0.33% Top=JOY TEX ATI CFX KMT AGCO CMI CAT ….. ATU DOV SWK ITT TKR SNA RYI RS=Bottom (Manufacturing)
COHW(44): -0.34% Top=QCOM STX SMCI CUDA VIAV BBRY PSTG NTAP ….. LITE SYNA VRSN SSYS PANW OLED FNSR GIMO=Bottom (Computer Hardware/Telecom)
HEAL(55): -0.36% Top=CYH ANTM AET NXTM UHS THC MD ABT ….. STE XRAY BAX WST BSX WCG ABMD ADPT=Bottom (Health)
CONS(54): -0.51% Top=GT HAR CCK UA SON OI FL BLL ….. BMS SEE AVY SHOO VFC COTY FBHS SCSS=Bottom (Consumer)
MATE(33): -0.57% Top=PHM MDC TPH TOL NCS WCN WY VMC ….. DAR MTZ OC FAST CBPX USG MAS TTS=Bottom (Materials & Construction)
FINA(101): -0.58% Top=HBHC BX CFG KKR WDR LAZ ARCC COF ….. HAWK TCBI BK WETF SLM EWBC UMPQ FNB=Bottom (Banks/Financials)
CHEM(26): -0.84% Top=PAH CC DD MEOH WLK EMN FOE AXTA ….. AGU CF PPG FMC RPM CE ALB SHW=Bottom (Chemicals/Fertilizers)
COSW(99): -1.05% Top=WUBA MEET PTC N GRUB VMW BIDU VIPS ….. CSOD MANH CVT TDOC DATA PAYC PFPT MDSO=Bottom (Computer Software/Internet)
TRAN(30): -1.37% Top=ALK XPO KNX WERN ODFL CHRW JBHT NSC ….. WAB AAL UNP UAL SAVE JBLU DAL LUV=Bottom (Transportation)
ELEC(48): -1.45% Top=SWKS TRMB MRVL CAVM APH GRMN QLGC CREE ….. TER CY MU SIMO HIMX INTC LEDS MLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -1.72% Top=ECA RICE MDU MPLX WPZ ATW EEP OKS ….. WNR QEP OAS CPE MUR SN WLL SGY=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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