daytrend

07/22/2016

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

Closing Stats
by daytrend on 20160722. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 909.

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

COMPARED TO YESTERDAY’S RANGE (20160722 Closing)
30.1% of stocks are above yesterday’s high.
62.3% are above yesterday’s midpoint. (37.7% are below.)
11.4% are below yesterday’s low.
58.4% are inside yesterday’s range.
42.2% of stocks with today’s high > yesterday’s high. (57.8% less than).
47.2% of stocks with today’s low < yesterday’s low. (52.8% greater than).

EVIDENCE OF INTRADAY TREND (20160722 Closing)
72.1% of stocks are above today’s open. (25.7% are below).
67.4% of stocks are above today’s open and yesterday’s close.
19.6% are below both.
4.5% of stocks opened above yesterday’s high.
54.6% of stocks opened above yesterday’s close. (39.3% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160722 Closing)
21.3% of stocks are in the top 10% of today’s range.
42.8% are in the top 20%.
81.0% are in the top half. 19.0% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160722 Closing)
76.0% of stocks are above yesterday’s close. (24.0% are below.)
2.0% are up 4.5% or more. 0.9% are down 4.5% or more.
3.3% are up 3.5% or more. 1.4% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20160722 Closing)
2-day: >=95:10.8%…>=90:19.8%…>=80:33.4%…>=50:67.9%…<=20:11.3%…<=10:6.5%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:80.7%…<=20:0.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:82.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160722 Closing)
30.1% above previous 1 highs, 11.4% below previous 1 lows
23.2% above previous 2 highs, 7.7% below previous 2 lows
21.6% above previous 3 highs, 6.9% below previous 3 lows
19.8% above previous 4 highs, 5.7% below previous 4 lows
18.6% above previous 5 highs, 5.2% below previous 5 lows
16.9% above previous 6 highs, 5.0% below previous 6 lows
15.8% above previous 7 highs, 4.2% below previous 7 lows
14.6% above previous 8 highs, 4.1% below previous 8 lows
14.4% above previous 9 highs, 3.2% below previous 9 lows
14.4% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160722 Closing)
76.0% are above or equal to 7/21 close (1 days ago), 24.0% are below.
55.7% are above or equal to 7/20 close (2 days ago), 44.3% are below.
67.3% are above or equal to 7/19 close (3 days ago), 32.7% are below.
58.9% are above or equal to 7/18 close (4 days ago), 41.1% are below.
63.1% are above or equal to 7/15 close (5 days ago), 36.9% are below.
60.2% are above or equal to 7/14 close (6 days ago), 39.8% are below.
64.7% are above or equal to 7/13 close (7 days ago), 35.3% are below.
63.5% are above or equal to 7/12 close (8 days ago), 36.5% are below.
72.1% are above or equal to 7/11 close (9 days ago), 27.9% are below.
77.0% are above or equal to 7/8 close (10 days ago), 23.0% are below.
86.6% are above or equal to 7/7 close (11 days ago), 13.4% are below.
84.7% are above or equal to 7/6 close (12 days ago), 15.3% are below.
86.4% are above or equal to 7/5 close (13 days ago), 13.6% are below.
81.7% are above or equal to 7/1 close (14 days ago), 18.3% are below.
82.8% are above or equal to 6/30 close (15 days ago), 17.2% are below.
86.6% are above or equal to 6/29 close (16 days ago), 13.4% are below.
91.5% are above or equal to 6/28 close (17 days ago), 8.5% are below.
94.6% are above or equal to 6/27 close (18 days ago), 5.4% are below.
89.0% are above or equal to 6/24 close (19 days ago), 11.0% are below.
66.2% are above or equal to 6/23 close (20 days ago), 33.8% are below.
76.8% are above or equal to 6/22 close (21 days ago), 23.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160722 Closing)
20d: 18.2% new highs, 1.4% new lows
21d: 18.0% new highs, 1.4% new lows
42d: 14.3% new highs, 1.1% new lows
63d: 12.4% new highs, 1.0% new lows
126d: 11.1% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160722 Closing)
2-day: 74.3% above, 25.7% below
3-day: 63.6% above, 36.4% below
4-day: 66.8% above, 33.2% below
5-day: 64.1% above, 35.9% below
8-day: 64.4% above, 35.6% below
10-day: 66.9% above, 33.1% below
20-day: 84.5% above, 15.5% below
50-day: 80.0% above, 20.0% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160722 Closing)
TRAN(30): 2.29% Top=SWFT HA KNX WERN TRN AAL ODFL SAVE ….. CNI CSX NSC UPS KSU NAT CP ALK=Bottom (Transportation)
LEIS(34): 1.48% Top=CMG BWLD TXRH DPZ SHAK YUM CAKE JACK ….. EXPE SBUX MYCC SIX BYD MGM VAC GPRO=Bottom (Leisure)
COSW(97): 1.16% Top=PFPT SINA TDOC CYBR DATA N PAYC FTNT ….. JD MTCH NTES LXFT VIPS CVT MEET BITA=Bottom (Computer Software/Internet)
COHW(40): 1.06% Top=GIMO LITE SYNA PANW TDS QCOM NTAP TMUS ….. ANET COMM CUDA INFN ARRS CDW SSYS AAPL=Bottom (Computer Hardware/Telecom)
INSU(30): 0.89% Top=HIG MTG FAF FNF CNO ORI AWH PGR ….. AFSI TMK PRU TRV LNC AFL MET RDN=Bottom (Insurance)
FINA(99): 0.86% Top=TCB HAWK ASB WETF BX ETFC BXS SLM ….. TD WDR OMF BMO SIVB COF STI PYPL=Bottom (Banks/Financials)
REAL(101): 0.83% Top=LHO DLR RLJ TREE HST PEB DFT SUI ….. BXMT OFC CUZ DDR ALLY WPG SC NRF=Bottom (Real Estate)
RETA(62): 0.62% Top=STMP SIG TSCO EBAY FIVE BIG WFM SFM ….. CHS M RH GME ANF JWN PAG DSW=Bottom (Retail & Specialty Retail)
DISV(51): 0.51% Top=LDOS URI R CAR EEFT HCSG ULTA V ….. SERV MYGN FDC AL AAN ACM KBR INFO=Bottom (Diversified Services)
HEAL(53): 0.46% Top=DXCM CNC IRWD BKD ANTM ALGN AET STE ….. INCR NUVA ZBH BDX ACHC CYH ADPT SYK=Bottom (Health)
MATE(32): 0.40% Top=PHM MAS CBPX EXP MLM BECN NCS TOL ….. PWR DAR WCN KBH LEN MTZ DHI FLR=Bottom (Materials & Construction)
MANU(39): 0.23% Top=RYI SWK SNA ZBRA TEX PNR IR KMT ….. CAT JOY DOV CFX AGCO GE DE HON=Bottom (Manufacturing)
META(31): 0.10% Top=X FMSA NEM SWC SLCA STLD GG CLF ….. TCK TAHO FCX CENX CCJ SSRI AG AGI=Bottom (Metals & Mining)
ELEC(46): 0.10% Top=LEDS MRVL NVDA MXL NXPI KEYS XLNX INTC ….. CAVM TRMB FLEX BRKR MLNX SPWR SIMO SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): -0.04% Top=SWN REN CWEI HLX ETP PTEN SLB MPC ….. PAGP OAS OII ATW FTI RDC GEL RIG=Bottom (Energy)
CONS(52): -0.26% Top=WHR SCSS TPX BMS LEG CL KATE FL ….. OI HAS FOSL KS VFC WWW HAR SKX=Bottom (Consumer)
CHEM(25): -1.33% Top=GPRE DOW SHW ALB DD CE AXTA FMC ….. POT PPG MOS PAH WLK CC CF OLN=Bottom (Chemicals/Fertilizers)

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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