daytrend

07/25/2016

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

Closing Stats
by daytrend on 20160725. 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 (20160725 Closing)
23.8% of stocks are above yesterday’s high.
59.8% are above yesterday’s midpoint. (40.2% are below.)
19.3% are below yesterday’s low.
57.0% are inside yesterday’s range.
49.9% of stocks with today’s high > yesterday’s high. (50.1% less than).
34.4% of stocks with today’s low < yesterday’s low. (65.6% greater than).

EVIDENCE OF INTRADAY TREND (20160725 Closing)
46.4% of stocks are above today’s open. (52.5% are below).
37.4% of stocks are above today’s open and yesterday’s close.
49.2% are below both.
7.4% of stocks opened above yesterday’s high.
31.7% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160725 Closing)
14.7% of stocks are in the top 10% of today’s range.
23.2% are in the top 20%.
50.8% are in the top half. 49.2% of stocks are in the bottom half of today’s range.
16.8% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20160725 Closing)
42.5% of stocks are above yesterday’s close. (57.5% are below.)
0.8% are up 4.5% or more. 2.5% are down 4.5% or more.
1.2% are up 3.5% or more. 5.0% are down 3.5% or more.
65.6% are between +1% and -1%.

RSI on DAILY (20160725 Closing)
2-day: >=95:9.5%…>=90:15.0%…>=80:26.6%…>=50:52.6%…<=20:19.3%…<=10:10.6%…<=5:6.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.2%…>=50:76.0%…<=20:0.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:77.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160725 Closing)
23.8% above previous 1 highs, 19.3% below previous 1 lows
15.4% above previous 2 highs, 16.3% below previous 2 lows
14.2% above previous 3 highs, 13.1% below previous 3 lows
13.6% above previous 4 highs, 11.8% below previous 4 lows
12.8% above previous 5 highs, 11.0% below previous 5 lows
12.1% above previous 6 highs, 10.9% below previous 6 lows
11.7% above previous 7 highs, 10.7% below previous 7 lows
11.1% above previous 8 highs, 10.0% below previous 8 lows
11.0% above previous 9 highs, 9.5% below previous 9 lows
10.9% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160725 Closing)
42.5% are above or equal to 7/22 close (1 days ago), 57.5% are below.
64.2% are above or equal to 7/21 close (2 days ago), 35.8% are below.
49.5% are above or equal to 7/20 close (3 days ago), 50.5% are below.
60.8% are above or equal to 7/19 close (4 days ago), 39.2% are below.
56.2% are above or equal to 7/18 close (5 days ago), 43.8% are below.
59.4% are above or equal to 7/15 close (6 days ago), 40.6% are below.
57.4% are above or equal to 7/14 close (7 days ago), 42.6% are below.
60.6% are above or equal to 7/13 close (8 days ago), 39.4% are below.
61.2% are above or equal to 7/12 close (9 days ago), 38.8% are below.
69.0% are above or equal to 7/11 close (10 days ago), 31.0% are below.
73.9% are above or equal to 7/8 close (11 days ago), 26.1% are below.
83.1% are above or equal to 7/7 close (12 days ago), 16.9% are below.
80.5% are above or equal to 7/6 close (13 days ago), 19.5% are below.
82.5% are above or equal to 7/5 close (14 days ago), 17.5% are below.
79.4% are above or equal to 7/1 close (15 days ago), 20.6% are below.
79.9% are above or equal to 6/30 close (16 days ago), 20.1% are below.
83.7% are above or equal to 6/29 close (17 days ago), 16.3% are below.
87.8% are above or equal to 6/28 close (18 days ago), 12.2% are below.
92.4% are above or equal to 6/27 close (19 days ago), 7.6% are below.
86.0% are above or equal to 6/24 close (20 days ago), 14.0% are below.
65.5% are above or equal to 6/23 close (21 days ago), 34.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160725 Closing)
20d: 20.4% new highs, 3.3% new lows
21d: 18.6% new highs, 3.1% new lows
42d: 15.3% new highs, 2.5% new lows
63d: 12.3% new highs, 1.8% new lows
126d: 10.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160725 Closing)
2-day: 40.7% above, 59.3% below
3-day: 55.1% above, 44.9% below
4-day: 51.7% above, 48.3% below
5-day: 55.6% above, 44.4% below
8-day: 56.3% above, 43.7% below
10-day: 58.4% above, 41.6% below
20-day: 79.8% above, 20.2% below
50-day: 76.8% above, 23.2% below
200-day: 72.6% above, 27.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160725 Closing)
RETA(62): 0.81% Top=JWN DSW LB JCP M GPS STMP URBN ….. BBBY AMZN SIG W CST BABA LL CVS=Bottom (Retail & Specialty Retail)
ELEC(47): 0.80% Top=AMD MU SCTY MXL AMBA NVDA IDTI FIT ….. NXPI APH HIMX BRKR SPWR LEDS KEYS MRVL=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.68% Top=BWLD VAC GPRO EAT BLMN WYNN SONC TXRH ….. CMG PLAY QSR MYCC MCD DPZ BYD HLT=Bottom (Leisure)
COHW(40): 0.48% Top=LITE INFN UBNT BBRY SYNA PANW SMCI JNPR ….. QCOM TMUS HRS AAPL LVLT ZAYO CCI SSYS=Bottom (Computer Hardware/Telecom)
MATE(32): 0.38% Top=NCS EXP AWI MAS TOL USG TTS LEN ….. KBH BECN DAR CBPX FAST DHI SRCL VMC=Bottom (Materials & Construction)
COSW(97): 0.27% Top=LXFT MEET SSNC ATHM CYBR NTES CHKP ATVI ….. GDDY PTC N BITA DATA YHOO MANH WB=Bottom (Computer Software/Internet)
CONS(52): 0.20% Top=FOSL LULU OI UA BERY WHR SCSS HAS ….. AVY CL CLX BMS WRK KS KMB SKX=Bottom (Consumer)
INSU(30): -0.09% Top=MTG RDN AJG TRV AGO FNF XL BRO ….. LNC TMK CLGX FAF HIG PRI ORI AFSI=Bottom (Insurance)
CHEM(25): -0.11% Top=ALB MOS OLN AXTA DD CF SHW HUN ….. AGU POT CC FOE RPM PPG PAH MEOH=Bottom (Chemicals/Fertilizers)
DISV(51): -0.12% Top=YY IILG AAN XRS SSTK MYGN ACM CXW ….. DV ATHN ZG AL V INFO SERV GATX=Bottom (Diversified Services)
REAL(101): -0.20% Top=LGIH PEI RLGY LHO ALLY CBL ESRT VNO ….. BAM CUBE CUZ EXR SBRA SSS DFT SC=Bottom (Real Estate)
FINA(99): -0.37% Top=FRC ARCC CFG BX PYPL NDAQ CFR MS ….. HBHC EWBC BEN TCB OZRK NAVI YRD ETFC=Bottom (Banks/Financials)
MANU(39): -0.62% Top=LECO BWXT TEX ZBRA SWK GGG BDC DCI ….. AME KMT GE DDD AGCO DE ROP RYI=Bottom (Manufacturing)
HEAL(53): -0.71% Top=ZLTQ NUVA ADPT ABT HLS STJ EW HOLX ….. CPHD STE ESRX ANTM PODD AET EVHC AMSG=Bottom (Health)
TRAN(31): -1.75% Top=ALK CNI DAL NSC UPS ODFL FDX CSX ….. NAT BRS GBX KNX WERN TRN WAB KEX=Bottom (Transportation)
ENER(86): -2.59% Top=CWEI VLO WNR ETP DK HFC SWN SXL ….. SPN EGN OII ECA FET REN SGY HLX=Bottom (Energy)
META(30): -2.60% Top=X CNX STLD SCCO CLF NUE TCK AA ….. SWC PAAS AG SSRI TAHO AEM FMSA SLCA=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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