daytrend

07/27/2016

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

Closing Stats
by daytrend on 20160727. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20160727 Closing)
19.0% of stocks are above yesterday’s high.
46.7% are above yesterday’s midpoint. (53.3% are below.)
27.5% are below yesterday’s low.
53.6% are inside yesterday’s range.
58.0% of stocks with today’s high > yesterday’s high. (42.0% less than).
49.3% of stocks with today’s low < yesterday’s low. (50.7% greater than).

EVIDENCE OF INTRADAY TREND (20160727 Closing)
30.4% of stocks are above today’s open. (68.1% are below).
26.9% of stocks are above today’s open and yesterday’s close.
60.7% are below both.
25.0% of stocks opened above yesterday’s high.
61.3% of stocks opened above yesterday’s close. (32.4% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160727 Closing)
5.2% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
38.4% are in the top half. 61.6% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
9.6% are in the bottom 10%.

GAIN (20160727 Closing)
35.1% of stocks are above yesterday’s close. (64.9% are below.)
2.3% are up 4.5% or more. 3.6% are down 4.5% or more.
3.7% are up 3.5% or more. 5.3% are down 3.5% or more.
60.1% are between +1% and -1%.

RSI on DAILY (20160727 Closing)
2-day: >=95:8.2%…>=90:14.8%…>=80:24.4%…>=50:46.5%…<=20:24.3%…<=10:13.3%…<=5:4.9%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.9%…>=50:68.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:72.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160727 Closing)
19.0% above previous 1 highs, 27.5% below previous 1 lows
16.2% above previous 2 highs, 21.6% below previous 2 lows
14.9% above previous 3 highs, 17.0% below previous 3 lows
13.3% above previous 4 highs, 14.4% below previous 4 lows
12.1% above previous 5 highs, 13.5% below previous 5 lows
11.1% above previous 6 highs, 12.9% below previous 6 lows
10.6% above previous 7 highs, 12.2% below previous 7 lows
10.3% above previous 8 highs, 11.8% below previous 8 lows
9.8% above previous 9 highs, 11.5% below previous 9 lows
9.8% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160727 Closing)
35.1% are above or equal to 7/26 close (1 days ago), 64.9% are below.
53.0% are above or equal to 7/25 close (2 days ago), 47.0% are below.
47.7% are above or equal to 7/22 close (3 days ago), 52.3% are below.
61.0% are above or equal to 7/21 close (4 days ago), 39.0% are below.
51.9% are above or equal to 7/20 close (5 days ago), 48.1% are below.
56.9% are above or equal to 7/19 close (6 days ago), 43.1% are below.
56.0% are above or equal to 7/18 close (7 days ago), 44.0% are below.
59.1% are above or equal to 7/15 close (8 days ago), 40.9% are below.
56.6% are above or equal to 7/14 close (9 days ago), 43.4% are below.
60.1% are above or equal to 7/13 close (10 days ago), 39.9% are below.
60.7% are above or equal to 7/12 close (11 days ago), 39.3% are below.
65.4% are above or equal to 7/11 close (12 days ago), 34.6% are below.
69.2% are above or equal to 7/8 close (13 days ago), 30.8% are below.
79.1% are above or equal to 7/7 close (14 days ago), 20.9% are below.
76.1% are above or equal to 7/6 close (15 days ago), 23.9% are below.
79.4% are above or equal to 7/5 close (16 days ago), 20.6% are below.
75.0% are above or equal to 7/1 close (17 days ago), 25.0% are below.
76.0% are above or equal to 6/30 close (18 days ago), 24.0% are below.
81.7% are above or equal to 6/29 close (19 days ago), 18.3% are below.
87.0% are above or equal to 6/28 close (20 days ago), 13.0% are below.
91.4% are above or equal to 6/27 close (21 days ago), 8.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160727 Closing)
20d: 27.2% new highs, 6.1% new lows
21d: 27.1% new highs, 3.5% new lows
42d: 19.0% new highs, 2.6% new lows
63d: 15.2% new highs, 1.7% new lows
126d: 13.3% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160727 Closing)
2-day: 33.8% above, 66.2% below
3-day: 46.1% above, 53.9% below
4-day: 46.4% above, 53.6% below
5-day: 51.8% above, 48.2% below
8-day: 53.5% above, 46.5% below
10-day: 56.2% above, 43.8% below
20-day: 69.0% above, 31.0% below
50-day: 75.0% above, 25.0% below
200-day: 72.3% above, 27.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160727 Closing)
META(32): 2.84% Top=X BVN AKS AG CDE HL SSRI ABX ….. CMC AA SCCO NUE STLD SLCA CLF CMP=Bottom (Metals & Mining)
ELEC(48): 0.57% Top=GRMN CAVM SANM QRVO CRUS TRMB QLGC WAT ….. FLEX GLW NVDA SPWR AMBA MLNX AMD MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(42): 0.14% Top=ACIA OLED AAPL BBRY QCOM SMCI TMUS MSI ….. HPQ PANW GIMO INFN ZAYO ARRS LVLT JNPR=Bottom (Computer Hardware/Telecom)
FINA(99): 0.09% Top=STT ZION NDAQ KKR SF OMF NSAM LPLA ….. AMP OZRK PSEC PYPL YRD HAWK NYCB SEIC=Bottom (Banks/Financials)
MANU(39): 0.04% Top=RYI FLS CAT TKR ROP CMI TEX BDC ….. DE CFX DOV HON SNA LECO ROK IR=Bottom (Manufacturing)
CHEM(23): -0.18% Top=CC GPRE OLN AXTA MON MEOH EMN DOW ….. PPG AGU ALB FMC POT CF MOS HUN=Bottom (Chemicals/Fertilizers)
CONS(53): -0.22% Top=UFS GT AVY WWW FOSL GPK TPX OI ….. KMB KS ENR RL HBI CLX UA CRI=Bottom (Consumer)
MATE(29): -0.30% Top=TPH MAS AWI TTS VMC EME FLR PWR ….. WY CAA RSG TOL USG WM BECN OC=Bottom (Materials & Construction)
COSW(96): -0.38% Top=N ATHM NATI CVT NCR SHOP FB TDOC ….. CYBR RHT CHKP GRUB MTCH TSS AKAM TWTR=Bottom (Computer Software/Internet)
INSU(31): -0.40% Top=AXS XL WLTW AJG PRI AFSI CINF FAF ….. ORI LNC HIG TRV MTG UNM CLGX CNO=Bottom (Insurance)
REAL(103): -0.55% Top=SC PEI SRC NRF APLE CONE BXMT KRC ….. RLGY OUT CBL HST DRH PEB CUZ EQR=Bottom (Real Estate)
LEIS(35): -0.78% Top=BWLD PNRA GPRO SHAK DPZ YUM BYD CCL ….. DRI MCD PLAY HLT SEAS VAC SIX WYN=Bottom (Leisure)
HEAL(50): -0.79% Top=EW INCR IRWD STE ABMD ADPT HOLX ZLTQ ….. WCG EVHC ANTM MOH THC ACHC UHS GMED=Bottom (Health)
RETA(62): -0.89% Top=STMP FINL CPRT BURL MIK NFLX SPLS CHS ….. GNC CASY KR SIG JCP JWN M LL=Bottom (Retail & Specialty Retail)
TRAN(31): -1.03% Top=ALK CNI WERN XPO WAB GBX CP FDX ….. UPS UNP CSX LUV NAT NSC CHRW BRS=Bottom (Transportation)
DISV(51): -1.05% Top=JEC BAH LDOS ACM WOOF G URI AHS ….. DV YY KFY TMH TRU XRS R RHI=Bottom (Diversified Services)
ENER(83): -2.22% Top=OIS HLX PXD RICE RES PDCE COG NBL ….. PBF REN ECA WLL LPI OAS ATW 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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