daytrend

07/28/2016

Filed under: Market Stats — daytrend @ 4:48 pm

Closing Stats
by daytrend on 20160728. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 913.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160728 Closing)
24.6% of stocks are above yesterday’s high.
48.2% are above yesterday’s midpoint. (51.8% are below.)
19.4% are below yesterday’s low.
56.0% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
55.8% of stocks with today’s low < yesterday’s low. (44.2% greater than).

EVIDENCE OF INTRADAY TREND (20160728 Closing)
60.7% of stocks are above today’s open. (37.9% are below).
51.5% of stocks are above today’s open and yesterday’s close.
34.2% are below both.
6.1% of stocks opened above yesterday’s high.
33.3% of stocks opened above yesterday’s close. (61.2% opened below yesterday’s close).
12.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160728 Closing)
11.1% of stocks are in the top 10% of today’s range.
28.1% are in the top 20%.
67.3% are in the top half. 32.7% of stocks are in the bottom half of today’s range.
10.7% are in the bottom 20%.
5.5% are in the bottom 10%.

GAIN (20160728 Closing)
56.4% of stocks are above yesterday’s close. (43.6% are below.)
2.7% are up 4.5% or more. 1.6% are down 4.5% or more.
4.4% are up 3.5% or more. 3.2% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY (20160728 Closing)
2-day: >=95:9.3%…>=90:15.9%…>=80:28.9%…>=50:54.3%…<=20:20.4%…<=10:11.6%…<=5:5.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:6.0%…>=50:69.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:72.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160728 Closing)
24.6% above previous 1 highs, 19.4% below previous 1 lows
20.4% above previous 2 highs, 13.8% below previous 2 lows
17.9% above previous 3 highs, 11.1% below previous 3 lows
17.0% above previous 4 highs, 9.3% below previous 4 lows
16.4% above previous 5 highs, 8.2% below previous 5 lows
15.4% above previous 6 highs, 7.8% below previous 6 lows
15.4% above previous 7 highs, 7.7% below previous 7 lows
15.0% above previous 8 highs, 7.4% below previous 8 lows
14.9% above previous 9 highs, 6.8% below previous 9 lows
14.2% above previous 10 highs, 6.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160728 Closing)
56.4% are above or equal to 7/27 close (1 days ago), 43.6% are below.
47.0% are above or equal to 7/26 close (2 days ago), 53.0% are below.
59.1% are above or equal to 7/25 close (3 days ago), 40.9% are below.
53.2% are above or equal to 7/22 close (4 days ago), 46.8% are below.
61.6% are above or equal to 7/21 close (5 days ago), 38.4% are below.
54.7% are above or equal to 7/20 close (6 days ago), 45.3% are below.
60.8% are above or equal to 7/19 close (7 days ago), 39.2% are below.
59.1% are above or equal to 7/18 close (8 days ago), 40.9% are below.
60.6% are above or equal to 7/15 close (9 days ago), 39.4% are below.
58.9% are above or equal to 7/14 close (10 days ago), 41.1% are below.
62.2% are above or equal to 7/13 close (11 days ago), 37.8% are below.
62.4% are above or equal to 7/12 close (12 days ago), 37.6% are below.
67.6% are above or equal to 7/11 close (13 days ago), 32.4% are below.
71.7% are above or equal to 7/8 close (14 days ago), 28.3% are below.
79.8% are above or equal to 7/7 close (15 days ago), 20.2% are below.
77.7% are above or equal to 7/6 close (16 days ago), 22.3% are below.
80.0% are above or equal to 7/5 close (17 days ago), 20.0% are below.
74.9% are above or equal to 7/1 close (18 days ago), 25.1% are below.
76.6% are above or equal to 6/30 close (19 days ago), 23.4% are below.
81.4% are above or equal to 6/29 close (20 days ago), 18.6% are below.
86.7% are above or equal to 6/28 close (21 days ago), 13.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160728 Closing)
20d: 20.3% new highs, 6.6% new lows
21d: 20.3% new highs, 5.6% new lows
42d: 16.2% new highs, 2.8% new lows
63d: 14.6% new highs, 1.9% new lows
126d: 13.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160728 Closing)
2-day: 55.1% above, 44.9% below
3-day: 49.8% above, 50.2% below
4-day: 53.8% above, 46.2% below
5-day: 54.7% above, 45.3% below
8-day: 57.7% above, 42.3% below
10-day: 59.3% above, 40.7% below
20-day: 69.8% above, 30.2% below
50-day: 73.5% above, 26.5% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160728 Closing)
LEIS(36): 1.19% Top=GPRO CAKE PNRA BYD BWLD TXRH DRI WYNN ….. DPZ RCL MCD SHAK DNKN HLT MYCC FRGI=Bottom (Leisure)
COSW(95): 1.10% Top=GRUB N FEYE ZEN YELP NOW SSNC SPLK ….. TWOU ACN ATVI TRI NATI ADP MTCH IAC=Bottom (Computer Software/Internet)
REAL(102): 1.00% Top=TREE DFT SNH WRE GOV DRE HTA NRF ….. RLGY LGIH SC SSS CUBE COR PSA EXR=Bottom (Real Estate)
HEAL(50): 0.80% Top=MOH VAR ZBH ACHC CNC INCR HOLX BSX ….. HLS ABMD CPHD EW IRWD EVHC AMSG ADPT=Bottom (Health)
INSU(31): 0.67% Top=XL UNM CLGX RDN TRV TMK AXS LNC ….. ORI AJG MET AFSI WLTW PRI AWH CNO=Bottom (Insurance)
MATE(29): 0.49% Top=EME OC MLM FAST SUM AWI MAS DAR ….. FLR SRCL CAA WY LEN PWR TTS PHM=Bottom (Materials & Construction)
ENER(85): 0.22% Top=CVE PXD RICE QEP WPX EGN PE MTDR ….. BWP RES SPN HP ATW MUR CWEI WLL=Bottom (Energy)
META(32): 0.21% Top=TCK X CDE AEM CLF SWC BVN HL ….. AGI FCX CENX SCCO FMSA AKS GG CCJ=Bottom (Metals & Mining)
CONS(54): 0.03% Top=TPX FBHS SCSS LEG ENR CRI WHR KATE ….. WWW HBI BMS OI BC RL SEE KS=Bottom (Consumer)
FINA(98): -0.04% Top=YRD LAZ STT NSAM LM FITB LPLA IVZ ….. NTRS CFR BOFI EFX SIVB OZRK BX WDR=Bottom (Banks/Financials)
TRAN(31): -0.06% Top=KNX SWFT ODFL DAL WERN UNP CHRW CP ….. HA TRN WAB GBX SAVE BRS NAT KEX=Bottom (Transportation)
MANU(39): -0.06% Top=TKR RS TEX RYI IR MHK ROP HON ….. BDC DDD CMI AGCO CAT GGG KMT ITT=Bottom (Manufacturing)
DISV(50): -0.13% Top=SSTK WOOF MA XRS R ALLE ULTA MCO ….. MYGN CAR PAYX AHS TRU SERV LDOS AAN=Bottom (Diversified Services)
ELEC(51): -0.15% Top=CRUS GLW GRMN XLNX FIT CAVM MRVL ADI ….. SCTY MU FSLR CSIQ TER NXPI SPWR TSL=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.31% Top=W BID PAG ORLY WSM AAP AMZN LOW ….. CPRT ASNA FIVE SFM KR LL WFM GNC=Bottom (Retail & Specialty Retail)
CHEM(25): -0.32% Top=RPM FTK WLK SHW HUN CE ALB GPRE ….. AGU PX CC AXTA MEOH CF MOS POT=Bottom (Chemicals/Fertilizers)
COHW(43): -0.86% Top=ARRS CUDA STX AAPL TMUS PANW UBNT TDS ….. ANET OLED ACIA LVLT KN CIEN COMM INFN=Bottom (Computer Hardware/Telecom)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: