daytrend

08/01/2016

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

Closing Stats
by daytrend on 20160801. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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 (20160801 Closing)
18.1% of stocks are above yesterday’s high.
50.0% are above yesterday’s midpoint. (50.0% are below.)
22.9% are below yesterday’s low.
59.0% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
41.6% of stocks with today’s low < yesterday’s low. (58.4% greater than).

EVIDENCE OF INTRADAY TREND (20160801 Closing)
41.8% of stocks are above today’s open. (56.9% are below).
36.7% of stocks are above today’s open and yesterday’s close.
51.6% are below both.
5.3% of stocks opened above yesterday’s high.
41.7% of stocks opened above yesterday’s close. (50.8% opened below yesterday’s close).
3.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160801 Closing)
8.7% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
45.9% are in the top half. 54.1% of stocks are in the bottom half of today’s range.
25.1% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20160801 Closing)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
0.5% are up 4.5% or more. 5.2% are down 4.5% or more.
1.1% are up 3.5% or more. 7.5% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY (20160801 Closing)
2-day: >=95:8.2%…>=90:14.2%…>=80:23.4%…>=50:47.0%…<=20:27.8%…<=10:15.0%…<=5:7.6%…
9-day: >=95:0.1%…>=90:0.6%…>=80:5.8%…>=50:62.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:66.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160801 Closing)
18.1% above previous 1 highs, 22.9% below previous 1 lows
13.0% above previous 2 highs, 17.3% below previous 2 lows
10.7% above previous 3 highs, 15.1% below previous 3 lows
9.2% above previous 4 highs, 13.1% below previous 4 lows
8.6% above previous 5 highs, 12.3% below previous 5 lows
8.6% above previous 6 highs, 10.5% below previous 6 lows
8.5% above previous 7 highs, 10.2% below previous 7 lows
8.2% above previous 8 highs, 9.7% below previous 8 lows
8.0% above previous 9 highs, 9.2% below previous 9 lows
7.8% above previous 10 highs, 8.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160801 Closing)
42.9% are above or equal to 7/29 close (1 days ago), 57.1% are below.
45.6% are above or equal to 7/28 close (2 days ago), 54.4% are below.
50.1% are above or equal to 7/27 close (3 days ago), 49.9% are below.
45.4% are above or equal to 7/26 close (4 days ago), 54.6% are below.
53.8% are above or equal to 7/25 close (5 days ago), 46.2% are below.
52.1% are above or equal to 7/22 close (6 days ago), 47.9% are below.
59.8% are above or equal to 7/21 close (7 days ago), 40.2% are below.
52.7% are above or equal to 7/20 close (8 days ago), 47.3% are below.
57.7% are above or equal to 7/19 close (9 days ago), 42.3% are below.
56.1% are above or equal to 7/18 close (10 days ago), 43.9% are below.
57.7% are above or equal to 7/15 close (11 days ago), 42.3% are below.
57.4% are above or equal to 7/14 close (12 days ago), 42.6% are below.
60.0% are above or equal to 7/13 close (13 days ago), 40.0% are below.
59.8% are above or equal to 7/12 close (14 days ago), 40.2% are below.
67.0% are above or equal to 7/11 close (15 days ago), 33.0% are below.
69.5% are above or equal to 7/8 close (16 days ago), 30.5% are below.
77.8% are above or equal to 7/7 close (17 days ago), 22.2% are below.
76.5% are above or equal to 7/6 close (18 days ago), 23.5% are below.
78.9% are above or equal to 7/5 close (19 days ago), 21.1% are below.
73.5% are above or equal to 7/1 close (20 days ago), 26.5% are below.
74.5% are above or equal to 6/30 close (21 days ago), 25.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160801 Closing)
20d: 16.0% new highs, 7.8% new lows
21d: 16.0% new highs, 7.3% new lows
42d: 13.4% new highs, 3.1% new lows
63d: 12.3% new highs, 1.9% new lows
126d: 10.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160801 Closing)
2-day: 42.0% above, 58.0% below
3-day: 43.9% above, 56.1% below
4-day: 47.0% above, 53.0% below
5-day: 46.4% above, 53.6% below
8-day: 52.6% above, 47.4% below
10-day: 52.7% above, 47.3% below
20-day: 65.0% above, 35.0% below
50-day: 69.4% above, 30.6% below
200-day: 70.9% above, 29.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160801 Closing)
COSW(97): 0.41% Top=MEET WB ELLI ATHM ROVI BIDU CSOD INXN ….. IMPV NTCT XRX TSS FEYE DBD CTXS SSNC=Bottom (Computer Software/Internet)
ELEC(51): 0.24% Top=CSIQ GRMN SIMO CRUS TRMB AMBA FSLR ISIL ….. BRKR NVDA ENTG DLB FLEX MU AMD SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(103): 0.21% Top=DLR PEB LGIH CONE WPG TREE OHI AMT ….. QTS GPT CBL PGRE CUZ CLNY KRG ALLY=Bottom (Real Estate)
COHW(45): 0.09% Top=SYNA OLED BBRY AAPL EGHT TMUS STX ANET ….. INFN ACIA VZ PANW LVLT GIMO WDC SSYS=Bottom (Computer Hardware/Telecom)
RETA(61): 0.05% Top=OLLI NFLX STMP KORS BABA W LL CPRT ….. M DSW FIVE ASNA CHS GME GNC AN=Bottom (Retail & Specialty Retail)
LEIS(36): -0.02% Top=JACK GPRO SONC BWLD CAKE TXRH PNRA WEN ….. RCL BYD SHAK SIX MYCC WYN CMG SEAS=Bottom (Leisure)
CONS(55): -0.04% Top=NWL GIII CHD PG KMB TPX CL LULU ….. SKX KATE PVH BMS PBI LEG MAT WRK=Bottom (Consumer)
DISV(54): -0.15% Top=FDC AHS MYGN SSTK CXW CATM ZG LDOS ….. CAR SCI TMH KFY MAN XRS VNTV URI=Bottom (Diversified Services)
HEAL(55): -0.36% Top=CPHD GMED NUVA PRAH RMD ABMD HOLX OPK ….. HLS ANTM LPNT AMSG INCR EVHC THC ACHC=Bottom (Health)
INSU(31): -0.55% Top=AFSI AON MTG AJG TRV CINF HIG MMC ….. TMK CLGX UNM RDN XL PRI L CNO=Bottom (Insurance)
MANU(41): -0.55% Top=RYI PRLB ZBRA ETN ROP TKR AGCO MHK ….. TEX DOV ATI PNR GTLS CFX FLS DDD=Bottom (Manufacturing)
TRAN(30): -0.55% Top=DAL UAL ALK HA EXPD AAL CP LUV ….. KSU TRN NSC KNX AIRM KEX GBX SAVE=Bottom (Transportation)
MATE(29): -0.61% Top=CAA OC PHM MTH TPH WM USG KBH ….. FLR SRCL CVA DAR EXP SUM MLM VMC=Bottom (Materials & Construction)
CHEM(28): -0.63% Top=ASH GRA POL DD PPG AXTA EMN DOW ….. CF MOS KRA WLK POT MEOH GPRE FTK=Bottom (Chemicals/Fertilizers)
META(32): -0.75% Top=AG SLW PAAS CDE SWC ABX BVN RGLD ….. FCX CCJ CNX TCK AKS SLCA FMSA CENX=Bottom (Metals & Mining)
FINA(99): -0.77% Top=WETF ARCC NDAQ IBKR CME KKR SEIC WDR ….. KEY ZION HBHC CFR TCBI SIVB LPLA BOFI=Bottom (Banks/Financials)
ENER(85): -4.19% Top=WNR PBF SE GEL MMP VLO AR MDU ….. MTDR DO CVI SGY CRZO OAS WPX WLL=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/

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

Blog at WordPress.com.

%d bloggers like this: