daytrend

08/02/2016

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

Closing Stats
by daytrend on 20160802. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 936.

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

COMPARED TO YESTERDAY’S RANGE (20160802 Closing)
5.0% of stocks are above yesterday’s high.
16.5% are above yesterday’s midpoint. (83.5% are below.)
60.6% are below yesterday’s low.
34.4% are inside yesterday’s range.
21.0% of stocks with today’s high > yesterday’s high. (79.0% less than).
79.9% of stocks with today’s low < yesterday’s low. (20.1% greater than).

EVIDENCE OF INTRADAY TREND (20160802 Closing)
14.5% of stocks are above today’s open. (84.7% are below).
10.6% of stocks are above today’s open and yesterday’s close.
79.7% are below both.
6.7% of stocks opened above yesterday’s high.
36.3% of stocks opened above yesterday’s close. (59.0% opened below yesterday’s close).
10.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160802 Closing)
3.0% of stocks are in the top 10% of today’s range.
6.0% are in the top 20%.
23.9% are in the top half. 76.1% of stocks are in the bottom half of today’s range.
36.4% are in the bottom 20%.
18.7% are in the bottom 10%.

GAIN (20160802 Closing)
16.2% of stocks are above yesterday’s close. (83.8% are below.)
1.0% are up 4.5% or more. 4.9% are down 4.5% or more.
1.8% are up 3.5% or more. 9.9% are down 3.5% or more.
36.6% are between +1% and -1%.

RSI on DAILY (20160802 Closing)
2-day: >=95:2.2%…>=90:3.6%…>=80:5.2%…>=50:16.7%…<=20:51.5%…<=10:29.8%…<=5:16.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.0%…>=50:46.3%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:55.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160802 Closing)
5.0% above previous 1 highs, 60.6% below previous 1 lows
3.6% above previous 2 highs, 47.1% below previous 2 lows
3.3% above previous 3 highs, 36.3% below previous 3 lows
3.1% above previous 4 highs, 33.7% below previous 4 lows
3.1% above previous 5 highs, 30.1% below previous 5 lows
3.1% above previous 6 highs, 28.1% below previous 6 lows
2.9% above previous 7 highs, 24.5% below previous 7 lows
2.8% above previous 8 highs, 23.0% below previous 8 lows
2.7% above previous 9 highs, 21.3% below previous 9 lows
2.7% above previous 10 highs, 19.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160802 Closing)
16.2% are above or equal to 8/1 close (1 days ago), 83.8% are below.
15.5% are above or equal to 7/29 close (2 days ago), 84.5% are below.
23.4% are above or equal to 7/28 close (3 days ago), 76.6% are below.
33.5% are above or equal to 7/27 close (4 days ago), 66.5% are below.
30.7% are above or equal to 7/26 close (5 days ago), 69.3% are below.
37.1% are above or equal to 7/25 close (6 days ago), 62.9% are below.
36.5% are above or equal to 7/22 close (7 days ago), 63.5% are below.
44.4% are above or equal to 7/21 close (8 days ago), 55.6% are below.
40.4% are above or equal to 7/20 close (9 days ago), 59.6% are below.
48.1% are above or equal to 7/19 close (10 days ago), 51.9% are below.
45.0% are above or equal to 7/18 close (11 days ago), 55.0% are below.
47.6% are above or equal to 7/15 close (12 days ago), 52.4% are below.
46.3% are above or equal to 7/14 close (13 days ago), 53.7% are below.
49.8% are above or equal to 7/13 close (14 days ago), 50.2% are below.
48.0% are above or equal to 7/12 close (15 days ago), 52.0% are below.
58.5% are above or equal to 7/11 close (16 days ago), 41.5% are below.
63.2% are above or equal to 7/8 close (17 days ago), 36.8% are below.
73.3% are above or equal to 7/7 close (18 days ago), 26.7% are below.
72.2% are above or equal to 7/6 close (19 days ago), 27.8% are below.
74.6% are above or equal to 7/5 close (20 days ago), 25.4% are below.
68.6% are above or equal to 7/1 close (21 days ago), 31.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160802 Closing)
20d: 7.4% new highs, 12.4% new lows
21d: 7.3% new highs, 12.3% new lows
42d: 6.2% new highs, 5.8% new lows
63d: 6.2% new highs, 4.0% new lows
126d: 5.3% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160802 Closing)
2-day: 15.2% above, 84.8% below
3-day: 13.6% above, 86.4% below
4-day: 16.3% above, 83.7% below
5-day: 20.5% above, 79.5% below
8-day: 26.3% above, 73.7% below
10-day: 30.4% above, 69.6% below
20-day: 49.6% above, 50.4% below
50-day: 62.6% above, 37.4% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160802 Closing)
ENER(85): 0.84% Top=WPZ WMB WNR WLL SM CLR HFC QEP ….. RES MTDR PAA OAS MMP RIG RDC ATW=Bottom (Energy)
META(32): 0.25% Top=SLCA NEM FMSA CCJ SLW ABX SCCO BVN ….. CMC CLF RGLD AA AKS SWC X CENX=Bottom (Metals & Mining)
INSU(32): -0.59% Top=AFSI MHLD HIG MMC TRV PGR AON AFL ….. PRI AJG PRU RDN FAF MTG CLGX CNO=Bottom (Insurance)
HEAL(56): -0.77% Top=WCG BEAT MOH AET ALGN XRAY INCR DXCM ….. ACHC UHS ADPT CPHD MD CYH BKD THC=Bottom (Health)
CHEM(28): -0.97% Top=POT MOS SHW AGU ALB CF PX MON ….. AXTA GRA WLK POL GPRE KRA HUN CC=Bottom (Chemicals/Fertilizers)
MATE(29): -1.20% Top=NCS MLM OC VMC EME MAS CVA FLR ….. TPH PHM DHI TOL DAR LEN MTH SUM=Bottom (Materials & Construction)
MANU(41): -1.21% Top=KMT ETN DE IR BWXT PH RS GE ….. ZBRA PRLB ATI XYL BDC DDD RYI EMR=Bottom (Manufacturing)
DISV(54): -1.27% Top=KBR SSTK CATM FDC MA V RHI INFO ….. GPN ATHN CAR TMH AL R WTW LDOS=Bottom (Diversified Services)
FINA(99): -1.35% Top=EVER PSEC FNB WBS FRC CME FNFG ACAS ….. KKR WETF NAVI SF LAZ LPLA BOFI YRD=Bottom (Banks/Financials)
COSW(98): -1.51% Top=FEYE TDOC GRUB UIS SYMC LOGM EA MSFT ….. ZEN CA CTXS RAX MTCH BSFT MEET SABR=Bottom (Computer Software/Internet)
REAL(103): -1.53% Top=JLL NRZ SBRA ALLY GPT AMT EDR BRX ….. ARE VTR CLI TREE O COR CONE RLGY=Bottom (Real Estate)
COHW(44): -1.85% Top=TDC HRS INFN T PANW CSCO TMUS ZAYO ….. FNSR COMM NSR SSYS KN ACIA STX SYNA=Bottom (Computer Hardware/Telecom)
CONS(56): -2.01% Top=ECL BERY PG PAY KMB TPX EL COTY ….. RL FOSL DECK PBI EPC SHOO KATE FN=Bottom (Consumer)
ELEC(51): -2.21% Top=FSLR SPWR BRKR AVGO QLGC GLW SNPS INTC ….. TEL CY FIT AMBA MRVL MTSI AMD IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -2.46% Top=ETSY CVS W AEO LOW WBA COST BABA ….. BIG ASNA AN SPLS RH JWN M KSS=Bottom (Retail & Specialty Retail)
TRAN(31): -2.57% Top=EXPD UPS WAB TRN ODFL KSU JBHT CHRW ….. LUV ALK AIRM SAVE AAL UAL JBLU DAL=Bottom (Transportation)
LEIS(35): -2.59% Top=BLMN MCD MGM MAR LVS WYN ARMK WYNN ….. CCL EXPE SHAK SEAS EAT PLAY RCL TXRH=Bottom (Leisure)

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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