daytrend

08/04/2016

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

Closing Stats
by daytrend on 20160804. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 960.

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

COMPARED TO YESTERDAY’S RANGE (20160804 Closing)
34.9% of stocks are above yesterday’s high.
73.1% are above yesterday’s midpoint. (26.9% are below.)
8.8% are below yesterday’s low.
56.4% are inside yesterday’s range.
69.8% of stocks with today’s high > yesterday’s high. (30.2% less than).
20.3% of stocks with today’s low < yesterday’s low. (79.7% greater than).

EVIDENCE OF INTRADAY TREND (20160804 Closing)
55.8% of stocks are above today’s open. (42.4% are below).
48.2% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
13.8% of stocks opened above yesterday’s high.
49.5% of stocks opened above yesterday’s close. (44.8% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160804 Closing)
9.0% of stocks are in the top 10% of today’s range.
18.2% are in the top 20%.
48.2% are in the top half. 51.8% of stocks are in the bottom half of today’s range.
19.2% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20160804 Closing)
57.2% of stocks are above yesterday’s close. (42.8% are below.)
2.4% are up 4.5% or more. 2.0% are down 4.5% or more.
3.3% are up 3.5% or more. 3.1% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY (20160804 Closing)
2-day: >=95:3.2%…>=90:7.1%…>=80:17.8%…>=50:55.2%…<=20:16.3%…<=10:8.4%…<=5:4.7%…
9-day: >=95:0.0%…>=90:0.4%…>=80:2.8%…>=50:58.8%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:63.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160804 Closing)
34.9% above previous 1 highs, 8.8% below previous 1 lows
19.4% above previous 2 highs, 7.6% below previous 2 lows
12.8% above previous 3 highs, 7.4% below previous 3 lows
10.7% above previous 4 highs, 7.1% below previous 4 lows
9.9% above previous 5 highs, 5.8% below previous 5 lows
8.5% above previous 6 highs, 5.5% below previous 6 lows
8.0% above previous 7 highs, 5.4% below previous 7 lows
7.8% above previous 8 highs, 5.3% below previous 8 lows
7.4% above previous 9 highs, 5.2% below previous 9 lows
6.6% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160804 Closing)
57.2% are above or equal to 8/3 close (1 days ago), 42.8% are below.
71.0% are above or equal to 8/2 close (2 days ago), 29.0% are below.
39.8% are above or equal to 8/1 close (3 days ago), 60.2% are below.
37.4% are above or equal to 7/29 close (4 days ago), 62.6% are below.
40.6% are above or equal to 7/28 close (5 days ago), 59.4% are below.
47.7% are above or equal to 7/27 close (6 days ago), 52.3% are below.
43.0% are above or equal to 7/26 close (7 days ago), 57.0% are below.
50.2% are above or equal to 7/25 close (8 days ago), 49.8% are below.
47.7% are above or equal to 7/22 close (9 days ago), 52.3% are below.
54.4% are above or equal to 7/21 close (10 days ago), 45.6% are below.
50.2% are above or equal to 7/20 close (11 days ago), 49.8% are below.
54.4% are above or equal to 7/19 close (12 days ago), 45.6% are below.
52.0% are above or equal to 7/18 close (13 days ago), 48.0% are below.
53.8% are above or equal to 7/15 close (14 days ago), 46.3% are below.
52.6% are above or equal to 7/14 close (15 days ago), 47.4% are below.
54.5% are above or equal to 7/13 close (16 days ago), 45.5% are below.
54.5% are above or equal to 7/12 close (17 days ago), 45.5% are below.
61.3% are above or equal to 7/11 close (18 days ago), 38.8% are below.
65.7% are above or equal to 7/8 close (19 days ago), 34.3% are below.
75.2% are above or equal to 7/7 close (20 days ago), 24.8% are below.
74.3% are above or equal to 7/6 close (21 days ago), 25.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160804 Closing)
20d: 10.8% new highs, 5.1% new lows
21d: 10.8% new highs, 4.0% new lows
42d: 8.3% new highs, 2.3% new lows
63d: 7.6% new highs, 2.1% new lows
126d: 6.6% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160804 Closing)
2-day: 55.4% above, 44.6% below
3-day: 67.5% above, 32.5% below
4-day: 54.1% above, 45.9% below
5-day: 48.3% above, 51.7% below
8-day: 46.3% above, 53.8% below
10-day: 46.7% above, 53.3% below
20-day: 53.9% above, 46.1% below
50-day: 65.4% above, 34.6% below
200-day: 71.6% above, 28.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160804 Closing)
CONS(57): 0.99% Top=BLL HAR WRK CHD KS SCSS LEG KATE ….. HAS SKX NWL FL GPK WWW COH FOSL=Bottom (Consumer)
LEIS(35): 0.56% Top=JACK RCL QSR FRGI SONC WEN DNKN GPRO ….. BWLD SIX SBUX CAKE CMG SHAK BYD SEAS=Bottom (Leisure)
COSW(100): 0.50% Top=RAX GDDY SQ ELLI RUBI TWTR ANSS WB ….. UIS NTCT PFPT JD CVT IMPV FEYE TRIP=Bottom (Computer Software/Internet)
ENER(87): 0.50% Top=PE CWEI OAS RSPP MTDR SGY RICE LPI ….. APA TSO HFC SM ETE PBF CVI GPOR=Bottom (Energy)
TRAN(31): 0.48% Top=XPO SAVE UAL KEX LUV KSU WAB GWR ….. CSX JBHT CNI NSC EXPD WERN AIRM CP=Bottom (Transportation)
MANU(43): 0.40% Top=PH GNRC ITT CFX TEX XYL ZBRA KMT ….. SNA DDD DE GTLS RS AME ATI AGCO=Bottom (Manufacturing)
COHW(47): 0.29% Top=ACIA S TDC FNSR STX PANW BCE MSI ….. CTL VRSN COMM HPQ WDC OLED CRAY SSYS=Bottom (Computer Hardware/Telecom)
ELEC(54): 0.26% Top=MU FIT AMD SIMO NVDA CY AVGO AMBA ….. ENTG FLEX TTMI GRMN SPWR QRVO HIMX FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(98): 0.22% Top=YRD WU WETF BOFI OMF NAVI PYPL KKR ….. NSAM AMP JNS ISBC AMG VOYA SF LM=Bottom (Banks/Financials)
META(32): 0.16% Top=FMSA SLCA HL TAHO BVN FNV AGI AEM ….. CCJ FCX SSRI X AKS STLD CMC CENX=Bottom (Metals & Mining)
HEAL(60): 0.12% Top=PODD HYH ABMD ELGX PRAH BSX GKOS INCR ….. BKD PINC THC ACHC XRAY BDX EVHC AMSG=Bottom (Health)
RETA(62): -0.12% Top=KMX SIG ETSY PAG KORS BABA AEO DSW ….. SFM LOW KR LL RH CST TSCO SBH=Bottom (Retail & Specialty Retail)
REAL(104): -0.24% Top=TREE CBL STWD HR ALLY OHI ARE BDN ….. EDR PEI DRH CIM CUBE LGIH SSS RLGY=Bottom (Real Estate)
DISV(57): -0.25% Top=WTW CAR CATM VRSK EEFT VNTV HRB FISV ….. FDC ASGN LDOS GEO AHS CXW TMH G=Bottom (Diversified Services)
CHEM(28): -0.39% Top=FTK MON GPRE HUN WLK MEOH RPM APD ….. SHW AXTA AGU OLN POT ALB MOS CF=Bottom (Chemicals/Fertilizers)
INSU(32): -0.55% Top=CNO PGR AGO CLGX MTG AON WLTW MMC ….. TMK MHLD HIG AIG UNM LNC PRU MET=Bottom (Insurance)
MATE(33): -0.66% Top=WCN DAR WY FAST TREX TPH HW SRCL ….. EXP OC MTZ USG CVA BECN SUM PWR=Bottom (Materials & Construction)

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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