daytrend

08/06/2016

Filed under: Market Stats — daytrend @ 7:32 am

Market Stats at End of Day
by daytrend on 20160805. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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 (20160805 EOD)
53.0% of stocks are above yesterday’s high.
77.3% are above yesterday’s midpoint. (22.7% are below.)
8.4% are below yesterday’s low.
38.6% are inside yesterday’s range.
72.1% of stocks with today’s high > yesterday’s high. (27.9% less than).
20.9% of stocks with today’s low < yesterday’s low. (79.1% greater than).

EVIDENCE OF INTRADAY TREND (20160805 EOD)
73.0% of stocks are above today’s open. (25.9% are below).
70.5% of stocks are above today’s open and yesterday’s close.
17.3% are below both.
26.7% of stocks opened above yesterday’s high.
85.1% of stocks opened above yesterday’s close. (11.6% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160805 EOD)
22.5% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
69.2% are in the top half. 30.8% of stocks are in the bottom half of today’s range.
10.9% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20160805 EOD)
80.3% of stocks are above yesterday’s close. (19.7% are below.)
4.5% are up 4.5% or more. 1.0% are down 4.5% or more.
10.9% are up 3.5% or more. 1.7% are down 3.5% or more.
38.9% are between +1% and -1%.

RSI on DAILY (20160805 EOD)
2-day: >=95:7.9%…>=90:26.2%…>=80:48.4%…>=50:76.2%…<=20:9.3%…<=10:5.7%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.4%…>=50:68.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160805 EOD)
53.0% above previous 1 highs, 8.4% below previous 1 lows
50.2% above previous 2 highs, 5.2% below previous 2 lows
38.6% above previous 3 highs, 5.0% below previous 3 lows
31.0% above previous 4 highs, 4.8% below previous 4 lows
27.6% above previous 5 highs, 4.6% below previous 5 lows
25.2% above previous 6 highs, 3.6% below previous 6 lows
21.5% above previous 7 highs, 3.2% below previous 7 lows
19.9% above previous 8 highs, 3.0% below previous 8 lows
19.2% above previous 9 highs, 3.0% below previous 9 lows
19.0% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160805 EOD)
80.3% are above or equal to 8/4 close (1 days ago), 19.7% are below.
75.9% are above or equal to 8/3 close (2 days ago), 24.1% are below.
78.6% are above or equal to 8/2 close (3 days ago), 21.4% are below.
59.4% are above or equal to 8/1 close (4 days ago), 40.6% are below.
57.0% are above or equal to 7/29 close (5 days ago), 43.0% are below.
58.5% are above or equal to 7/28 close (6 days ago), 41.5% are below.
61.7% are above or equal to 7/27 close (7 days ago), 38.3% are below.
56.6% are above or equal to 7/26 close (8 days ago), 43.4% are below.
61.5% are above or equal to 7/25 close (9 days ago), 38.5% are below.
58.7% are above or equal to 7/22 close (10 days ago), 41.3% are below.
62.5% are above or equal to 7/21 close (11 days ago), 37.5% are below.
58.4% are above or equal to 7/20 close (12 days ago), 41.6% are below.
60.8% are above or equal to 7/19 close (13 days ago), 39.2% are below.
59.9% are above or equal to 7/18 close (14 days ago), 40.1% are below.
60.3% are above or equal to 7/15 close (15 days ago), 39.7% are below.
59.6% are above or equal to 7/14 close (16 days ago), 40.4% are below.
62.4% are above or equal to 7/13 close (17 days ago), 37.6% are below.
62.2% are above or equal to 7/12 close (18 days ago), 37.8% are below.
66.6% are above or equal to 7/11 close (19 days ago), 33.4% are below.
71.4% are above or equal to 7/8 close (20 days ago), 28.6% are below.
77.3% are above or equal to 7/7 close (21 days ago), 22.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160805 EOD)
20d: 21.5% new highs, 4.4% new lows
21d: 21.5% new highs, 4.1% new lows
42d: 16.8% new highs, 2.4% new lows
63d: 15.6% new highs, 1.8% new lows
126d: 13.7% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160805 EOD)
2-day: 79.6% above, 20.4% below
3-day: 78.1% above, 21.9% below
4-day: 78.4% above, 21.6% below
5-day: 74.7% above, 25.3% below
8-day: 66.7% above, 33.3% below
10-day: 64.5% above, 35.5% below
20-day: 62.3% above, 37.7% below
50-day: 74.0% above, 26.0% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160805 EOD)
TRAN(31): 2.61% Top=XPO BRS UAL SWFT LUV GBX AIRM WERN ….. UNP SAVE CHRW JBHT UPS CP NAT CNI=Bottom (Transportation)
FINA(97): 2.39% Top=SIVB EWBC HBHC SCHW OMF WDR TCBI KEY ….. ICE BMO NDAQ ACAS PSEC ARCC YRD ECPG=Bottom (Banks/Financials)
MANU(45): 1.66% Top=MRC SEDG KMT PNR DDD AGCO MHK GNRC ….. ROP FLS AME DHR HON GE ATI RS=Bottom (Manufacturing)
ELEC(54): 1.58% Top=AMKR SPWR CAVM MU TTMI QRVO CRUS MTSI ….. MRVL MXL CY WAT FIT MLNX SIMO HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(89): 1.55% Top=OAS CWEI EOG DK FET HLX FANG WNR ….. APA SXL CVE MPLX SGY GPOR SWN SEMG=Bottom (Energy)
COSW(109): 1.51% Top=RAX TDOC ACXM ZEN TEAM LOCK WB GDDY ….. MDRX ELLI FTNT SABR SQ EQIX TRIP FEYE=Bottom (Computer Software/Internet)
RETA(63): 1.47% Top=ASNA RH ANF CHS STMP NFLX JWN URBN ….. KAR SBH BABA WFM MIK ETSY BLDR HSNI=Bottom (Retail & Specialty Retail)
MATE(35): 1.44% Top=MTZ PWR DY AWI NCS PHM WCN EME ….. WM EXP MLM CVA HW FLR DAR USCR=Bottom (Materials & Construction)
COHW(49): 1.31% Top=UBNT GOGO SMCI MSI KN INFN SSYS FNSR ….. VZ BCE CCI ACIA S CTL CCOI OLED=Bottom (Computer Hardware/Telecom)
INSU(32): 1.20% Top=LNC PRU MET UNM PRI AIG L PGR ….. XL AWH CLGX MHLD FAF CNO FNF WLTW=Bottom (Insurance)
CONS(58): 1.10% Top=KATE ELY SCSS FOSL GIII UA MAT PVH ….. PG BERY KMB CHD HAR CROX CLX LEG=Bottom (Consumer)
DISV(57): 1.07% Top=HMSY FLT YY PCLN RCII KBR XRS URI ….. FISV SSTK CXW IILG MYGN AHS WTW ZG=Bottom (Diversified Services)
LEIS(35): 0.83% Top=TXRH SHAK EAT SEAS DRI BLMN WEN PNRA ….. YUM DPZ EXPE JACK SIX LVS WYNN SGMS=Bottom (Leisure)
CHEM(29): 0.73% Top=GPRE MOS CF POT MEOH CC HUN KRA ….. ALB APD SHW PX OLN FMC PAH RYAM=Bottom (Chemicals/Fertilizers)
HEAL(64): 0.57% Top=HRC PINC HWAY PODD STE CPHD AET WCG ….. MD AMED ABMD PKI SPNC MASI XRAY IRWD=Bottom (Health)
REAL(104): 0.33% Top=DRH SC AMH LHO WPG RLGY TREE CBG ….. SRC VTR RPAI HCN NNN HTA DLR OUT=Bottom (Real Estate)
META(32): -0.76% Top=FMSA SLCA X TCK CMC CENX STLD AA ….. AG BVN PAAS AEM TAHO GG AGI ABX=Bottom (Metals & Mining)

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.
Market Stats at End of Day $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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