daytrend

08/08/2016

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

Closing Stats
by daytrend on 20160808. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 983.

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

COMPARED TO YESTERDAY’S RANGE (20160808 Closing)
29.6% of stocks are above yesterday’s high.
62.5% are above yesterday’s midpoint. (37.5% are below.)
14.0% are below yesterday’s low.
56.4% are inside yesterday’s range.
65.0% of stocks with today’s high > yesterday’s high. (35.0% less than).
27.5% of stocks with today’s low < yesterday’s low. (72.5% greater than).

EVIDENCE OF INTRADAY TREND (20160808 Closing)
42.6% of stocks are above today’s open. (55.5% are below).
39.5% of stocks are above today’s open and yesterday’s close.
45.0% are below both.
23.6% of stocks opened above yesterday’s high.
64.5% of stocks opened above yesterday’s close. (27.4% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160808 Closing)
6.7% of stocks are in the top 10% of today’s range.
12.6% are in the top 20%.
36.7% are in the top half. 63.3% of stocks are in the bottom half of today’s range.
27.7% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20160808 Closing)
52.1% of stocks are above yesterday’s close. (47.9% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.5% are up 3.5% or more. 0.8% are down 3.5% or more.
67.2% are between +1% and -1%.

RSI on DAILY (20160808 Closing)
2-day: >=95:12.4%…>=90:22.9%…>=80:39.7%…>=50:70.3%…<=20:10.4%…<=10:5.3%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.5%…>=50:69.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160808 Closing)
29.6% above previous 1 highs, 14.0% below previous 1 lows
26.0% above previous 2 highs, 6.7% below previous 2 lows
24.9% above previous 3 highs, 4.7% below previous 3 lows
22.2% above previous 4 highs, 4.3% below previous 4 lows
18.9% above previous 5 highs, 4.2% below previous 5 lows
17.9% above previous 6 highs, 3.7% below previous 6 lows
17.1% above previous 7 highs, 3.2% below previous 7 lows
14.3% above previous 8 highs, 2.7% below previous 8 lows
13.8% above previous 9 highs, 2.6% below previous 9 lows
13.1% above previous 10 highs, 2.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160808 Closing)
52.1% are above or equal to 8/5 close (1 days ago), 47.9% are below.
77.0% are above or equal to 8/4 close (2 days ago), 23.0% are below.
75.0% are above or equal to 8/3 close (3 days ago), 25.0% are below.
77.6% are above or equal to 8/2 close (4 days ago), 22.4% are below.
59.9% are above or equal to 8/1 close (5 days ago), 40.1% are below.
56.0% are above or equal to 7/29 close (6 days ago), 44.0% are below.
59.3% are above or equal to 7/28 close (7 days ago), 40.7% are below.
61.3% are above or equal to 7/27 close (8 days ago), 38.7% are below.
56.7% are above or equal to 7/26 close (9 days ago), 43.3% are below.
61.3% are above or equal to 7/25 close (10 days ago), 38.7% are below.
59.0% are above or equal to 7/22 close (11 days ago), 41.0% are below.
62.9% are above or equal to 7/21 close (12 days ago), 37.1% are below.
57.6% are above or equal to 7/20 close (13 days ago), 42.4% are below.
59.7% are above or equal to 7/19 close (14 days ago), 40.3% are below.
59.2% are above or equal to 7/18 close (15 days ago), 40.8% are below.
60.9% are above or equal to 7/15 close (16 days ago), 39.1% are below.
60.4% are above or equal to 7/14 close (17 days ago), 39.6% are below.
61.7% are above or equal to 7/13 close (18 days ago), 38.3% are below.
62.4% are above or equal to 7/12 close (19 days ago), 37.6% are below.
66.7% are above or equal to 7/11 close (20 days ago), 33.3% are below.
70.9% are above or equal to 7/8 close (21 days ago), 29.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160808 Closing)
20d: 23.9% new highs, 3.3% new lows
21d: 23.9% new highs, 3.0% new lows
42d: 17.6% new highs, 1.6% new lows
63d: 16.0% new highs, 1.0% new lows
126d: 12.9% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160808 Closing)
2-day: 49.5% above, 50.5% below
3-day: 70.0% above, 30.0% below
4-day: 73.6% above, 26.4% below
5-day: 74.8% above, 25.2% below
8-day: 65.9% above, 34.1% below
10-day: 63.9% above, 36.1% below
20-day: 62.7% above, 37.3% below
50-day: 74.2% above, 25.8% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160808 Closing)
ENER(89): 2.34% Top=CRC ATW CWEI SGY SM CRZO NBR ECA ….. PE SE PDCE MDU BWP MPC RICE MUSA=Bottom (Energy)
CHEM(29): 1.36% Top=CF HUN MOS SMG WLK RYAM PAH CC ….. PPG ASH DOW ALB MON AXTA APD SHW=Bottom (Chemicals/Fertilizers)
MANU(45): 0.63% Top=DDD SEDG MRC AME DOV ITT LECO PRLB ….. PNR HON GNRC MHK AOS BDC SNA IR=Bottom (Manufacturing)
META(32): 0.57% Top=HL TCK AGI CCJ AG FMSA SSRI SLW ….. CMC CNX CLF SCCO AEM BVN AKS X=Bottom (Metals & Mining)
TRAN(31): 0.52% Top=BRS NAT TRN AIRM NSC CNI XPO FDX ….. ALK DAL JBLU SWFT LUV KNX WERN HA=Bottom (Transportation)
LEIS(35): 0.42% Top=GPRO SHAK SGMS WYNN LVS HLT WEN DNKN ….. EAT RCL SIX MCD BWLD SBUX DPZ CCL=Bottom (Leisure)
INSU(32): 0.23% Top=AFSI PRU LNC MHLD MET RDN MMC WLTW ….. HIG AON TMK TRV MTG CLGX CNO ORI=Bottom (Insurance)
RETA(63): 0.16% Top=BID RH JWN TIF LL HSNI M JCP ….. STMP DLTR CPRT DSW FIVE NFLX SFM TSCO=Bottom (Retail & Specialty Retail)
CONS(58): 0.13% Top=KS SCSS TPX COTY BLL LEG LULU EPC ….. PAY UA DECK WWW SEE HAR COH GIII=Bottom (Consumer)
COHW(49): 0.11% Top=SSYS GOGO LVLT NSR STX CTL NTAP TDC ….. INFN OLED EGHT CIEN CRAY PANW COMM TDS=Bottom (Computer Hardware/Telecom)
ELEC(54): 0.09% Top=AMKR FIT MXL AMD SANM ON SPWR AMBA ….. MU OCLR DLB MLNX SWKS AVGO QRVO SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(104): 0.07% Top=DRH WPG HST KRC AVB UDR AMH SHO ….. LGIH SRC CSAL ESRT SNH TREE COR DOC=Bottom (Real Estate)
MATE(35): -0.00% Top=MTZ USCR OC NCS MLM VMC BECN AWI ….. MTH FLR PWR TPH PHM WY CAA CSTE=Bottom (Materials & Construction)
DISV(57): -0.05% Top=WTW HMSY YY XRS RCII SSTK KBR CAR ….. ABCO BAH ACM FISV MYGN G HMHC AHS=Bottom (Diversified Services)
FINA(97): -0.20% Top=ECPG EVER KKR BX LAZ PFG BOFI BMO ….. NAVI SLM FNB JNS VLY SBNY YRD HAWK=Bottom (Banks/Financials)
COSW(109): -0.22% Top=SHOP WB CVT WUBA TWLO NCR JD WIX ….. YELP FEYE SSNC RAX CTSH RNG IMPV TEAM=Bottom (Computer Software/Internet)
HEAL(64): -0.65% Top=GKOS SPNC BKD RMD PODD HWAY HCA NXTM ….. PRAH IRWD DVA CPHD ZLTQ AMSG EVHC CYH=Bottom (Health)

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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