daytrend

08/09/2016

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

Closing Stats
by daytrend on 20160809. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 984.

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

COMPARED TO YESTERDAY’S RANGE (20160809 Closing)
18.8% of stocks are above yesterday’s high.
45.8% are above yesterday’s midpoint. (54.2% are below.)
25.9% are below yesterday’s low.
55.3% are inside yesterday’s range.
42.3% of stocks with today’s high > yesterday’s high. (57.7% less than).
50.0% of stocks with today’s low < yesterday’s low. (50.0% greater than).

EVIDENCE OF INTRADAY TREND (20160809 Closing)
47.3% of stocks are above today’s open. (51.1% are below).
42.8% of stocks are above today’s open and yesterday’s close.
44.2% are below both.
6.6% of stocks opened above yesterday’s high.
54.1% of stocks opened above yesterday’s close. (39.2% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160809 Closing)
9.3% of stocks are in the top 10% of today’s range.
18.9% are in the top 20%.
45.2% are in the top half. 54.8% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
10.7% are in the bottom 10%.

GAIN (20160809 Closing)
51.0% of stocks are above yesterday’s close. (49.0% are below.)
1.8% are up 4.5% or more. 1.9% are down 4.5% or more.
2.3% are up 3.5% or more. 2.8% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20160809 Closing)
2-day: >=95:10.6%…>=90:18.3%…>=80:31.1%…>=50:63.3%…<=20:10.6%…<=10:4.5%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:5.8%…>=50:67.5%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:70.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160809 Closing)
18.8% above previous 1 highs, 25.9% below previous 1 lows
14.6% above previous 2 highs, 12.6% below previous 2 lows
13.6% above previous 3 highs, 7.5% below previous 3 lows
12.6% above previous 4 highs, 3.7% below previous 4 lows
11.2% above previous 5 highs, 3.3% below previous 5 lows
10.7% above previous 6 highs, 3.2% below previous 6 lows
10.1% above previous 7 highs, 2.7% below previous 7 lows
9.5% above previous 8 highs, 2.5% below previous 8 lows
8.7% above previous 9 highs, 2.3% below previous 9 lows
8.5% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160809 Closing)
51.0% are above or equal to 8/8 close (1 days ago), 49.0% are below.
52.1% are above or equal to 8/5 close (2 days ago), 47.9% are below.
74.5% are above or equal to 8/4 close (3 days ago), 25.5% are below.
72.9% are above or equal to 8/3 close (4 days ago), 27.1% are below.
75.5% are above or equal to 8/2 close (5 days ago), 24.5% are below.
58.7% are above or equal to 8/1 close (6 days ago), 41.3% are below.
57.0% are above or equal to 7/29 close (7 days ago), 43.0% are below.
58.5% are above or equal to 7/28 close (8 days ago), 41.5% are below.
60.6% are above or equal to 7/27 close (9 days ago), 39.4% are below.
56.0% are above or equal to 7/26 close (10 days ago), 44.0% are below.
59.8% are above or equal to 7/25 close (11 days ago), 40.2% are below.
58.6% are above or equal to 7/22 close (12 days ago), 41.4% are below.
62.2% are above or equal to 7/21 close (13 days ago), 37.8% are below.
57.3% are above or equal to 7/20 close (14 days ago), 42.7% are below.
59.8% are above or equal to 7/19 close (15 days ago), 40.2% are below.
58.8% are above or equal to 7/18 close (16 days ago), 41.2% are below.
59.7% are above or equal to 7/15 close (17 days ago), 40.3% are below.
59.8% are above or equal to 7/14 close (18 days ago), 40.2% are below.
61.8% are above or equal to 7/13 close (19 days ago), 38.2% are below.
61.3% are above or equal to 7/12 close (20 days ago), 38.7% are below.
66.4% are above or equal to 7/11 close (21 days ago), 33.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160809 Closing)
20d: 15.1% new highs, 3.9% new lows
21d: 15.1% new highs, 3.6% new lows
42d: 13.1% new highs, 1.8% new lows
63d: 12.3% new highs, 1.6% new lows
126d: 10.7% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160809 Closing)
2-day: 49.2% above, 50.8% below
3-day: 53.0% above, 47.0% below
4-day: 65.0% above, 35.0% below
5-day: 68.8% above, 31.2% below
8-day: 66.2% above, 33.8% below
10-day: 63.2% above, 36.8% below
20-day: 61.4% above, 38.6% below
50-day: 72.8% above, 27.2% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160809 Closing)
COHW(47): 0.61% Top=GOGO ACIA GIMO ANET LITE PANW CDW FNSR ….. KN CCOI BBRY SMCI SSYS S TDC OLED=Bottom (Computer Hardware/Telecom)
COSW(107): 0.60% Top=SINA WB RAX ATHM MEET IMPV YELP WIX ….. DBD CPSI CTSH TRIP WUBA INOV TWOU NUAN=Bottom (Computer Software/Internet)
HEAL(64): 0.56% Top=ZLTQ NXTM BKD MASI ABMD PODD WCG ALGN ….. HLS UHS ACHC EVHC THC AMSG CYH DVA=Bottom (Health)
REAL(104): 0.50% Top=LGIH NRZ TREE HTA OHI STAG SNH HCN ….. APLE DRH AMH RLJ NRF LHO PEB SC=Bottom (Real Estate)
ELEC(55): 0.34% Top=IPHI MCHP AMBA OCLR SIMO ON AVGO SWKS ….. TER GRMN JBL AMD CSIQ SPWR FSLR MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(45): 0.13% Top=ZBRA SEDG MRC XYL PRLB CFX BDC LECO ….. TKR AGCO RXN RS ATI GTLS TEX RYI=Bottom (Manufacturing)
INSU(32): 0.11% Top=PRI AXS WLTW AFSI AJG MHLD TMK ALL ….. FAF BRO RDN MTG MET FNF HIG XL=Bottom (Insurance)
FINA(98): 0.07% Top=YRD SIVB OZRK APO WAL ESNT UMPQ BX ….. LM WDR NAVI VOYA WETF TROW BEN OMF=Bottom (Banks/Financials)
LEIS(36): 0.07% Top=SGMS BYD GPRO LVS QSR JACK WEN EAT ….. PLAY MAR SEAS CMG SIX MTN CCL RCL=Bottom (Leisure)
CHEM(29): -0.12% Top=CC CE KRA AGU POT OLN GPRE APD ….. GRA SHW DD HUN FMC RYAM CF PAH=Bottom (Chemicals/Fertilizers)
DISV(56): -0.18% Top=YY JEC RCII AHS GPN SBAC RRD TRU ….. AL MYGN CXW ACM GATX ZG XRS RBA=Bottom (Diversified Services)
META(32): -0.20% Top=HL GG FNV AEM SLW CDE AG BVN ….. TCK FCX SWC CCJ CNX FSM CLF X=Bottom (Metals & Mining)
MATE(35): -0.35% Top=MTZ WCN NCS FLR PWR KBH DAR LEN ….. EXP SUM CVA TREX SRCL DY CSTE USCR=Bottom (Materials & Construction)
CONS(59): -0.57% Top=FN PKG ENR SEE CHD SON UFS CL ….. EPC PVH SCSS WWW OI GIII COH KS=Bottom (Consumer)
TRAN(31): -0.81% Top=CNI AAL UPS FDX JBHT CP EXPD LUV ….. WAB UAL SWFT KEX WERN BRS TRN TK=Bottom (Transportation)
ENER(90): -0.91% Top=PDCE CPE CWEI CRC NBL SN GEL NBR ….. WLL HFC ATW RDC RRC LPI WNR SGY=Bottom (Energy)
RETA(64): -1.26% Top=BID STMP TSCO ETSY WBA WMT BABA CVS ….. GNC ANF TGT CHS KSS ASNA GPS W=Bottom (Retail & Specialty Retail)

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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