daytrend

08/10/2016

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

Closing Stats
by daytrend on 20160810. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 979.

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

COMPARED TO YESTERDAY’S RANGE (20160810 Closing)
15.4% of stocks are above yesterday’s high.
39.1% are above yesterday’s midpoint. (60.9% are below.)
33.0% are below yesterday’s low.
51.6% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
56.4% of stocks with today’s low < yesterday’s low. (43.6% greater than).

EVIDENCE OF INTRADAY TREND (20160810 Closing)
31.8% of stocks are above today’s open. (66.9% are below).
28.8% of stocks are above today’s open and yesterday’s close.
56.7% are below both.
12.5% of stocks opened above yesterday’s high.
61.4% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
4.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160810 Closing)
6.3% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
36.5% are in the top half. 63.5% of stocks are in the bottom half of today’s range.
28.7% are in the bottom 20%.
12.7% are in the bottom 10%.

GAIN (20160810 Closing)
40.3% of stocks are above yesterday’s close. (59.7% are below.)
1.0% are up 4.5% or more. 1.7% are down 4.5% or more.
1.4% are up 3.5% or more. 3.2% are down 3.5% or more.
63.5% are between +1% and -1%.

RSI on DAILY (20160810 Closing)
2-day: >=95:6.5%…>=90:11.3%…>=80:20.4%…>=50:46.3%…<=20:17.4%…<=10:5.9%…<=5:2.9%…
9-day: >=95:0.1%…>=90:0.6%…>=80:4.7%…>=50:64.0%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.2%…>=50:68.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160810 Closing)
15.4% above previous 1 highs, 33.0% below previous 1 lows
12.1% above previous 2 highs, 27.2% below previous 2 lows
9.8% above previous 3 highs, 14.5% below previous 3 lows
9.3% above previous 4 highs, 8.0% below previous 4 lows
8.8% above previous 5 highs, 4.9% below previous 5 lows
7.4% above previous 6 highs, 4.4% below previous 6 lows
6.8% above previous 7 highs, 4.1% below previous 7 lows
6.6% above previous 8 highs, 3.8% below previous 8 lows
6.5% above previous 9 highs, 3.8% below previous 9 lows
6.2% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160810 Closing)
40.3% are above or equal to 8/9 close (1 days ago), 59.7% are below.
41.4% are above or equal to 8/8 close (2 days ago), 58.6% are below.
44.9% are above or equal to 8/5 close (3 days ago), 55.1% are below.
69.5% are above or equal to 8/4 close (4 days ago), 30.5% are below.
68.3% are above or equal to 8/3 close (5 days ago), 31.7% are below.
73.3% are above or equal to 8/2 close (6 days ago), 26.7% are below.
56.5% are above or equal to 8/1 close (7 days ago), 43.5% are below.
53.0% are above or equal to 7/29 close (8 days ago), 47.0% are below.
55.9% are above or equal to 7/28 close (9 days ago), 44.1% are below.
58.9% are above or equal to 7/27 close (10 days ago), 41.1% are below.
54.0% are above or equal to 7/26 close (11 days ago), 46.0% are below.
57.6% are above or equal to 7/25 close (12 days ago), 42.4% are below.
55.1% are above or equal to 7/22 close (13 days ago), 44.9% are below.
60.4% are above or equal to 7/21 close (14 days ago), 39.6% are below.
56.6% are above or equal to 7/20 close (15 days ago), 43.4% are below.
59.4% are above or equal to 7/19 close (16 days ago), 40.6% are below.
58.2% are above or equal to 7/18 close (17 days ago), 41.8% are below.
58.8% are above or equal to 7/15 close (18 days ago), 41.2% are below.
58.8% are above or equal to 7/14 close (19 days ago), 41.2% are below.
60.3% are above or equal to 7/13 close (20 days ago), 39.7% are below.
60.2% are above or equal to 7/12 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160810 Closing)
20d: 11.4% new highs, 5.0% new lows
21d: 11.4% new highs, 4.8% new lows
42d: 10.7% new highs, 2.3% new lows
63d: 9.9% new highs, 1.9% new lows
126d: 9.0% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160810 Closing)
2-day: 38.7% above, 61.3% below
3-day: 40.7% above, 59.3% below
4-day: 41.4% above, 58.6% below
5-day: 51.4% above, 48.6% below
8-day: 63.0% above, 37.0% below
10-day: 60.0% above, 40.0% below
20-day: 58.2% above, 41.8% below
50-day: 71.5% above, 28.5% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160810 Closing)
CONS(59): 0.52% Top=RL BERY HBI KS GPK FN PVH IP ….. SCSS UA KATE NKE WHR HAR COH PAY=Bottom (Consumer)
COSW(109): 0.21% Top=YELP JD TDOC AKAM MEET CALD WB BITA ….. SQ TEAM WUBA RUBI ZEN FEYE RAX CYBR=Bottom (Computer Software/Internet)
RETA(65): 0.04% Top=BABA DLTR WBA DDS BID GME URBN JWN ….. STMP HSNI JCP GNC W KORS WSM RH=Bottom (Retail & Specialty Retail)
META(31): -0.01% Top=TAHO GG HL PAAS SLW AEM ABX RGLD ….. NUE AG STLD SLCA FMSA CNX X CLF=Bottom (Metals & Mining)
REAL(102): -0.06% Top=CBL COR HCP OHI DOC LPT EXR NRF ….. MAC AIV WPG ARE LHO EQR NRZ PEB=Bottom (Real Estate)
MATE(34): -0.19% Top=TREX VMC USCR HW WY WM WCN RSG ….. TPH CVA CAA KBH DAR NCS DY CSTE=Bottom (Materials & Construction)
LEIS(37): -0.21% Top=ARMK MTN RCL SEAS PLAY CCL WING SBUX ….. MGM DRI SHAK FRGI BWLD WEN GPRO SGMS=Bottom (Leisure)
MANU(42): -0.32% Top=ZBRA KMT ETN ITT CFX ROK DDD MRC ….. RS BDC DE EMR MKSI AGCO TEX SEDG=Bottom (Manufacturing)
INSU(32): -0.38% Top=CNO PRI FNF FAF WLTW CLGX AXS AJG ….. MHLD AFSI PRU UNM RDN LNC MTG MET=Bottom (Insurance)
HEAL(65): -0.38% Top=HWAY BAX NVRO HAE EW MASI BDX HCA ….. OPK ELGX CPHD DVA VWR ZBH ADPT BKD=Bottom (Health)
COHW(45): -0.41% Top=ACIA CCOI BRCD CIEN BBRY SSYS CTL ZAYO ….. LITE TDC GIMO INFN STX FNSR PANW WDC=Bottom (Computer Hardware/Telecom)
TRAN(31): -0.64% Top=NAT JBLU EXPD UPS FDX CHRW WAB TK ….. LUV UAL KNX SWFT DAL KEX XPO BRS=Bottom (Transportation)
CHEM(30): -0.65% Top=CC ASH DD SHW PPG AXTA DOW ALB ….. MOS GRA OLN PAH FTK CF RYAM GPRE=Bottom (Chemicals/Fertilizers)
FINA(98): -0.81% Top=YRD SLM LAZ FII NYCB PSEC TD LM ….. BBT ECPG EWBC BAC OMF ESNT BOFI NAVI=Bottom (Banks/Financials)
DISV(55): -0.92% Top=HMSY WOOF XRS FDC BCO BAH IILG SSTK ….. JEC WTW RBA ZG TMH RCII AHS MYGN=Bottom (Diversified Services)
ENER(91): -1.40% Top=REN SM GPOR PDCE OKS VLO SU PE ….. DO WLL SN OAS RDC RIG ATW CRC=Bottom (Energy)
ELEC(53): -1.57% Top=GRMN CGNX KEYS FLEX MXL TEL SNPS AVGO ….. MU OCLR IPHI FIT LRCX FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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