daytrend

08/15/2016

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

Closing Stats
by daytrend on 20160815. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 959.

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

COMPARED TO YESTERDAY’S RANGE (20160815 Closing)
47.7% of stocks are above yesterday’s high.
74.1% are above yesterday’s midpoint. (25.9% are below.)
9.6% are below yesterday’s low.
42.8% are inside yesterday’s range.
73.3% of stocks with today’s high > yesterday’s high. (26.7% less than).
19.3% of stocks with today’s low < yesterday’s low. (80.7% greater than).

EVIDENCE OF INTRADAY TREND (20160815 Closing)
65.9% of stocks are above today’s open. (33.2% are below).
64.5% of stocks are above today’s open and yesterday’s close.
23.7% are below both.
20.9% of stocks opened above yesterday’s high.
76.0% of stocks opened above yesterday’s close. (18.2% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160815 Closing)
11.9% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
59.6% are in the top half. 40.4% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20160815 Closing)
75.3% of stocks are above yesterday’s close. (24.7% are below.)
4.0% are up 4.5% or more. 0.1% are down 4.5% or more.
6.5% are up 3.5% or more. 0.2% are down 3.5% or more.
53.0% are between +1% and -1%.

RSI on DAILY (20160815 Closing)
2-day: >=95:14.3%…>=90:23.8%…>=80:41.9%…>=50:74.9%…<=20:9.1%…<=10:3.9%…<=5:2.2%…
9-day: >=95:0.0%…>=90:1.0%…>=80:8.1%…>=50:71.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.2%…>=50:74.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160815 Closing)
47.7% above previous 1 highs, 9.6% below previous 1 lows
36.5% above previous 2 highs, 6.3% below previous 2 lows
31.5% above previous 3 highs, 4.4% below previous 3 lows
26.3% above previous 4 highs, 2.9% below previous 4 lows
23.9% above previous 5 highs, 2.7% below previous 5 lows
22.8% above previous 6 highs, 2.3% below previous 6 lows
22.2% above previous 7 highs, 1.8% below previous 7 lows
21.5% above previous 8 highs, 1.6% below previous 8 lows
20.6% above previous 9 highs, 1.6% below previous 9 lows
20.0% above previous 10 highs, 1.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160815 Closing)
75.3% are above or equal to 8/12 close (1 days ago), 24.7% are below.
68.5% are above or equal to 8/11 close (2 days ago), 31.5% are below.
72.9% are above or equal to 8/10 close (3 days ago), 27.1% are below.
66.2% are above or equal to 8/9 close (4 days ago), 33.8% are below.
64.5% are above or equal to 8/8 close (5 days ago), 35.5% are below.
64.0% are above or equal to 8/5 close (6 days ago), 36.0% are below.
74.8% are above or equal to 8/4 close (7 days ago), 25.2% are below.
74.2% are above or equal to 8/3 close (8 days ago), 25.8% are below.
76.1% are above or equal to 8/2 close (9 days ago), 23.9% are below.
65.1% are above or equal to 8/1 close (10 days ago), 34.9% are below.
64.3% are above or equal to 7/29 close (11 days ago), 35.7% are below.
63.8% are above or equal to 7/28 close (12 days ago), 36.2% are below.
65.1% are above or equal to 7/27 close (13 days ago), 34.9% are below.
61.7% are above or equal to 7/26 close (14 days ago), 38.3% are below.
63.9% are above or equal to 7/25 close (15 days ago), 36.1% are below.
62.7% are above or equal to 7/22 close (16 days ago), 37.3% are below.
66.0% are above or equal to 7/21 close (17 days ago), 34.0% are below.
62.9% are above or equal to 7/20 close (18 days ago), 37.1% are below.
65.4% are above or equal to 7/19 close (19 days ago), 34.6% are below.
63.7% are above or equal to 7/18 close (20 days ago), 36.3% are below.
64.1% are above or equal to 7/15 close (21 days ago), 35.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160815 Closing)
20d: 21.4% new highs, 2.1% new lows
21d: 20.9% new highs, 2.1% new lows
42d: 19.0% new highs, 0.6% new lows
63d: 16.4% new highs, 0.5% new lows
126d: 13.8% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160815 Closing)
2-day: 73.8% above, 26.2% below
3-day: 73.1% above, 26.9% below
4-day: 74.8% above, 25.2% below
5-day: 71.5% above, 28.5% below
8-day: 71.9% above, 28.1% below
10-day: 73.2% above, 26.8% below
20-day: 67.9% above, 32.1% below
50-day: 76.7% above, 23.3% below
200-day: 76.7% above, 23.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160815 Closing)
ENER(89): 2.09% Top=REN WLL BBG CRC SM CWEI RICE RIG ….. PSX MDU EOG SE MPC MMP PAGP CVI=Bottom (Energy)
CHEM(31): 1.96% Top=CC FTK MOS HUN CF POT OLN MEOH ….. RPM GRA PPG SMG IFF SHW POL MON=Bottom (Chemicals/Fertilizers)
ELEC(51): 1.58% Top=OCLR FIT MU HIMX AMD AMBA TTMI SWKS ….. APH QLGC MSCC DLB BRKR NVDA SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 1.51% Top=X CLF FMSA CNX CMC SLCA AA FCX ….. FNV RGLD GG NEM AEM ABX SSRI AG=Bottom (Metals & Mining)
COHW(46): 1.43% Top=VG ACIA GOGO WDC VIAV ANET INFN JNPR ….. CRAY LITE CCOI LVLT CCI TMUS T VRSN=Bottom (Computer Hardware/Telecom)
FINA(94): 1.41% Top=YRD RF SIVB WAL LPLA CFR SF VOYA ….. ACAS NDAQ PYPL TROW EV BOFI EFX HAWK=Bottom (Banks/Financials)
MANU(41): 1.27% Top=ATI GNRC XYL ZBRA TEX RBC DDD BDC ….. MHK ITW CMI SWK MKSI GE DHR MIDD=Bottom (Manufacturing)
MATE(32): 1.01% Top=TOL MTZ DY USCR PWR KBH USG SUM ….. MAS WY SRCL WCN WM CVA RSG DAR=Bottom (Materials & Construction)
RETA(65): 0.90% Top=JCP ASNA FINL PAG JWN ANF KSS KORS ….. TSCO AMZN WMT BBY BABA NFLX OLLI FIVE=Bottom (Retail & Specialty Retail)
TRAN(31): 0.78% Top=BRS TK AAL UAL TRN AIRM DAL WAB ….. CSX JBHT EXPD SWFT CHRW KNX WERN NAT=Bottom (Transportation)
LEIS(37): 0.77% Top=GPRO SGMS WYNN FRGI WEN SONC CAKE BLMN ….. DPZ MCD SHAK WING BWLD PLAY SEAS SIX=Bottom (Leisure)
INSU(32): 0.74% Top=MTG RDN UNM CNO LNC TMK PRU CLGX ….. AFL AON MMC ORI AWH AJG TRV PGR=Bottom (Insurance)
COSW(104): 0.62% Top=TWLO WB TWTR ATHM TDOC VIPS BITA BIDU ….. EPAM GRUB TSS SQ CYBR YELP CRM MEET=Bottom (Computer Software/Internet)
CONS(60): 0.61% Top=SCSS FN UA COTY DECK PAY GIII OI ….. SKX WHR HAS CLX WRK LEG KS VSTO=Bottom (Consumer)
HEAL(63): 0.60% Top=HWAY PRAH PODD ACHC BKD CPHD INCR NUVA ….. EVHC MOH ANTM AMSG UNH DVA HAE NXTM=Bottom (Health)
DISV(55): 0.58% Top=YY HMHC FLT XRS CAR ACM MCO JEC ….. BCO MYGN CXW TRU HRB G VNTV ADS=Bottom (Diversified Services)
REAL(98): -0.04% Top=CBL WPG CPT NRF SC ALLY LHO SHO ….. NLY STWD DLR VER ARE HR DFT DOC=Bottom (Real Estate)

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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