daytrend

08/16/2016

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

Closing Stats
by daytrend on 20160816. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 950.

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

COMPARED TO YESTERDAY’S RANGE (20160816 Closing)
9.1% of stocks are above yesterday’s high.
32.7% are above yesterday’s midpoint. (67.3% are below.)
42.4% are below yesterday’s low.
48.5% are inside yesterday’s range.
31.2% of stocks with today’s high > yesterday’s high. (68.8% less than).
59.6% of stocks with today’s low < yesterday’s low. (40.4% greater than).

EVIDENCE OF INTRADAY TREND (20160816 Closing)
26.8% of stocks are above today’s open. (71.2% are below).
18.1% of stocks are above today’s open and yesterday’s close.
68.1% are below both.
4.3% of stocks opened above yesterday’s high.
20.0% of stocks opened above yesterday’s close. (75.2% opened below yesterday’s close).
19.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160816 Closing)
2.0% of stocks are in the top 10% of today’s range.
6.9% are in the top 20%.
34.9% are in the top half. 65.1% of stocks are in the bottom half of today’s range.
37.1% are in the bottom 20%.
26.7% are in the bottom 10%.

GAIN (20160816 Closing)
22.1% of stocks are above yesterday’s close. (77.9% are below.)
0.5% are up 4.5% or more. 1.5% are down 4.5% or more.
1.1% are up 3.5% or more. 2.2% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20160816 Closing)
2-day: >=95:6.2%…>=90:10.5%…>=80:17.3%…>=50:43.6%…<=20:26.5%…<=10:13.7%…<=5:7.9%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.4%…>=50:61.2%…<=20:1.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:2.1%…>=50:65.2%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160816 Closing)
9.1% above previous 1 highs, 42.4% below previous 1 lows
8.6% above previous 2 highs, 28.8% below previous 2 lows
8.2% above previous 3 highs, 23.8% below previous 3 lows
7.4% above previous 4 highs, 20.2% below previous 4 lows
6.4% above previous 5 highs, 18.0% below previous 5 lows
6.0% above previous 6 highs, 16.3% below previous 6 lows
5.8% above previous 7 highs, 14.4% below previous 7 lows
5.6% above previous 8 highs, 12.2% below previous 8 lows
5.6% above previous 9 highs, 9.6% below previous 9 lows
5.2% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160816 Closing)
22.1% are above or equal to 8/15 close (1 days ago), 77.9% are below.
53.3% are above or equal to 8/12 close (2 days ago), 46.7% are below.
48.7% are above or equal to 8/11 close (3 days ago), 51.3% are below.
58.3% are above or equal to 8/10 close (4 days ago), 41.7% are below.
50.7% are above or equal to 8/9 close (5 days ago), 49.3% are below.
51.7% are above or equal to 8/8 close (6 days ago), 48.3% are below.
52.1% are above or equal to 8/5 close (7 days ago), 47.9% are below.
65.9% are above or equal to 8/4 close (8 days ago), 34.1% are below.
65.3% are above or equal to 8/3 close (9 days ago), 34.7% are below.
68.7% are above or equal to 8/2 close (10 days ago), 31.3% are below.
59.4% are above or equal to 8/1 close (11 days ago), 40.6% are below.
57.8% are above or equal to 7/29 close (12 days ago), 42.2% are below.
58.0% are above or equal to 7/28 close (13 days ago), 42.0% are below.
59.7% are above or equal to 7/27 close (14 days ago), 40.3% are below.
57.1% are above or equal to 7/26 close (15 days ago), 42.9% are below.
59.7% are above or equal to 7/25 close (16 days ago), 40.3% are below.
57.7% are above or equal to 7/22 close (17 days ago), 42.3% are below.
62.4% are above or equal to 7/21 close (18 days ago), 37.6% are below.
59.1% are above or equal to 7/20 close (19 days ago), 40.9% are below.
61.9% are above or equal to 7/19 close (20 days ago), 38.1% are below.
60.2% are above or equal to 7/18 close (21 days ago), 39.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160816 Closing)
20d: 10.3% new highs, 7.5% new lows
21d: 10.3% new highs, 7.3% new lows
42d: 8.9% new highs, 2.1% new lows
63d: 7.4% new highs, 1.6% new lows
126d: 5.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160816 Closing)
2-day: 21.3% above, 78.7% below
3-day: 39.8% above, 60.2% below
4-day: 44.7% above, 55.3% below
5-day: 50.2% above, 49.8% below
8-day: 52.1% above, 47.9% below
10-day: 56.8% above, 43.2% below
20-day: 59.8% above, 40.2% below
50-day: 72.3% above, 27.7% below
200-day: 75.3% above, 24.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160816 Closing)
ENER(88): -0.11% Top=REN CWEI LPI FET RICE NBR MPC APA ….. MDU DO PE SGY RIG CXO ATW CRC=Bottom (Energy)
TRAN(30): -0.14% Top=AAL WERN TRN CHRW UNP KNX NSC CP ….. KSU SAVE LUV HA XPO JBLU BRS NAT=Bottom (Transportation)
INSU(32): -0.32% Top=MTG CNO MET AGO AIG LNC PRI PRU ….. PGR FAF CINF BRO FNF AJG TRV ORI=Bottom (Insurance)
FINA(95): -0.34% Top=VOYA MS BAC BXS LAZ NYCB NAVI WAL ….. CMA JNS SYF APO AMG WETF WDR YRD=Bottom (Banks/Financials)
RETA(65): -0.50% Top=DKS CST GNC ASNA FINL SBH BLDR SPLS ….. WSM AEO ROST FIVE W HSNI AAP TJX=Bottom (Retail & Specialty Retail)
MANU(40): -0.53% Top=ZBRA FLS ITT CAT AME ROK PH MKSI ….. SEDG MHK SWK AOS IR ATI DDD MWA=Bottom (Manufacturing)
LEIS(37): -0.63% Top=FRGI HLT CCL CMG SBUX RCL CAKE WYN ….. GPRO PLAY MTN WEN BWLD WYNN SHAK SGMS=Bottom (Leisure)
COHW(43): -0.71% Top=PANW CIEN STX FNSR GOGO VIAV BBRY NTAP ….. ARRS CTL OLED T JNPR GIMO CCOI VRSN=Bottom (Computer Hardware/Telecom)
CHEM(31): -0.72% Top=KRA PX RYAM APD MON CF PAH SMG ….. POL SHW GRA GPRE AXTA POT HUN ALB=Bottom (Chemicals/Fertilizers)
META(30): -0.75% Top=HCLP SLCA FSM PAAS TCK SLW FNV SSRI ….. NUE TAHO CCJ CMC AA AG X CLF=Bottom (Metals & Mining)
ELEC(53): -0.81% Top=OCLR INTC MXL NPTN SWKS MLNX QLGC FLEX ….. FIT TER AVGO IPHI SANM CREE AMD AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): -0.82% Top=WRK KS WWW PKG IP UFS UA NKE ….. ELY ENR GIII GT VSTO COTY BC FN=Bottom (Consumer)
DISV(54): -0.84% Top=CTAS LDOS CATM PCLN HRI BCO HRB FDC ….. URI GPN TMH AHS ZG YY ACM SERV=Bottom (Diversified Services)
COSW(100): -0.97% Top=FTNT CYBR BITA SQ TWLO INOV NTES FEYE ….. NOW CSRA CPSI MTCH HUBS RUBI ATVI WB=Bottom (Computer Software/Internet)
REAL(99): -1.09% Top=ALLY SC CLNY EQC NRF PEB ESRT BAM ….. GPT CBL EDR QTS KIM PPS MAA HPT=Bottom (Real Estate)
MATE(31): -1.13% Top=BECN AWI PWR PHM DHI TOL KBH MTZ ….. SUM CVA WM NCS RSG CSTE DY DAR=Bottom (Materials & Construction)
HEAL(63): -1.21% Top=PKI ANTM BEAT DVA WCG AET ESRX DXCM ….. CYH ZLTQ NXTM EVHC UHS ACHC AMSG GKOS=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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