daytrend

08/17/2016

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

Closing Stats
by daytrend on 20160817. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 935.

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

COMPARED TO YESTERDAY’S RANGE (20160817 Closing)
12.5% of stocks are above yesterday’s high.
36.8% are above yesterday’s midpoint. (63.2% are below.)
35.4% are below yesterday’s low.
52.1% are inside yesterday’s range.
25.2% of stocks with today’s high > yesterday’s high. (74.8% less than).
72.3% of stocks with today’s low < yesterday’s low. (27.7% greater than).

EVIDENCE OF INTRADAY TREND (20160817 Closing)
44.4% of stocks are above today’s open. (54.0% are below).
38.0% of stocks are above today’s open and yesterday’s close.
48.8% are below both.
2.2% of stocks opened above yesterday’s high.
40.1% of stocks opened above yesterday’s close. (52.7% opened below yesterday’s close).
16.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160817 Closing)
14.7% of stocks are in the top 10% of today’s range.
28.6% are in the top 20%.
61.7% are in the top half. 38.3% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.3% are in the bottom 10%.

GAIN (20160817 Closing)
44.4% of stocks are above yesterday’s close. (55.6% are below.)
0.7% are up 4.5% or more. 1.0% are down 4.5% or more.
0.7% are up 3.5% or more. 2.0% are down 3.5% or more.
68.1% are between +1% and -1%.

RSI on DAILY (20160817 Closing)
2-day: >=95:3.9%…>=90:7.8%…>=80:15.4%…>=50:40.9%…<=20:28.0%…<=10:14.4%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.7%…>=80:3.2%…>=50:57.9%…<=20:2.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:65.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160817 Closing)
12.5% above previous 1 highs, 35.4% below previous 1 lows
7.5% above previous 2 highs, 28.9% below previous 2 lows
7.3% above previous 3 highs, 21.2% below previous 3 lows
6.8% above previous 4 highs, 18.3% below previous 4 lows
6.0% above previous 5 highs, 16.1% below previous 5 lows
5.6% above previous 6 highs, 15.6% below previous 6 lows
4.6% above previous 7 highs, 14.5% below previous 7 lows
4.5% above previous 8 highs, 12.8% below previous 8 lows
4.4% above previous 9 highs, 10.6% below previous 9 lows
4.2% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160817 Closing)
44.4% are above or equal to 8/16 close (1 days ago), 55.6% are below.
26.2% are above or equal to 8/15 close (2 days ago), 73.8% are below.
47.1% are above or equal to 8/12 close (3 days ago), 52.9% are below.
46.7% are above or equal to 8/11 close (4 days ago), 53.3% are below.
55.2% are above or equal to 8/10 close (5 days ago), 44.8% are below.
49.9% are above or equal to 8/9 close (6 days ago), 50.1% are below.
49.6% are above or equal to 8/8 close (7 days ago), 50.4% are below.
50.9% are above or equal to 8/5 close (8 days ago), 49.1% are below.
63.6% are above or equal to 8/4 close (9 days ago), 36.4% are below.
63.0% are above or equal to 8/3 close (10 days ago), 37.0% are below.
67.0% are above or equal to 8/2 close (11 days ago), 33.0% are below.
58.0% are above or equal to 8/1 close (12 days ago), 42.0% are below.
55.5% are above or equal to 7/29 close (13 days ago), 44.5% are below.
56.8% are above or equal to 7/28 close (14 days ago), 43.2% are below.
59.9% are above or equal to 7/27 close (15 days ago), 40.1% are below.
56.5% are above or equal to 7/26 close (16 days ago), 43.5% are below.
58.2% are above or equal to 7/25 close (17 days ago), 41.8% are below.
57.8% are above or equal to 7/22 close (18 days ago), 42.2% are below.
60.7% are above or equal to 7/21 close (19 days ago), 39.3% are below.
58.1% are above or equal to 7/20 close (20 days ago), 41.9% are below.
61.5% are above or equal to 7/19 close (21 days ago), 38.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160817 Closing)
20d: 7.1% new highs, 13.4% new lows
21d: 6.8% new highs, 13.3% new lows
42d: 5.6% new highs, 4.6% new lows
63d: 4.4% new highs, 3.4% new lows
126d: 3.9% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160817 Closing)
2-day: 42.8% above, 57.2% below
3-day: 30.6% above, 69.4% below
4-day: 37.6% above, 62.4% below
5-day: 41.4% above, 58.6% below
8-day: 47.1% above, 52.9% below
10-day: 50.8% above, 49.2% below
20-day: 56.9% above, 43.1% below
50-day: 71.4% above, 28.6% below
200-day: 74.5% above, 25.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160817 Closing)
FINA(93): 0.36% Top=YRD NAVI CIT EV ISBC CME HBHC BOFI ….. LAZ HAWK MBFI ETFC PYPL KKR WDR ESNT=Bottom (Banks/Financials)
TRAN(30): 0.27% Top=ALK UNP DAL CNI KSU LUV HA NSC ….. AIRM EXPD FDX ODFL WERN AAL JBLU NAT=Bottom (Transportation)
REAL(95): 0.14% Top=VTR PPS KIM SRC HR ACC LPT SPG ….. DEI KRC HST DRH LHO SHO SC PEB=Bottom (Real Estate)
LEIS(36): 0.08% Top=BWLD SEAS QSR WYN CCL SBUX WEN CAKE ….. CMG DNKN EAT MCD EXPE WING FRGI SHAK=Bottom (Leisure)
ENER(87): 0.03% Top=CWEI MRO OAS WPX EGN PBF PAGP DVN ….. DO SWN AR CRZO ATW WLL GPOR NBR=Bottom (Energy)
INSU(32): 0.02% Top=FAF FNF AFL TMK CLGX PRU L WLTW ….. XL AIG ACGL RDN MTG AWH AFSI PGR=Bottom (Insurance)
MANU(40): -0.21% Top=BWXT ITT EMR ITW FLS ETN ATI RS ….. KMT MKSI DE MIDD DDD AGCO SEDG ZBRA=Bottom (Manufacturing)
CONS(58): -0.27% Top=WRK KS IP HAR BMS UFS FN EL ….. VSTO KATE SHOO UA LULU CRI COTY GIII=Bottom (Consumer)
COHW(42): -0.34% Top=ACIA VIAV VZ ZAYO HPQ PANW QCOM TMUS ….. SYNA FNSR STX INFN ARRS WDC LITE CIEN=Bottom (Computer Hardware/Telecom)
CHEM(32): -0.47% Top=GPRE CC DD UNVR APD DOW CF AXTA ….. FMC RYAM MON GRA SHW POT ALB FTK=Bottom (Chemicals/Fertilizers)
COSW(99): -0.53% Top=TDOC EA BITA JD ATVI CVG WB VIPS ….. CRM GDDY CSC YELP SINA PAYC JCOM ATHM=Bottom (Computer Software/Internet)
MATE(29): -0.69% Top=RSG WCN WM WY FLR DY FAST PWR ….. MLM CSTE KBH TPH SUM USCR USG AWI=Bottom (Materials & Construction)
DISV(54): -0.71% Top=CTAS AL CXW INFO VNTV PCLN FISV YY ….. KBR RBA TMH MYGN WTW ADS ACM LDOS=Bottom (Diversified Services)
ELEC(53): -0.79% Top=AMKR TEL NXPI TER XLNX SWKS CAVM ON ….. NVDA MXL INVN SPWR OCLR FIT CSIQ CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): -0.79% Top=URBN LL BURL NFLX GPS PLCE ASNA CST ….. BBY AEO JCP GNC RH LOW TGT SPLS=Bottom (Retail & Specialty Retail)
META(30): -0.97% Top=SLCA CNX AA FNV BVN SCCO CMC RGLD ….. GG SLW ABX CDE SSRI TAHO AG SWC=Bottom (Metals & Mining)
HEAL(60): -0.97% Top=HWAY AET IRWD NVRO UNH GKOS PKI A ….. AMSG LPNT HCA PODD MOH INCR THC 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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