daytrend

08/18/2016

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

Closing Stats
by daytrend on 20160818. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20160818 Closing)
40.8% of stocks are above yesterday’s high.
73.1% are above yesterday’s midpoint. (26.9% are below.)
6.1% are below yesterday’s low.
53.2% are inside yesterday’s range.
62.4% of stocks with today’s high > yesterday’s high. (37.6% less than).
22.1% of stocks with today’s low < yesterday’s low. (77.9% greater than).

EVIDENCE OF INTRADAY TREND (20160818 Closing)
70.1% of stocks are above today’s open. (28.1% are below).
65.5% of stocks are above today’s open and yesterday’s close.
23.2% are below both.
13.8% of stocks opened above yesterday’s high.
54.8% of stocks opened above yesterday’s close. (39.6% opened below yesterday’s close).
2.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160818 Closing)
21.9% of stocks are in the top 10% of today’s range.
36.9% are in the top 20%.
69.0% are in the top half. 31.0% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
2.8% are in the bottom 10%.

GAIN (20160818 Closing)
72.1% of stocks are above yesterday’s close. (27.9% are below.)
3.6% are up 4.5% or more. 0.8% are down 4.5% or more.
5.2% are up 3.5% or more. 1.1% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20160818 Closing)
2-day: >=95:8.4%…>=90:14.3%…>=80:28.2%…>=50:61.5%…<=20:15.8%…<=10:8.6%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.4%…>=80:3.8%…>=50:65.3%…<=20:1.6%…<=10:0.3%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:69.0%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160818 Closing)
40.8% above previous 1 highs, 6.1% below previous 1 lows
26.2% above previous 2 highs, 5.2% below previous 2 lows
20.1% above previous 3 highs, 3.7% below previous 3 lows
18.9% above previous 4 highs, 2.9% below previous 4 lows
17.6% above previous 5 highs, 2.7% below previous 5 lows
17.2% above previous 6 highs, 2.6% below previous 6 lows
16.1% above previous 7 highs, 2.5% below previous 7 lows
15.1% above previous 8 highs, 2.4% below previous 8 lows
14.8% above previous 9 highs, 2.2% below previous 9 lows
14.6% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160818 Closing)
72.1% are above or equal to 8/17 close (1 days ago), 27.9% are below.
61.4% are above or equal to 8/16 close (2 days ago), 38.6% are below.
41.0% are above or equal to 8/15 close (3 days ago), 59.0% are below.
56.0% are above or equal to 8/12 close (4 days ago), 44.0% are below.
55.1% are above or equal to 8/11 close (5 days ago), 44.9% are below.
60.9% are above or equal to 8/10 close (6 days ago), 39.1% are below.
56.1% are above or equal to 8/9 close (7 days ago), 43.9% are below.
56.6% are above or equal to 8/8 close (8 days ago), 43.4% are below.
57.1% are above or equal to 8/5 close (9 days ago), 42.9% are below.
66.5% are above or equal to 8/4 close (10 days ago), 33.5% are below.
66.9% are above or equal to 8/3 close (11 days ago), 33.1% are below.
70.6% are above or equal to 8/2 close (12 days ago), 29.4% are below.
61.4% are above or equal to 8/1 close (13 days ago), 38.6% are below.
60.0% are above or equal to 7/29 close (14 days ago), 40.0% are below.
59.6% are above or equal to 7/28 close (15 days ago), 40.4% are below.
63.1% are above or equal to 7/27 close (16 days ago), 36.9% are below.
59.5% are above or equal to 7/26 close (17 days ago), 40.5% are below.
61.5% are above or equal to 7/25 close (18 days ago), 38.5% are below.
61.4% are above or equal to 7/22 close (19 days ago), 38.6% are below.
64.6% are above or equal to 7/21 close (20 days ago), 35.4% are below.
61.4% are above or equal to 7/20 close (21 days ago), 38.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160818 Closing)
20d: 14.6% new highs, 5.3% new lows
21d: 14.4% new highs, 5.2% new lows
42d: 11.8% new highs, 2.1% new lows
63d: 9.8% new highs, 1.5% new lows
126d: 7.8% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160818 Closing)
2-day: 71.1% above, 28.9% below
3-day: 65.0% above, 35.0% below
4-day: 53.5% above, 46.5% below
5-day: 55.6% above, 44.4% below
8-day: 57.7% above, 42.3% below
10-day: 56.9% above, 43.1% below
20-day: 62.3% above, 37.7% below
50-day: 73.7% above, 26.3% below
200-day: 75.5% above, 24.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160818 Closing)
ENER(87): 2.57% Top=WMB CRC LPI WPX ECA OAS MRO PTEN ….. VLO WNR REN HFC CVI PBF EPD CWEI=Bottom (Energy)
META(30): 1.38% Top=BVN HCLP PAAS FSM TCK CDE SSRI FCX ….. ABX CLF AEM SCCO FNV TAHO CCJ AG=Bottom (Metals & Mining)
COHW(44): 1.34% Top=NTAP VG LITE BRCD OLED FNSR WDC ACIA ….. CTL VZ CSCO BBRY T CCOI VRSN INFN=Bottom (Computer Hardware/Telecom)
ELEC(53): 1.03% Top=CSIQ AMD SNPS NPTN OCLR IDTI SWKS CAVM ….. SCTY NXPI KEYS HIMX INVN FIT AMKR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(32): 0.83% Top=UNVR WLK MEOH HUN FTK KRA IFF POL ….. EMN PPG SMG RYAM MON POT AGU CF=Bottom (Chemicals/Fertilizers)
RETA(66): 0.74% Top=LB CHS OLLI DSW FINL ANF SIG RH ….. M TGT TJX LOW HD PLCE SPLS JCP=Bottom (Retail & Specialty Retail)
HEAL(58): 0.71% Top=HWAY EVHC AMSG ELGX EW SPNC CNC ALGN ….. ABMD STJ THC ABT TMO CPHD CYH A=Bottom (Health)
TRAN(30): 0.69% Top=BRS KEX NSC TRN CSX SWFT AIRM CP ….. LUV JBHT ODFL JBLU EXPD DAL UAL CHRW=Bottom (Transportation)
CONS(57): 0.60% Top=KATE COTY EL FL LULU GIII GT SHOO ….. SEE AVY HAS KS PBI HBI MAT OI=Bottom (Consumer)
FINA(88): 0.45% Top=YRD KKR EV LAZ BOFI BX ZION LM ….. RJF SYF PNC VOYA SEIC ETFC WETF HBAN=Bottom (Banks/Financials)
MATE(28): 0.37% Top=PWR DY MTZ EXP FLR TPH CAA FAST ….. DAR RSG USCR SRCL MAS WM WY SUM=Bottom (Materials & Construction)
MANU(40): 0.32% Top=MRC MIDD ITT DDD SEDG AME RS BWXT ….. TEX CMI PH EMR DHR DE AGCO CAT=Bottom (Manufacturing)
INSU(32): 0.29% Top=FAF MTG RDN FNF AWH ORI CINF L ….. AJG UNM AFSI AFL PRI PRU CNO LNC=Bottom (Insurance)
COSW(96): 0.21% Top=SHOP WB SQ FEYE CYBR YELP VMW NCR ….. MTCH VIPS NTES VNET LXFT TWTR TWLO WUBA=Bottom (Computer Software/Internet)
REAL(96): 0.07% Top=DRH LGIH SC BDN WPG EPR LHO AKR ….. MPW EQR EXR GPT CUBE PPS CONE DFT=Bottom (Real Estate)
LEIS(34): -0.05% Top=PLAY DNKN MTN BWLD YUM BYD BLMN CAKE ….. HLT SHAK LVS CMG WYNN GPRO RCL SEAS=Bottom (Leisure)
DISV(54): -0.83% Top=URI YY LDOS ULTA SERV CAR IILG AHS ….. ZG ADS V CTAS HRB HMSY CXW GEO=Bottom (Diversified Services)

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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