daytrend

08/19/2016

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

Closing Stats
by daytrend on 20160819. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 914.

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

COMPARED TO YESTERDAY’S RANGE (20160819 Closing)
25.7% of stocks are above yesterday’s high.
56.8% are above yesterday’s midpoint. (43.2% are below.)
19.4% are below yesterday’s low.
54.9% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
52.8% of stocks with today’s low < yesterday’s low. (47.2% greater than).

EVIDENCE OF INTRADAY TREND (20160819 Closing)
61.8% of stocks are above today’s open. (36.2% are below).
45.2% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
3.5% of stocks opened above yesterday’s high.
11.5% of stocks opened above yesterday’s close. (83.0% opened below yesterday’s close).
13.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160819 Closing)
16.0% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
67.9% are in the top half. 32.1% of stocks are in the bottom half of today’s range.
8.1% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20160819 Closing)
48.5% of stocks are above yesterday’s close. (51.5% are below.)
1.5% are up 4.5% or more. 1.0% are down 4.5% or more.
2.4% are up 3.5% or more. 2.1% are down 3.5% or more.
69.9% are between +1% and -1%.

RSI on DAILY (20160819 Closing)
2-day: >=95:8.0%…>=90:14.3%…>=80:26.8%…>=50:53.8%…<=20:18.2%…<=10:9.0%…<=5:5.5%…
9-day: >=95:0.1%…>=90:0.5%…>=80:4.3%…>=50:63.3%…<=20:1.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:67.4%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160819 Closing)
25.7% above previous 1 highs, 19.4% below previous 1 lows
22.3% above previous 2 highs, 9.1% below previous 2 lows
16.5% above previous 3 highs, 8.1% below previous 3 lows
13.6% above previous 4 highs, 7.7% below previous 4 lows
13.0% above previous 5 highs, 6.6% below previous 5 lows
12.6% above previous 6 highs, 6.3% below previous 6 lows
11.9% above previous 7 highs, 5.5% below previous 7 lows
11.2% above previous 8 highs, 5.1% below previous 8 lows
10.9% above previous 9 highs, 4.9% below previous 9 lows
10.5% above previous 10 highs, 4.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160819 Closing)
48.5% are above or equal to 8/18 close (1 days ago), 51.5% are below.
63.3% are above or equal to 8/17 close (2 days ago), 36.7% are below.
57.7% are above or equal to 8/16 close (3 days ago), 42.3% are below.
41.8% are above or equal to 8/15 close (4 days ago), 58.2% are below.
55.4% are above or equal to 8/12 close (5 days ago), 44.6% are below.
54.6% are above or equal to 8/11 close (6 days ago), 45.4% are below.
58.6% are above or equal to 8/10 close (7 days ago), 41.4% are below.
55.1% are above or equal to 8/9 close (8 days ago), 44.9% are below.
54.6% are above or equal to 8/8 close (9 days ago), 45.4% are below.
56.2% are above or equal to 8/5 close (10 days ago), 43.8% are below.
65.9% are above or equal to 8/4 close (11 days ago), 34.1% are below.
66.2% are above or equal to 8/3 close (12 days ago), 33.8% are below.
69.1% are above or equal to 8/2 close (13 days ago), 30.9% are below.
60.9% are above or equal to 8/1 close (14 days ago), 39.1% are below.
59.7% are above or equal to 7/29 close (15 days ago), 40.3% are below.
59.5% are above or equal to 7/28 close (16 days ago), 40.5% are below.
62.3% are above or equal to 7/27 close (17 days ago), 37.7% are below.
59.7% are above or equal to 7/26 close (18 days ago), 40.3% are below.
61.1% are above or equal to 7/25 close (19 days ago), 38.9% are below.
60.3% are above or equal to 7/22 close (20 days ago), 39.7% are below.
63.9% are above or equal to 7/21 close (21 days ago), 36.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160819 Closing)
20d: 12.6% new highs, 6.5% new lows
21d: 12.0% new highs, 6.3% new lows
42d: 10.3% new highs, 2.2% new lows
63d: 8.3% new highs, 1.5% new lows
126d: 6.1% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160819 Closing)
2-day: 46.9% above, 53.1% below
3-day: 55.9% above, 44.1% below
4-day: 55.4% above, 44.6% below
5-day: 51.1% above, 48.9% below
8-day: 55.6% above, 44.4% below
10-day: 55.4% above, 44.6% below
20-day: 60.1% above, 39.9% below
50-day: 72.1% above, 27.9% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160819 Closing)
ELEC(54): 0.96% Top=AMD AMAT MRVL CAVM NPTN MU IPHI KEYS ….. MLNX FIT SEMI CY GRMN SIMO FTV CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(31): 0.94% Top=GRA KRA OLN WLK EMN UNVR ALB POL ….. MON MEOH CE CC AXTA SHW AGU PAH=Bottom (Chemicals/Fertilizers)
COSW(96): 0.62% Top=MTCH MENT SHOP WUBA FEYE GRUB DBD SYMC ….. EPAM RAX CSOD IBM CMCM PAYC TEAM WB=Bottom (Computer Software/Internet)
MANU(39): 0.60% Top=DE AGCO MKSI ZBRA ROP TEX FLS XYL ….. RBC ROK PNR MRC SEDG RS ATI EMR=Bottom (Manufacturing)
DISV(50): 0.54% Top=GEO CXW ZG AHS WTW RHI ULTA AL ….. PCLN ALLE FDC ADS SERV KBR SBAC YY=Bottom (Diversified Services)
RETA(66): 0.47% Top=RH GPS ROST URBN ASNA DSW TJX SBH ….. PAG ETSY AMZN HSNI BBY BIG WMT LL=Bottom (Retail & Specialty Retail)
CONS(57): 0.42% Top=FL NKE HBI WWW PAY UA COH PVH ….. VSTO WHR SCSS HAR OI FN MAT EL=Bottom (Consumer)
COHW(43): 0.09% Top=BRCD NTAP OLED WDC JNPR VRSN UBNT INFN ….. GOGO VZ T CTL CCI TMUS BBRY ACIA=Bottom (Computer Hardware/Telecom)
TRAN(30): 0.01% Top=XPO KNX SWFT WERN WAB JBHT TRN FDX ….. SAVE ALK UAL LUV NAT BRS JBLU TK=Bottom (Transportation)
FINA(85): -0.07% Top=BOFI LAZ SCHW CFG WBS LPLA ETFC PBCT ….. WETF TD VOYA HAWK NSAM APO NAVI YRD=Bottom (Banks/Financials)
INSU(32): -0.10% Top=UNM AFL TMK LNC AFSI CLGX WLTW MTG ….. PRU ORI RDN ACGL FAF AON PGR FNF=Bottom (Insurance)
MATE(29): -0.21% Top=TPH WCN SUM TOL BECN DY OC PHM ….. CAA WY PWR LEN MLM VMC MTZ EXP=Bottom (Materials & Construction)
HEAL(58): -0.27% Top=EW A CYH CPHD XRAY CNC BSX RMD ….. AMSG ELGX NXTM EVHC HWAY VWR GKOS DVA=Bottom (Health)
REAL(94): -0.55% Top=DRH PEB MPW NLY PPS SHO MFA COR ….. O OHI CLNY SKT BDN VNO GGP SLG=Bottom (Real Estate)
LEIS(34): -0.74% Top=MAR WYN MTN BYD LVS HLT SHAK BLMN ….. TXRH CMG YUM DRI MCD WING WYNN BWLD=Bottom (Leisure)
ENER(87): -0.79% Top=REN CWEI OII WPX GPOR FTI PDCE DK ….. CRZO MTDR ATW SN WLL SWN CRC RDC=Bottom (Energy)
META(29): -2.72% Top=SLCA HCLP NEM FMSA CCJ RGLD SCCO FNV ….. STLD CLF TCK SLW CNX HL X AG=Bottom (Metals & Mining)

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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