daytrend

08/23/2016

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

Closing Stats
by daytrend on 20160823. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20160823 Closing)
47.4% of stocks are above yesterday’s high.
79.7% are above yesterday’s midpoint. (20.3% are below.)
5.7% are below yesterday’s low.
46.9% are inside yesterday’s range.
82.6% of stocks with today’s high > yesterday’s high. (17.4% less than).
12.2% of stocks with today’s low < yesterday’s low. (87.8% greater than).

EVIDENCE OF INTRADAY TREND (20160823 Closing)
53.4% of stocks are above today’s open. (44.2% are below).
51.8% of stocks are above today’s open and yesterday’s close.
24.6% are below both.
45.5% of stocks opened above yesterday’s high.
85.3% of stocks opened above yesterday’s close. (11.9% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160823 Closing)
6.7% of stocks are in the top 10% of today’s range.
16.3% are in the top 20%.
43.3% are in the top half. 56.7% of stocks are in the bottom half of today’s range.
29.3% are in the bottom 20%.
17.5% are in the bottom 10%.

GAIN (20160823 Closing)
74.0% of stocks are above yesterday’s close. (26.0% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
2.3% are up 3.5% or more. 1.3% are down 3.5% or more.
64.7% are between +1% and -1%.

RSI on DAILY (20160823 Closing)
2-day: >=95:10.3%…>=90:19.6%…>=80:36.6%…>=50:70.1%…<=20:9.3%…<=10:4.1%…<=5:2.2%…
9-day: >=95:0.1%…>=90:0.4%…>=80:3.9%…>=50:71.1%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.1%…>=50:72.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160823 Closing)
47.4% above previous 1 highs, 5.7% below previous 1 lows
34.8% above previous 2 highs, 3.3% below previous 2 lows
29.8% above previous 3 highs, 2.5% below previous 3 lows
26.8% above previous 4 highs, 2.1% below previous 4 lows
21.2% above previous 5 highs, 2.0% below previous 5 lows
17.2% above previous 6 highs, 1.8% below previous 6 lows
16.6% above previous 7 highs, 1.8% below previous 7 lows
16.0% above previous 8 highs, 1.5% below previous 8 lows
15.0% above previous 9 highs, 1.4% below previous 9 lows
14.0% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160823 Closing)
74.0% are above or equal to 8/22 close (1 days ago), 26.0% are below.
64.7% are above or equal to 8/19 close (2 days ago), 35.3% are below.
60.4% are above or equal to 8/18 close (3 days ago), 39.6% are below.
70.3% are above or equal to 8/17 close (4 days ago), 29.7% are below.
66.8% are above or equal to 8/16 close (5 days ago), 33.2% are below.
52.7% are above or equal to 8/15 close (6 days ago), 47.3% are below.
62.4% are above or equal to 8/12 close (7 days ago), 37.6% are below.
61.9% are above or equal to 8/11 close (8 days ago), 38.1% are below.
66.7% are above or equal to 8/10 close (9 days ago), 33.3% are below.
61.3% are above or equal to 8/9 close (10 days ago), 38.7% are below.
61.5% are above or equal to 8/8 close (11 days ago), 38.5% are below.
62.1% are above or equal to 8/5 close (12 days ago), 37.9% are below.
70.9% are above or equal to 8/4 close (13 days ago), 29.1% are below.
70.6% are above or equal to 8/3 close (14 days ago), 29.4% are below.
71.6% are above or equal to 8/2 close (15 days ago), 28.4% are below.
65.0% are above or equal to 8/1 close (16 days ago), 35.0% are below.
63.8% are above or equal to 7/29 close (17 days ago), 36.2% are below.
64.1% are above or equal to 7/28 close (18 days ago), 35.9% are below.
66.3% are above or equal to 7/27 close (19 days ago), 33.7% are below.
61.4% are above or equal to 7/26 close (20 days ago), 38.6% are below.
64.4% are above or equal to 7/25 close (21 days ago), 35.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160823 Closing)
20d: 20.2% new highs, 1.1% new lows
21d: 20.0% new highs, 1.0% new lows
42d: 16.9% new highs, 0.7% new lows
63d: 14.7% new highs, 0.6% new lows
126d: 11.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160823 Closing)
2-day: 72.5% above, 27.5% below
3-day: 69.6% above, 30.4% below
4-day: 66.7% above, 33.3% below
5-day: 69.6% above, 30.4% below
8-day: 66.6% above, 33.4% below
10-day: 66.6% above, 33.4% below
20-day: 68.4% above, 31.6% below
50-day: 75.5% above, 24.5% below
200-day: 77.4% above, 22.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160823 Closing)
CHEM(32): 1.56% Top=GPRE MEOH CF POT MOS HUN WLK MON ….. DOW CC ALB CHMT SMG PX APD GRA=Bottom (Chemicals/Fertilizers)
MATE(29): 1.44% Top=TOL KBH CAA LEN DHI PHM TPH USG ….. PATK MLM RSG FAST WM SUM WCN SRCL=Bottom (Materials & Construction)
RETA(66): 1.19% Top=BBY STMP RH BIG PAG FIVE BLDR SIG ….. WBA ORLY TJX TSCO CVS WMT WFM KR=Bottom (Retail & Specialty Retail)
TRAN(30): 1.10% Top=BRS SWFT TK XPO WERN TRN KNX NAT ….. CP DAL EXPD KSU CHRW JBHT UPS JBLU=Bottom (Transportation)
COSW(94): 0.99% Top=DATA SQ WB EPAM LXFT CSRA CYBR VNET ….. VIPS IAC YELP IMS MTCH ATHM SHOP TWLO=Bottom (Computer Software/Internet)
ENER(88): 0.86% Top=MRO RRC SWN WMB SM CLR APC WLL ….. OAS PSXP SXL MPLX WPX PAA SGY REN=Bottom (Energy)
CONS(57): 0.82% Top=GIII KATE TUP KS PVH COH HAS SEE ….. CHD BLL SCSS CLX ENR LEG EPC COTY=Bottom (Consumer)
LEIS(35): 0.66% Top=RCL BYD SONC SEAS GPRO CCL PLAY DRI ….. BLMN MCD EXPE BWLD QSR LVS WYNN WING=Bottom (Leisure)
MANU(37): 0.58% Top=EMR MIDD TKR TEX MHK ZBRA MRC SEDG ….. AGCO ITW ETN MKSI PNR DOV GE XYL=Bottom (Manufacturing)
ELEC(52): 0.51% Top=AMBA FIT AMAT ON MLNX OCLR TTMI SWKS ….. FLEX INVN ISIL FSLR CREE MRVL SPWR NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(51): 0.49% Top=AHS URI HRI AL ULTA RRD SERV TRU ….. V SBAC RHI LDOS DV IILG GEO CXW=Bottom (Diversified Services)
COHW(44): 0.48% Top=PANW CCOI COMM CRAY GOGO S HPQ GIMO ….. T BBRY CDW PSTG VG OLED INFN ACIA=Bottom (Computer Hardware/Telecom)
FINA(86): 0.38% Top=BOFI NSAM BMO OMF LAZ WDR LM LPLA ….. WFC NYCB FITB FRC PYPL SNV KKR YRD=Bottom (Banks/Financials)
REAL(92): 0.36% Top=RLGY SC CLNY LGIH VER SNH CUZ OUT ….. AVB KIM PEB EQY UDR APLE RLJ DLR=Bottom (Real Estate)
INSU(31): 0.08% Top=CNO MTG CLGX PRI RDN MET LNC PRU ….. TRV ACGL XL HIG AJG ALL AWH PGR=Bottom (Insurance)
HEAL(56): 0.02% Top=HWAY CYH BKD HLS THC INCR CPHD DXCM ….. ALGN WCG CNC HYH NVRO OPK RMD PINC=Bottom (Health)
META(27): -0.46% Top=CNX AA SSRI FCX TCK STLD FMSA CCJ ….. X AG GG ABX FNV HL SWC PAAS=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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