daytrend

08/30/2016

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

Closing Stats
by daytrend on 20160830. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 856.

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

COMPARED TO YESTERDAY’S RANGE (20160830 Closing)
24.3% of stocks are above yesterday’s high.
54.8% are above yesterday’s midpoint. (45.2% are below.)
21.7% are below yesterday’s low.
54.0% are inside yesterday’s range.
53.3% of stocks with today’s high > yesterday’s high. (46.7% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20160830 Closing)
42.9% of stocks are above today’s open. (55.5% are below).
39.4% of stocks are above today’s open and yesterday’s close.
48.7% are below both.
11.3% of stocks opened above yesterday’s high.
56.8% of stocks opened above yesterday’s close. (37.9% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160830 Closing)
15.5% of stocks are in the top 10% of today’s range.
23.0% are in the top 20%.
47.7% are in the top half. 52.3% of stocks are in the bottom half of today’s range.
18.8% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20160830 Closing)
48.0% of stocks are above yesterday’s close. (52.0% are below.)
1.3% are up 4.5% or more. 2.0% are down 4.5% or more.
1.4% are up 3.5% or more. 3.5% are down 3.5% or more.
67.2% are between +1% and -1%.

RSI on DAILY (20160830 Closing)
2-day: >=95:12.0%…>=90:20.8%…>=80:32.4%…>=50:56.5%…<=20:16.2%…<=10:8.6%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.3%…>=50:59.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:64.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160830 Closing)
24.3% above previous 1 highs, 21.7% below previous 1 lows
19.3% above previous 2 highs, 13.7% below previous 2 lows
18.3% above previous 3 highs, 12.0% below previous 3 lows
16.2% above previous 4 highs, 11.2% below previous 4 lows
15.4% above previous 5 highs, 11.0% below previous 5 lows
15.1% above previous 6 highs, 10.2% below previous 6 lows
14.6% above previous 7 highs, 9.3% below previous 7 lows
14.1% above previous 8 highs, 8.3% below previous 8 lows
14.0% above previous 9 highs, 7.8% below previous 9 lows
12.7% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160830 Closing)
48.0% are above or equal to 8/29 close (1 days ago), 52.0% are below.
67.9% are above or equal to 8/26 close (2 days ago), 32.1% are below.
58.8% are above or equal to 8/25 close (3 days ago), 41.2% are below.
59.6% are above or equal to 8/24 close (4 days ago), 40.4% are below.
46.7% are above or equal to 8/23 close (5 days ago), 53.3% are below.
56.9% are above or equal to 8/22 close (6 days ago), 43.1% are below.
54.9% are above or equal to 8/19 close (7 days ago), 45.1% are below.
55.7% are above or equal to 8/18 close (8 days ago), 44.3% are below.
60.6% are above or equal to 8/17 close (9 days ago), 39.4% are below.
58.5% are above or equal to 8/16 close (10 days ago), 41.5% are below.
48.4% are above or equal to 8/15 close (11 days ago), 51.6% are below.
55.6% are above or equal to 8/12 close (12 days ago), 44.4% are below.
57.0% are above or equal to 8/11 close (13 days ago), 43.0% are below.
62.5% are above or equal to 8/10 close (14 days ago), 37.5% are below.
59.0% are above or equal to 8/9 close (15 days ago), 41.0% are below.
58.9% are above or equal to 8/8 close (16 days ago), 41.1% are below.
60.4% are above or equal to 8/5 close (17 days ago), 39.6% are below.
67.2% are above or equal to 8/4 close (18 days ago), 32.8% are below.
67.8% are above or equal to 8/3 close (19 days ago), 32.2% are below.
69.7% are above or equal to 8/2 close (20 days ago), 30.3% are below.
61.6% are above or equal to 8/1 close (21 days ago), 38.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160830 Closing)
20d: 18.3% new highs, 6.7% new lows
21d: 17.9% new highs, 6.5% new lows
42d: 15.1% new highs, 3.3% new lows
63d: 11.9% new highs, 1.4% new lows
126d: 9.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160830 Closing)
2-day: 46.3% above, 53.7% below
3-day: 58.6% above, 41.4% below
4-day: 59.9% above, 40.1% below
5-day: 59.9% above, 40.1% below
8-day: 55.8% above, 44.2% below
10-day: 57.8% above, 42.2% below
20-day: 59.7% above, 40.3% below
50-day: 67.5% above, 32.5% below
200-day: 76.6% above, 23.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160830 Closing)
CHEM(27): 1.32% Top=POT MOS AGU CF WLK MEOH HUN CC ….. DOW PPG DD GRA FTK ALB OLN CE=Bottom (Chemicals/Fertilizers)
TRAN(27): 1.01% Top=UAL NAT AAL JBLU LUV HA DAL WAB ….. KEX KNX JBHT FDX UNP SWFT CNI KSU=Bottom (Transportation)
FINA(80): 0.91% Top=MS LPLA BAC WFC VOYA ISBC NYCB WETF ….. PVTB BX AXP MTB BMO PYPL YRD BOFI=Bottom (Banks/Financials)
INSU(28): 0.60% Top=MET LNC UNM HIG AFSI PRU CNO AGO ….. BRO WLTW CINF TRV AJG AON MMC FNF=Bottom (Insurance)
ELEC(51): 0.20% Top=CY OCLR CAVM FIT IPHI SPWR AMBA FSLR ….. MU AMD BRKR SWKS LRCX ISIL GRMN SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(50): 0.15% Top=RBA AHS FDC R AL YY ADS MCO ….. CAR ALLE KBR HRB JEC ULTA CXW GEO=Bottom (Diversified Services)
COHW(42): 0.14% Top=GIMO SYNA ZAYO PANW FNSR ACIA INFN LVLT ….. AAPL NMBL CRAY BCE CCOI SSYS TMUS S=Bottom (Computer Hardware/Telecom)
REAL(88): 0.05% Top=LGIH SNH GPT CUZ PEI NRF SC CLNY ….. CONE MAC STOR PSA COR AMH O DLR=Bottom (Real Estate)
COSW(88): 0.03% Top=CMCM TEAM ATHM WDAY FTNT VNET MTCH VIPS ….. ZEN NTES VMW FEYE SPLK IMPV WB VEEV=Bottom (Computer Software/Internet)
HEAL(51): -0.04% Top=CNC CYH HCA MD ANTM LPNT HLS STE ….. DGX ABT A BAX CPHD HWAY PKI PRAH=Bottom (Health)
MATE(26): -0.06% Top=TOL SUM LEN KBH CAA PHM DHI WY ….. WM VMC WCN FAST PWR EXP FLR USG=Bottom (Materials & Construction)
ENER(86): -0.28% Top=CWEI CVI TSO WNR REN WPZ WPX DK ….. SPN ECA MUR RDC PTEN WLL MTDR MRO=Bottom (Energy)
LEIS(34): -0.34% Top=FRGI ARMK PLAY CCL EAT MGM RCL LVS ….. HLT BYD MAR DNKN SIX BWLD CMG ZOES=Bottom (Leisure)
MANU(32): -0.39% Top=SEDG ENS SWK KMT AGCO CMI ROP GE ….. DHR ROK ETN DDD PNR RS DE ATI=Bottom (Manufacturing)
CONS(53): -0.81% Top=KS VSTO PBI BMS HAS PAY BERY PKG ….. HBI LULU RL CRI VFC FOSL WWW GIII=Bottom (Consumer)
RETA(67): -1.25% Top=BLDR PAG STMP BABA EBAY CORE GNC FINL ….. BKE DDS GPS GES CHS ASNA DSW ANF=Bottom (Retail & Specialty Retail)
META(26): -3.58% Top=SLCA CCJ CNX STLD AA FMSA SCCO NUE ….. TAHO SWC GG ABX NEM SSRI AG CDE=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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