daytrend

08/31/2016

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

Closing Stats
by daytrend on 20160831. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20160831 Closing)
14.6% of stocks are above yesterday’s high.
37.3% are above yesterday’s midpoint. (62.7% are below.)
33.1% are below yesterday’s low.
52.3% are inside yesterday’s range.
33.9% of stocks with today’s high > yesterday’s high. (66.1% less than).
70.1% of stocks with today’s low < yesterday’s low. (29.9% greater than).

EVIDENCE OF INTRADAY TREND (20160831 Closing)
41.3% of stocks are above today’s open. (58.0% are below).
31.1% of stocks are above today’s open and yesterday’s close.
55.6% are below both.
6.2% of stocks opened above yesterday’s high.
29.1% of stocks opened above yesterday’s close. (65.6% opened below yesterday’s close).
14.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160831 Closing)
9.0% of stocks are in the top 10% of today’s range.
20.7% are in the top 20%.
58.2% are in the top half. 41.8% of stocks are in the bottom half of today’s range.
9.8% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20160831 Closing)
34.0% of stocks are above yesterday’s close. (66.0% are below.)
0.8% are up 4.5% or more. 1.6% are down 4.5% or more.
0.9% are up 3.5% or more. 2.6% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20160831 Closing)
2-day: >=95:9.1%…>=90:13.9%…>=80:21.1%…>=50:42.0%…<=20:31.3%…<=10:15.7%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.7%…>=50:53.7%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:58.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160831 Closing)
14.6% above previous 1 highs, 33.1% below previous 1 lows
12.5% above previous 2 highs, 24.9% below previous 2 lows
11.4% above previous 3 highs, 19.8% below previous 3 lows
11.2% above previous 4 highs, 17.1% below previous 4 lows
10.2% above previous 5 highs, 16.4% below previous 5 lows
9.4% above previous 6 highs, 15.9% below previous 6 lows
9.2% above previous 7 highs, 14.0% below previous 7 lows
8.6% above previous 8 highs, 13.3% below previous 8 lows
8.1% above previous 9 highs, 12.2% below previous 9 lows
7.8% above previous 10 highs, 11.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160831 Closing)
34.0% are above or equal to 8/30 close (1 days ago), 66.0% are below.
40.0% are above or equal to 8/29 close (2 days ago), 60.0% are below.
55.0% are above or equal to 8/26 close (3 days ago), 45.0% are below.
50.2% are above or equal to 8/25 close (4 days ago), 49.8% are below.
53.5% are above or equal to 8/24 close (5 days ago), 46.5% are below.
42.5% are above or equal to 8/23 close (6 days ago), 57.5% are below.
52.1% are above or equal to 8/22 close (7 days ago), 47.9% are below.
51.0% are above or equal to 8/19 close (8 days ago), 49.0% are below.
50.9% are above or equal to 8/18 close (9 days ago), 49.1% are below.
56.2% are above or equal to 8/17 close (10 days ago), 43.8% are below.
55.2% are above or equal to 8/16 close (11 days ago), 44.8% are below.
47.3% are above or equal to 8/15 close (12 days ago), 52.7% are below.
52.8% are above or equal to 8/12 close (13 days ago), 47.2% are below.
53.0% are above or equal to 8/11 close (14 days ago), 47.0% are below.
58.4% are above or equal to 8/10 close (15 days ago), 41.6% are below.
54.4% are above or equal to 8/9 close (16 days ago), 45.6% are below.
54.5% are above or equal to 8/8 close (17 days ago), 45.5% are below.
56.9% are above or equal to 8/5 close (18 days ago), 43.1% are below.
64.5% are above or equal to 8/4 close (19 days ago), 35.5% are below.
64.4% are above or equal to 8/3 close (20 days ago), 35.6% are below.
67.3% are above or equal to 8/2 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160831 Closing)
20d: 13.4% new highs, 11.2% new lows
21d: 13.3% new highs, 10.6% new lows
42d: 11.2% new highs, 6.4% new lows
63d: 8.2% new highs, 2.4% new lows
126d: 6.8% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160831 Closing)
2-day: 32.6% above, 67.4% below
3-day: 36.6% above, 63.4% below
4-day: 46.1% above, 53.9% below
5-day: 47.3% above, 52.7% below
8-day: 46.9% above, 53.1% below
10-day: 48.3% above, 51.7% below
20-day: 52.9% above, 47.1% below
50-day: 64.9% above, 35.1% below
200-day: 76.0% above, 24.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160831 Closing)
REAL(89): 0.14% Top=KRC SLG CSAL SC NRF CLNY CONE LPT ….. LHO AGNC LGIH DFT PEI HST OUT RLGY=Bottom (Real Estate)
ELEC(49): 0.05% Top=HIMX ISIL TTMI CY SIMO SWKS MRVL MCHP ….. FSLR AMD AMKR MU CAVM NPTN CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): -0.02% Top=FNF AFSI AGO HIG AIG XL BRO TRV ….. AJG ALL CINF RDN CNO ORI FAF MTG=Bottom (Insurance)
FINA(80): -0.04% Top=WETF SYF COF PNC NSAM HBAN KKR PACW ….. TROW HAWK BX SEIC JNS PFG BOFI YRD=Bottom (Banks/Financials)
LEIS(33): -0.05% Top=QSR WEN RCL DRI BLMN SONC CCL HLT ….. ZOES WYNN WYN CAKE MAR GPRO LVS SIX=Bottom (Leisure)
DISV(50): -0.10% Top=YY HRI FDC SCOR ADS GEO LDOS AL ….. KBR ZG TMH JEC DV RBA ACM HRB=Bottom (Diversified Services)
COSW(89): -0.15% Top=VEEV TWTR MTCH GRUB SINA EPAY VNET SSNC ….. DATA VRNT NTCT CYBR ATHM BIDU ROVI VIPS=Bottom (Computer Software/Internet)
RETA(66): -0.21% Top=CHS GNC ASNA DSW SIG BURL EBAY BABA ….. BLDR BID CORE JCP DDS GES ANF M=Bottom (Retail & Specialty Retail)
CONS(52): -0.56% Top=PAY GT EPC CCK WWW CLX BLL BMS ….. FN MAT WRK KS OI SKX UA GIII=Bottom (Consumer)
HEAL(49): -0.57% Top=EVHC VWR AET AMSG PINC ACHC DVA XRAY ….. CPHD DXCM PODD HWAY BSX INCR ABT OPK=Bottom (Health)
CHEM(27): -0.70% Top=POT AGU FTK OLN AXTA UNVR CE PX ….. SHW MOS PPG KRA CC MEOH ALB HUN=Bottom (Chemicals/Fertilizers)
TRAN(27): -0.81% Top=HA SAVE ALK FDX KEX CHRW UPS KSU ….. UAL EXPD CP JBHT KNX SWFT AAL NAT=Bottom (Transportation)
MANU(32): -1.10% Top=GNRC RS DHR ITT PNR XYL ENS HON ….. DE EMR KMT AME CFX ATI SEDG DDD=Bottom (Manufacturing)
MATE(26): -1.11% Top=SRCL OC MAS PHM WY CAA DAR LEN ….. VMC MTZ AWI SUM MLM EXP DY USG=Bottom (Materials & Construction)
META(26): -1.16% Top=SWC FNV CMC CDE NUE AEM X STLD ….. SLCA CENX AG FCX SSRI ABX TCK FMSA=Bottom (Metals & Mining)
COHW(41): -1.28% Top=LITE S CCI TMUS HRS QCOM VRSN COMM ….. CTL OLED NMBL BBRY SYNA GIMO SSYS PANW=Bottom (Computer Hardware/Telecom)
ENER(85): -1.67% Top=EEP MDU WNR WPZ MMP HFC CVI ETP ….. WLL APC CLR CRC PDCE APA MUR CWEI=Bottom (Energy)

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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