daytrend

09/01/2016

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

Closing Stats
by daytrend on 20160901. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20160901 Closing)
23.3% of stocks are above yesterday’s high.
52.3% are above yesterday’s midpoint. (47.7% are below.)
17.8% are below yesterday’s low.
58.9% are inside yesterday’s range.
49.5% of stocks with today’s high > yesterday’s high. (50.5% less than).
56.9% of stocks with today’s low < yesterday’s low. (43.1% greater than).

EVIDENCE OF INTRADAY TREND (20160901 Closing)
49.6% of stocks are above today’s open. (49.4% are below).
43.3% of stocks are above today’s open and yesterday’s close.
44.0% are below both.
9.5% of stocks opened above yesterday’s high.
53.4% of stocks opened above yesterday’s close. (41.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160901 Closing)
17.2% of stocks are in the top 10% of today’s range.
28.8% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20160901 Closing)
50.1% of stocks are above yesterday’s close. (49.9% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.9% are down 3.5% or more.
65.7% are between +1% and -1%.

RSI on DAILY (20160901 Closing)
2-day: >=95:6.2%…>=90:10.3%…>=80:18.5%…>=50:46.0%…<=20:25.8%…<=10:15.1%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:54.6%…<=20:1.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:57.6%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160901 Closing)
23.3% above previous 1 highs, 17.8% below previous 1 lows
13.7% above previous 2 highs, 15.0% below previous 2 lows
12.2% above previous 3 highs, 11.9% below previous 3 lows
10.4% above previous 4 highs, 9.8% below previous 4 lows
9.7% above previous 5 highs, 9.1% below previous 5 lows
8.7% above previous 6 highs, 8.9% below previous 6 lows
8.2% above previous 7 highs, 8.7% below previous 7 lows
8.1% above previous 8 highs, 8.0% below previous 8 lows
7.8% above previous 9 highs, 7.7% below previous 9 lows
7.5% above previous 10 highs, 7.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160901 Closing)
50.1% are above or equal to 8/31 close (1 days ago), 49.9% are below.
39.0% are above or equal to 8/30 close (2 days ago), 61.0% are below.
41.5% are above or equal to 8/29 close (3 days ago), 58.5% are below.
58.2% are above or equal to 8/26 close (4 days ago), 41.8% are below.
52.6% are above or equal to 8/25 close (5 days ago), 47.4% are below.
56.2% are above or equal to 8/24 close (6 days ago), 43.8% are below.
43.7% are above or equal to 8/23 close (7 days ago), 56.3% are below.
51.6% are above or equal to 8/22 close (8 days ago), 48.4% are below.
52.5% are above or equal to 8/19 close (9 days ago), 47.5% are below.
51.6% are above or equal to 8/18 close (10 days ago), 48.4% are below.
56.8% are above or equal to 8/17 close (11 days ago), 43.2% are below.
54.2% are above or equal to 8/16 close (12 days ago), 45.8% are below.
47.0% are above or equal to 8/15 close (13 days ago), 53.0% are below.
52.3% are above or equal to 8/12 close (14 days ago), 47.7% are below.
52.3% are above or equal to 8/11 close (15 days ago), 47.7% are below.
57.0% are above or equal to 8/10 close (16 days ago), 43.0% are below.
54.3% are above or equal to 8/9 close (17 days ago), 45.7% are below.
53.6% are above or equal to 8/8 close (18 days ago), 46.4% are below.
55.4% are above or equal to 8/5 close (19 days ago), 44.6% are below.
63.3% are above or equal to 8/4 close (20 days ago), 36.7% are below.
62.4% are above or equal to 8/3 close (21 days ago), 37.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160901 Closing)
20d: 13.3% new highs, 11.4% new lows
21d: 13.3% new highs, 9.6% new lows
42d: 11.0% new highs, 4.9% new lows
63d: 8.8% new highs, 2.5% new lows
126d: 6.9% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160901 Closing)
2-day: 48.6% above, 51.4% below
3-day: 42.4% above, 57.6% below
4-day: 39.5% above, 60.5% below
5-day: 46.7% above, 53.3% below
8-day: 50.1% above, 49.9% below
10-day: 50.9% above, 49.1% below
20-day: 51.5% above, 48.5% below
50-day: 63.0% above, 37.0% below
200-day: 75.6% above, 24.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160901 Closing)
META(25): 1.71% Top=ABX SSRI PAAS SLW TAHO RGLD NEM FNV ….. CMC STLD CENX SCCO CNX X CCJ AG=Bottom (Metals & Mining)
COSW(88): 0.69% Top=FEYE WDAY BIDU HPE SINA VRNT CSRA WB ….. DBD ANSS EQIX SQ SHOP VEEV MTCH CRM=Bottom (Computer Software/Internet)
COHW(40): 0.61% Top=CIEN PANW FNSR INFN SYNA JNPR NTAP HPQ ….. MSI OLED CDW WDC TDC CCOI GIMO LITE=Bottom (Computer Hardware/Telecom)
ELEC(47): 0.53% Top=MRVL OCLR NVDA ISIL CRUS IDTI SIMO MXL ….. TRMB AMBA GRMN TEL AMD FIT HIMX SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(34): 0.47% Top=LVS WYNN EXPE MGM RCL CCL QSR BYD ….. CAKE DNKN BWLD GPRO SIX WEN SONC BOBE=Bottom (Leisure)
CONS(53): 0.20% Top=GIII KS GPK NKE UFS WRK PAY PG ….. WHR VFC OI EPC LEG FOSL WWW COTY=Bottom (Consumer)
TRAN(27): 0.13% Top=CHRW SWFT JBHT KNX EXPD UAL WERN HA ….. ALK CSX LUV JBLU WAB NAT SAVE TRN=Bottom (Transportation)
CHEM(27): 0.13% Top=MEOH CC ALB AXTA CHMT UNVR PX GPRE ….. WLK FMC HUN CE CF POT FTK MOS=Bottom (Chemicals/Fertilizers)
DISV(49): 0.05% Top=BLOX ADS FLT XRS SCOR GPN HRI MA ….. ACM URI RRD AHS KBR GEO CXW PRAA=Bottom (Diversified Services)
RETA(68): -0.04% Top=OLLI ETSY STMP W WMT PLCE BURL AN ….. SIG LB AEO ANF CHS GES COST ASNA=Bottom (Retail & Specialty Retail)
MANU(31): -0.23% Top=GNRC ROP BWXT ENS ITW RS ETN ROK ….. ATI ZBRA TEX DE CFX PNR DDD AGCO=Bottom (Manufacturing)
HEAL(48): -0.29% Top=BSX OPK NVRO ALGN AMSG GKOS RMD DXCM ….. BKD THC UHS CNC ANTM ACHC MD CYH=Bottom (Health)
INSU(28): -0.33% Top=RDN WLTW CLGX BRO XL MTG MMC CINF ….. AGO MET FNF HIG UNM LNC L CNO=Bottom (Insurance)
REAL(92): -0.47% Top=CPT PPS CUBE MAA PSA COR ACC ESRT ….. GPT SLG ALLY SHO APLE LHO DRH CBL=Bottom (Real Estate)
MATE(27): -0.49% Top=DY WCN OC RSG MLM NCS USG MAS ….. LEN VMC PHM TPH TOL DHI KBH USCR=Bottom (Materials & Construction)
ENER(85): -0.54% Top=REN CWEI WPX XEC NFX EGN CLR RRC ….. OII CRC PBF SPN ATW CVI HFC DO=Bottom (Energy)
FINA(85): -0.85% Top=EFX ICE BOFI TD NDAQ PVTB CME OZRK ….. VOYA HBHC BX BEN WETF WDR BKU YRD=Bottom (Banks/Financials)

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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