daytrend

09/02/2016

Filed under: Market Stats — daytrend @ 4:13 pm

Closing Stats
by daytrend on 20160902. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20160902 Closing)
47.5% of stocks are above yesterday’s high.
83.7% are above yesterday’s midpoint. (16.3% are below.)
2.9% are below yesterday’s low.
49.6% are inside yesterday’s range.
72.0% of stocks with today’s high > yesterday’s high. (28.0% less than).
8.3% of stocks with today’s low < yesterday’s low. (91.7% greater than).

EVIDENCE OF INTRADAY TREND (20160902 Closing)
62.7% of stocks are above today’s open. (32.1% are below).
62.1% of stocks are above today’s open and yesterday’s close.
15.2% are below both.
37.6% of stocks opened above yesterday’s high.
86.9% of stocks opened above yesterday’s close. (8.0% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160902 Closing)
12.9% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20160902 Closing)
84.1% of stocks are above yesterday’s close. (15.9% are below.)
1.8% are up 4.5% or more. 0.5% are down 4.5% or more.
3.4% are up 3.5% or more. 0.6% are down 3.5% or more.
60.8% are between +1% and -1%.

RSI on DAILY (20160902 Closing)
2-day: >=95:11.6%…>=90:20.6%…>=80:39.5%…>=50:77.7%…<=20:7.5%…<=10:5.0%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.0%…>=50:66.7%…<=20:1.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:65.8%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160902 Closing)
47.5% above previous 1 highs, 2.9% below previous 1 lows
36.1% above previous 2 highs, 2.6% below previous 2 lows
26.5% above previous 3 highs, 2.5% below previous 3 lows
24.5% above previous 4 highs, 2.1% below previous 4 lows
20.8% above previous 5 highs, 2.1% below previous 5 lows
20.3% above previous 6 highs, 2.0% below previous 6 lows
17.8% above previous 7 highs, 1.9% below previous 7 lows
16.4% above previous 8 highs, 1.8% below previous 8 lows
16.1% above previous 9 highs, 1.6% below previous 9 lows
15.5% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160902 Closing)
84.1% are above or equal to 9/1 close (1 days ago), 15.9% are below.
72.9% are above or equal to 8/31 close (2 days ago), 27.1% are below.
59.6% are above or equal to 8/30 close (3 days ago), 40.4% are below.
59.8% are above or equal to 8/29 close (4 days ago), 40.2% are below.
72.6% are above or equal to 8/26 close (5 days ago), 27.4% are below.
66.9% are above or equal to 8/25 close (6 days ago), 33.1% are below.
67.2% are above or equal to 8/24 close (7 days ago), 32.8% are below.
55.5% are above or equal to 8/23 close (8 days ago), 44.5% are below.
62.0% are above or equal to 8/22 close (9 days ago), 38.0% are below.
61.3% are above or equal to 8/19 close (10 days ago), 38.7% are below.
61.2% are above or equal to 8/18 close (11 days ago), 38.8% are below.
65.1% are above or equal to 8/17 close (12 days ago), 34.9% are below.
64.0% are above or equal to 8/16 close (13 days ago), 36.0% are below.
54.7% are above or equal to 8/15 close (14 days ago), 45.3% are below.
59.0% are above or equal to 8/12 close (15 days ago), 41.0% are below.
59.6% are above or equal to 8/11 close (16 days ago), 40.4% are below.
63.4% are above or equal to 8/10 close (17 days ago), 36.6% are below.
61.4% are above or equal to 8/9 close (18 days ago), 38.6% are below.
59.7% are above or equal to 8/8 close (19 days ago), 40.3% are below.
61.4% are above or equal to 8/5 close (20 days ago), 38.6% are below.
66.7% are above or equal to 8/4 close (21 days ago), 33.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160902 Closing)
20d: 19.9% new highs, 2.5% new lows
21d: 19.9% new highs, 2.3% new lows
42d: 14.8% new highs, 1.2% new lows
63d: 13.8% new highs, 0.5% new lows
126d: 11.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160902 Closing)
2-day: 79.6% above, 20.4% below
3-day: 80.4% above, 19.6% below
4-day: 73.2% above, 26.8% below
5-day: 69.8% above, 30.2% below
8-day: 71.3% above, 28.7% below
10-day: 68.0% above, 32.0% below
20-day: 63.5% above, 36.5% below
50-day: 67.3% above, 32.7% below
200-day: 76.4% above, 23.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160902 Closing)
META(24): 1.99% Top=AG SLW PAAS SSRI TAHO CDE FNV SLCA ….. CNX SCCO SWC AA NUE CMC STLD X=Bottom (Metals & Mining)
ENER(85): 1.84% Top=REN CRC APC WPX OAS ATW WLL ECA ….. PAGP HP COG HES SLB PBF PDCE DO=Bottom (Energy)
CHEM(26): 1.28% Top=MEOH HUN OLN KRA WLK FMC AGU CF ….. DOW DD APD MON PX SHW AXTA CHMT=Bottom (Chemicals/Fertilizers)
COHW(39): 1.19% Top=VRSN S PANW SSYS CCOI PSTG TMUS GIMO ….. OLED COMM T HPQ NTAP QCOM BRCD CIEN=Bottom (Computer Hardware/Telecom)
HEAL(49): 1.05% Top=CYH BKD EVHC MOH MD AMSG THC ACHC ….. MTD EW RMD NVRO BSX PRAH ZLTQ ABT=Bottom (Health)
DISV(47): 1.02% Top=GEO FDC XRS SCI CXW YY TMH SCOR ….. PRAA BLOX SERV FLT ADS CAR GPN DV=Bottom (Diversified Services)
COSW(90): 0.96% Top=TWLO ROVI SHOP SINA CYBR CSC NOW EPAY ….. YELP CTXS CERN NTES IMS JD VIPS CRM=Bottom (Computer Software/Internet)
REAL(91): 0.94% Top=BDN CLI LPT FR DFT TWO SNH AGNC ….. SHO OFC RLJ AVB DOC LHO HST LGIH=Bottom (Real Estate)
MANU(31): 0.86% Top=DDD ITT KMT CFX TEX FLS PNR ITW ….. CAT DOV GE HON SWK RS DHR GNRC=Bottom (Manufacturing)
FINA(87): 0.78% Top=YRD WDR LM BOFI NSAM NYCB BKU SNV ….. ASB ICE SLM FII MS CME BX HAWK=Bottom (Banks/Financials)
INSU(28): 0.68% Top=WLTW LNC XL AJG BRO MTG RDN AFSI ….. UNM ALL TRV FNF FAF AFL AGO PGR=Bottom (Insurance)
MATE(27): 0.62% Top=DY DAR VMC EXP PWR FLR FAST WCN ….. USCR NCS WY KBH MAS LEN PHM SRCL=Bottom (Materials & Construction)
RETA(66): 0.47% Top=CHS PAG CORE BABA KMX SIG BURL KR ….. KORS LB GES KSS W FIVE ANF GPS=Bottom (Retail & Specialty Retail)
TRAN(27): 0.43% Top=KEX ALK CNI WAB DAL TRN LUV AAL ….. UNP FDX CSX XPO WERN JBHT KNX KSU=Bottom (Transportation)
ELEC(49): 0.26% Top=SIMO OCLR HIMX AMD SPWR MXL FTV CSIQ ….. FSLR MSCC CAVM AMAT NVDA SCTY AVGO AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(54): -0.01% Top=FN COTY SEE GT MAT HAS OI HAR ….. HBI COH CRI NKE VFC UA LULU PAY=Bottom (Consumer)
LEIS(33): -0.23% Top=DNKN WEN DPZ PLAY BLMN FRGI DRI SEAS ….. WYNN SONC EXPE CMG SHAK GPRO RCL CCL=Bottom (Leisure)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: