daytrend

09/06/2016

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

Closing Stats
by daytrend on 20160906. 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 (20160906 Closing)
27.8% of stocks are above yesterday’s high.
56.8% are above yesterday’s midpoint. (43.2% are below.)
21.2% are below yesterday’s low.
51.1% are inside yesterday’s range.
54.8% of stocks with today’s high > yesterday’s high. (45.2% less than).
48.5% of stocks with today’s low < yesterday’s low. (51.5% greater than).

EVIDENCE OF INTRADAY TREND (20160906 Closing)
46.1% of stocks are above today’s open. (52.9% are below).
43.7% of stocks are above today’s open and yesterday’s close.
44.7% are below both.
16.6% of stocks opened above yesterday’s high.
67.7% of stocks opened above yesterday’s close. (26.3% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160906 Closing)
20.1% of stocks are in the top 10% of today’s range.
30.3% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
12.8% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20160906 Closing)
52.6% of stocks are above yesterday’s close. (47.4% are below.)
2.9% are up 4.5% or more. 0.4% are down 4.5% or more.
4.7% are up 3.5% or more. 1.4% are down 3.5% or more.
56.6% are between +1% and -1%.

RSI on DAILY (20160906 Closing)
2-day: >=95:14.3%…>=90:25.3%…>=80:39.7%…>=50:62.1%…<=20:14.1%…<=10:6.4%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.3%…>=50:68.5%…<=20:1.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:68.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160906 Closing)
27.8% above previous 1 highs, 21.2% below previous 1 lows
26.0% above previous 2 highs, 8.8% below previous 2 lows
23.9% above previous 3 highs, 8.2% below previous 3 lows
20.6% above previous 4 highs, 7.5% below previous 4 lows
19.7% above previous 5 highs, 6.6% below previous 5 lows
18.4% above previous 6 highs, 5.3% below previous 6 lows
18.0% above previous 7 highs, 5.0% below previous 7 lows
16.5% above previous 8 highs, 4.8% below previous 8 lows
14.9% above previous 9 highs, 4.7% below previous 9 lows
14.5% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160906 Closing)
52.6% are above or equal to 9/2 close (1 days ago), 47.4% are below.
70.5% are above or equal to 9/1 close (2 days ago), 29.5% are below.
67.0% are above or equal to 8/31 close (3 days ago), 33.0% are below.
60.1% are above or equal to 8/30 close (4 days ago), 39.9% are below.
60.7% are above or equal to 8/29 close (5 days ago), 39.3% are below.
70.4% are above or equal to 8/26 close (6 days ago), 29.6% are below.
68.7% are above or equal to 8/25 close (7 days ago), 31.3% are below.
67.7% are above or equal to 8/24 close (8 days ago), 32.3% are below.
60.0% are above or equal to 8/23 close (9 days ago), 40.0% are below.
65.3% are above or equal to 8/22 close (10 days ago), 34.7% are below.
63.6% are above or equal to 8/19 close (11 days ago), 36.4% are below.
61.7% are above or equal to 8/18 close (12 days ago), 38.3% are below.
67.3% are above or equal to 8/17 close (13 days ago), 32.7% are below.
64.9% are above or equal to 8/16 close (14 days ago), 35.1% are below.
56.3% are above or equal to 8/15 close (15 days ago), 43.7% are below.
60.7% are above or equal to 8/12 close (16 days ago), 39.3% are below.
61.8% are above or equal to 8/11 close (17 days ago), 38.2% are below.
63.3% are above or equal to 8/10 close (18 days ago), 36.7% are below.
61.5% are above or equal to 8/9 close (19 days ago), 38.5% are below.
61.8% are above or equal to 8/8 close (20 days ago), 38.2% are below.
63.3% are above or equal to 8/5 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160906 Closing)
20d: 18.6% new highs, 6.4% new lows
21d: 18.5% new highs, 5.9% new lows
42d: 14.9% new highs, 3.4% new lows
63d: 13.8% new highs, 1.5% new lows
126d: 11.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160906 Closing)
2-day: 51.1% above, 48.9% below
3-day: 63.6% above, 36.4% below
4-day: 65.7% above, 34.3% below
5-day: 63.8% above, 36.2% below
8-day: 65.1% above, 34.9% below
10-day: 65.2% above, 34.8% below
20-day: 66.4% above, 33.6% below
50-day: 68.7% above, 31.3% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160906 Closing)
META(25): 4.11% Top=CDE AG HL SSRI RGLD TAHO TCK SLW ….. FNV SWC CCJ FCX AA NUE SCCO CMC=Bottom (Metals & Mining)
ENER(85): 1.62% Top=SE WLL EOG SGY PTEN WNR HP WPZ ….. PE CRC CVE EGN DK PDCE BBG HES=Bottom (Energy)
HEAL(49): 0.98% Top=CPHD NVRO DXCM GKOS HWAY EW SYK CYH ….. DVA INCR EVHC AMSG PRAH PINC VWR CNC=Bottom (Health)
COHW(39): 0.68% Top=ACIA SSYS PSTG LITE CCI STX ZAYO FNSR ….. PANW TMUS QCOM ARRS S SYNA TDC VRSN=Bottom (Computer Hardware/Telecom)
COSW(90): 0.65% Top=MEET WUBA BIDU JD CYBR WB YHOO GRUB ….. WBMD HPE VRNT SQ DBD VNET CSC LOCK=Bottom (Computer Software/Internet)
REAL(91): 0.49% Top=HCP CBL OHI DOC DFT SNH AIV SRC ….. OUT CBG LHO SHO RLJ HST DRH PEB=Bottom (Real Estate)
TRAN(27): 0.42% Top=KEX JBLU NAT AAL ALK NSC HA SWFT ….. UPS CNI TRN KSU FDX XPO DAL CHRW=Bottom (Transportation)
DISV(47): 0.02% Top=GEO XRS TMH ADS SBAC ULTA DV BLOX ….. RRD IILG MAN JEC HRB FDC YY SCOR=Bottom (Diversified Services)
LEIS(33): -0.03% Top=SHAK GPRO EXPE LVS CMG MCD MGM TXRH ….. PLAY WYN SEAS CCL BOBE MAR RCL SONC=Bottom (Leisure)
CONS(54): -0.10% Top=GT TPX KS CCK NLS OI PKG LEG ….. KATE WWW CRI COTY MAT SEE GIII BC=Bottom (Consumer)
INSU(28): -0.22% Top=FNF XL WLTW AFSI ALL TRV AJG AON ….. HIG AIG ORI UNM RDN PRU MTG LNC=Bottom (Insurance)
RETA(66): -0.27% Top=BABA W MIK NFLX ETSY AMZN GNC DSW ….. GES TSCO GPS ASNA FINL TLRD URBN JWN=Bottom (Retail & Specialty Retail)
ELEC(49): -0.34% Top=CSIQ PI AMBA FSLR MU SPWR INTC OCLR ….. BRKR CAVM SWKS ISIL AMD QRVO IPHI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(31): -0.43% Top=ATI DDD RS AGCO TEX CAT DE XYL ….. ITT ETN FLS DHR GNRC ENS IR CMI=Bottom (Manufacturing)
CHEM(26): -0.63% Top=MEOH GPRE ALB PPG APD WLK GRA AXTA ….. CHMT UNVR KRA POT FMC AGU OLN MOS=Bottom (Chemicals/Fertilizers)
MATE(27): -0.67% Top=WY TOL WM MTZ WCN RSG PWR TPH ….. FAST USG VMC FLR MLM NCS USCR SUM=Bottom (Materials & Construction)
FINA(87): -0.88% Top=YRD NSAM TD AXP WU EFX BMO PSEC ….. SNV FRC BKU FHN OZRK EWBC WETF WAL=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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