daytrend

09/08/2016

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

Closing Stats
by daytrend on 20160908. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20160908 Closing)
20.9% of stocks are above yesterday’s high.
45.4% are above yesterday’s midpoint. (54.6% are below.)
28.1% are below yesterday’s low.
51.0% are inside yesterday’s range.
41.4% of stocks with today’s high > yesterday’s high. (58.6% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20160908 Closing)
39.3% of stocks are above today’s open. (60.0% are below).
31.5% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
7.9% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (67.5% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160908 Closing)
5.5% of stocks are in the top 10% of today’s range.
14.2% are in the top 20%.
40.8% are in the top half. 59.2% of stocks are in the bottom half of today’s range.
29.4% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20160908 Closing)
35.8% of stocks are above yesterday’s close. (64.2% are below.)
2.6% are up 4.5% or more. 0.7% are down 4.5% or more.
3.7% are up 3.5% or more. 1.4% are down 3.5% or more.
57.0% are between +1% and -1%.

RSI on DAILY (20160908 Closing)
2-day: >=95:10.0%…>=90:14.6%…>=80:21.8%…>=50:45.5%…<=20:24.1%…<=10:11.1%…<=5:4.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.8%…>=50:62.2%…<=20:1.5%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:64.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160908 Closing)
20.9% above previous 1 highs, 28.1% below previous 1 lows
16.7% above previous 2 highs, 20.5% below previous 2 lows
15.1% above previous 3 highs, 17.9% below previous 3 lows
13.9% above previous 4 highs, 11.3% below previous 4 lows
13.5% above previous 5 highs, 10.3% below previous 5 lows
12.6% above previous 6 highs, 9.8% below previous 6 lows
12.2% above previous 7 highs, 9.3% below previous 7 lows
11.4% above previous 8 highs, 9.1% below previous 8 lows
10.9% above previous 9 highs, 8.3% below previous 9 lows
10.4% above previous 10 highs, 8.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160908 Closing)
35.8% are above or equal to 9/7 close (1 days ago), 64.2% are below.
46.7% are above or equal to 9/6 close (2 days ago), 53.3% are below.
48.3% are above or equal to 9/2 close (3 days ago), 51.7% are below.
62.9% are above or equal to 9/1 close (4 days ago), 37.1% are below.
62.2% are above or equal to 8/31 close (5 days ago), 37.8% are below.
57.8% are above or equal to 8/30 close (6 days ago), 42.2% are below.
59.2% are above or equal to 8/29 close (7 days ago), 40.8% are below.
66.9% are above or equal to 8/26 close (8 days ago), 33.1% are below.
63.2% are above or equal to 8/25 close (9 days ago), 36.8% are below.
64.1% are above or equal to 8/24 close (10 days ago), 35.9% are below.
55.8% are above or equal to 8/23 close (11 days ago), 44.2% are below.
62.3% are above or equal to 8/22 close (12 days ago), 37.7% are below.
60.3% are above or equal to 8/19 close (13 days ago), 39.7% are below.
60.6% are above or equal to 8/18 close (14 days ago), 39.4% are below.
66.0% are above or equal to 8/17 close (15 days ago), 34.0% are below.
63.2% are above or equal to 8/16 close (16 days ago), 36.8% are below.
54.8% are above or equal to 8/15 close (17 days ago), 45.2% are below.
58.8% are above or equal to 8/12 close (18 days ago), 41.2% are below.
58.5% are above or equal to 8/11 close (19 days ago), 41.5% are below.
61.2% are above or equal to 8/10 close (20 days ago), 38.8% are below.
59.8% are above or equal to 8/9 close (21 days ago), 40.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160908 Closing)
20d: 14.2% new highs, 7.5% new lows
21d: 14.1% new highs, 7.4% new lows
42d: 10.9% new highs, 3.6% new lows
63d: 9.9% new highs, 1.7% new lows
126d: 7.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160908 Closing)
2-day: 35.1% above, 64.9% below
3-day: 41.0% above, 59.0% below
4-day: 43.7% above, 56.3% below
5-day: 50.8% above, 49.2% below
8-day: 55.8% above, 44.2% below
10-day: 59.7% above, 40.3% below
20-day: 61.1% above, 38.9% below
50-day: 64.6% above, 35.4% below
200-day: 77.5% above, 22.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160908 Closing)
ENER(87): 2.64% Top=SGY DO CRC RDC APA SWN ATW MUR ….. RSPP FANG SEP PXD PSXP PDCE QEP WPZ=Bottom (Energy)
TRAN(27): 0.49% Top=NAT KEX AAL UAL XPO DAL WERN SWFT ….. NSC CHRW EXPD CNI UPS HA SAVE CP=Bottom (Transportation)
HEAL(49): 0.24% Top=OPK EVHC AMSG ADPT GKOS ANTM CYH NUVA ….. HRC ESRX RMD ALGN LH ZLTQ MTD XRAY=Bottom (Health)
FINA(87): 0.09% Top=PYPL KKR ETFC CFG LAZ BOFI WETF GS ….. ARCC TROW NDAQ JNS SYF NSAM WU YRD=Bottom (Banks/Financials)
MATE(27): -0.15% Top=USCR DAR NCS WCN MTZ USG PWR WM ….. FLR LEN PHM EXP TOL VMC DHI TPH=Bottom (Materials & Construction)
DISV(48): -0.21% Top=KBR HRB VNTV XRS YY GEO ADS HRI ….. SBAC ULTA MAN ALLE ZG IILG G RBA=Bottom (Diversified Services)
MANU(33): -0.21% Top=DDD BWXT DOV AOS IR TEX ROP FLS ….. CFX ETN ENS ZBRA RS GNRC PNR DCI=Bottom (Manufacturing)
INSU(28): -0.23% Top=RDN MET L CNO LNC FNF FAF UNM ….. XL AON AFL CLGX PGR HIG TRV WLTW=Bottom (Insurance)
COHW(39): -0.27% Top=SYNA S SSYS BRCD LITE QCOM GIMO WDC ….. CSCO PSTG NTAP CCI FNSR ACIA CIEN AAPL=Bottom (Computer Hardware/Telecom)
ELEC(49): -0.50% Top=MSCC PI CSIQ MU BRKR AMBA NVDA HIMX ….. CREE OCLR MPWR TRMB ON SIMO SCTY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(68): -0.59% Top=TLRD FRAN WBA W PAG ASNA URBN RH ….. KSS GCO DDS SBH BID M FIVE TSCO=Bottom (Retail & Specialty Retail)
CHEM(25): -0.74% Top=CF MON FMC GPRE DOW DD WLK UNVR ….. CE MOS PPG PX EMN POT ALB HUN=Bottom (Chemicals/Fertilizers)
COSW(93): -0.77% Top=VRNT VMW TWLO HQY NTES JD MEET RP ….. FEYE DBD CSOD HPE CYBR CTSH TWTR SINA=Bottom (Computer Software/Internet)
META(27): -0.94% Top=FMSA CNX SLCA SCCO FCX AG CCJ STLD ….. PAAS SSRI NUE SWC RGLD ABX AEM X=Bottom (Metals & Mining)
LEIS(33): -1.12% Top=FRGI WYNN LVS MGM EXPE BYD SIX ARMK ….. GPRO ZOES EAT SHAK QSR BLMN PLAY SEAS=Bottom (Leisure)
REAL(93): -1.20% Top=SC RLGY EQC ARI OUT APLE WPG GPT ….. GLPI AVB PEB CPT AIV MPW UDR AMH=Bottom (Real Estate)
CONS(55): -1.32% Top=PAY GT BC VSTO EL PG ECL KS ….. UFS KATE COH DECK GIII LULU ENR WHR=Bottom (Consumer)

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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