daytrend

09/12/2016

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

Closing Stats
by daytrend on 20160912. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 879.

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

COMPARED TO YESTERDAY’S RANGE (20160912 Closing)
14.9% of stocks are above yesterday’s high.
52.9% are above yesterday’s midpoint. (47.1% are below.)
7.4% are below yesterday’s low.
77.7% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
92.5% of stocks with today’s low < yesterday’s low. (7.5% greater than).

EVIDENCE OF INTRADAY TREND (20160912 Closing)
96.0% of stocks are above today’s open. (3.6% are below).
87.7% of stocks are above today’s open and yesterday’s close.
3.2% are below both.
0.5% of stocks opened above yesterday’s high.
5.6% of stocks opened above yesterday’s close. (93.6% opened below yesterday’s close).
79.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160912 Closing)
38.9% of stocks are in the top 10% of today’s range.
73.4% are in the top 20%.
96.5% are in the top half. 3.5% of stocks are in the bottom half of today’s range.
0.7% are in the bottom 20%.
0.2% are in the bottom 10%.

GAIN (20160912 Closing)
89.1% of stocks are above yesterday’s close. (10.9% are below.)
1.7% are up 4.5% or more. 0.0% are down 4.5% or more.
3.5% are up 3.5% or more. 0.0% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20160912 Closing)
2-day: >=95:1.0%…>=90:2.2%…>=80:4.9%…>=50:42.1%…<=20:13.0%…<=10:5.8%…<=5:2.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:36.9%…<=20:1.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:43.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160912 Closing)
14.9% above previous 1 highs, 7.4% below previous 1 lows
5.3% above previous 2 highs, 6.9% below previous 2 lows
4.2% above previous 3 highs, 6.3% below previous 3 lows
3.3% above previous 4 highs, 5.3% below previous 4 lows
3.0% above previous 5 highs, 4.6% below previous 5 lows
2.6% above previous 6 highs, 3.4% below previous 6 lows
2.3% above previous 7 highs, 3.4% below previous 7 lows
2.2% above previous 8 highs, 3.1% below previous 8 lows
1.8% above previous 9 highs, 3.1% below previous 9 lows
1.8% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160912 Closing)
89.1% are above or equal to 9/9 close (1 days ago), 10.9% are below.
16.3% are above or equal to 9/8 close (2 days ago), 83.7% are below.
18.4% are above or equal to 9/7 close (3 days ago), 81.6% are below.
25.6% are above or equal to 9/6 close (4 days ago), 74.4% are below.
26.7% are above or equal to 9/2 close (5 days ago), 73.3% are below.
36.5% are above or equal to 9/1 close (6 days ago), 63.5% are below.
37.7% are above or equal to 8/31 close (7 days ago), 62.3% are below.
34.2% are above or equal to 8/30 close (8 days ago), 65.8% are below.
36.5% are above or equal to 8/29 close (9 days ago), 63.5% are below.
43.8% are above or equal to 8/26 close (10 days ago), 56.2% are below.
42.2% are above or equal to 8/25 close (11 days ago), 57.8% are below.
43.9% are above or equal to 8/24 close (12 days ago), 56.1% are below.
37.2% are above or equal to 8/23 close (13 days ago), 62.8% are below.
43.0% are above or equal to 8/22 close (14 days ago), 57.0% are below.
42.1% are above or equal to 8/19 close (15 days ago), 57.9% are below.
43.2% are above or equal to 8/18 close (16 days ago), 56.8% are below.
46.9% are above or equal to 8/17 close (17 days ago), 53.1% are below.
46.2% are above or equal to 8/16 close (18 days ago), 53.8% are below.
39.6% are above or equal to 8/15 close (19 days ago), 60.4% are below.
45.8% are above or equal to 8/12 close (20 days ago), 54.2% are below.
45.8% are above or equal to 8/11 close (21 days ago), 54.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160912 Closing)
20d: 2.6% new highs, 43.0% new lows
21d: 2.6% new highs, 41.2% new lows
42d: 2.0% new highs, 22.4% new lows
63d: 2.0% new highs, 7.2% new lows
126d: 0.9% new highs, 4.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160912 Closing)
2-day: 88.3% above, 11.7% below
3-day: 42.4% above, 57.6% below
4-day: 29.6% above, 70.4% below
5-day: 26.8% above, 73.2% below
8-day: 28.4% above, 71.6% below
10-day: 29.6% above, 70.4% below
20-day: 37.4% above, 62.6% below
50-day: 51.3% above, 48.7% below
200-day: 75.1% above, 24.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160912 Closing)
META(26): 2.31% Top=FCX SSRI RGLD AEM FSM GG SWC PAAS ….. FNV CMC ABX STLD AG CCJ CDE CNX=Bottom (Metals & Mining)
ELEC(50): 2.07% Top=HIMX SCTY NPTN CAVM PI AMBA IPHI MSCC ….. FSLR GLW FLEX MXL SIMO CSIQ MLNX CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.72% Top=IR ATI KMT ITT EMR XYL TEX ETN ….. MRC PNR ZBRA DCI DE RS SNA BWXT=Bottom (Manufacturing)
COHW(38): 1.68% Top=ACIA S GIMO PSTG HPQ TMUS QCOM LVLT ….. CCI CTL BCE COMM BBRY INFN SSYS BRCD=Bottom (Computer Hardware/Telecom)
HEAL(54): 1.57% Top=GKOS THC NVRO HWAY PRAH XRAY HRC BKD ….. NUVA PINC RMD MOH VWR LPNT DXCM CPHD=Bottom (Health)
LEIS(33): 1.54% Top=WYNN WEN DPZ GPRO DRI MAR RCL LVS ….. CMG SEAS BYD QSR FRGI ARMK PLAY ZOES=Bottom (Leisure)
TRAN(28): 1.51% Top=JBLU XPO JBHT CSX KNX SAVE ODFL DAL ….. KSU CNI UPS SWFT WAB TRN CHRW AAL=Bottom (Transportation)
MATE(27): 1.39% Top=EXP VMC SUM USG MLM KBH WY CAA ….. DAR OC DY FAST WCN PWR MTZ USCR=Bottom (Materials & Construction)
CONS(55): 1.31% Top=GT HBI NLS CL FN CRI UA PG ….. FBHS CHD GIII NWL BLL HAS EPC PAY=Bottom (Consumer)
DISV(48): 1.25% Top=YY ADS MYGN DV SCOR URI VNTV V ….. HRI KBR SERV TMH TRU RRD XRS CAR=Bottom (Diversified Services)
COSW(95): 1.25% Top=NTES BOX TRIP EPAY CMCM ATVI TEAM XRX ….. TWTR FEYE CRM TSS ROVI ATHM RP DATA=Bottom (Computer Software/Internet)
FINA(85): 1.20% Top=YRD WETF WDR KEY IVZ AMG ETFC BEN ….. TD UMPQ FNB VLY HBHC EWBC WFC PSEC=Bottom (Banks/Financials)
RETA(68): 1.15% Top=BZUN GCO AN BID KMX NFLX ASNA PAG ….. CASY GME RH DSW WFM SFM FINL KR=Bottom (Retail & Specialty Retail)
INSU(28): 1.06% Top=WLTW HIG AJG AON MMC BRO CINF AFL ….. LNC UNM AIG TMK FNF AGO XL CLGX=Bottom (Insurance)
REAL(94): 1.05% Top=LGIH CSAL KRC SLG SUI ARE CBG BXP ….. EQC LHO RLJ CBL CUBE DDR EXR WPG=Bottom (Real Estate)
ENER(87): 0.81% Top=PBF CWEI WNR CRC DK TSO NOV MPC ….. NFX CRZO MRO CVE OKS PSXP SXL ETP=Bottom (Energy)
CHEM(26): 0.58% Top=CC FMC CF PPG SHW UNVR CE GPRE ….. WLK DD APD MEOH AXTA DOW POT AGU=Bottom (Chemicals/Fertilizers)

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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