daytrend

09/13/2016

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

Closing Stats
by daytrend on 20160913. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20160913 Closing)
3.5% of stocks are above yesterday’s high.
25.1% are above yesterday’s midpoint. (74.9% are below.)
33.3% are below yesterday’s low.
63.2% are inside yesterday’s range.
17.4% of stocks with today’s high > yesterday’s high. (82.6% less than).
51.7% of stocks with today’s low < yesterday’s low. (48.3% greater than).

EVIDENCE OF INTRADAY TREND (20160913 Closing)
18.7% of stocks are above today’s open. (80.8% are below).
5.3% of stocks are above today’s open and yesterday’s close.
80.3% are below both.
1.6% of stocks opened above yesterday’s high.
2.8% of stocks opened above yesterday’s close. (96.1% opened below yesterday’s close).
4.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160913 Closing)
0.8% of stocks are in the top 10% of today’s range.
4.1% are in the top 20%.
22.4% are in the top half. 77.6% of stocks are in the bottom half of today’s range.
29.5% are in the bottom 20%.
12.4% are in the bottom 10%.

GAIN (20160913 Closing)
6.3% of stocks are above yesterday’s close. (93.7% are below.)
0.2% are up 4.5% or more. 6.6% are down 4.5% or more.
0.4% are up 3.5% or more. 13.1% are down 3.5% or more.
20.3% are between +1% and -1%.

RSI on DAILY (20160913 Closing)
2-day: >=95:0.4%…>=90:0.9%…>=80:2.2%…>=50:9.0%…<=20:45.2%…<=10:18.3%…<=5:8.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:17.3%…<=20:2.9%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:25.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160913 Closing)
3.5% above previous 1 highs, 33.3% below previous 1 lows
1.9% above previous 2 highs, 32.6% below previous 2 lows
1.8% above previous 3 highs, 32.1% below previous 3 lows
1.3% above previous 4 highs, 30.8% below previous 4 lows
1.3% above previous 5 highs, 29.7% below previous 5 lows
1.3% above previous 6 highs, 28.7% below previous 6 lows
1.3% above previous 7 highs, 26.7% below previous 7 lows
1.3% above previous 8 highs, 26.2% below previous 8 lows
1.3% above previous 9 highs, 26.0% below previous 9 lows
1.2% above previous 10 highs, 25.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160913 Closing)
6.3% are above or equal to 9/12 close (1 days ago), 93.7% are below.
34.5% are above or equal to 9/9 close (2 days ago), 65.5% are below.
6.8% are above or equal to 9/8 close (3 days ago), 93.2% are below.
8.3% are above or equal to 9/7 close (4 days ago), 91.7% are below.
14.3% are above or equal to 9/6 close (5 days ago), 85.7% are below.
13.5% are above or equal to 9/2 close (6 days ago), 86.5% are below.
20.3% are above or equal to 9/1 close (7 days ago), 79.7% are below.
20.0% are above or equal to 8/31 close (8 days ago), 80.0% are below.
18.6% are above or equal to 8/30 close (9 days ago), 81.4% are below.
20.3% are above or equal to 8/29 close (10 days ago), 79.7% are below.
25.7% are above or equal to 8/26 close (11 days ago), 74.3% are below.
26.9% are above or equal to 8/25 close (12 days ago), 73.1% are below.
28.8% are above or equal to 8/24 close (13 days ago), 71.2% are below.
24.0% are above or equal to 8/23 close (14 days ago), 76.0% are below.
28.0% are above or equal to 8/22 close (15 days ago), 72.0% are below.
28.3% are above or equal to 8/19 close (16 days ago), 71.7% are below.
30.2% are above or equal to 8/18 close (17 days ago), 69.8% are below.
34.4% are above or equal to 8/17 close (18 days ago), 65.6% are below.
33.2% are above or equal to 8/16 close (19 days ago), 66.8% are below.
29.3% are above or equal to 8/15 close (20 days ago), 70.7% are below.
34.5% are above or equal to 8/12 close (21 days ago), 65.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160913 Closing)
20d: 2.5% new highs, 32.2% new lows
21d: 2.4% new highs, 31.2% new lows
42d: 1.8% new highs, 19.2% new lows
63d: 1.6% new highs, 8.5% new lows
126d: 1.0% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160913 Closing)
2-day: 5.9% above, 94.1% below
3-day: 16.0% above, 84.0% below
4-day: 9.4% above, 90.6% below
5-day: 8.0% above, 92.0% below
8-day: 9.9% above, 90.1% below
10-day: 11.1% above, 88.9% below
20-day: 19.5% above, 80.5% below
50-day: 38.9% above, 61.1% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160913 Closing)
LEIS(32): -0.91% Top=SIX SEAS CCL EAT RCL SONC WEN WYNN ….. EXPE FRGI BLMN YUM ZOES GPRO BYD PLAY=Bottom (Leisure)
ELEC(51): -0.98% Top=ISIL PI SWKS AVGO QRVO FLEX CAVM WAT ….. MU IPHI MTSI FSLR CSIQ HIMX SCTY SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -1.27% Top=HIG LNC TMK UNM MET BRO ALL FNF ….. FAF ORI MMC WLTW CNO AFL RDN MTG=Bottom (Insurance)
RETA(69): -1.37% Top=PAG TIF SIG BBY STMP CASY TSCO KR ….. JCP BLDR DKS NFLX TLRD GPS FRAN MIK=Bottom (Retail & Specialty Retail)
HEAL(55): -1.41% Top=ADPT OPK GKOS ZLTQ PINC DGX IRWD CPHD ….. THC BKD EVHC ANTM AMSG HWAY NVRO CYH=Bottom (Health)
CONS(55): -1.47% Top=KATE LULU BERY EPC FN UFS BMS NLS ….. UA PAY HAS COH SKX OI KS TPX=Bottom (Consumer)
DISV(48): -1.51% Top=XRS KBR GEO MYGN YY HRB BAH MA ….. ULTA ACM MAN IILG RRD HRI URI CAR=Bottom (Diversified Services)
COSW(96): -1.57% Top=TLND VIPS BOX TTWO NTES GRUB MDRX JD ….. SPLK CA ZEN DBD WB PAYC TWLO CMCM=Bottom (Computer Software/Internet)
COHW(38): -1.57% Top=PSTG AAPL ARRS FNSR WDC PANW ANET LITE ….. TDC BCE GIMO JNPR BRCD BBRY S ACIA=Bottom (Computer Hardware/Telecom)
TRAN(28): -1.72% Top=JBLU CSX KNX JBHT SWFT HA AIRM EXPD ….. CNI KSU DAL NAT AAL KEX UAL XPO=Bottom (Transportation)
FINA(86): -1.76% Top=PYPL BOFI FITB CME ACAS NDAQ FHN HBHC ….. ARCC WFC BEN LM YRD WDR IVZ NAVI=Bottom (Banks/Financials)
MATE(27): -1.93% Top=USG RSG FAST MLM SRCL WCN WM KBH ….. TOL DY DAR WY CAA NCS TPH SUM=Bottom (Materials & Construction)
MANU(38): -2.10% Top=ROK XYL SNA BDC ZBRA SWK ROP AME ….. ETN CFX RS PNR TKR MRC TEX ATI=Bottom (Manufacturing)
REAL(96): -2.61% Top=NRZ AGNC SHO ARI CIM MFA HST NLY ….. NRF KRC SC ARE CLI TREE WPG CBL=Bottom (Real Estate)
CHEM(28): -2.65% Top=PX MON RPM EMN GRA DD PPG DOW ….. KRA WLK POT PAH CC AGU CF HUN=Bottom (Chemicals/Fertilizers)
ENER(89): -4.09% Top=WNR CVI PBF DK APC WNRL TSO VLO ….. CWEI MRO MUR SN LPI NBR CRC HK=Bottom (Energy)
META(27): -4.46% Top=SCCO ABX AA SLCA AEM TCK STLD NEM ….. SSRI FMSA PAAS X FSM CDE FCX CNX=Bottom (Metals & Mining)

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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