daytrend

09/14/2016

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

Closing Stats
by daytrend on 20160914. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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

COMPARED TO YESTERDAY’S RANGE (20160914 Closing)
8.5% of stocks are above yesterday’s high.
28.1% are above yesterday’s midpoint. (71.9% are below.)
28.1% are below yesterday’s low.
63.4% are inside yesterday’s range.
26.2% of stocks with today’s high > yesterday’s high. (73.8% less than).
55.5% of stocks with today’s low < yesterday’s low. (44.5% greater than).

EVIDENCE OF INTRADAY TREND (20160914 Closing)
39.1% of stocks are above today’s open. (59.9% are below).
34.8% of stocks are above today’s open and yesterday’s close.
52.7% are below both.
2.2% of stocks opened above yesterday’s high.
52.1% of stocks opened above yesterday’s close. (41.9% opened below yesterday’s close).
5.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160914 Closing)
4.5% of stocks are in the top 10% of today’s range.
9.7% are in the top 20%.
33.5% are in the top half. 66.5% of stocks are in the bottom half of today’s range.
25.9% are in the bottom 20%.
9.5% are in the bottom 10%.

GAIN (20160914 Closing)
43.1% of stocks are above yesterday’s close. (56.9% are below.)
1.1% are up 4.5% or more. 1.0% are down 4.5% or more.
2.0% are up 3.5% or more. 1.8% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20160914 Closing)
2-day: >=95:0.7%…>=90:1.8%…>=80:4.1%…>=50:16.4%…<=20:45.5%…<=10:20.5%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.7%…>=50:17.1%…<=20:2.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:22.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160914 Closing)
8.5% above previous 1 highs, 28.1% below previous 1 lows
6.1% above previous 2 highs, 20.8% below previous 2 lows
4.2% above previous 3 highs, 20.4% below previous 3 lows
3.0% above previous 4 highs, 20.1% below previous 4 lows
2.3% above previous 5 highs, 19.8% below previous 5 lows
2.1% above previous 6 highs, 18.8% below previous 6 lows
2.0% above previous 7 highs, 18.1% below previous 7 lows
2.0% above previous 8 highs, 17.1% below previous 8 lows
2.0% above previous 9 highs, 16.7% below previous 9 lows
1.9% above previous 10 highs, 16.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160914 Closing)
43.1% are above or equal to 9/13 close (1 days ago), 56.9% are below.
10.7% are above or equal to 9/12 close (2 days ago), 89.3% are below.
32.9% are above or equal to 9/9 close (3 days ago), 67.1% are below.
9.0% are above or equal to 9/8 close (4 days ago), 91.0% are below.
9.7% are above or equal to 9/7 close (5 days ago), 90.3% are below.
13.2% are above or equal to 9/6 close (6 days ago), 86.8% are below.
13.1% are above or equal to 9/2 close (7 days ago), 86.9% are below.
18.4% are above or equal to 9/1 close (8 days ago), 81.6% are below.
19.4% are above or equal to 8/31 close (9 days ago), 80.6% are below.
17.1% are above or equal to 8/30 close (10 days ago), 82.9% are below.
19.3% are above or equal to 8/29 close (11 days ago), 80.7% are below.
23.7% are above or equal to 8/26 close (12 days ago), 76.3% are below.
23.7% are above or equal to 8/25 close (13 days ago), 76.3% are below.
25.7% are above or equal to 8/24 close (14 days ago), 74.3% are below.
21.4% are above or equal to 8/23 close (15 days ago), 78.6% are below.
26.2% are above or equal to 8/22 close (16 days ago), 73.8% are below.
26.3% are above or equal to 8/19 close (17 days ago), 73.7% are below.
28.0% are above or equal to 8/18 close (18 days ago), 72.0% are below.
32.4% are above or equal to 8/17 close (19 days ago), 67.6% are below.
30.6% are above or equal to 8/16 close (20 days ago), 69.4% are below.
27.3% are above or equal to 8/15 close (21 days ago), 72.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160914 Closing)
20d: 2.8% new highs, 28.8% new lows
21d: 2.6% new highs, 28.1% new lows
42d: 2.1% new highs, 16.5% new lows
63d: 2.0% new highs, 7.6% new lows
126d: 1.6% new highs, 3.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160914 Closing)
2-day: 41.5% above, 58.5% below
3-day: 17.1% above, 82.9% below
4-day: 22.2% above, 77.8% below
5-day: 13.4% above, 86.6% below
8-day: 11.2% above, 88.8% below
10-day: 12.2% above, 87.8% below
20-day: 17.4% above, 82.6% below
50-day: 36.4% above, 63.6% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160914 Closing)
COHW(39): 0.78% Top=GIMO PSTG VG FNSR AAPL ANET LITE BRCD ….. LVLT WDC S ZAYO MSI CIEN INFN ACIA=Bottom (Computer Hardware/Telecom)
ELEC(52): 0.47% Top=AMD OCLR SWKS CRUS JBL PI AVGO IDTI ….. GRMN CREE SIMO SCTY KEYS FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.38% Top=WYNN LVS GPRO SEAS MGM CCL ZOES SIX ….. SONC CAKE EAT BLMN TXRH WEN DRI CMG=Bottom (Leisure)
REAL(95): 0.34% Top=SRC CBL OFC EQR AVB UDR NRZ CUZ ….. AMH LGIH CLI DLR ESRT EQC CBG TREE=Bottom (Real Estate)
CHEM(28): 0.17% Top=CC FMC HUN KRA GPRE CE SHW DOW ….. UNVR POT AXTA PX OLN MEOH GRA MOS=Bottom (Chemicals/Fertilizers)
DISV(49): 0.13% Top=YY MYGN CXW URI CAR DV R HRI ….. SCOR IILG RHI INFO JEC AHS TMH KBR=Bottom (Diversified Services)
META(27): 0.06% Top=TCK SSRI SLCA FMSA SLW SCCO PAAS CCJ ….. CNX AGI ABX NEM AA NUE FSM FCX=Bottom (Metals & Mining)
HEAL(55): -0.01% Top=IRWD ZLTQ GKOS TMO HWAY OPK BKD PODD ….. ANTM LPNT HCA ACHC THC MD EVHC AMSG=Bottom (Health)
RETA(69): -0.04% Top=W TIF BABA TLRD DLTR M SBH FIVE ….. ASNA CASY CORE WBA CVS OLLI MELI STMP=Bottom (Retail & Specialty Retail)
MANU(38): -0.05% Top=DDD HON ATI KMT CAT CMI BDC SNA ….. ROP TEX AME DOV RS TKR CFX ZBRA=Bottom (Manufacturing)
COSW(96): -0.06% Top=WB EVH SINA WBMD RHT TWTR NTES AZPN ….. TRIP JD SABR CHKP DOX FEYE DBD WUBA=Bottom (Computer Software/Internet)
MATE(28): -0.27% Top=USCR DY MAS NCS CAA WCN DHI PHM ….. VMC PWR OC EXP BECN FLR USG DAR=Bottom (Materials & Construction)
TRAN(28): -0.37% Top=XPO JBHT CSX SWFT KNX KEX ODFL KSU ….. DAL SAVE UAL NAT HA AIRM ALK AAL=Bottom (Transportation)
CONS(54): -0.40% Top=FN KATE KS NWL CRI FL HBI LULU ….. FBHS WRK GIII VSTO WHR WWW FOSL COH=Bottom (Consumer)
INSU(29): -0.50% Top=PRU FAF TMK MTG AFL HIG AIG XL ….. ALL PGR AXS CINF BRO ORI L FNF=Bottom (Insurance)
FINA(87): -0.57% Top=ETFC NSAM FITB SYF PSEC FII EFX STT ….. UMPQ UBSI AXP JNS ASB CATY NAVI NYCB=Bottom (Banks/Financials)
ENER(90): -1.57% Top=CWEI ETP REN OKS SE MDU SEP EEP ….. RRC WLL LPI OAS HFC WNR PBF CVI=Bottom (Energy)

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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