daytrend

09/15/2016

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

Closing Stats
by daytrend on 20160915. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 900.

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

COMPARED TO YESTERDAY’S RANGE (20160915 Closing)
43.1% of stocks are above yesterday’s high.
75.3% are above yesterday’s midpoint. (24.7% are below.)
3.8% are below yesterday’s low.
53.1% are inside yesterday’s range.
62.0% of stocks with today’s high > yesterday’s high. (38.0% less than).
36.4% of stocks with today’s low < yesterday’s low. (63.6% greater than).

EVIDENCE OF INTRADAY TREND (20160915 Closing)
87.6% of stocks are above today’s open. (11.9% are below).
84.6% of stocks are above today’s open and yesterday’s close.
8.8% are below both.
3.0% of stocks opened above yesterday’s high.
40.0% of stocks opened above yesterday’s close. (52.3% opened below yesterday’s close).
9.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160915 Closing)
18.3% of stocks are in the top 10% of today’s range.
43.8% are in the top 20%.
83.7% are in the top half. 16.3% of stocks are in the bottom half of today’s range.
3.2% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20160915 Closing)
88.1% of stocks are above yesterday’s close. (11.9% are below.)
2.8% are up 4.5% or more. 0.2% are down 4.5% or more.
5.3% are up 3.5% or more. 0.2% are down 3.5% or more.
47.8% are between +1% and -1%.

RSI on DAILY (20160915 Closing)
2-day: >=95:2.3%…>=90:6.0%…>=80:15.9%…>=50:61.8%…<=20:10.8%…<=10:4.7%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:31.7%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:36.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160915 Closing)
43.1% above previous 1 highs, 3.8% below previous 1 lows
25.4% above previous 2 highs, 3.2% below previous 2 lows
17.9% above previous 3 highs, 2.9% below previous 3 lows
12.1% above previous 4 highs, 2.9% below previous 4 lows
8.9% above previous 5 highs, 2.9% below previous 5 lows
7.1% above previous 6 highs, 2.8% below previous 6 lows
6.0% above previous 7 highs, 2.7% below previous 7 lows
5.6% above previous 8 highs, 2.7% below previous 8 lows
5.6% above previous 9 highs, 2.6% below previous 9 lows
5.4% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160915 Closing)
88.1% are above or equal to 9/14 close (1 days ago), 11.9% are below.
72.6% are above or equal to 9/13 close (2 days ago), 27.4% are below.
29.8% are above or equal to 9/12 close (3 days ago), 70.2% are below.
52.2% are above or equal to 9/9 close (4 days ago), 47.8% are below.
17.4% are above or equal to 9/8 close (5 days ago), 82.6% are below.
17.6% are above or equal to 9/7 close (6 days ago), 82.4% are below.
20.7% are above or equal to 9/6 close (7 days ago), 79.3% are below.
20.4% are above or equal to 9/2 close (8 days ago), 79.6% are below.
27.2% are above or equal to 9/1 close (9 days ago), 72.8% are below.
28.6% are above or equal to 8/31 close (10 days ago), 71.4% are below.
26.6% are above or equal to 8/30 close (11 days ago), 73.4% are below.
27.1% are above or equal to 8/29 close (12 days ago), 72.9% are below.
32.0% are above or equal to 8/26 close (13 days ago), 68.0% are below.
32.3% are above or equal to 8/25 close (14 days ago), 67.7% are below.
34.6% are above or equal to 8/24 close (15 days ago), 65.4% are below.
29.7% are above or equal to 8/23 close (16 days ago), 70.3% are below.
34.8% are above or equal to 8/22 close (17 days ago), 65.2% are below.
34.2% are above or equal to 8/19 close (18 days ago), 65.8% are below.
35.3% are above or equal to 8/18 close (19 days ago), 64.7% are below.
39.4% are above or equal to 8/17 close (20 days ago), 60.6% are below.
39.0% are above or equal to 8/16 close (21 days ago), 61.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160915 Closing)
20d: 6.3% new highs, 17.0% new lows
21d: 6.0% new highs, 16.8% new lows
42d: 5.0% new highs, 11.1% new lows
63d: 4.9% new highs, 4.7% new lows
126d: 3.8% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160915 Closing)
2-day: 87.6% above, 12.4% below
3-day: 80.2% above, 19.8% below
4-day: 55.4% above, 44.6% below
5-day: 54.3% above, 45.7% below
8-day: 29.0% above, 71.0% below
10-day: 25.8% above, 74.2% below
20-day: 28.1% above, 71.9% below
50-day: 42.6% above, 57.4% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160915 Closing)
ELEC(52): 2.23% Top=FIT CRUS SWKS CAVM JBL MXL NVDA ON ….. MPWR BRKR CREE HIMX FLEX CSIQ ISIL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 1.66% Top=GIMO S AAPL ARRS BRCD COMM SYNA TMUS ….. MSI FNSR PSTG CIEN BBRY PANW CCI CTL=Bottom (Computer Hardware/Telecom)
ENER(90): 1.27% Top=REN DO HFC WNR RICE SGY MPC PBF ….. SN ETP MMP QEP LPI PAGP OKS HK=Bottom (Energy)
COSW(97): 1.24% Top=LC NOW VIPS CSC HPE EA TLND ADSK ….. NUAN AKAM IMS GRUB SYNT CYBR CSRA WUBA=Bottom (Computer Software/Internet)
HEAL(56): 1.22% Top=GKOS IRWD BAX PRAH NUVA NVRO PKI PODD ….. ESRX LPNT INCR EVHC AMSG CYH THC ACHC=Bottom (Health)
MANU(39): 1.21% Top=TEX ZBRA DDD GNRC CFX TKR BWXT AOS ….. PNR AME ETN GE IR ATI DCI SEDG=Bottom (Manufacturing)
CONS(55): 1.18% Top=GT OI DECK FN NLS HAR GPK BERY ….. RL HBI HAS CLX MAT LULU EPC VFC=Bottom (Consumer)
FINA(87): 1.15% Top=WETF AMTD ETFC LPLA BOFI SCHW PYPL PACW ….. WU OZRK MTB HBAN VLY WFC NYCB HAWK=Bottom (Banks/Financials)
RETA(69): 1.13% Top=JCP JWN SFM TIF GCO HIBB DKS FRAN ….. DDS ORLY BLDR SIG RH AAP SBH STMP=Bottom (Retail & Specialty Retail)
DISV(49): 1.06% Top=XRS GPN BLOX AHS CAR MYGN LDOS JEC ….. GEO SCOR SBAC FDC G RRD YY ULTA=Bottom (Diversified Services)
INSU(29): 1.03% Top=WLTW CLGX LNC MET UNM FNF AFSI BRO ….. ALL RDN L XL MTG TMK AXS ORI=Bottom (Insurance)
META(26): 1.01% Top=TCK CNX ABX SLCA CCJ CMC CDE STLD ….. SCCO FMSA FCX SSRI TAHO AGI X AG=Bottom (Metals & Mining)
TRAN(28): 0.90% Top=XPO SWFT CNI JBLU ODFL AIRM KNX JBHT ….. ALK UNP UPS CHRW AAL SAVE KSU NAT=Bottom (Transportation)
MATE(28): 0.85% Top=USCR SUM TOL NCS MTZ FAST DHI PWR ….. EXP WM MLM SRCL TPH BECN DY CAA=Bottom (Materials & Construction)
LEIS(33): 0.79% Top=GPRO WEN SIX PLAY WYN TXRH WYNN ARMK ….. BLMN CAKE HLT CMG SEAS RCL EAT ZOES=Bottom (Leisure)
CHEM(27): 0.48% Top=WLK KRA FMC ALB AGU EMN PX OLN ….. SHW CF POT GPRE APD HUN MON PAH=Bottom (Chemicals/Fertilizers)
REAL(96): 0.43% Top=CBG GPT CSAL LGIH BXMT BAM NRF CLNY ….. NRZ ARI SUI HST PLD OHI OFC PDM=Bottom (Real Estate)

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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