daytrend

09/21/2016

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

Closing Stats
by daytrend on 20160921. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 926.

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

COMPARED TO YESTERDAY’S RANGE (20160921 Closing)
49.9% of stocks are above yesterday’s high.
78.1% are above yesterday’s midpoint. (21.9% are below.)
5.0% are below yesterday’s low.
45.1% are inside yesterday’s range.
63.9% of stocks with today’s high > yesterday’s high. (36.1% less than).
43.0% of stocks with today’s low < yesterday’s low. (57.0% greater than).

EVIDENCE OF INTRADAY TREND (20160921 Closing)
82.3% of stocks are above today’s open. (17.1% are below).
81.6% of stocks are above today’s open and yesterday’s close.
6.6% are below both.
12.3% of stocks opened above yesterday’s high.
87.4% of stocks opened above yesterday’s close. (10.5% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160921 Closing)
44.1% of stocks are in the top 10% of today’s range.
67.0% are in the top 20%.
91.0% are in the top half. 9.0% of stocks are in the bottom half of today’s range.
0.9% are in the bottom 20%.
0.0% are in the bottom 10%.

GAIN (20160921 Closing)
92.9% of stocks are above yesterday’s close. (7.1% are below.)
6.2% are up 4.5% or more. 0.2% are down 4.5% or more.
10.6% are up 3.5% or more. 0.5% are down 3.5% or more.
35.7% are between +1% and -1%.

RSI on DAILY (20160921 Closing)
2-day: >=95:12.9%…>=90:26.7%…>=80:51.0%…>=50:84.0%…<=20:5.4%…<=10:2.3%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:54.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:51.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160921 Closing)
49.9% above previous 1 highs, 5.0% below previous 1 lows
40.2% above previous 2 highs, 3.9% below previous 2 lows
38.1% above previous 3 highs, 3.5% below previous 3 lows
35.9% above previous 4 highs, 2.5% below previous 4 lows
33.8% above previous 5 highs, 2.3% below previous 5 lows
28.9% above previous 6 highs, 2.2% below previous 6 lows
22.8% above previous 7 highs, 2.1% below previous 7 lows
16.3% above previous 8 highs, 2.1% below previous 8 lows
10.4% above previous 9 highs, 2.1% below previous 9 lows
8.9% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160921 Closing)
92.9% are above or equal to 9/20 close (1 days ago), 7.1% are below.
76.6% are above or equal to 9/19 close (2 days ago), 23.4% are below.
78.8% are above or equal to 9/16 close (3 days ago), 21.2% are below.
68.0% are above or equal to 9/15 close (4 days ago), 32.0% are below.
81.9% are above or equal to 9/14 close (5 days ago), 18.1% are below.
75.9% are above or equal to 9/13 close (6 days ago), 24.1% are below.
50.1% are above or equal to 9/12 close (7 days ago), 49.9% are below.
65.1% are above or equal to 9/9 close (8 days ago), 34.9% are below.
32.8% are above or equal to 9/8 close (9 days ago), 67.2% are below.
29.4% are above or equal to 9/7 close (10 days ago), 70.6% are below.
32.0% are above or equal to 9/6 close (11 days ago), 68.0% are below.
32.9% are above or equal to 9/2 close (12 days ago), 67.1% are below.
40.7% are above or equal to 9/1 close (13 days ago), 59.3% are below.
40.3% are above or equal to 8/31 close (14 days ago), 59.7% are below.
37.0% are above or equal to 8/30 close (15 days ago), 63.0% are below.
37.7% are above or equal to 8/29 close (16 days ago), 62.3% are below.
44.0% are above or equal to 8/26 close (17 days ago), 56.0% are below.
42.5% are above or equal to 8/25 close (18 days ago), 57.5% are below.
44.3% are above or equal to 8/24 close (19 days ago), 55.7% are below.
37.9% are above or equal to 8/23 close (20 days ago), 62.1% are below.
41.5% are above or equal to 8/22 close (21 days ago), 58.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160921 Closing)
20d: 8.2% new highs, 10.3% new lows
21d: 8.1% new highs, 9.9% new lows
42d: 5.9% new highs, 6.9% new lows
63d: 5.6% new highs, 3.7% new lows
126d: 5.3% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160921 Closing)
2-day: 92.3% above, 7.7% below
3-day: 84.3% above, 15.7% below
4-day: 82.6% above, 17.4% below
5-day: 79.5% above, 20.5% below
8-day: 75.6% above, 24.4% below
10-day: 68.1% above, 31.9% below
20-day: 45.6% above, 54.4% below
50-day: 48.6% above, 51.4% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160921 Closing)
META(29): 5.81% Top=AGI RGLD AG ABX SLW X NEM SSRI ….. FMSA CMC NUE TCK STLD AA CCJ SCCO=Bottom (Metals & Mining)
ENER(92): 3.32% Top=CRC WLL SN OAS MTDR CWEI SM QEP ….. XOM PSX VLO GPOR PBF CVRR HFC CVI=Bottom (Energy)
COHW(42): 1.96% Top=ACIA JNPR GIMO STX VG WDC TMUS HPQ ….. MSI BRCD HRS LVLT CTL AAPL PANW COMM=Bottom (Computer Hardware/Telecom)
CHEM(28): 1.83% Top=HUN MEOH CC ALB OLN FMC PAH KRA ….. MOS AGU DD DOW PX GRA ASH CF=Bottom (Chemicals/Fertilizers)
COSW(96): 1.71% Top=TWLO ADBE TEAM BIDU NUAN SHOP ADSK CSC ….. TRI DOX LC JD GWRE N CALD TIVO=Bottom (Computer Software/Internet)
MANU(39): 1.59% Top=ATI ZBRA KMT RS IR DOV MRC TKR ….. HON DE GE TTC ITW SWK SEDG MHK=Bottom (Manufacturing)
MATE(30): 1.53% Top=SUM BECN PWR EXP VMC MTZ MLM USG ….. FAST PHM APOG AWI TOL OC LEN FIX=Bottom (Materials & Construction)
ELEC(54): 1.44% Top=MU MXL PI OCLR NVDA CSIQ MRVL FLEX ….. TXN SIMO CRUS FSLR SCTY TTMI MTSI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): 1.26% Top=FDX XPO NAT TRN CP CNI CSX UNP ….. KSU KNX JBHT UAL WERN JBLU SWFT AAL=Bottom (Transportation)
DISV(52): 1.24% Top=GEO ZG CAR ULTA VNTV GPN RRD MAN ….. SCOR URI XRS ROL MYGN CXW SERV FDC=Bottom (Diversified Services)
INSU(31): 1.18% Top=WLTW XL AGO AXS AON MET LNC AIZ ….. UNM MTG WRB PGR ORI AIG CNO AFSI=Bottom (Insurance)
HEAL(56): 1.15% Top=PODD ADPT IRWD MOH TMO NVRO ANTM EVHC ….. HLS UHS BCR HWAY NUVA ACHC THC CYH=Bottom (Health)
CONS(56): 1.13% Top=KS FOSL FN BC UA GIII UFS PKG ….. RL KATE SEE CRI LULU PG COTY SKX=Bottom (Consumer)
REAL(99): 1.09% Top=PGRE LGIH SNH GPT OHI ARE DRH DOC ….. AMH CIM OUT NRZ HST SC CBL CPT=Bottom (Real Estate)
RETA(65): 1.04% Top=ETSY BABA MELI CPRT OLLI M DDS STMP ….. WBA GPS ANF AN KR TLRD KMX NFLX=Bottom (Retail & Specialty Retail)
LEIS(35): 0.81% Top=GPRO CAKE ISLE DRI DNKN SEAS SBUX PLAY ….. HLT PNRA WEN CMG WYNN RCL CCL TXRH=Bottom (Leisure)
FINA(93): 0.55% Top=LM BEN WU CIT COF STT BX PFG ….. BOFI OMF BKU WFC OZRK YRD NAVI WETF=Bottom (Banks/Financials)

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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