daytrend

09/22/2016

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

Closing Stats
by daytrend on 20160922. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 932.

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

COMPARED TO YESTERDAY’S RANGE (20160922 Closing)
68.3% of stocks are above yesterday’s high.
90.7% are above yesterday’s midpoint. (9.3% are below.)
1.7% are below yesterday’s low.
29.9% are inside yesterday’s range.
91.8% of stocks with today’s high > yesterday’s high. (8.2% less than).
4.7% of stocks with today’s low < yesterday’s low. (95.3% greater than).

EVIDENCE OF INTRADAY TREND (20160922 Closing)
60.2% of stocks are above today’s open. (38.8% are below).
59.7% of stocks are above today’s open and yesterday’s close.
17.6% are below both.
75.3% of stocks opened above yesterday’s high.
95.4% of stocks opened above yesterday’s close. (3.6% opened below yesterday’s close).
0.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160922 Closing)
12.9% of stocks are in the top 10% of today’s range.
28.0% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
13.8% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20160922 Closing)
81.8% of stocks are above yesterday’s close. (18.2% are below.)
1.7% are up 4.5% or more. 0.4% are down 4.5% or more.
4.1% are up 3.5% or more. 0.4% are down 3.5% or more.
47.6% are between +1% and -1%.

RSI on DAILY (20160922 Closing)
2-day: >=95:23.9%…>=90:43.2%…>=80:67.9%…>=50:89.2%…<=20:2.5%…<=10:1.3%…<=5:0.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:71.8%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:66.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160922 Closing)
68.3% above previous 1 highs, 1.7% below previous 1 lows
60.8% above previous 2 highs, 1.4% below previous 2 lows
53.3% above previous 3 highs, 1.0% below previous 3 lows
51.8% above previous 4 highs, 0.6% below previous 4 lows
50.5% above previous 5 highs, 0.5% below previous 5 lows
47.5% above previous 6 highs, 0.2% below previous 6 lows
43.2% above previous 7 highs, 0.2% below previous 7 lows
37.1% above previous 8 highs, 0.1% below previous 8 lows
27.7% above previous 9 highs, 0.1% below previous 9 lows
18.0% above previous 10 highs, 0.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160922 Closing)
81.8% are above or equal to 9/21 close (1 days ago), 18.2% are below.
93.3% are above or equal to 9/20 close (2 days ago), 6.7% are below.
85.7% are above or equal to 9/19 close (3 days ago), 14.3% are below.
85.5% are above or equal to 9/16 close (4 days ago), 14.5% are below.
78.4% are above or equal to 9/15 close (5 days ago), 21.6% are below.
87.6% are above or equal to 9/14 close (6 days ago), 12.4% are below.
83.6% are above or equal to 9/13 close (7 days ago), 16.4% are below.
62.2% are above or equal to 9/12 close (8 days ago), 37.8% are below.
73.0% are above or equal to 9/9 close (9 days ago), 27.0% are below.
40.7% are above or equal to 9/8 close (10 days ago), 59.3% are below.
36.3% are above or equal to 9/7 close (11 days ago), 63.7% are below.
40.6% are above or equal to 9/6 close (12 days ago), 59.4% are below.
39.8% are above or equal to 9/2 close (13 days ago), 60.2% are below.
49.8% are above or equal to 9/1 close (14 days ago), 50.2% are below.
48.9% are above or equal to 8/31 close (15 days ago), 51.1% are below.
46.4% are above or equal to 8/30 close (16 days ago), 53.6% are below.
45.8% are above or equal to 8/29 close (17 days ago), 54.2% are below.
52.1% are above or equal to 8/26 close (18 days ago), 47.9% are below.
50.5% are above or equal to 8/25 close (19 days ago), 49.5% are below.
53.1% are above or equal to 8/24 close (20 days ago), 46.9% are below.
45.3% are above or equal to 8/23 close (21 days ago), 54.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160922 Closing)
20d: 17.1% new highs, 1.0% new lows
21d: 16.6% new highs, 0.9% new lows
42d: 11.7% new highs, 0.6% new lows
63d: 11.2% new highs, 0.3% new lows
126d: 9.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160922 Closing)
2-day: 80.8% above, 19.2% below
3-day: 91.0% above, 9.0% below
4-day: 89.9% above, 10.1% below
5-day: 89.7% above, 10.3% below
8-day: 87.4% above, 12.6% below
10-day: 83.5% above, 16.5% below
20-day: 60.7% above, 39.3% below
50-day: 56.7% above, 43.3% below
200-day: 76.8% above, 23.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160922 Closing)
REAL(100): 1.70% Top=TREE BAM OFC PDM CUBE WPG CONE DFT ….. CBL APLE BXMT MGP CLNY NRZ RLGY EQR=Bottom (Real Estate)
LEIS(36): 1.62% Top=SEAS GPRO RCL ZOES SONC TVPT MGM SIX ….. PNRA ARMK TXRH CBRL MAR DRI WYNN ISLE=Bottom (Leisure)
MATE(30): 1.60% Top=WY USCR BECN DY MAS KBH VMC SUM ….. TOL APOG LEN WCN USG WM RSG FIX=Bottom (Materials & Construction)
MANU(39): 1.38% Top=SEDG CFX BDC PNR ROP TKR FLS AOS ….. SWK ETN ITW PH DHR MHK CAT TTC=Bottom (Manufacturing)
HEAL(58): 1.15% Top=HWAY GKOS AMSG EVHC PKI NVRO LPNT ACHC ….. STJ XRAY AET BSX ANTM BKD WST COO=Bottom (Health)
ENER(92): 1.13% Top=WLL RIG PAGP ATW GPOR PAA MUR RDC ….. PE AR RSPP PXD CWEI SWN RICE REN=Bottom (Energy)
COHW(42): 1.12% Top=S LITE NSR VG CTL INFN TMUS PANW ….. PSTG QCOM WDC VRSN STX SYNA ACIA LVLT=Bottom (Computer Hardware/Telecom)
DISV(52): 1.05% Top=CXW GEO MYGN XRS KBR BCO TMH ZG ….. HRI BLOX URI GPN INFO ULTA WOOF SCOR=Bottom (Diversified Services)
COSW(95): 1.04% Top=VIPS TWOU FEYE PAYC TWLO RHT HQY WBMD ….. EA INXN SYNT TIVO TTWO SHOP TEAM SQ=Bottom (Computer Software/Internet)
ELEC(55): 0.94% Top=FSLR IDTI OCLR TSRA FIT TTMI MLNX SPWR ….. NPTN MU AVGO LRCX AMAT CRUS PI JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(58): 0.92% Top=HNI SKX FOSL ENR NLS UFS OI PAY ….. NWL LEG FN PVH COTY IP PKG CRI=Bottom (Consumer)
CHEM(28): 0.74% Top=MEOH CC GPRE AXTA POT GRA HUN AGU ….. SHW PX MON DD DOW APD KRA ASH=Bottom (Chemicals/Fertilizers)
FINA(94): 0.62% Top=NAVI OZRK VLY WBS AMG FNB SLM SIVB ….. BK CME ICE ESNT PNC BX WETF FII=Bottom (Banks/Financials)
INSU(31): 0.60% Top=CNO AFSI AIG HIG CLGX MTG XL WRB ….. AXS AFL FNF UNM MET TMK PRU LNC=Bottom (Insurance)
RETA(65): 0.60% Top=STMP BABA MELI GCO WBA FIVE CHS SIG ….. OLLI BURL DDS JWN CPRT TGT KSS JCP=Bottom (Retail & Specialty Retail)
TRAN(28): 0.58% Top=AIRM WAB TRN AAL UAL HA DAL LUV ….. CP FDX CSX ODFL KNX ALK JBHT WERN=Bottom (Transportation)
META(29): -0.52% Top=FCX CMC X GG HL AA CLF AEM ….. PAAS FNV RGLD SSRI CDE FSM AG TCK=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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