daytrend

09/23/2016

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20160923. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 938.

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

COMPARED TO YESTERDAY’S RANGE (20160923 Closing)
15.2% of stocks are above yesterday’s high.
36.9% are above yesterday’s midpoint. (63.1% are below.)
38.3% are below yesterday’s low.
46.5% are inside yesterday’s range.
39.3% of stocks with today’s high > yesterday’s high. (60.7% less than).
59.3% of stocks with today’s low < yesterday’s low. (40.7% greater than).

EVIDENCE OF INTRADAY TREND (20160923 Closing)
40.7% of stocks are above today’s open. (58.1% are below).
27.8% of stocks are above today’s open and yesterday’s close.
57.2% are below both.
3.0% of stocks opened above yesterday’s high.
14.9% of stocks opened above yesterday’s close. (81.6% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160923 Closing)
2.5% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
34.2% are in the top half. 65.8% of stocks are in the bottom half of today’s range.
37.2% are in the bottom 20%.
23.0% are in the bottom 10%.

GAIN (20160923 Closing)
29.3% of stocks are above yesterday’s close. (70.7% are below.)
0.7% are up 4.5% or more. 2.6% are down 4.5% or more.
0.9% are up 3.5% or more. 4.8% are down 3.5% or more.
58.7% are between +1% and -1%.

RSI on DAILY (20160923 Closing)
2-day: >=95:12.4%…>=90:19.2%…>=80:28.4%…>=50:55.2%…<=20:8.6%…<=10:3.1%…<=5:1.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:59.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:56.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160923 Closing)
15.2% above previous 1 highs, 38.3% below previous 1 lows
14.2% above previous 2 highs, 10.4% below previous 2 lows
13.4% above previous 3 highs, 7.0% below previous 3 lows
12.5% above previous 4 highs, 6.6% below previous 4 lows
11.6% above previous 5 highs, 5.2% below previous 5 lows
11.1% above previous 6 highs, 3.8% below previous 6 lows
10.7% above previous 7 highs, 3.4% below previous 7 lows
9.9% above previous 8 highs, 3.0% below previous 8 lows
8.7% above previous 9 highs, 2.5% below previous 9 lows
7.0% above previous 10 highs, 2.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160923 Closing)
29.3% are above or equal to 9/22 close (1 days ago), 70.7% are below.
58.0% are above or equal to 9/21 close (2 days ago), 42.0% are below.
84.3% are above or equal to 9/20 close (3 days ago), 15.7% are below.
74.2% are above or equal to 9/19 close (4 days ago), 25.8% are below.
75.9% are above or equal to 9/16 close (5 days ago), 24.1% are below.
69.2% are above or equal to 9/15 close (6 days ago), 30.8% are below.
80.3% are above or equal to 9/14 close (7 days ago), 19.7% are below.
75.2% are above or equal to 9/13 close (8 days ago), 24.8% are below.
53.8% are above or equal to 9/12 close (9 days ago), 46.2% are below.
66.7% are above or equal to 9/9 close (10 days ago), 33.3% are below.
34.9% are above or equal to 9/8 close (11 days ago), 65.1% are below.
31.9% are above or equal to 9/7 close (12 days ago), 68.1% are below.
35.1% are above or equal to 9/6 close (13 days ago), 64.9% are below.
36.0% are above or equal to 9/2 close (14 days ago), 64.0% are below.
43.2% are above or equal to 9/1 close (15 days ago), 56.8% are below.
43.3% are above or equal to 8/31 close (16 days ago), 56.7% are below.
41.4% are above or equal to 8/30 close (17 days ago), 58.6% are below.
42.0% are above or equal to 8/29 close (18 days ago), 58.0% are below.
47.3% are above or equal to 8/26 close (19 days ago), 52.7% are below.
45.7% are above or equal to 8/25 close (20 days ago), 54.3% are below.
47.4% are above or equal to 8/24 close (21 days ago), 52.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160923 Closing)
20d: 7.9% new highs, 2.9% new lows
21d: 7.5% new highs, 2.9% new lows
42d: 5.0% new highs, 1.2% new lows
63d: 4.9% new highs, 0.6% new lows
126d: 4.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160923 Closing)
2-day: 28.7% above, 71.3% below
3-day: 46.9% above, 53.1% below
4-day: 62.7% above, 37.3% below
5-day: 69.0% above, 31.0% below
8-day: 74.3% above, 25.7% below
10-day: 71.9% above, 28.1% below
20-day: 52.7% above, 47.3% below
50-day: 50.7% above, 49.3% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160923 Closing)
LEIS(35): 0.61% Top=GPRO BLMN DRI SEAS DNKN RCL CAKE EAT ….. WYNN TVPT ARMK QSR CBRL MGM BYD MAR=Bottom (Leisure)
REAL(100): 0.19% Top=SC WPG CBL SUI PDM ESRT CSAL VTR ….. EDR CYS ARI ALLY NRZ CLNY TREE DFT=Bottom (Real Estate)
RETA(67): -0.14% Top=DDS ETSY CPRT SIG JWN CHS LB M ….. CASY LL BABA DKS W MELI BIG FINL=Bottom (Retail & Specialty Retail)
COSW(100): -0.18% Top=TWTR IMPV LC YELP BITA JD IMS CYBR ….. GDDY GRUB WUBA ZEN YHOO SYNT CYOU CRM=Bottom (Computer Software/Internet)
CONS(61): -0.34% Top=KS PAY PKG FOXF IP HAS RL VSTO ….. COTY LEG TPX COH DECK MLHR HNI SCS=Bottom (Consumer)
MATE(30): -0.38% Top=USG OC PWR BECN SRCL WY KBH WCIC ….. LEN WCN USCR DHI DAR FIX FLR DY=Bottom (Materials & Construction)
FINA(95): -0.45% Top=NYCB OMF NAVI ZION BOFI VLY CIT CFG ….. ESNT CME IVZ SCHW AMG LM BLK BEN=Bottom (Banks/Financials)
TRAN(28): -0.47% Top=SAVE AAL DAL CHRW FDX HA CSX EXPD ….. WERN ODFL CNI SWFT XPO AIRM TRN KNX=Bottom (Transportation)
COHW(43): -0.55% Top=ACIA ZAYO TDC TMUS VZ ANET T CCI ….. COMM AAPL SSYS LITE SYNA CDW ARRS OLED=Bottom (Computer Hardware/Telecom)
HEAL(56): -0.61% Top=OPK CYH NVRO INCR THC ZLTQ GKOS ESRX ….. ACHC ALGN COO NUVA HWAY PODD WST ADPT=Bottom (Health)
ELEC(55): -0.79% Top=FSLR SPWR CSIQ SCTY AMD FIT PI TRMB ….. MSCC ON SWKS QRVO NPTN IPHI OCLR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(52): -0.96% Top=MYGN VRSK HCSG URI AAN HRB BLOX AL ….. ZG CAR DV BCO CXW KBR WOOF AHS=Bottom (Diversified Services)
INSU(30): -1.12% Top=PRU MET PGR RDN AIG CNO ALL LNC ….. CINF TMK AFSI WRB AGO FAF AWH L=Bottom (Insurance)
CHEM(29): -1.14% Top=SHW CC PPG DD AXTA GRA APD ALB ….. PAH KRA POT HUN CF MOS ASH FTK=Bottom (Chemicals/Fertilizers)
MANU(37): -1.42% Top=SEDG RS AOS DHR MHK GE MRC ATI ….. IR ITT KMT ROK DOV ZBRA FLS TEX=Bottom (Manufacturing)
META(28): -1.89% Top=TCK X NUE STLD SWC AA CMC CNX ….. CDE SSRI AEM FSM AGI SLCA AG FMSA=Bottom (Metals & Mining)
ENER(92): -2.28% Top=CVRR WES TSO PBF GEL HFC SXL DPM ….. WLL MUR DVN RIG CRC OAS CWEI WPX=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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