daytrend

09/26/2016

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

Closing Stats
by daytrend on 20160926. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 934.

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

COMPARED TO YESTERDAY’S RANGE (20160926 Closing)
8.1% of stocks are above yesterday’s high.
22.2% are above yesterday’s midpoint. (77.8% are below.)
52.1% are below yesterday’s low.
39.7% are inside yesterday’s range.
18.7% of stocks with today’s high > yesterday’s high. (81.3% less than).
73.1% of stocks with today’s low < yesterday’s low. (26.9% greater than).

EVIDENCE OF INTRADAY TREND (20160926 Closing)
37.8% of stocks are above today’s open. (61.3% are below).
22.7% of stocks are above today’s open and yesterday’s close.
59.2% are below both.
1.2% of stocks opened above yesterday’s high.
16.0% of stocks opened above yesterday’s close. (80.6% opened below yesterday’s close).
42.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160926 Closing)
2.8% of stocks are in the top 10% of today’s range.
8.8% are in the top 20%.
35.8% are in the top half. 64.2% of stocks are in the bottom half of today’s range.
35.8% are in the bottom 20%.
22.4% are in the bottom 10%.

GAIN (20160926 Closing)
26.1% of stocks are above yesterday’s close. (73.9% are below.)
0.4% are up 4.5% or more. 1.5% are down 4.5% or more.
1.0% are up 3.5% or more. 2.9% are down 3.5% or more.
54.9% are between +1% and -1%.

RSI on DAILY (20160926 Closing)
2-day: >=95:6.6%…>=90:9.3%…>=80:13.4%…>=50:30.3%…<=20:30.2%…<=10:9.5%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:44.3%…<=20:0.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:44.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160926 Closing)
8.1% above previous 1 highs, 52.1% below previous 1 lows
6.5% above previous 2 highs, 45.5% below previous 2 lows
6.4% above previous 3 highs, 23.1% below previous 3 lows
6.3% above previous 4 highs, 19.1% below previous 4 lows
6.3% above previous 5 highs, 17.3% below previous 5 lows
6.1% above previous 6 highs, 13.7% below previous 6 lows
6.0% above previous 7 highs, 11.6% below previous 7 lows
5.9% above previous 8 highs, 10.5% below previous 8 lows
5.7% above previous 9 highs, 10.1% below previous 9 lows
5.7% above previous 10 highs, 9.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160926 Closing)
26.1% are above or equal to 9/23 close (1 days ago), 73.9% are below.
19.7% are above or equal to 9/22 close (2 days ago), 80.3% are below.
41.1% are above or equal to 9/21 close (3 days ago), 58.9% are below.
64.8% are above or equal to 9/20 close (4 days ago), 35.2% are below.
59.4% are above or equal to 9/19 close (5 days ago), 40.6% are below.
63.4% are above or equal to 9/16 close (6 days ago), 36.6% are below.
55.9% are above or equal to 9/15 close (7 days ago), 44.1% are below.
69.4% are above or equal to 9/14 close (8 days ago), 30.6% are below.
66.6% are above or equal to 9/13 close (9 days ago), 33.4% are below.
46.6% are above or equal to 9/12 close (10 days ago), 53.4% are below.
58.1% are above or equal to 9/9 close (11 days ago), 41.9% are below.
29.0% are above or equal to 9/8 close (12 days ago), 71.0% are below.
26.1% are above or equal to 9/7 close (13 days ago), 73.9% are below.
29.6% are above or equal to 9/6 close (14 days ago), 70.4% are below.
31.6% are above or equal to 9/2 close (15 days ago), 68.4% are below.
38.5% are above or equal to 9/1 close (16 days ago), 61.5% are below.
38.3% are above or equal to 8/31 close (17 days ago), 61.7% are below.
36.6% are above or equal to 8/30 close (18 days ago), 63.4% are below.
36.2% are above or equal to 8/29 close (19 days ago), 63.8% are below.
42.0% are above or equal to 8/26 close (20 days ago), 58.0% are below.
40.5% are above or equal to 8/25 close (21 days ago), 59.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160926 Closing)
20d: 3.9% new highs, 10.6% new lows
21d: 3.6% new highs, 10.0% new lows
42d: 1.8% new highs, 4.9% new lows
63d: 1.8% new highs, 2.0% new lows
126d: 1.5% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160926 Closing)
2-day: 24.9% above, 75.1% below
3-day: 19.3% above, 80.7% below
4-day: 26.6% above, 73.4% below
5-day: 38.9% above, 61.1% below
8-day: 50.4% above, 49.6% below
10-day: 56.3% above, 43.7% below
20-day: 41.6% above, 58.4% below
50-day: 45.1% above, 54.9% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160926 Closing)
REAL(100): 0.11% Top=CSAL CUBE CLI EXR AIV PPS BRX MAA ….. PGRE WPG PEB CBL CBG LHO SHO DRH=Bottom (Real Estate)
ENER(89): 0.02% Top=ATW RIG OAS NBR DO WPX MUR REN ….. TSO VLO PBF CVRR HFC CVI DK WNR=Bottom (Energy)
MATE(31): -0.02% Top=KBH VMC MLM EXP PWR WCIC DY TOL ….. FAST DHI APOG USCR BECN DAR USG WY=Bottom (Materials & Construction)
MANU(37): -0.36% Top=DDD TKR IR TEX TTC DCI DE MRC ….. ROK DOV GE ITT DHR MHK FLS SEDG=Bottom (Manufacturing)
TRAN(28): -0.40% Top=SAVE WAB SWFT FDX KSU ODFL CSX KNX ….. LUV AAL ALK HA DAL JBLU AIRM UAL=Bottom (Transportation)
CHEM(29): -0.45% Top=KRA POL ALB APD CE MEOH GRA GPRE ….. FMC HUN MON WLK AGU PAH MOS CC=Bottom (Chemicals/Fertilizers)
DISV(52): -0.57% Top=CAR ACM DV KBR VNTV CXW SCI ULTA ….. AHS BCO AL GEO URI TMH ADS AAN=Bottom (Diversified Services)
COSW(98): -0.64% Top=DBD TWTR BR PAYC FEYE EQIX XRX ACN ….. SQ TEAM CYOU NTES VIPS LC VRNT TIVO=Bottom (Computer Software/Internet)
COHW(43): -0.69% Top=SSYS WIN STX WDC CCI S AAPL LITE ….. INFN EGHT NSR OLED CRAY PSTG VG ACIA=Bottom (Computer Hardware/Telecom)
META(28): -0.84% Top=CNX X TCK STLD NUE AGI SLCA AEM ….. CLF CCJ RGLD TAHO CDE FSM AG SWC=Bottom (Metals & Mining)
HEAL(55): -0.92% Top=RMD ADPT MD BSX A STE PINC HRC ….. COO PODD HCA MOH BKD GKOS THC ACHC=Bottom (Health)
INSU(30): -0.97% Top=PGR WLTW ALL AIZ FNF AON MMC AJG ….. FAF AFSI RDN UNM ORI LNC MET AGO=Bottom (Insurance)
LEIS(36): -1.14% Top=CMG DNKN EAT TVPT SIX SHAK SONC WEN ….. WYN HLT PLAY BLMN QSR ZOES TXRH PLNT=Bottom (Leisure)
RETA(67): -1.26% Top=SBH AZO FRAN AAP TSCO WFM ORLY OLLI ….. SPLS BBBY SIG TLRD ANF RH GES KORS=Bottom (Retail & Specialty Retail)
CONS(61): -1.29% Top=SCS FL COTY ENR EL SEE PG FBHS ….. TPX WWW RL GIII KATE KS FOSL NLS=Bottom (Consumer)
ELEC(55): -1.33% Top=SCTY FTV FSLR FLEX ISIL AVGO TRMB TSRA ….. CRUS CSIQ SWKS SPWR FIT AMD PI HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(95): -1.75% Top=YRD NSAM PYPL ESNT PSEC NAVI WU SYF ….. HBAN BOFI STI BANC HOMB WETF CBOE FII=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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