daytrend

09/27/2016

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

Closing Stats
by daytrend on 20160927. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 929.

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

COMPARED TO YESTERDAY’S RANGE (20160927 Closing)
31.9% of stocks are above yesterday’s high.
57.6% are above yesterday’s midpoint. (42.4% are below.)
19.9% are below yesterday’s low.
48.2% are inside yesterday’s range.
48.2% of stocks with today’s high > yesterday’s high. (51.8% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20160927 Closing)
70.1% of stocks are above today’s open. (29.3% are below).
63.3% of stocks are above today’s open and yesterday’s close.
25.9% are below both.
5.8% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (55.5% opened below yesterday’s close).
26.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160927 Closing)
25.8% of stocks are in the top 10% of today’s range.
42.3% are in the top 20%.
71.6% are in the top half. 28.4% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20160927 Closing)
67.2% of stocks are above yesterday’s close. (32.8% are below.)
1.5% are up 4.5% or more. 0.8% are down 4.5% or more.
3.1% are up 3.5% or more. 2.6% are down 3.5% or more.
53.4% are between +1% and -1%.

RSI on DAILY (20160927 Closing)
2-day: >=95:4.3%…>=90:8.0%…>=80:16.1%…>=50:53.4%…<=20:16.7%…<=10:7.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:53.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:51.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160927 Closing)
31.9% above previous 1 highs, 19.9% below previous 1 lows
13.7% above previous 2 highs, 15.1% below previous 2 lows
10.0% above previous 3 highs, 14.3% below previous 3 lows
9.9% above previous 4 highs, 8.8% below previous 4 lows
9.7% above previous 5 highs, 7.3% below previous 5 lows
9.3% above previous 6 highs, 6.7% below previous 6 lows
9.0% above previous 7 highs, 5.7% below previous 7 lows
8.9% above previous 8 highs, 5.1% below previous 8 lows
8.8% above previous 9 highs, 4.8% below previous 9 lows
8.6% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160927 Closing)
67.2% are above or equal to 9/26 close (1 days ago), 32.8% are below.
43.2% are above or equal to 9/23 close (2 days ago), 56.8% are below.
30.0% are above or equal to 9/22 close (3 days ago), 70.0% are below.
51.1% are above or equal to 9/21 close (4 days ago), 48.9% are below.
72.3% are above or equal to 9/20 close (5 days ago), 27.7% are below.
66.1% are above or equal to 9/19 close (6 days ago), 33.9% are below.
68.9% are above or equal to 9/16 close (7 days ago), 31.1% are below.
61.5% are above or equal to 9/15 close (8 days ago), 38.5% are below.
72.0% are above or equal to 9/14 close (9 days ago), 28.0% are below.
69.0% are above or equal to 9/13 close (10 days ago), 31.0% are below.
49.8% are above or equal to 9/12 close (11 days ago), 50.2% are below.
61.0% are above or equal to 9/9 close (12 days ago), 39.0% are below.
32.9% are above or equal to 9/8 close (13 days ago), 67.1% are below.
30.9% are above or equal to 9/7 close (14 days ago), 69.1% are below.
32.6% are above or equal to 9/6 close (15 days ago), 67.4% are below.
35.1% are above or equal to 9/2 close (16 days ago), 64.9% are below.
40.7% are above or equal to 9/1 close (17 days ago), 59.3% are below.
42.3% are above or equal to 8/31 close (18 days ago), 57.7% are below.
38.9% are above or equal to 8/30 close (19 days ago), 61.1% are below.
40.2% are above or equal to 8/29 close (20 days ago), 59.8% are below.
45.6% are above or equal to 8/26 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160927 Closing)
20d: 7.9% new highs, 14.9% new lows
21d: 7.9% new highs, 14.6% new lows
42d: 4.8% new highs, 6.5% new lows
63d: 4.8% new highs, 3.6% new lows
126d: 4.2% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160927 Closing)
2-day: 66.4% above, 33.6% below
3-day: 50.7% above, 49.3% below
4-day: 41.2% above, 58.8% below
5-day: 45.0% above, 55.0% below
8-day: 60.5% above, 39.5% below
10-day: 64.3% above, 35.7% below
20-day: 48.4% above, 51.6% below
50-day: 47.6% above, 52.4% below
200-day: 73.2% above, 26.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160927 Closing)
ELEC(51): 1.99% Top=PI SPWR IPHI FSLR NPTN CSIQ IDTI MU ….. KEYS TER FIT TSRA SCTY ISIL NXPI SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(28): 1.31% Top=LUV HA DAL AAL JBLU ALK XPO SAVE ….. KEX CP TRN WERN JBHT ODFL CSX WAB=Bottom (Transportation)
COSW(99): 1.28% Top=TWLO BITA YELP WB TRIP GRUB MEET NOW ….. INXN MSCI CRM TIVO WBMD TEAM BR DBD=Bottom (Computer Software/Internet)
COHW(43): 1.15% Top=GIMO STX FNSR WDC SYNA CIEN VG INFN ….. LVLT BCE TMUS TDC ZAYO CCI CRAY ACIA=Bottom (Computer Hardware/Telecom)
HEAL(57): 0.99% Top=IRWD GKOS WST HOLX ADPT NVRO EW TMO ….. VWR MD STE COO BSX BKD ZLTQ BABY=Bottom (Health)
FINA(95): 0.96% Top=YRD BOFI NAVI SLM PFG SYF PYPL RF ….. WU BK ICE NDAQ KKR BANC EV BX=Bottom (Banks/Financials)
CHEM(30): 0.89% Top=MEOH POL CC OLN HUN KRA WLK CE ….. PPG CHMT MON ASH FTK MOS GPRE PAH=Bottom (Chemicals/Fertilizers)
INSU(29): 0.75% Top=CNO PRU L WRB UNM LNC CINF FNF ….. AIG TMK AGO TRV RDN FAF AFSI XL=Bottom (Insurance)
MANU(35): 0.71% Top=AOS SEDG IR DDD DHR TEX XYL GE ….. CMI MHK DCI CFX ATI DE MRC AGCO=Bottom (Manufacturing)
RETA(66): 0.61% Top=FRAN RH AZO NFLX BIG BABA AMZN BBY ….. TLRD SFM WFM KR GME ETSY DSW SIG=Bottom (Retail & Specialty Retail)
CONS(60): 0.41% Top=CCK KATE NWL WWW TUP NKE UA WHR ….. SEE PAY ENR KS SCS PKG GPK CRI=Bottom (Consumer)
MATE(31): 0.24% Top=MTZ KBH PWR MAS TPH BECN CAA OC ….. DY LEN WCIC FIX AWI EXP USCR USG=Bottom (Materials & Construction)
LEIS(36): 0.20% Top=RCL CCL EXPE SEAS BYD MGM LVS TVPT ….. PNRA CAKE EAT TXRH DRI BLMN ZOES PLAY=Bottom (Leisure)
DISV(53): 0.20% Top=MYGN ULTA ZG TMH SERV XRS VNTV IILG ….. AHS KBR RBA URI INFO GEO CXW CAR=Bottom (Diversified Services)
REAL(99): -0.91% Top=ALLY CLNY MGP BAM BXMT NRZ SC CIM ….. WRE CUZ HCP HR RLJ EDR CONE HTA=Bottom (Real Estate)
META(28): -1.40% Top=STLD CMC CNX NUE CLF AEM SCCO AA ….. RGLD FMSA FCX AG CDE AGI SSRI TAHO=Bottom (Metals & Mining)
ENER(89): -1.76% Top=VLO TSO HP PBF GEL WNR CVI WMB ….. RSPP SM CLR SN GPOR SXL REN RICE=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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