daytrend

09/29/2016

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

Closing Stats
by daytrend on 20160929. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 925.

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

COMPARED TO YESTERDAY’S RANGE (20160929 Closing)
14.1% of stocks are above yesterday’s high.
33.2% are above yesterday’s midpoint. (66.8% are below.)
36.1% are below yesterday’s low.
49.8% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
52.6% of stocks with today’s low < yesterday’s low. (47.4% greater than).

EVIDENCE OF INTRADAY TREND (20160929 Closing)
21.9% of stocks are above today’s open. (76.2% are below).
17.9% of stocks are above today’s open and yesterday’s close.
73.8% are below both.
8.6% of stocks opened above yesterday’s high.
28.8% of stocks opened above yesterday’s close. (64.1% opened below yesterday’s close).
3.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160929 Closing)
0.2% of stocks are in the top 10% of today’s range.
2.2% are in the top 20%.
19.6% are in the top half. 80.4% of stocks are in the bottom half of today’s range.
41.0% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20160929 Closing)
21.9% of stocks are above yesterday’s close. (78.1% are below.)
2.2% are up 4.5% or more. 1.9% are down 4.5% or more.
3.1% are up 3.5% or more. 3.5% are down 3.5% or more.
41.6% are between +1% and -1%.

RSI on DAILY (20160929 Closing)
2-day: >=95:3.0%…>=90:8.9%…>=80:17.9%…>=50:31.4%…<=20:27.8%…<=10:12.2%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:48.8%…<=20:1.4%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:50.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160929 Closing)
14.1% above previous 1 highs, 36.1% below previous 1 lows
13.3% above previous 2 highs, 22.7% below previous 2 lows
12.9% above previous 3 highs, 19.2% below previous 3 lows
10.7% above previous 4 highs, 17.7% below previous 4 lows
9.1% above previous 5 highs, 16.3% below previous 5 lows
9.1% above previous 6 highs, 11.1% below previous 6 lows
9.0% above previous 7 highs, 10.4% below previous 7 lows
8.8% above previous 8 highs, 9.9% below previous 8 lows
8.8% above previous 9 highs, 9.0% below previous 9 lows
8.6% above previous 10 highs, 7.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160929 Closing)
21.9% are above or equal to 9/28 close (1 days ago), 78.1% are below.
39.7% are above or equal to 9/27 close (2 days ago), 60.3% are below.
53.7% are above or equal to 9/26 close (3 days ago), 46.3% are below.
40.1% are above or equal to 9/23 close (4 days ago), 59.9% are below.
33.0% are above or equal to 9/22 close (5 days ago), 67.0% are below.
48.4% are above or equal to 9/21 close (6 days ago), 51.6% are below.
65.6% are above or equal to 9/20 close (7 days ago), 34.4% are below.
62.9% are above or equal to 9/19 close (8 days ago), 37.1% are below.
64.9% are above or equal to 9/16 close (9 days ago), 35.1% are below.
59.0% are above or equal to 9/15 close (10 days ago), 41.0% are below.
70.3% are above or equal to 9/14 close (11 days ago), 29.7% are below.
68.2% are above or equal to 9/13 close (12 days ago), 31.8% are below.
49.8% are above or equal to 9/12 close (13 days ago), 50.2% are below.
61.2% are above or equal to 9/9 close (14 days ago), 38.8% are below.
33.3% are above or equal to 9/8 close (15 days ago), 66.7% are below.
32.4% are above or equal to 9/7 close (16 days ago), 67.6% are below.
34.2% are above or equal to 9/6 close (17 days ago), 65.8% are below.
36.8% are above or equal to 9/2 close (18 days ago), 63.2% are below.
40.8% are above or equal to 9/1 close (19 days ago), 59.2% are below.
42.2% are above or equal to 8/31 close (20 days ago), 57.8% are below.
39.6% are above or equal to 8/30 close (21 days ago), 60.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160929 Closing)
20d: 12.5% new highs, 8.5% new lows
21d: 11.8% new highs, 8.5% new lows
42d: 9.1% new highs, 5.2% new lows
63d: 7.7% new highs, 3.4% new lows
126d: 6.5% new highs, 1.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160929 Closing)
2-day: 20.4% above, 79.6% below
3-day: 29.2% above, 70.8% below
4-day: 37.4% above, 62.6% below
5-day: 36.9% above, 63.1% below
8-day: 43.7% above, 56.3% below
10-day: 49.8% above, 50.2% below
20-day: 49.9% above, 50.1% below
50-day: 47.8% above, 52.2% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160929 Closing)
ENER(91): 1.07% Top=SPN SM ECA OAS PTEN CRZO RIG CRC ….. CVRR CVI PBF WNR VLO TSO MPC FGP=Bottom (Energy)
MANU(38): -0.32% Top=MRC SEDG CAT WOR EMR DOV CMI FLS ….. GE MHK SWK AME BWXT TTC RS ATU=Bottom (Manufacturing)
ELEC(50): -0.37% Top=CSIQ AMBA IDTI PI HIMX MLNX ON CY ….. TTMI GRMN QRVO KEYS NPTN OCLR SCTY FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(29): -0.39% Top=JBHT UAL WERN CP KSU LUV CNI CHRW ….. WAB TRN XPO ALK HA AIRM NAT JBLU=Bottom (Transportation)
CHEM(30): -0.50% Top=MEOH WLK GPRE FTK OLN CF APD PX ….. AXTA GRA PPG SHW ALB POL KRA PAH=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.77% Top=EXPE ARMK CMG DNKN SEAS ISLE PNRA RCL ….. EAT MGM CBRL BYD QSR GPRO TXRH ZOES=Bottom (Leisure)
META(27): -0.79% Top=FMSA SWC AGI FSM AA CCJ SLCA GG ….. NUE CMC STLD CDE FCX CNX AG X=Bottom (Metals & Mining)
RETA(65): -0.94% Top=LL RH BIG EBAY GES KSS TIF AMZN ….. DLTR W KORS BABA JCP DKS FIVE SBH=Bottom (Retail & Specialty Retail)
COSW(99): -0.99% Top=ACN SABR XRX TEAM BOX SHOP MTCH AZPN ….. LC BR BIDU SSNC WUBA GRUB BITA PFPT=Bottom (Computer Software/Internet)
DISV(50): -1.00% Top=HMHC URI INFO WOOF XRS G KBR RBA ….. SCI AHS CAR RRD MYGN CTAS RHI CXW=Bottom (Diversified Services)
MATE(30): -1.07% Top=EXP TOL DAR MTZ FLR PWR FAST WCIC ….. BECN SUM KBH USCR LEN OC USG CAA=Bottom (Materials & Construction)
INSU(29): -1.10% Top=AGO WLTW AFSI L ALL PGR TRV BRO ….. RDN CINF AIG FAF CNO PRU ORI PRI=Bottom (Insurance)
CONS(59): -1.15% Top=ENR RL EPC COH BLL GIII PBI TLN ….. PKG SKX DECK BERY COTY GT LULU TPX=Bottom (Consumer)
REAL(98): -1.16% Top=AMT OUT AMH LGIH HST MPW PEB PPS ….. SLG SPG MGP PGRE CBG CLI CUZ NRZ=Bottom (Real Estate)
COHW(44): -1.31% Top=QCOM PANW MSI WDC SSYS BCE ARRS VZ ….. LVLT TDC VG CRAY BBRY OLED SYNA GOGO=Bottom (Computer Hardware/Telecom)
FINA(92): -1.34% Top=AMTD BOFI ETFC WU ACAS BX ARCC TD ….. MS WETF SEIC LM STT GS ESNT OMF=Bottom (Banks/Financials)
HEAL(57): -1.56% Top=HWAY PINC MD CYH HCA ACHC ZBH UHS ….. NUVA ALGN OPK PRXL ZLTQ IRWD GKOS PODD=Bottom (Health)

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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