daytrend

10/03/2016

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

Closing Stats
by daytrend on 20161003. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 902.

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

COMPARED TO YESTERDAY’S RANGE (20161003 Closing)
11.9% of stocks are above yesterday’s high.
42.2% are above yesterday’s midpoint. (57.8% are below.)
27.7% are below yesterday’s low.
60.4% are inside yesterday’s range.
32.6% of stocks with today’s high > yesterday’s high. (67.4% less than).
49.4% of stocks with today’s low < yesterday’s low. (50.6% greater than).

EVIDENCE OF INTRADAY TREND (20161003 Closing)
40.5% of stocks are above today’s open. (57.5% are below).
27.2% of stocks are above today’s open and yesterday’s close.
54.5% are below both.
3.5% of stocks opened above yesterday’s high.
24.3% of stocks opened above yesterday’s close. (70.8% opened below yesterday’s close).
14.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161003 Closing)
6.8% of stocks are in the top 10% of today’s range.
14.6% are in the top 20%.
44.3% are in the top half. 55.7% of stocks are in the bottom half of today’s range.
20.5% are in the bottom 20%.
10.0% are in the bottom 10%.

GAIN (20161003 Closing)
32.2% of stocks are above yesterday’s close. (67.8% are below.)
0.7% are up 4.5% or more. 0.8% are down 4.5% or more.
1.2% are up 3.5% or more. 2.0% are down 3.5% or more.
59.3% are between +1% and -1%.

RSI on DAILY (20161003 Closing)
2-day: >=95:4.9%…>=90:8.8%…>=80:17.7%…>=50:47.1%…<=20:21.5%…<=10:13.7%…<=5:6.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:54.7%…<=20:1.2%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:54.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161003 Closing)
11.9% above previous 1 highs, 27.7% below previous 1 lows
8.9% above previous 2 highs, 20.5% below previous 2 lows
7.8% above previous 3 highs, 18.0% below previous 3 lows
7.5% above previous 4 highs, 15.9% below previous 4 lows
7.0% above previous 5 highs, 15.0% below previous 5 lows
6.1% above previous 6 highs, 14.7% below previous 6 lows
5.7% above previous 7 highs, 14.0% below previous 7 lows
5.7% above previous 8 highs, 8.2% below previous 8 lows
5.2% above previous 9 highs, 7.8% below previous 9 lows
4.5% above previous 10 highs, 7.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161003 Closing)
32.2% are above or equal to 9/30 close (1 days ago), 67.8% are below.
62.2% are above or equal to 9/29 close (2 days ago), 37.8% are below.
39.9% are above or equal to 9/28 close (3 days ago), 60.1% are below.
51.6% are above or equal to 9/27 close (4 days ago), 48.4% are below.
60.5% are above or equal to 9/26 close (5 days ago), 39.5% are below.
47.8% are above or equal to 9/23 close (6 days ago), 52.2% are below.
41.9% are above or equal to 9/22 close (7 days ago), 58.1% are below.
52.5% are above or equal to 9/21 close (8 days ago), 47.5% are below.
68.3% are above or equal to 9/20 close (9 days ago), 31.7% are below.
64.7% are above or equal to 9/19 close (10 days ago), 35.3% are below.
68.0% are above or equal to 9/16 close (11 days ago), 32.0% are below.
62.4% are above or equal to 9/15 close (12 days ago), 37.6% are below.
72.5% are above or equal to 9/14 close (13 days ago), 27.5% are below.
69.8% are above or equal to 9/13 close (14 days ago), 30.2% are below.
50.9% are above or equal to 9/12 close (15 days ago), 49.1% are below.
62.5% are above or equal to 9/9 close (16 days ago), 37.5% are below.
38.1% are above or equal to 9/8 close (17 days ago), 61.9% are below.
38.4% are above or equal to 9/7 close (18 days ago), 61.6% are below.
39.4% are above or equal to 9/6 close (19 days ago), 60.6% are below.
38.6% are above or equal to 9/2 close (20 days ago), 61.4% are below.
44.7% are above or equal to 9/1 close (21 days ago), 55.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161003 Closing)
20d: 8.5% new highs, 9.9% new lows
21d: 8.4% new highs, 9.5% new lows
42d: 6.4% new highs, 7.4% new lows
63d: 5.8% new highs, 4.7% new lows
126d: 4.4% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161003 Closing)
2-day: 30.0% above, 70.0% below
3-day: 50.9% above, 49.1% below
4-day: 45.9% above, 54.1% below
5-day: 49.4% above, 50.6% below
8-day: 49.4% above, 50.6% below
10-day: 53.3% above, 46.7% below
20-day: 55.5% above, 44.5% below
50-day: 50.7% above, 49.3% below
200-day: 72.5% above, 27.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161003 Closing)
DISV(45): 0.89% Top=RRD RBA CXW GEO ADS MCO FDC MAN ….. SCOR ALLE LDOS CAR HRB TRU AHS KBR=Bottom (Diversified Services)
TRAN(29): 0.62% Top=AAL HA SAVE JBLU LUV ALK DAL SWFT ….. FDX CSX XPO WAB KEX NAT KSU BRS=Bottom (Transportation)
LEIS(37): 0.15% Top=SEAS PLAY LVS WYNN CMG SIX CCL EAT ….. BYD JACK BLMN TXRH SONC TVPT QSR PNRA=Bottom (Leisure)
COSW(97): 0.14% Top=CTSH SPLK TWTR SINA ATHM VIPS BOX PTC ….. NTCT MANH ADSK VRNT FDS PFPT LOCK TEAM=Bottom (Computer Software/Internet)
FINA(90): -0.25% Top=JNS YRD BEN CBOE WDR AMP IVZ ACAS ….. ISBC BX MBFI SYF FNB VLY LAZ BOFI=Bottom (Banks/Financials)
ENER(89): -0.29% Top=CWEI RICE SN CLR ECA WLL PE MUR ….. GEL QEP RDC MTDR MPLX FANG RIG FGP=Bottom (Energy)
COHW(42): -0.43% Top=PSTG SYNA BRCD HPQ VRSN GOGO WDC VG ….. WIN MSI ARRS BBRY QCOM CIEN ACIA TDC=Bottom (Computer Hardware/Telecom)
CONS(57): -0.48% Top=MAT HAS PAY COTY CRI HBI PVH KATE ….. GPK SCS OI FBHS CHD MLHR SCSS TPX=Bottom (Consumer)
MANU(37): -0.48% Top=ATU AOS WOR ETN ERII GE XYL ITW ….. ITT EMR ROK ATI DCI TEX RS CFX=Bottom (Manufacturing)
ELEC(50): -0.49% Top=SCTY OCLR CSIQ FTV HIMX MXL TSRA MLNX ….. MSCC CRUS MRVL CAVM FSLR SPWR QRVO PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): -0.58% Top=PRI LNC MTG FNF MET TMK PRU ORI ….. XL ALL PGR CINF TRV BRO CNO AFSI=Bottom (Insurance)
RETA(65): -0.58% Top=NFLX ETSY GNC SIG URBN DLTR KAR DSW ….. BURL M CVS FINL JCP W RH AEO=Bottom (Retail & Specialty Retail)
CHEM(30): -0.62% Top=FTK MOS DD DOW OLN PX MON CHMT ….. WLK ASH GRA CE MEOH POL PAH APD=Bottom (Chemicals/Fertilizers)
HEAL(55): -0.86% Top=GKOS BABY OPK INCR BKD IRWD ABT STJ ….. NVRO MOH DVA DXCM ALGN THC ADPT CNC=Bottom (Health)
MATE(30): -0.91% Top=FAST DY WCIC TTS PHM RSG AWI WCN ….. BECN MTZ FLR TPH USG EXP VMC USCR=Bottom (Materials & Construction)
META(26): -1.47% Top=CNX SLCA PAAS SCCO FMSA AA AGI CDE ….. CMC RGLD AEM SLW NEM AG GG SWC=Bottom (Metals & Mining)
REAL(95): -1.47% Top=SC RLGY ALLY BAM OUT HST SNH SBRA ….. CUZ SKT EDR DEI DDR PSA KIM CLI=Bottom (Real Estate)

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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