daytrend

10/04/2016

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

Closing Stats
by daytrend on 20161004. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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

COMPARED TO YESTERDAY’S RANGE (20161004 Closing)
13.5% of stocks are above yesterday’s high.
31.8% are above yesterday’s midpoint. (68.2% are below.)
40.1% are below yesterday’s low.
46.4% are inside yesterday’s range.
47.3% of stocks with today’s high > yesterday’s high. (52.7% less than).
60.7% of stocks with today’s low < yesterday’s low. (39.3% greater than).

EVIDENCE OF INTRADAY TREND (20161004 Closing)
23.8% of stocks are above today’s open. (75.2% are below).
21.4% of stocks are above today’s open and yesterday’s close.
66.2% are below both.
10.4% of stocks opened above yesterday’s high.
62.7% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
6.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161004 Closing)
4.2% of stocks are in the top 10% of today’s range.
6.6% are in the top 20%.
23.6% are in the top half. 76.4% of stocks are in the bottom half of today’s range.
31.3% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20161004 Closing)
31.4% of stocks are above yesterday’s close. (68.6% are below.)
1.0% are up 4.5% or more. 3.0% are down 4.5% or more.
1.4% are up 3.5% or more. 3.9% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY (20161004 Closing)
2-day: >=95:2.9%…>=90:7.1%…>=80:15.2%…>=50:34.2%…<=20:32.2%…<=10:20.0%…<=5:14.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:47.6%…<=20:1.7%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.0%…<=20:0.6%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161004 Closing)
13.5% above previous 1 highs, 40.1% below previous 1 lows
10.8% above previous 2 highs, 32.6% below previous 2 lows
8.8% above previous 3 highs, 26.2% below previous 3 lows
8.0% above previous 4 highs, 22.4% below previous 4 lows
7.7% above previous 5 highs, 20.6% below previous 5 lows
7.5% above previous 6 highs, 20.1% below previous 6 lows
6.4% above previous 7 highs, 20.0% below previous 7 lows
5.8% above previous 8 highs, 19.2% below previous 8 lows
5.7% above previous 9 highs, 15.8% below previous 9 lows
5.5% above previous 10 highs, 14.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161004 Closing)
31.4% are above or equal to 10/3 close (1 days ago), 68.6% are below.
28.3% are above or equal to 9/30 close (2 days ago), 71.7% are below.
51.6% are above or equal to 9/29 close (3 days ago), 48.4% are below.
36.4% are above or equal to 9/28 close (4 days ago), 63.6% are below.
45.9% are above or equal to 9/27 close (5 days ago), 54.1% are below.
56.4% are above or equal to 9/26 close (6 days ago), 43.6% are below.
45.5% are above or equal to 9/23 close (7 days ago), 54.5% are below.
39.6% are above or equal to 9/22 close (8 days ago), 60.4% are below.
48.6% are above or equal to 9/21 close (9 days ago), 51.4% are below.
62.0% are above or equal to 9/20 close (10 days ago), 38.0% are below.
59.1% are above or equal to 9/19 close (11 days ago), 40.9% are below.
63.0% are above or equal to 9/16 close (12 days ago), 37.0% are below.
57.0% are above or equal to 9/15 close (13 days ago), 43.0% are below.
67.3% are above or equal to 9/14 close (14 days ago), 32.7% are below.
64.7% are above or equal to 9/13 close (15 days ago), 35.3% are below.
46.9% are above or equal to 9/12 close (16 days ago), 53.1% are below.
57.6% are above or equal to 9/9 close (17 days ago), 42.4% are below.
36.2% are above or equal to 9/8 close (18 days ago), 63.8% are below.
36.1% are above or equal to 9/7 close (19 days ago), 63.9% are below.
38.5% are above or equal to 9/6 close (20 days ago), 61.5% are below.
37.2% are above or equal to 9/2 close (21 days ago), 62.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161004 Closing)
20d: 11.5% new highs, 15.0% new lows
21d: 11.2% new highs, 15.0% new lows
42d: 9.2% new highs, 13.1% new lows
63d: 8.2% new highs, 9.8% new lows
126d: 6.0% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161004 Closing)
2-day: 30.1% above, 69.9% below
3-day: 27.7% above, 72.3% below
4-day: 37.3% above, 62.7% below
5-day: 36.8% above, 63.2% below
8-day: 44.7% above, 55.3% below
10-day: 43.2% above, 56.8% below
20-day: 50.7% above, 49.3% below
50-day: 47.1% above, 52.9% below
200-day: 70.6% above, 29.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161004 Closing)
FINA(90): 0.35% Top=OZRK NTRS EWBC WAL KEY STI STT NAVI ….. FII EV WU BEN SEIC BMO YRD JNS=Bottom (Banks/Financials)
INSU(28): 0.30% Top=HIG UNM PRU LNC BRO MET AGO CNO ….. WLTW AON TRV PRI ALL PGR CINF MMC=Bottom (Insurance)
RETA(65): -0.07% Top=ETSY OLLI SIG DDS BBBY KORS FRAN URBN ….. CASY KMX FINL BIG GME SPLS LL DLTR=Bottom (Retail & Specialty Retail)
DISV(46): -0.12% Top=TMH YY KBR MAN RHI BAH MYGN IILG ….. ZG WOOF CAR ADS FDC RBA ACM AHS=Bottom (Diversified Services)
TRAN(29): -0.22% Top=ALK HA JBLU UAL EXPD DAL KEX WAB ….. UNP CP CSX BRS NSC TRN LUV SWFT=Bottom (Transportation)
COHW(42): -0.24% Top=PSTG ACIA ZAYO S LITE BRCD FNSR INFN ….. SYNA CTL HPQ T BBRY CCI WIN OLED=Bottom (Computer Hardware/Telecom)
CONS(57): -0.39% Top=KATE PAY MLHR GIII FOSL TUP COTY COH ….. CHD BLL CCK CLX MAT HAR BMS AVY=Bottom (Consumer)
ELEC(50): -0.43% Top=MXL SWKS MLNX OCLR IDTI TTMI ISIL CRUS ….. AMBA CREE SIMO CSIQ XLNX SCTY SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(30): -0.45% Top=DY BECN SUM OC PHM VMC TPH PWR ….. CAA LEN WM KBH FAST WCN WY SRCL=Bottom (Materials & Construction)
LEIS(37): -0.47% Top=EXPE GPRO RCL CAKE DRI PNRA TXRH SEAS ….. MCD ARMK BLMN SONC WEN SHAK WYNN PLAY=Bottom (Leisure)
COSW(98): -0.50% Top=ATHM WB VIPS JD SINA CRM AKAM TRIP ….. ACN VEEV MTCH GRUB XRX TIVO TWLO SYNT=Bottom (Computer Software/Internet)
HEAL(55): -0.67% Top=SEM ACHC HOLX INCR DVA ZLTQ PKI PRAH ….. CNC PINC WST HWAY PODD DXCM BKD NVRO=Bottom (Health)
MANU(38): -0.84% Top=GNRC AOS SWK TTC MRC MHK DDD BWXT ….. TEX RS WOR ETN SEDG PNR ATI ERII=Bottom (Manufacturing)
CHEM(30): -1.17% Top=GPRE CF UNVR AXTA CHMT MON CE FTK ….. FMC CC APD HUN OLN ALB MEOH PAH=Bottom (Chemicals/Fertilizers)
REAL(96): -1.25% Top=SC CUZ RLGY RLJ KIM NRF COR ALLY ….. DFT PLD TWO SNH NLY DOC AMH CIM=Bottom (Real Estate)
ENER(90): -1.33% Top=WNR DK HFC VLO MPC TSO SEMG PBF ….. QEP RIG HLX DO WLL SN CRC FGP=Bottom (Energy)
META(26): -6.17% Top=CNX AA FMSA SLCA SCCO NUE CMC STLD ….. NEM CDE SLW AG AGI ABX PAAS TAHO=Bottom (Metals & Mining)

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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