daytrend

10/05/2016

Filed under: Market Stats — daytrend @ 3:02 pm

Closing Stats
by daytrend on 20161005. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 918.

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

COMPARED TO YESTERDAY’S RANGE (20161005 Closing)
30.5% of stocks are above yesterday’s high.
58.1% are above yesterday’s midpoint. (41.9% are below.)
17.5% are below yesterday’s low.
52.0% are inside yesterday’s range.
53.4% of stocks with today’s high > yesterday’s high. (46.6% less than).
30.2% of stocks with today’s low < yesterday’s low. (69.8% greater than).

EVIDENCE OF INTRADAY TREND (20161005 Closing)
56.2% of stocks are above today’s open. (42.4% are below).
55.4% of stocks are above today’s open and yesterday’s close.
30.8% are below both.
11.0% of stocks opened above yesterday’s high.
86.8% of stocks opened above yesterday’s close. (9.2% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161005 Closing)
5.9% of stocks are in the top 10% of today’s range.
15.1% are in the top 20%.
51.3% are in the top half. 48.7% of stocks are in the bottom half of today’s range.
24.0% are in the bottom 20%.
12.9% are in the bottom 10%.

GAIN (20161005 Closing)
68.3% of stocks are above yesterday’s close. (31.7% are below.)
2.7% are up 4.5% or more. 0.3% are down 4.5% or more.
5.8% are up 3.5% or more. 1.5% are down 3.5% or more.
44.2% are between +1% and -1%.

RSI on DAILY (20161005 Closing)
2-day: >=95:7.0%…>=90:14.7%…>=80:29.5%…>=50:61.1%…<=20:23.5%…<=10:15.6%…<=5:11.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:56.9%…<=20:2.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:55.4%…<=20:0.5%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161005 Closing)
30.5% above previous 1 highs, 17.5% below previous 1 lows
25.3% above previous 2 highs, 15.9% below previous 2 lows
21.7% above previous 3 highs, 14.7% below previous 3 lows
19.2% above previous 4 highs, 13.9% below previous 4 lows
18.1% above previous 5 highs, 13.2% below previous 5 lows
17.9% above previous 6 highs, 12.5% below previous 6 lows
17.1% above previous 7 highs, 12.3% below previous 7 lows
16.1% above previous 8 highs, 12.3% below previous 8 lows
15.4% above previous 9 highs, 11.9% below previous 9 lows
15.4% above previous 10 highs, 10.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161005 Closing)
68.3% are above or equal to 10/4 close (1 days ago), 31.7% are below.
53.5% are above or equal to 10/3 close (2 days ago), 46.5% are below.
46.1% are above or equal to 9/30 close (3 days ago), 53.9% are below.
61.8% are above or equal to 9/29 close (4 days ago), 38.2% are below.
47.8% are above or equal to 9/28 close (5 days ago), 52.2% are below.
54.1% are above or equal to 9/27 close (6 days ago), 45.9% are below.
60.7% are above or equal to 9/26 close (7 days ago), 39.3% are below.
53.3% are above or equal to 9/23 close (8 days ago), 46.7% are below.
46.5% are above or equal to 9/22 close (9 days ago), 53.5% are below.
55.0% are above or equal to 9/21 close (10 days ago), 45.0% are below.
64.8% are above or equal to 9/20 close (11 days ago), 35.2% are below.
62.9% are above or equal to 9/19 close (12 days ago), 37.1% are below.
65.5% are above or equal to 9/16 close (13 days ago), 34.5% are below.
60.8% are above or equal to 9/15 close (14 days ago), 39.2% are below.
69.1% are above or equal to 9/14 close (15 days ago), 30.9% are below.
66.2% are above or equal to 9/13 close (16 days ago), 33.8% are below.
51.7% are above or equal to 9/12 close (17 days ago), 48.3% are below.
60.9% are above or equal to 9/9 close (18 days ago), 39.1% are below.
43.6% are above or equal to 9/8 close (19 days ago), 56.4% are below.
42.3% are above or equal to 9/7 close (20 days ago), 57.7% are below.
43.9% are above or equal to 9/6 close (21 days ago), 56.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161005 Closing)
20d: 19.9% new highs, 13.4% new lows
21d: 19.4% new highs, 13.4% new lows
42d: 15.9% new highs, 12.3% new lows
63d: 14.2% new highs, 10.0% new lows
126d: 11.2% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161005 Closing)
2-day: 67.2% above, 32.8% below
3-day: 61.1% above, 38.9% below
4-day: 56.8% above, 43.2% below
5-day: 58.7% above, 41.3% below
8-day: 56.0% above, 44.0% below
10-day: 54.1% above, 45.9% below
20-day: 58.3% above, 41.7% below
50-day: 52.8% above, 47.2% below
200-day: 71.0% above, 29.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161005 Closing)
ENER(90): 2.60% Top=REN HLX ATW RIG PAGP RDC CRC SPN ….. CPPL PSXP SE RRC OXY MMP GEL OKS=Bottom (Energy)
FINA(92): 1.52% Top=YRD VOYA EWBC AMG LM BOFI WDR NTRS ….. WU PVTB TD ACAS ESNT JNS PYPL EFX=Bottom (Banks/Financials)
CHEM(30): 1.29% Top=MEOH HUN CC PAH WLK GPRE OLN ASH ….. CHMT SHW PX AXTA APD FTK PPG RPM=Bottom (Chemicals/Fertilizers)
MANU(38): 1.29% Top=ATI KMT PH CFX MRC SEDG DDD ITT ….. TTC ITW DHR PNR GE ATU XYL GNRC=Bottom (Manufacturing)
ELEC(50): 1.19% Top=SPWR CSIQ NPTN FSLR FLEX OCLR AVGO IPHI ….. TSRA MLNX MU AMBA CY MXL PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(26): 1.12% Top=FMSA TCK ABX CMC TAHO FCX SCCO AA ….. GG SLCA FNV AGI PAAS SLW AEM AG=Bottom (Metals & Mining)
TRAN(29): 1.06% Top=BRS TRN CP UNP XPO CSX CNI ODFL ….. JBLU UAL KEX CHRW LUV ALK KNX SAVE=Bottom (Transportation)
RETA(66): 1.03% Top=SIG NFLX GPS SHLD DDS PAG TLRD GNC ….. LOW KORS OLLI SFM BIG EBAY TGT DLTR=Bottom (Retail & Specialty Retail)
INSU(31): 0.92% Top=CNO AWH LNC PRU MET UNM AIG TMK ….. AFSI WRB MMC FNF ALL MTG RDN VR=Bottom (Insurance)
COHW(42): 0.84% Top=ACIA SYNA INFN CIEN FNSR LITE SSYS CAMP ….. S OLED TMUS T VZ CCI WIN GIMO=Bottom (Computer Hardware/Telecom)
DISV(47): 0.66% Top=KBR TMH GPN MYGN AHS CAR R JEC ….. YY GEO ULTA CATM CXW SBAC BAH RRD=Bottom (Diversified Services)
HEAL(55): 0.64% Top=ZLTQ INCR CYH EVHC BABY AMSG MD DXCM ….. ANTM RMD DVA UNH CNC UHS HWAY ACHC=Bottom (Health)
MATE(30): 0.63% Top=SUM EXP FLR PHM KBH MTZ TTS DAR ….. RSG WM DY WCN WCIC SRCL WY VMC=Bottom (Materials & Construction)
COSW(99): 0.40% Top=TWTR TSS ADSK AKAM TIVO TRIP MTCH VMW ….. VIPS ELLI GRUB WB ZEN SINA DATA CRM=Bottom (Computer Software/Internet)
CONS(59): 0.28% Top=COTY FOSL DECK FN OI NWL PAY HAR ….. PVH KNL FBHS WWW PKG VFC WRK KS=Bottom (Consumer)
LEIS(38): -0.16% Top=SHAK WYNN MGM GPRO TVPT SEAS SONC BYD ….. CCL JACK CAKE ARMK YUM SIX TXRH ZOES=Bottom (Leisure)
REAL(96): -1.75% Top=SC ALLY BAM CLNY NRZ WPG CBL LHO ….. CUBE DOC SNH SRC STOR VER AIV SBRA=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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