daytrend

10/06/2016

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

Closing Stats
by daytrend on 20161006. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 924.

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

COMPARED TO YESTERDAY’S RANGE (20161006 Closing)
18.2% of stocks are above yesterday’s high.
50.6% are above yesterday’s midpoint. (49.4% are below.)
20.3% are below yesterday’s low.
61.5% are inside yesterday’s range.
36.8% of stocks with today’s high > yesterday’s high. (63.2% less than).
57.7% of stocks with today’s low < yesterday’s low. (42.3% greater than).

EVIDENCE OF INTRADAY TREND (20161006 Closing)
55.0% of stocks are above today’s open. (43.1% are below).
44.5% of stocks are above today’s open and yesterday’s close.
38.6% are below both.
4.5% of stocks opened above yesterday’s high.
34.4% of stocks opened above yesterday’s close. (60.5% opened below yesterday’s close).
16.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161006 Closing)
13.3% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
66.1% are in the top half. 33.9% of stocks are in the bottom half of today’s range.
9.1% are in the bottom 20%.
4.9% are in the bottom 10%.

GAIN (20161006 Closing)
50.2% of stocks are above yesterday’s close. (49.8% are below.)
0.8% are up 4.5% or more. 1.0% are down 4.5% or more.
1.5% are up 3.5% or more. 1.7% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20161006 Closing)
2-day: >=95:5.7%…>=90:12.7%…>=80:26.7%…>=50:58.0%…<=20:20.5%…<=10:12.9%…<=5:10.1%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.1%…>=50:56.7%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.1%…>=50:56.1%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161006 Closing)
18.2% above previous 1 highs, 20.3% below previous 1 lows
14.3% above previous 2 highs, 13.6% below previous 2 lows
11.9% above previous 3 highs, 11.3% below previous 3 lows
10.9% above previous 4 highs, 9.7% below previous 4 lows
9.4% above previous 5 highs, 9.1% below previous 5 lows
8.8% above previous 6 highs, 8.8% below previous 6 lows
8.8% above previous 7 highs, 8.3% below previous 7 lows
8.4% above previous 8 highs, 8.2% below previous 8 lows
7.9% above previous 9 highs, 8.2% below previous 9 lows
7.3% above previous 10 highs, 8.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161006 Closing)
50.2% are above or equal to 10/5 close (1 days ago), 49.8% are below.
66.2% are above or equal to 10/4 close (2 days ago), 33.8% are below.
55.2% are above or equal to 10/3 close (3 days ago), 44.8% are below.
46.4% are above or equal to 9/30 close (4 days ago), 53.6% are below.
61.6% are above or equal to 9/29 close (5 days ago), 38.4% are below.
48.2% are above or equal to 9/28 close (6 days ago), 51.8% are below.
53.5% are above or equal to 9/27 close (7 days ago), 46.5% are below.
60.8% are above or equal to 9/26 close (8 days ago), 39.2% are below.
53.9% are above or equal to 9/23 close (9 days ago), 46.1% are below.
47.5% are above or equal to 9/22 close (10 days ago), 52.5% are below.
56.3% are above or equal to 9/21 close (11 days ago), 43.7% are below.
64.8% are above or equal to 9/20 close (12 days ago), 35.2% are below.
61.9% are above or equal to 9/19 close (13 days ago), 38.1% are below.
64.3% are above or equal to 9/16 close (14 days ago), 35.7% are below.
59.8% are above or equal to 9/15 close (15 days ago), 40.2% are below.
68.7% are above or equal to 9/14 close (16 days ago), 31.3% are below.
64.9% are above or equal to 9/13 close (17 days ago), 35.1% are below.
52.1% are above or equal to 9/12 close (18 days ago), 47.9% are below.
60.3% are above or equal to 9/9 close (19 days ago), 39.7% are below.
43.3% are above or equal to 9/8 close (20 days ago), 56.7% are below.
42.3% are above or equal to 9/7 close (21 days ago), 57.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161006 Closing)
20d: 12.6% new highs, 16.5% new lows
21d: 12.2% new highs, 16.5% new lows
42d: 9.3% new highs, 14.9% new lows
63d: 8.5% new highs, 11.8% new lows
126d: 6.8% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161006 Closing)
2-day: 49.0% above, 51.0% below
3-day: 61.8% above, 38.2% below
4-day: 58.8% above, 41.2% below
5-day: 54.7% above, 45.3% below
8-day: 54.7% above, 45.3% below
10-day: 54.7% above, 45.3% below
20-day: 59.0% above, 41.0% below
50-day: 53.1% above, 46.9% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161006 Closing)
META(26): 6.50% Top=AA SLCA X FMSA CNX CMC CDE NUE ….. TAHO GG AEM FCX TCK SSRI RGLD AG=Bottom (Metals & Mining)
MATE(30): 1.31% Top=USCR BECN EXP SUM OC MTZ USG MAS ….. TOL FLR TTS SRCL RSG WCIC PHM DY=Bottom (Materials & Construction)
CHEM(30): 0.62% Top=POL OLN UNVR WLK DOW ASH DD HUN ….. AGU POT APD CHMT CF RPM MOS PAH=Bottom (Chemicals/Fertilizers)
CONS(60): 0.41% Top=AVP KS PKG WRK FBHS GPK RL UFS ….. NWL HAR GIII SKX LULU COTY UA VSTO=Bottom (Consumer)
ELEC(53): 0.35% Top=PI LRCX MTSI AMD SWKS OCLR QRVO CRUS ….. SIMO FIT NVDA AMBA IDTI MLNX SCTY NPTN=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(65): 0.22% Top=WFM JCP DLTR SFM DKS HD KR JWN ….. GES GNC DSW ANF GME SPLS WMT SHLD=Bottom (Retail & Specialty Retail)
DISV(47): 0.18% Top=URI BAH ULTA KBR AHS LDOS AL CATM ….. SCOR CXW CAR ACM ADS YY TMH ZG=Bottom (Diversified Services)
COHW(42): -0.04% Top=SYNA BBRY CIEN LITE COMM QCOM INFN AAPL ….. TMUS JNPR S STX WDC WIN GOGO ACIA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.05% Top=LHO BDN SHO NRZ PEB ACC SLG RLJ ….. CPT NNN BXMT SBRA CUZ CBL GPT WPG=Bottom (Real Estate)
INSU(32): -0.11% Top=MET BRO AON AGO AJG UNM CNO AFSI ….. FAF HIG AXS FNF XL RDN AWH VR=Bottom (Insurance)
ENER(90): -0.18% Top=FGP FET CVE WLL PTEN RES NBR SLB ….. CRC PDCE ETP SXL SN PAGP REN PBF=Bottom (Energy)
FINA(94): -0.20% Top=YRD HAWK AMG BKU FII FNB C NDAQ ….. BX SLM BEN BOFI JNS SYF AXP WDR=Bottom (Banks/Financials)
LEIS(38): -0.21% Top=SONC CBRL ISLE PLAY EAT DNKN QSR MGM ….. SEAS PNRA ZOES TVPT YUM STAY GPRO SHAK=Bottom (Leisure)
TRAN(29): -0.30% Top=ALK CSX WAB AAL ODFL NSC WERN UAL ….. SAVE FDX KNX DAL CP XPO JBLU BRS=Bottom (Transportation)
HEAL(54): -0.37% Top=WST RMD HLS COO ZLTQ NUVA LH BAX ….. HWAY IRWD ACHC NVRO THC OPK CYH BKD=Bottom (Health)
COSW(99): -0.55% Top=CRM SYNT NTES INXN PAYC FIS DOX WBMD ….. ZEN BITA FTNT YELP VEEV DATA FEYE TWTR=Bottom (Computer Software/Internet)
MANU(37): -1.03% Top=ATU GNRC IR TTC ATI TKR AGCO KMT ….. PH ROK EMR DDD FLS GE PNR AOS=Bottom (Manufacturing)

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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