daytrend

10/10/2016

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

Closing Stats
by daytrend on 20161010. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 921.

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

COMPARED TO YESTERDAY’S RANGE (20161010 Closing)
31.2% of stocks are above yesterday’s high.
63.6% are above yesterday’s midpoint. (36.4% are below.)
9.8% are below yesterday’s low.
59.1% are inside yesterday’s range.
60.9% of stocks with today’s high > yesterday’s high. (39.1% less than).
15.4% of stocks with today’s low < yesterday’s low. (84.6% greater than).

EVIDENCE OF INTRADAY TREND (20161010 Closing)
53.4% of stocks are above today’s open. (45.2% are below).
53.0% of stocks are above today’s open and yesterday’s close.
23.0% are below both.
19.0% of stocks opened above yesterday’s high.
92.1% of stocks opened above yesterday’s close. (5.6% opened below yesterday’s close).
1.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161010 Closing)
5.1% of stocks are in the top 10% of today’s range.
12.8% are in the top 20%.
38.0% are in the top half. 62.0% of stocks are in the bottom half of today’s range.
33.0% are in the bottom 20%.
18.3% are in the bottom 10%.

GAIN (20161010 Closing)
76.5% of stocks are above yesterday’s close. (23.5% are below.)
2.0% are up 4.5% or more. 0.7% are down 4.5% or more.
3.9% are up 3.5% or more. 1.0% are down 3.5% or more.
57.9% are between +1% and -1%.

RSI on DAILY (20161010 Closing)
2-day: >=95:6.7%…>=90:13.1%…>=80:26.5%…>=50:63.6%…<=20:12.8%…<=10:6.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:54.9%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161010 Closing)
31.2% above previous 1 highs, 9.8% below previous 1 lows
22.9% above previous 2 highs, 7.4% below previous 2 lows
18.5% above previous 3 highs, 6.2% below previous 3 lows
15.7% above previous 4 highs, 4.9% below previous 4 lows
14.8% above previous 5 highs, 4.7% below previous 5 lows
13.4% above previous 6 highs, 4.5% below previous 6 lows
12.4% above previous 7 highs, 3.7% below previous 7 lows
11.8% above previous 8 highs, 3.0% below previous 8 lows
11.3% above previous 9 highs, 2.6% below previous 9 lows
11.0% above previous 10 highs, 2.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161010 Closing)
76.5% are above or equal to 10/7 close (1 days ago), 23.5% are below.
55.4% are above or equal to 10/6 close (2 days ago), 44.6% are below.
53.9% are above or equal to 10/5 close (3 days ago), 46.1% are below.
61.9% are above or equal to 10/4 close (4 days ago), 38.1% are below.
52.3% are above or equal to 10/3 close (5 days ago), 47.7% are below.
47.4% are above or equal to 9/30 close (6 days ago), 52.6% are below.
58.4% are above or equal to 9/29 close (7 days ago), 41.6% are below.
48.1% are above or equal to 9/28 close (8 days ago), 51.9% are below.
52.6% are above or equal to 9/27 close (9 days ago), 47.4% are below.
60.8% are above or equal to 9/26 close (10 days ago), 39.2% are below.
52.0% are above or equal to 9/23 close (11 days ago), 48.0% are below.
46.7% are above or equal to 9/22 close (12 days ago), 53.3% are below.
54.0% are above or equal to 9/21 close (13 days ago), 46.0% are below.
63.6% are above or equal to 9/20 close (14 days ago), 36.4% are below.
61.2% are above or equal to 9/19 close (15 days ago), 38.8% are below.
63.8% are above or equal to 9/16 close (16 days ago), 36.2% are below.
59.3% are above or equal to 9/15 close (17 days ago), 40.7% are below.
66.8% are above or equal to 9/14 close (18 days ago), 33.2% are below.
64.6% are above or equal to 9/13 close (19 days ago), 35.4% are below.
51.8% are above or equal to 9/12 close (20 days ago), 48.2% are below.
61.0% are above or equal to 9/9 close (21 days ago), 39.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161010 Closing)
20d: 19.9% new highs, 3.0% new lows
21d: 18.9% new highs, 3.0% new lows
42d: 13.5% new highs, 2.2% new lows
63d: 12.4% new highs, 1.6% new lows
126d: 10.4% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161010 Closing)
2-day: 75.5% above, 24.5% below
3-day: 64.7% above, 35.3% below
4-day: 59.4% above, 40.6% below
5-day: 60.4% above, 39.6% below
8-day: 55.4% above, 44.6% below
10-day: 53.5% above, 46.5% below
20-day: 58.7% above, 41.3% below
50-day: 51.9% above, 48.1% below
200-day: 72.0% above, 28.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161010 Closing)
ENER(90): 2.15% Top=FANG ATW CRC SM FET PAGP SN RSPP ….. CPPL RRC RICE MPLX SWN PBF COG SEMG=Bottom (Energy)
META(26): 1.29% Top=FMSA TCK SCCO SSRI X SLCA SWC CMC ….. FCX AA GG FNV NEM AEM AG ABX=Bottom (Metals & Mining)
HEAL(54): 1.26% Top=NVRO MOH THC ACHC ANTM HCA ZLTQ BABY ….. WST XRAY LH DGX VAR BAX PKI GKOS=Bottom (Health)
TRAN(30): 1.05% Top=LUV AAL ALK UAL JBLU DAL KSU SWFT ….. HA EXPD NAT WAB TRN CSX UNP NSC=Bottom (Transportation)
MATE(31): 0.80% Top=USCR USG SRCL TPH EXP DAR SUM TPC ….. WY DHI KBH PHM AWI DY FAST TTS=Bottom (Materials & Construction)
LEIS(37): 0.79% Top=ZOES CAKE CMG BLMN HLT PNRA JACK WYNN ….. ISLE RCL TXRH SBUX YUM CCL SIX GPRO=Bottom (Leisure)
REAL(98): 0.78% Top=PEB DRH GPT SBRA CONE CUZ FR KRC ….. OUT AMH PSA BXP VTR EDR CUBE PKY=Bottom (Real Estate)
DISV(44): 0.68% Top=YY CAR RHI TMH AHS CATM RBA AL ….. SCOR CXW JEC ADS LDOS GPN RRD MYGN=Bottom (Diversified Services)
INSU(32): 0.56% Top=CNO PRI ORI RDN MTG LNC VR XL ….. WLTW AJG PGR FNF FAF MMC AON BRO=Bottom (Insurance)
COSW(97): 0.56% Top=WB CRM SINA VIPS NTES MTCH CDNS MENT ….. VMW NCR SHOP NUAN IMPV TTWO TWTR TWLO=Bottom (Computer Software/Internet)
COHW(42): 0.44% Top=S GIMO GOGO SSYS TMUS ZAYO AAPL ANET ….. NTAP HRS CDW PSTG JNPR QCOM WIN ACIA=Bottom (Computer Hardware/Telecom)
FINA(96): 0.44% Top=YRD JNS BOFI OZRK ESNT BEN CFR KKR ….. WU LAZ OMF LM NDAQ AMG NAVI CBOE=Bottom (Banks/Financials)
CHEM(30): 0.37% Top=PAH MEOH OLN WLK ALB DOW MOS GPRE ….. CF EMN HUN AXTA ASH UNVR FTK CC=Bottom (Chemicals/Fertilizers)
CONS(60): 0.33% Top=FOSL KS BC WWW KATE HBI UA UFS ….. TPX LULU ENR GT PG NWL WHR COTY=Bottom (Consumer)
RETA(65): 0.15% Top=TLRD ZUMZ AEO BABA ETSY SIG MIK SFM ….. BIG M NFLX W FIVE BURL SHLD JCP=Bottom (Retail & Specialty Retail)
ELEC(52): 0.07% Top=SCTY FSLR SPWR MXL CRUS SNPS CSIQ LRCX ….. AMAT XLNX TXN ADI MSCC NPTN PI IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): -0.18% Top=AGCO SEDG WOR DE ATI DDD TEX RS ….. GE KMT FLS CFX EMR ROK ITT DOV=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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