daytrend

10/11/2016

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

Closing Stats
by daytrend on 20161011. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 916.

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

COMPARED TO YESTERDAY’S RANGE (20161011 Closing)
1.9% of stocks are above yesterday’s high.
9.2% are above yesterday’s midpoint. (90.8% are below.)
73.0% are below yesterday’s low.
25.1% are inside yesterday’s range.
14.0% of stocks with today’s high > yesterday’s high. (86.0% less than).
88.9% of stocks with today’s low < yesterday’s low. (11.1% greater than).

EVIDENCE OF INTRADAY TREND (20161011 Closing)
10.5% of stocks are above today’s open. (89.0% are below).
6.1% of stocks are above today’s open and yesterday’s close.
87.7% are below both.
2.8% of stocks opened above yesterday’s high.
16.9% of stocks opened above yesterday’s close. (77.1% opened below yesterday’s close).
26.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161011 Closing)
3.1% of stocks are in the top 10% of today’s range.
4.4% are in the top 20%.
18.0% are in the top half. 82.0% of stocks are in the bottom half of today’s range.
33.1% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20161011 Closing)
7.8% of stocks are above yesterday’s close. (92.2% are below.)
0.1% are up 4.5% or more. 2.9% are down 4.5% or more.
0.2% are up 3.5% or more. 7.6% are down 3.5% or more.
33.4% are between +1% and -1%.

RSI on DAILY (20161011 Closing)
2-day: >=95:1.0%…>=90:1.9%…>=80:4.0%…>=50:16.2%…<=20:45.0%…<=10:22.4%…<=5:11.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:31.9%…<=20:1.9%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:36.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161011 Closing)
1.9% above previous 1 highs, 73.0% below previous 1 lows
1.6% above previous 2 highs, 49.0% below previous 2 lows
1.4% above previous 3 highs, 40.8% below previous 3 lows
1.4% above previous 4 highs, 37.8% below previous 4 lows
1.2% above previous 5 highs, 32.5% below previous 5 lows
1.2% above previous 6 highs, 30.3% below previous 6 lows
1.2% above previous 7 highs, 28.6% below previous 7 lows
1.2% above previous 8 highs, 25.9% below previous 8 lows
1.1% above previous 9 highs, 24.2% below previous 9 lows
1.1% above previous 10 highs, 21.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161011 Closing)
7.8% are above or equal to 10/10 close (1 days ago), 92.2% are below.
30.2% are above or equal to 10/7 close (2 days ago), 69.8% are below.
24.3% are above or equal to 10/6 close (3 days ago), 75.7% are below.
26.6% are above or equal to 10/5 close (4 days ago), 73.4% are below.
37.1% are above or equal to 10/4 close (5 days ago), 62.9% are below.
32.0% are above or equal to 10/3 close (6 days ago), 68.0% are below.
30.3% are above or equal to 9/30 close (7 days ago), 69.7% are below.
40.3% are above or equal to 9/29 close (8 days ago), 59.7% are below.
33.1% are above or equal to 9/28 close (9 days ago), 66.9% are below.
38.6% are above or equal to 9/27 close (10 days ago), 61.4% are below.
44.7% are above or equal to 9/26 close (11 days ago), 55.3% are below.
37.4% are above or equal to 9/23 close (12 days ago), 62.6% are below.
33.1% are above or equal to 9/22 close (13 days ago), 66.9% are below.
39.5% are above or equal to 9/21 close (14 days ago), 60.5% are below.
50.4% are above or equal to 9/20 close (15 days ago), 49.6% are below.
47.1% are above or equal to 9/19 close (16 days ago), 52.9% are below.
50.2% are above or equal to 9/16 close (17 days ago), 49.8% are below.
47.2% are above or equal to 9/15 close (18 days ago), 52.8% are below.
56.1% are above or equal to 9/14 close (19 days ago), 43.9% are below.
53.4% are above or equal to 9/13 close (20 days ago), 46.6% are below.
39.6% are above or equal to 9/12 close (21 days ago), 60.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161011 Closing)
20d: 4.0% new highs, 18.1% new lows
21d: 4.0% new highs, 17.5% new lows
42d: 3.2% new highs, 14.7% new lows
63d: 2.8% new highs, 11.0% new lows
126d: 2.5% new highs, 3.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161011 Closing)
2-day: 7.2% above, 92.8% below
3-day: 16.4% above, 83.6% below
4-day: 19.1% above, 80.9% below
5-day: 21.1% above, 78.9% below
8-day: 25.8% above, 74.2% below
10-day: 27.8% above, 72.2% below
20-day: 38.0% above, 62.0% below
50-day: 40.6% above, 59.4% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161011 Closing)
INSU(32): -0.73% Top=AFSI FAF UNM RDN MTG AXS AWH ALL ….. FNF CINF MMC CNO AJG BRO WLTW AON=Bottom (Insurance)
REAL(98): -0.93% Top=CUZ CBL BXMT COR CONE SUI WRE TWO ….. LHO PKY CLI O SC ACC RLGY GPT=Bottom (Real Estate)
LEIS(37): -1.12% Top=SEAS YUM BWLD TXRH DRI LVS CBRL DPZ ….. BYD RCL PNRA QSR SHAK CMG STAY GPRO=Bottom (Leisure)
TRAN(30): -1.18% Top=KSU JBHT JBLU LUV FDX CHRW UPS AIRM ….. AAL XPO DAL SWFT TRN HA NAT BRS=Bottom (Transportation)
ENER(90): -1.20% Top=CRC TSO PTEN PE NBR OKS RSPP OAS ….. WLL WPX MUR DK SWN PBF MRO SN=Bottom (Energy)
FINA(95): -1.24% Top=LPLA CBOE VOYA NYCB CME BANC HBHC ESNT ….. JNS WETF AMG BOFI YRD LM OZRK BEN=Bottom (Banks/Financials)
CHEM(30): -1.39% Top=POT MEOH MON MOS DD DOW CHMT FTK ….. GRA POL UNVR CC ASH OLN HUN PAH=Bottom (Chemicals/Fertilizers)
RETA(64): -1.42% Top=KR SFM GPS COST FRAN JWN TSCO KAR ….. PAG LL BBBY BID W ETSY SPLS RH=Bottom (Retail & Specialty Retail)
MATE(31): -1.49% Top=USCR KBH WCN CAA WCIC LEN VMC WM ….. EXP BECN TPC SUM PWR AWI TTS FAST=Bottom (Materials & Construction)
CONS(59): -1.51% Top=HBI BMS COTY NKE CHD EL WHR UA ….. GIII KNL FOSL WRK MAT BC HAR FN=Bottom (Consumer)
DISV(44): -1.62% Top=MYGN CATM HRB ADS CXW AHS SCI G ….. GPN MAN TRU JEC ACM CAR YY KBR=Bottom (Diversified Services)
MANU(38): -1.75% Top=DOV GE CMI DE AGCO GNRC CAT TTC ….. AME FLS MHK ATU SWK IR ATI DDD=Bottom (Manufacturing)
COSW(94): -2.02% Top=TWTR TWLO VMW IMS TEAM TIVO MENT DOX ….. MDRX WDAY YELP ATHM BITA ZEN WB VIPS=Bottom (Computer Software/Internet)
META(26): -2.36% Top=CCJ SLCA ABX AEM NEM NUE GG SLW ….. CDE CNX SSRI FCX PAAS SWC AG AA=Bottom (Metals & Mining)
COHW(42): -2.42% Top=S CCI AAPL T BCE CAMP ZAYO VZ ….. ANET SSYS INFN WDC OLED GIMO STX LITE=Bottom (Computer Hardware/Telecom)
ELEC(52): -2.58% Top=ISIL GLW TTMI FSLR SIMO QRVO SWKS FLEX ….. MXL MSCC IDTI AMD OCLR IPHI AMBA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(54): -2.60% Top=PINC HCA UHS SEM HLS COO GMED ALGN ….. NVRO A BCR CYH ZBH PODD GKOS ABT=Bottom (Health)

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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