daytrend

10/12/2016

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

Closing Stats
by daytrend on 20161012. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 912.

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

COMPARED TO YESTERDAY’S RANGE (20161012 Closing)
14.6% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
19.2% are below yesterday’s low.
66.2% are inside yesterday’s range.
27.2% of stocks with today’s high > yesterday’s high. (72.8% less than).
45.3% of stocks with today’s low < yesterday’s low. (54.7% greater than).

EVIDENCE OF INTRADAY TREND (20161012 Closing)
59.2% of stocks are above today’s open. (39.1% are below).
53.8% of stocks are above today’s open and yesterday’s close.
33.7% are below both.
2.3% of stocks opened above yesterday’s high.
53.2% of stocks opened above yesterday’s close. (40.8% opened below yesterday’s close).
6.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161012 Closing)
8.0% of stocks are in the top 10% of today’s range.
19.4% are in the top 20%.
56.8% are in the top half. 43.2% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20161012 Closing)
60.1% of stocks are above yesterday’s close. (39.9% are below.)
0.3% are up 4.5% or more. 0.8% are down 4.5% or more.
1.1% are up 3.5% or more. 1.8% are down 3.5% or more.
64.0% are between +1% and -1%.

RSI on DAILY (20161012 Closing)
2-day: >=95:1.8%…>=90:3.0%…>=80:8.0%…>=50:37.0%…<=20:29.9%…<=10:15.2%…<=5:8.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:35.0%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161012 Closing)
14.6% above previous 1 highs, 19.2% below previous 1 lows
8.2% above previous 2 highs, 18.3% below previous 2 lows
6.4% above previous 3 highs, 15.7% below previous 3 lows
6.0% above previous 4 highs, 14.5% below previous 4 lows
5.0% above previous 5 highs, 13.9% below previous 5 lows
3.8% above previous 6 highs, 12.2% below previous 6 lows
3.1% above previous 7 highs, 11.2% below previous 7 lows
2.6% above previous 8 highs, 10.4% below previous 8 lows
2.4% above previous 9 highs, 10.0% below previous 9 lows
2.1% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161012 Closing)
60.1% are above or equal to 10/11 close (1 days ago), 39.9% are below.
20.5% are above or equal to 10/10 close (2 days ago), 79.5% are below.
39.7% are above or equal to 10/7 close (3 days ago), 60.3% are below.
33.6% are above or equal to 10/6 close (4 days ago), 66.4% are below.
33.0% are above or equal to 10/5 close (5 days ago), 67.0% are below.
40.8% are above or equal to 10/4 close (6 days ago), 59.2% are below.
34.5% are above or equal to 10/3 close (7 days ago), 65.5% are below.
30.9% are above or equal to 9/30 close (8 days ago), 69.1% are below.
42.4% are above or equal to 9/29 close (9 days ago), 57.6% are below.
32.8% are above or equal to 9/28 close (10 days ago), 67.2% are below.
40.8% are above or equal to 9/27 close (11 days ago), 59.2% are below.
46.1% are above or equal to 9/26 close (12 days ago), 53.9% are below.
38.4% are above or equal to 9/23 close (13 days ago), 61.6% are below.
33.3% are above or equal to 9/22 close (14 days ago), 66.7% are below.
41.0% are above or equal to 9/21 close (15 days ago), 59.0% are below.
53.3% are above or equal to 9/20 close (16 days ago), 46.7% are below.
50.5% are above or equal to 9/19 close (17 days ago), 49.5% are below.
53.8% are above or equal to 9/16 close (18 days ago), 46.2% are below.
48.5% are above or equal to 9/15 close (19 days ago), 51.5% are below.
59.8% are above or equal to 9/14 close (20 days ago), 40.2% are below.
57.6% are above or equal to 9/13 close (21 days ago), 42.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161012 Closing)
20d: 3.2% new highs, 10.9% new lows
21d: 3.2% new highs, 10.2% new lows
42d: 1.9% new highs, 8.3% new lows
63d: 1.6% new highs, 6.3% new lows
126d: 1.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161012 Closing)
2-day: 59.1% above, 40.9% below
3-day: 33.6% above, 66.4% below
4-day: 34.8% above, 65.2% below
5-day: 31.8% above, 68.2% below
8-day: 33.3% above, 66.7% below
10-day: 32.1% above, 67.9% below
20-day: 39.5% above, 60.5% below
50-day: 39.6% above, 60.4% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161012 Closing)
META(26): 1.37% Top=AGI TAHO AEM CDE PAAS GG SSRI FNV ….. STLD X CNX NUE FMSA SLCA CCJ AA=Bottom (Metals & Mining)
INSU(30): 1.06% Top=RDN FAF AGO VR PGR AFSI AXS MTG ….. HIG MET XL LNC AWH TMK CNO PRU=Bottom (Insurance)
REAL(98): 1.03% Top=ELS DFT SUI ACC EDR AMT COR LPT ….. CLNY OHI SC SHO RLGY ALLY CBL PKY=Bottom (Real Estate)
RETA(64): 0.70% Top=BBY LB KR TLRD KORS SBH SFM ROST ….. RH TGT FRAN JCP ETSY NFLX BABA SHLD=Bottom (Retail & Specialty Retail)
DISV(46): 0.61% Top=CXW GEO RCII SERV AHS SBAC LDOS ALLE ….. R BAH IILG AL KBR CAR TMH HCSG=Bottom (Diversified Services)
MATE(32): 0.50% Top=DY TTS AWI WY BECN SUM WCN MTZ ….. TOL USCR EXP KBH CAA TPH SRCL FAST=Bottom (Materials & Construction)
CONS(59): 0.40% Top=NLS SKX NWL BERY PKG GIII CHD COTY ….. UFS TPX KNL PVH OI HAS PAY HBI=Bottom (Consumer)
MANU(38): 0.25% Top=SWK ETN IR MHK HON ITW DCI TTC ….. ATU AME FLS TEX EMR SEDG MRC DDD=Bottom (Manufacturing)
LEIS(37): 0.24% Top=ZOES PLAY ARMK WEN JACK TXRH CAKE HLT ….. SIX STAY SHAK MGM CMG WYNN SEAS GPRO=Bottom (Leisure)
FINA(92): -0.03% Top=HAWK LM WDR CFG EFX EWBC PYPL IVZ ….. MS OMF LAZ KKR BANC YRD OZRK LPLA=Bottom (Banks/Financials)
COSW(92): -0.20% Top=NTES MSCI EQIX SYNT CSC SINA WB GRUB ….. PFPT TWLO FFIV MB BITA SPLK NOW FTNT=Bottom (Computer Software/Internet)
HEAL(53): -0.32% Top=NVRO CYH THC HCA DVA PINC MD BABY ….. CNC AET PKI INCR ACHC EVHC AMSG IRWD=Bottom (Health)
COHW(42): -0.37% Top=CCI ARRS VRSN TMUS AAPL CDW BCE VZ ….. JNPR ACIA OLED CIEN CSCO COMM PSTG SSYS=Bottom (Computer Hardware/Telecom)
TRAN(30): -0.54% Top=ALK DAL LUV HA EXPD KEX SAVE WAB ….. TRN CSX UAL NSC KSU AAL NAT BRS=Bottom (Transportation)
CHEM(30): -0.56% Top=OLN ASH GRA HUN SHW PX APD FTK ….. MON CE POL EMN WLK CF GPRE MOS=Bottom (Chemicals/Fertilizers)
ELEC(52): -0.56% Top=SCTY AYI AMD CSIQ HIMX MRVL MXL NVDA ….. XLNX IPHI CY MTSI SIMO TTMI CAVM IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(91): -0.61% Top=SEMG CWEI OKS RICE SWN FGP SE MMP ….. MPLX HFC OAS PBF DK LPI SN CRC=Bottom (Energy)

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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