daytrend

10/13/2016

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

Closing Stats
by daytrend on 20161013. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 908.

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

COMPARED TO YESTERDAY’S RANGE (20161013 Closing)
17.5% of stocks are above yesterday’s high.
35.8% are above yesterday’s midpoint. (64.2% are below.)
38.2% are below yesterday’s low.
44.3% are inside yesterday’s range.
29.1% of stocks with today’s high > yesterday’s high. (70.9% less than).
77.4% of stocks with today’s low < yesterday’s low. (22.6% greater than).

EVIDENCE OF INTRADAY TREND (20161013 Closing)
58.9% of stocks are above today’s open. (39.9% are below).
30.6% of stocks are above today’s open and yesterday’s close.
39.3% are below both.
1.5% of stocks opened above yesterday’s high.
3.9% of stocks opened above yesterday’s close. (95.2% opened below yesterday’s close).
45.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161013 Closing)
9.6% of stocks are in the top 10% of today’s range.
29.1% are in the top 20%.
72.9% are in the top half. 27.1% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20161013 Closing)
31.7% of stocks are above yesterday’s close. (68.3% are below.)
0.4% are up 4.5% or more. 1.1% are down 4.5% or more.
1.0% are up 3.5% or more. 2.6% are down 3.5% or more.
51.7% are between +1% and -1%.

RSI on DAILY (20161013 Closing)
2-day: >=95:1.4%…>=90:4.4%…>=80:12.1%…>=50:30.1%…<=20:45.3%…<=10:27.6%…<=5:15.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:28.1%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161013 Closing)
17.5% above previous 1 highs, 38.2% below previous 1 lows
12.7% above previous 2 highs, 34.5% below previous 2 lows
10.0% above previous 3 highs, 33.9% below previous 3 lows
8.6% above previous 4 highs, 31.3% below previous 4 lows
8.3% above previous 5 highs, 29.0% below previous 5 lows
5.4% above previous 6 highs, 27.4% below previous 6 lows
4.3% above previous 7 highs, 24.6% below previous 7 lows
3.2% above previous 8 highs, 23.0% below previous 8 lows
2.4% above previous 9 highs, 21.1% below previous 9 lows
2.1% above previous 10 highs, 19.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161013 Closing)
31.7% are above or equal to 10/12 close (1 days ago), 68.3% are below.
41.6% are above or equal to 10/11 close (2 days ago), 58.4% are below.
22.6% are above or equal to 10/10 close (3 days ago), 77.4% are below.
32.8% are above or equal to 10/7 close (4 days ago), 67.2% are below.
29.2% are above or equal to 10/6 close (5 days ago), 70.8% are below.
29.8% are above or equal to 10/5 close (6 days ago), 70.2% are below.
35.5% are above or equal to 10/4 close (7 days ago), 64.5% are below.
28.9% are above or equal to 10/3 close (8 days ago), 71.1% are below.
25.1% are above or equal to 9/30 close (9 days ago), 74.9% are below.
35.2% are above or equal to 9/29 close (10 days ago), 64.8% are below.
27.3% are above or equal to 9/28 close (11 days ago), 72.7% are below.
33.5% are above or equal to 9/27 close (12 days ago), 66.5% are below.
40.7% are above or equal to 9/26 close (13 days ago), 59.3% are below.
31.6% are above or equal to 9/23 close (14 days ago), 68.4% are below.
27.9% are above or equal to 9/22 close (15 days ago), 72.1% are below.
35.2% are above or equal to 9/21 close (16 days ago), 64.8% are below.
47.7% are above or equal to 9/20 close (17 days ago), 52.3% are below.
44.9% are above or equal to 9/19 close (18 days ago), 55.1% are below.
48.9% are above or equal to 9/16 close (19 days ago), 51.1% are below.
43.6% are above or equal to 9/15 close (20 days ago), 56.4% are below.
52.3% are above or equal to 9/14 close (21 days ago), 47.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161013 Closing)
20d: 2.5% new highs, 26.5% new lows
21d: 2.5% new highs, 25.8% new lows
42d: 1.8% new highs, 19.1% new lows
63d: 1.3% new highs, 13.4% new lows
126d: 1.0% new highs, 5.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161013 Closing)
2-day: 31.2% above, 68.8% below
3-day: 35.2% above, 64.8% below
4-day: 29.0% above, 71.0% below
5-day: 30.2% above, 69.8% below
8-day: 30.4% above, 69.6% below
10-day: 27.3% above, 72.7% below
20-day: 31.4% above, 68.6% below
50-day: 33.3% above, 66.7% below
200-day: 67.6% above, 32.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161013 Closing)
REAL(97): 0.83% Top=DEI SRC COR MAA CSAL ACC PPS DFT ….. CUBE CBL OUT PEB CBG ALLY SC RLGY=Bottom (Real Estate)
HEAL(53): 0.22% Top=THC HCA AMSG EVHC UHS BAX ZLTQ INCR ….. TMO GMED WST HOLX MOH PKI IRWD ACHC=Bottom (Health)
TRAN(30): 0.04% Top=AAL ALK LUV SAVE CSX JBLU HA DAL ….. ODFL JBHT WERN KEX KNX SWFT BRS XPO=Bottom (Transportation)
ENER(91): -0.20% Top=REN RRC GPOR HAL SWN AR NFG NBR ….. OAS CWEI FET WMB CRZO CPE COP COG=Bottom (Energy)
META(26): -0.25% Top=AGI GG FNV TAHO AG RGLD ABX SSRI ….. SCCO NUE SWC STLD TCK CMC FCX X=Bottom (Metals & Mining)
MATE(32): -0.55% Top=USCR USG VMC EXP MLM SUM DY WCN ….. TPC PHM WM FAST CAA DHI LEN OC=Bottom (Materials & Construction)
COSW(93): -0.64% Top=CSC CTSH MENT GRUB FTNT MANH PFPT CDNS ….. CYBR CRM XRX SYMC HQY YELP VIPS TWLO=Bottom (Computer Software/Internet)
CHEM(28): -0.65% Top=AXTA MEOH CF POT AGU PAH MON PPG ….. FMC GPRE HUN GRA EMN CE MOS POL=Bottom (Chemicals/Fertilizers)
LEIS(37): -0.65% Top=PLAY SHAK MCD MAR STAY BWLD YUM PNRA ….. ISLE DPZ WYNN ZOES EAT CMG SEAS GPRO=Bottom (Leisure)
COHW(42): -0.66% Top=ACIA WIN OLED BCE CCI GIMO T CDW ….. BBRY ARRS PANW FNSR WDC TDC PSTG SSYS=Bottom (Computer Hardware/Telecom)
INSU(30): -0.66% Top=PGR VR FNF FAF ALL AXS CINF XL ….. AIG AFL PRU WLTW MTG MET CNO UNM=Bottom (Insurance)
DISV(46): -0.67% Top=ULTA AHS HCSG SBAC SCI BAH SERV PAYX ….. CAR URI YY IILG MYGN R AL RCII=Bottom (Diversified Services)
CONS(59): -0.88% Top=NWL MAT LULU CLX COTY AVP GIII WHR ….. HBI RL WRK FN HAR PBI FOSL DECK=Bottom (Consumer)
RETA(64): -1.07% Top=WMT DLTR ORLY NFLX CVS BBY DSW TGT ….. BBBY GME ZUMZ BIG SHLD AEO PAG DDS=Bottom (Retail & Specialty Retail)
ELEC(51): -1.10% Top=CSIQ FSLR TRMB SPWR MRVL IPHI MU AMBA ….. IDTI AMAT NPTN OCLR TTMI QRVO MXL SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(38): -1.10% Top=HON TTC ROK EMR MHK SWK GNRC BWXT ….. KMT ETN FLS WOR RS ATI ATU DDD=Bottom (Manufacturing)
FINA(91): -1.60% Top=LPLA YRD TD BMO NDAQ PVTB NSAM AMTD ….. FITB BKU MTB EWBC PACW WAL FRC BANC=Bottom (Banks/Financials)

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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