daytrend

10/14/2016

Filed under: Market Stats — daytrend @ 3:51 pm

Closing Stats
by daytrend on 20161014. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 906.

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

COMPARED TO YESTERDAY’S RANGE (20161014 Closing)
20.3% of stocks are above yesterday’s high.
62.3% are above yesterday’s midpoint. (37.7% are below.)
10.4% are below yesterday’s low.
69.3% are inside yesterday’s range.
77.5% of stocks with today’s high > yesterday’s high. (22.5% less than).
18.5% of stocks with today’s low < yesterday’s low. (81.5% greater than).

EVIDENCE OF INTRADAY TREND (20161014 Closing)
23.0% of stocks are above today’s open. (76.3% are below).
21.6% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
39.1% of stocks opened above yesterday’s high.
88.2% of stocks opened above yesterday’s close. (9.8% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161014 Closing)
0.2% of stocks are in the top 10% of today’s range.
1.9% are in the top 20%.
16.3% are in the top half. 83.7% of stocks are in the bottom half of today’s range.
50.2% are in the bottom 20%.
30.6% are in the bottom 10%.

GAIN (20161014 Closing)
49.4% of stocks are above yesterday’s close. (50.6% are below.)
0.7% are up 4.5% or more. 0.6% are down 4.5% or more.
1.1% are up 3.5% or more. 1.5% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY (20161014 Closing)
2-day: >=95:1.2%…>=90:3.9%…>=80:10.2%…>=50:36.1%…<=20:33.6%…<=10:21.4%…<=5:11.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:29.0%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:32.0%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161014 Closing)
20.3% above previous 1 highs, 10.4% below previous 1 lows
9.4% above previous 2 highs, 9.1% below previous 2 lows
5.6% above previous 3 highs, 8.9% below previous 3 lows
3.9% above previous 4 highs, 8.7% below previous 4 lows
3.4% above previous 5 highs, 8.1% below previous 5 lows
3.0% above previous 6 highs, 7.2% below previous 6 lows
2.6% above previous 7 highs, 6.8% below previous 7 lows
2.2% above previous 8 highs, 6.6% below previous 8 lows
1.8% above previous 9 highs, 6.2% below previous 9 lows
1.4% above previous 10 highs, 6.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161014 Closing)
49.4% are above or equal to 10/13 close (1 days ago), 50.6% are below.
34.8% are above or equal to 10/12 close (2 days ago), 65.2% are below.
44.7% are above or equal to 10/11 close (3 days ago), 55.3% are below.
22.2% are above or equal to 10/10 close (4 days ago), 77.8% are below.
33.4% are above or equal to 10/7 close (5 days ago), 66.6% are below.
27.8% are above or equal to 10/6 close (6 days ago), 72.2% are below.
29.7% are above or equal to 10/5 close (7 days ago), 70.3% are below.
35.5% are above or equal to 10/4 close (8 days ago), 64.5% are below.
28.5% are above or equal to 10/3 close (9 days ago), 71.5% are below.
25.3% are above or equal to 9/30 close (10 days ago), 74.7% are below.
36.2% are above or equal to 9/29 close (11 days ago), 63.8% are below.
29.1% are above or equal to 9/28 close (12 days ago), 70.9% are below.
34.4% are above or equal to 9/27 close (13 days ago), 65.6% are below.
40.3% are above or equal to 9/26 close (14 days ago), 59.7% are below.
33.1% are above or equal to 9/23 close (15 days ago), 66.9% are below.
27.8% are above or equal to 9/22 close (16 days ago), 72.2% are below.
36.2% are above or equal to 9/21 close (17 days ago), 63.8% are below.
47.2% are above or equal to 9/20 close (18 days ago), 52.8% are below.
44.2% are above or equal to 9/19 close (19 days ago), 55.8% are below.
47.1% are above or equal to 9/16 close (20 days ago), 52.9% are below.
43.3% are above or equal to 9/15 close (21 days ago), 56.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161014 Closing)
20d: 5.3% new highs, 6.3% new lows
21d: 5.3% new highs, 5.8% new lows
42d: 3.4% new highs, 4.6% new lows
63d: 3.0% new highs, 3.3% new lows
126d: 2.3% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161014 Closing)
2-day: 48.3% above, 51.7% below
3-day: 37.4% above, 62.6% below
4-day: 40.0% above, 60.0% below
5-day: 32.2% above, 67.8% below
8-day: 28.5% above, 71.5% below
10-day: 28.4% above, 71.6% below
20-day: 30.4% above, 69.6% below
50-day: 32.2% above, 67.8% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161014 Closing)
INSU(29): 0.49% Top=CNO LNC HIG PRU UNM ORI PGR CINF ….. ALL AJG TMK TRV FNF AWH BRO VR=Bottom (Insurance)
FINA(91): 0.47% Top=YRD GS HAWK ICE SCHW KEY SLM ZION ….. BEN FRC IVZ WDR AMP FHN WETF LPLA=Bottom (Banks/Financials)
ELEC(51): 0.42% Top=AMD ADI FSLR HIMX MU SIMO AYI FTV ….. TEL CSIQ AMBA TTMI OCLR FIT PI IPHI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(59): 0.26% Top=AVP WRK KS TPX IP VSTO UFS FOSL ….. KMB EL COH GT HBI LULU GIII RL=Bottom (Consumer)
MANU(38): 0.25% Top=TEX ATU DOV MRC KMT SNA PH CAT ….. XYL AGCO EMR FLS AOS ATI SEDG DDD=Bottom (Manufacturing)
MATE(30): 0.15% Top=SRCL USCR AWI WCN LEN VMC DAR TPH ….. USG TOL CAA MTZ EME FLR DY TPC=Bottom (Materials & Construction)
LEIS(36): 0.14% Top=BWLD ZOES VAC EXPE BLMN DNKN QSR EAT ….. SEAS MCD MGM CCL CMG WYNN GPRO RCL=Bottom (Leisure)
COSW(93): 0.07% Top=CRM CSC MB SHOP BITA TIVO TEAM LOCK ….. MENT TRIP CTSH CSOD DATA TWLO YELP TWTR=Bottom (Computer Software/Internet)
DISV(46): -0.01% Top=SERV YY ALLE FLT ADS RHI IILG INFO ….. AHS R ULTA WOOF HCSG KBR RRD URI=Bottom (Diversified Services)
CHEM(29): -0.10% Top=DD POL DOW EMN UNVR MEOH ALB PPG ….. CE IFF HUN AXTA GRA GPRE WLK CF=Bottom (Chemicals/Fertilizers)
RETA(63): -0.30% Top=ZUMZ OLLI NFLX PAG EBAY URBN DKS CVS ….. CASY FIVE ETSY WSM W KSS M RH=Bottom (Retail & Specialty Retail)
COHW(44): -0.30% Top=S LVLT COMM SYNA TDC MSI VRSN CUDA ….. VG FNSR JNPR ACIA SSYS EFII PSTG HPQ=Bottom (Computer Hardware/Telecom)
REAL(97): -0.42% Top=KRC SC GGP AMT CLI AVB EQR COR ….. DRH RLGY UDR BXP DEI AMH PKY PEB=Bottom (Real Estate)
TRAN(30): -0.48% Top=KSU SAVE WAB NSC JBHT UPS UNP TRN ….. SWFT BRS KNX NAT AAL WERN XPO JBLU=Bottom (Transportation)
HEAL(53): -0.59% Top=XRAY RMD ESRX BCR HOLX GMED ZBH PINC ….. OPK AMSG THC EW ACHC ZLTQ IRWD CYH=Bottom (Health)
ENER(91): -0.64% Top=REN DK HLX LPI SEP MPLX MUR RSPP ….. GPOR FANG SPN SM RRC SN RICE SWN=Bottom (Energy)
META(26): -1.21% Top=TCK SWC CCJ NUE FCX STLD CMC X ….. SSRI AG SLCA GG AGI TAHO CDE CNX=Bottom (Metals & Mining)

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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