daytrend

10/17/2016

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

Closing Stats
by daytrend on 20161017. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 904.

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

COMPARED TO YESTERDAY’S RANGE (20161017 Closing)
5.3% of stocks are above yesterday’s high.
20.4% are above yesterday’s midpoint. (79.6% are below.)
41.5% are below yesterday’s low.
53.2% are inside yesterday’s range.
17.7% of stocks with today’s high > yesterday’s high. (82.3% less than).
67.0% of stocks with today’s low < yesterday’s low. (33.0% greater than).

EVIDENCE OF INTRADAY TREND (20161017 Closing)
35.4% of stocks are above today’s open. (63.7% are below).
29.9% of stocks are above today’s open and yesterday’s close.
56.6% are below both.
3.0% of stocks opened above yesterday’s high.
47.6% of stocks opened above yesterday’s close. (45.4% opened below yesterday’s close).
16.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161017 Closing)
3.5% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
30.2% are in the top half. 69.8% of stocks are in the bottom half of today’s range.
37.1% are in the bottom 20%.
21.2% are in the bottom 10%.

GAIN (20161017 Closing)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
0.4% are up 4.5% or more. 0.1% are down 4.5% or more.
0.9% are up 3.5% or more. 0.7% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20161017 Closing)
2-day: >=95:1.4%…>=90:3.9%…>=80:9.8%…>=50:33.0%…<=20:36.1%…<=10:22.6%…<=5:14.8%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:26.7%…<=20:2.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:29.4%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161017 Closing)
5.3% above previous 1 highs, 41.5% below previous 1 lows
4.9% above previous 2 highs, 17.3% below previous 2 lows
3.5% above previous 3 highs, 17.1% below previous 3 lows
3.1% above previous 4 highs, 16.7% below previous 4 lows
2.4% above previous 5 highs, 16.5% below previous 5 lows
2.3% above previous 6 highs, 15.8% below previous 6 lows
2.2% above previous 7 highs, 14.8% below previous 7 lows
2.1% above previous 8 highs, 14.7% below previous 8 lows
1.8% above previous 9 highs, 13.5% below previous 9 lows
1.5% above previous 10 highs, 12.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161017 Closing)
37.8% are above or equal to 10/14 close (1 days ago), 62.2% are below.
41.6% are above or equal to 10/13 close (2 days ago), 58.4% are below.
31.1% are above or equal to 10/12 close (3 days ago), 68.9% are below.
40.4% are above or equal to 10/11 close (4 days ago), 59.6% are below.
21.9% are above or equal to 10/10 close (5 days ago), 78.1% are below.
32.3% are above or equal to 10/7 close (6 days ago), 67.7% are below.
27.3% are above or equal to 10/6 close (7 days ago), 72.7% are below.
29.1% are above or equal to 10/5 close (8 days ago), 70.9% are below.
33.4% are above or equal to 10/4 close (9 days ago), 66.6% are below.
26.4% are above or equal to 10/3 close (10 days ago), 73.6% are below.
23.3% are above or equal to 9/30 close (11 days ago), 76.7% are below.
32.9% are above or equal to 9/29 close (12 days ago), 67.1% are below.
26.3% are above or equal to 9/28 close (13 days ago), 73.7% are below.
32.3% are above or equal to 9/27 close (14 days ago), 67.7% are below.
37.2% are above or equal to 9/26 close (15 days ago), 62.8% are below.
31.5% are above or equal to 9/23 close (16 days ago), 68.5% are below.
26.7% are above or equal to 9/22 close (17 days ago), 73.3% are below.
34.2% are above or equal to 9/21 close (18 days ago), 65.8% are below.
43.9% are above or equal to 9/20 close (19 days ago), 56.1% are below.
42.1% are above or equal to 9/19 close (20 days ago), 57.9% are below.
45.6% are above or equal to 9/16 close (21 days ago), 54.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161017 Closing)
20d: 2.3% new highs, 12.6% new lows
21d: 2.1% new highs, 12.1% new lows
42d: 1.4% new highs, 8.8% new lows
63d: 1.3% new highs, 6.5% new lows
126d: 1.1% new highs, 3.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161017 Closing)
2-day: 36.0% above, 64.0% below
3-day: 38.3% above, 61.7% below
4-day: 33.7% above, 66.3% below
5-day: 36.3% above, 63.7% below
8-day: 27.4% above, 72.6% below
10-day: 28.5% above, 71.5% below
20-day: 28.8% above, 71.2% below
50-day: 31.7% above, 68.3% below
200-day: 65.7% above, 34.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161017 Closing)
META(26): 1.25% Top=TAHO TCK X AGI PAAS CDE NEM CMC ….. AG NUE FMSA AA SLCA CNX FCX CCJ=Bottom (Metals & Mining)
MATE(30): 0.20% Top=VMC MLM KBH WCN WM MAS FLR OC ….. USCR USG TOL EME TPC PWR AWI SRCL=Bottom (Materials & Construction)
REAL(97): 0.19% Top=NRF CLNY DFT PPS MAA GPT ACC AMH ….. KIM NLY APLE VER RPAI OUT RLGY RLJ=Bottom (Real Estate)
CHEM(29): 0.04% Top=OLN CC CF UNVR WLK AXTA PAH ALB ….. ASH DD GRA DOW POT MOS HUN AGU=Bottom (Chemicals/Fertilizers)
INSU(29): -0.08% Top=AGO RDN AIG MTG UNM AWH ORI VR ….. MET AFL CINF AON AJG PGR MMC WLTW=Bottom (Insurance)
DISV(46): -0.16% Top=MYGN SERV ALLE GEO CAR CXW ACM URI ….. MAN CTAS SBAC ULTA ADS BAH TMH YY=Bottom (Diversified Services)
MANU(38): -0.16% Top=ATI RS BWXT SNA GNRC AOS AGCO WOR ….. IR SWK AME HON ROK MRC TEX SEDG=Bottom (Manufacturing)
CONS(57): -0.18% Top=HAS WRK WHR KS MLHR FBHS IP PKG ….. KATE UA WWW COH FOSL LULU SKX GIII=Bottom (Consumer)
TRAN(30): -0.28% Top=NAT AIRM KEX ODFL KSU EXPD SAVE CNI ….. KNX WERN HA WAB DAL JBHT CHRW BRS=Bottom (Transportation)
HEAL(53): -0.28% Top=HWAY PODD ACHC IRWD THC NUVA CYH COO ….. AET ALGN ZLTQ AMSG OPK EVHC ANTM SEM=Bottom (Health)
ELEC(51): -0.37% Top=SPWR TTMI TRMB IDTI FLEX NPTN JBL PI ….. SWKS IPHI OCLR MXL SIMO SCTY CSIQ AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): -0.38% Top=GPRO VAC FRGI MGM EXPE DPZ DRI STAY ….. ZOES SHAK MCD RCL BWLD CMG YUM PLAY=Bottom (Leisure)
COSW(92): -0.47% Top=TTWO MENT MANH NTCT GRUB CSOD SINA YHOO ….. CRM BITA CYBR FEYE ZEN MB TWLO IMPV=Bottom (Computer Software/Internet)
ENER(91): -0.52% Top=PBF REN MPLX OAS DO LPI ATW FGP ….. MUR MRO COG HP WLL DVN SWN GPOR=Bottom (Energy)
COHW(44): -0.66% Top=WIN TMUS FNSR ANET ZAYO UBNT GOGO VZ ….. BBRY CUDA PSTG INFN CIEN WDC PANW HPQ=Bottom (Computer Hardware/Telecom)
FINA(91): -0.70% Top=NSAM PYPL HAWK TD COF EV BAC BMO ….. HBAN AMG ICE LPLA CBOE NAVI WDR BANC=Bottom (Banks/Financials)
RETA(63): -1.03% Top=BABA W BURL LL MELI BID BBY OLLI ….. URBN AAP ZUMZ CVS GNC TSCO GME FIVE=Bottom (Retail & Specialty Retail)

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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