daytrend

10/18/2016

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

Closing Stats
by daytrend on 20161018. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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

COMPARED TO YESTERDAY’S RANGE (20161018 Closing)
35.5% of stocks are above yesterday’s high.
64.4% are above yesterday’s midpoint. (35.6% are below.)
10.7% are below yesterday’s low.
53.8% are inside yesterday’s range.
74.0% of stocks with today’s high > yesterday’s high. (26.0% less than).
22.7% of stocks with today’s low < yesterday’s low. (77.3% greater than).

EVIDENCE OF INTRADAY TREND (20161018 Closing)
33.5% of stocks are above today’s open. (65.3% are below).
32.9% of stocks are above today’s open and yesterday’s close.
22.4% are below both.
50.1% of stocks opened above yesterday’s high.
97.2% of stocks opened above yesterday’s close. (2.6% opened below yesterday’s close).
1.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161018 Closing)
6.0% of stocks are in the top 10% of today’s range.
13.3% are in the top 20%.
39.8% are in the top half. 60.2% of stocks are in the bottom half of today’s range.
30.1% are in the bottom 20%.
17.4% are in the bottom 10%.

GAIN (20161018 Closing)
77.0% of stocks are above yesterday’s close. (23.0% are below.)
1.3% are up 4.5% or more. 0.3% are down 4.5% or more.
3.6% are up 3.5% or more. 0.8% are down 3.5% or more.
59.2% are between +1% and -1%.

RSI on DAILY (20161018 Closing)
2-day: >=95:5.1%…>=90:11.9%…>=80:27.5%…>=50:64.1%…<=20:14.4%…<=10:8.6%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:40.7%…<=20:1.0%…<=10:0.2%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:38.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161018 Closing)
35.5% above previous 1 highs, 10.7% below previous 1 lows
18.2% above previous 2 highs, 9.5% below previous 2 lows
16.6% above previous 3 highs, 6.1% below previous 3 lows
13.1% above previous 4 highs, 5.9% below previous 4 lows
9.9% above previous 5 highs, 5.4% below previous 5 lows
7.9% above previous 6 highs, 5.4% below previous 6 lows
7.5% above previous 7 highs, 4.9% below previous 7 lows
7.1% above previous 8 highs, 4.5% below previous 8 lows
6.6% above previous 9 highs, 4.2% below previous 9 lows
5.1% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161018 Closing)
77.0% are above or equal to 10/17 close (1 days ago), 23.0% are below.
61.2% are above or equal to 10/14 close (2 days ago), 38.8% are below.
59.0% are above or equal to 10/13 close (3 days ago), 41.0% are below.
48.2% are above or equal to 10/12 close (4 days ago), 51.8% are below.
52.3% are above or equal to 10/11 close (5 days ago), 47.7% are below.
29.7% are above or equal to 10/10 close (6 days ago), 70.3% are below.
39.7% are above or equal to 10/7 close (7 days ago), 60.3% are below.
34.4% are above or equal to 10/6 close (8 days ago), 65.6% are below.
36.3% are above or equal to 10/5 close (9 days ago), 63.7% are below.
42.4% are above or equal to 10/4 close (10 days ago), 57.6% are below.
34.9% are above or equal to 10/3 close (11 days ago), 65.1% are below.
30.2% are above or equal to 9/30 close (12 days ago), 69.8% are below.
39.3% are above or equal to 9/29 close (13 days ago), 60.7% are below.
33.1% are above or equal to 9/28 close (14 days ago), 66.9% are below.
38.3% are above or equal to 9/27 close (15 days ago), 61.7% are below.
43.3% are above or equal to 9/26 close (16 days ago), 56.7% are below.
37.3% are above or equal to 9/23 close (17 days ago), 62.7% are below.
31.8% are above or equal to 9/22 close (18 days ago), 68.2% are below.
39.7% are above or equal to 9/21 close (19 days ago), 60.3% are below.
50.1% are above or equal to 9/20 close (20 days ago), 49.9% are below.
48.9% are above or equal to 9/19 close (21 days ago), 51.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161018 Closing)
20d: 6.0% new highs, 5.6% new lows
21d: 5.9% new highs, 5.6% new lows
42d: 4.6% new highs, 4.9% new lows
63d: 3.8% new highs, 3.6% new lows
126d: 3.0% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161018 Closing)
2-day: 76.2% above, 23.8% below
3-day: 68.6% above, 31.4% below
4-day: 64.6% above, 35.4% below
5-day: 59.6% above, 40.4% below
8-day: 46.8% above, 53.2% below
10-day: 42.3% above, 57.7% below
20-day: 36.7% above, 63.3% below
50-day: 37.4% above, 62.6% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161018 Closing)
META(26): 2.70% Top=AGI TCK SSRI AG SLW AEM CDE SLCA ….. STLD X CCJ CNX NUE SCCO AA CMC=Bottom (Metals & Mining)
CHEM(28): 1.64% Top=CE PAH CC CF EMN MEOH MOS AGU ….. ALB MON SHW ASH PPG GPRE AXTA POL=Bottom (Chemicals/Fertilizers)
HEAL(53): 1.60% Top=UNH CYH ANTM ACHC MOH THC EVHC CNC ….. VAR WST PINC HOLX DVA STE SEM GKOS=Bottom (Health)
ELEC(51): 1.10% Top=FIT HIMX AMBA SCTY MU TTMI OCLR MXL ….. KLAC MLNX FTV ISIL DLB SNPS CY SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 1.05% Top=TMH FDC RCII MYGN YY AL GEO ADS ….. SCI HRB HCSG ALLE V RRD CATM ULTA=Bottom (Diversified Services)
COSW(92): 0.88% Top=TWLO MTCH SQ MB TRIP TSS CTXS CYBR ….. BOX NUAN WBMD WUBA IMPV ZEN YELP IBM=Bottom (Computer Software/Internet)
REAL(95): 0.69% Top=CLNY NRF DFT DEI PEB RLJ DLR SHO ….. EXR FRT EDR UDR AVB AIV EQR PKY=Bottom (Real Estate)
CONS(56): 0.61% Top=AVP LULU SKX KS KATE OI ENR UA ….. IP PG WHR HAS MLHR SEE FBHS WWW=Bottom (Consumer)
FINA(90): 0.59% Top=HAWK CMA NSAM KEY RF UMPQ GS PNC ….. OMF NDAQ EV WU PACW WETF YRD BANC=Bottom (Banks/Financials)
COHW(44): 0.57% Top=LVLT CTL VG OLED JNPR INFN TMUS PANW ….. EFII VZ WIN SSYS S ACIA PSTG CUDA=Bottom (Computer Hardware/Telecom)
LEIS(36): 0.56% Top=DPZ GPRO QSR JACK RCL ZOES MAR VAC ….. SBUX CAKE MGM YUM BWLD SONC MCD DNKN=Bottom (Leisure)
TRAN(29): 0.52% Top=SAVE CP AAL NAT HA WERN XPO WAB ….. JBLU CSX FDX UNP AIRM KEX KSU EXPD=Bottom (Transportation)
INSU(29): 0.42% Top=MTG RDN AGO TMK WLTW L FNF AON ….. ORI PRU VR MMC CINF AFL PGR AFSI=Bottom (Insurance)
ENER(90): 0.30% Top=CRC NBR ETE ETP PBF VLO RES SPN ….. RSPP LPI CWEI DRQ CRZO DO REN OAS=Bottom (Energy)
RETA(64): 0.27% Top=NFLX KORS W CASY BID LL SPLS OLLI ….. DSW BURL ROST ANF GNC FINL FRAN URBN=Bottom (Retail & Specialty Retail)
MATE(29): 0.25% Top=DY PHM DHI USG FLR DAR PWR SRCL ….. WM FAST USCR VMC MAS SUM AWI TPC=Bottom (Materials & Construction)
MANU(38): -0.00% Top=RS AGCO GNRC CMI PNR DHR ATI GE ….. TEX DCI ITW KMT CFX DDD PH LII=Bottom (Manufacturing)

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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