daytrend

10/19/2016

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

Closing Stats
by daytrend on 20161019. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161019 Closing)
36.3% of stocks are above yesterday’s high.
64.7% are above yesterday’s midpoint. (35.3% are below.)
12.8% are below yesterday’s low.
51.0% are inside yesterday’s range.
57.7% of stocks with today’s high > yesterday’s high. (42.3% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20161019 Closing)
65.7% of stocks are above today’s open. (33.6% are below).
61.6% of stocks are above today’s open and yesterday’s close.
23.5% are below both.
11.1% of stocks opened above yesterday’s high.
68.0% of stocks opened above yesterday’s close. (28.2% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161019 Closing)
12.2% of stocks are in the top 10% of today’s range.
29.2% are in the top 20%.
64.4% are in the top half. 35.6% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
5.8% are in the bottom 10%.

GAIN (20161019 Closing)
72.7% of stocks are above yesterday’s close. (27.3% are below.)
1.5% are up 4.5% or more. 0.9% are down 4.5% or more.
4.0% are up 3.5% or more. 1.0% are down 3.5% or more.
55.2% are between +1% and -1%.

RSI on DAILY (20161019 Closing)
2-day: >=95:10.3%…>=90:22.7%…>=80:45.1%…>=50:77.0%…<=20:7.4%…<=10:3.0%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.0%…>=50:51.6%…<=20:0.3%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:46.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161019 Closing)
36.3% above previous 1 highs, 12.8% below previous 1 lows
33.5% above previous 2 highs, 6.9% below previous 2 lows
25.3% above previous 3 highs, 5.9% below previous 3 lows
24.2% above previous 4 highs, 3.5% below previous 4 lows
19.5% above previous 5 highs, 3.0% below previous 5 lows
15.3% above previous 6 highs, 2.7% below previous 6 lows
11.8% above previous 7 highs, 2.7% below previous 7 lows
10.9% above previous 8 highs, 2.7% below previous 8 lows
10.2% above previous 9 highs, 2.7% below previous 9 lows
10.0% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161019 Closing)
72.7% are above or equal to 10/18 close (1 days ago), 27.3% are below.
82.2% are above or equal to 10/17 close (2 days ago), 17.8% are below.
73.5% are above or equal to 10/14 close (3 days ago), 26.5% are below.
68.8% are above or equal to 10/13 close (4 days ago), 31.2% are below.
57.3% are above or equal to 10/12 close (5 days ago), 42.7% are below.
62.0% are above or equal to 10/11 close (6 days ago), 38.0% are below.
37.5% are above or equal to 10/10 close (7 days ago), 62.5% are below.
48.5% are above or equal to 10/7 close (8 days ago), 51.5% are below.
41.4% are above or equal to 10/6 close (9 days ago), 58.6% are below.
43.0% are above or equal to 10/5 close (10 days ago), 57.0% are below.
49.3% are above or equal to 10/4 close (11 days ago), 50.7% are below.
41.8% are above or equal to 10/3 close (12 days ago), 58.2% are below.
37.6% are above or equal to 9/30 close (13 days ago), 62.4% are below.
46.8% are above or equal to 9/29 close (14 days ago), 53.2% are below.
37.8% are above or equal to 9/28 close (15 days ago), 62.2% are below.
44.2% are above or equal to 9/27 close (16 days ago), 55.8% are below.
48.7% are above or equal to 9/26 close (17 days ago), 51.3% are below.
42.1% are above or equal to 9/23 close (18 days ago), 57.9% are below.
36.2% are above or equal to 9/22 close (19 days ago), 63.8% are below.
43.8% are above or equal to 9/21 close (20 days ago), 56.2% are below.
55.7% are above or equal to 9/20 close (21 days ago), 44.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161019 Closing)
20d: 9.5% new highs, 5.8% new lows
21d: 9.4% new highs, 5.7% new lows
42d: 6.9% new highs, 4.0% new lows
63d: 5.9% new highs, 3.0% new lows
126d: 4.8% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161019 Closing)
2-day: 71.4% above, 28.6% below
3-day: 79.6% above, 20.4% below
4-day: 77.9% above, 22.1% below
5-day: 76.9% above, 23.1% below
8-day: 64.1% above, 35.9% below
10-day: 57.8% above, 42.2% below
20-day: 46.1% above, 53.9% below
50-day: 42.8% above, 57.2% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161019 Closing)
META(27): 2.30% Top=X ABX STLD AG SWC CMC GG AEM ….. NUE CDE RGLD SLW CCJ FNV TCK CNX=Bottom (Metals & Mining)
ENER(89): 1.68% Top=CRC SN OAS RIG SPN DO WPX HAL ….. AR VLO RICE TSO COG DK HFC PBF=Bottom (Energy)
FINA(90): 1.48% Top=BANC HBHC YRD SBNY CMA FITB FRC FHN ….. EFX CME CBOE ICE SLM CIT BLK NAVI=Bottom (Banks/Financials)
RETA(64): 1.20% Top=GNC KORS JCP FIVE TSCO ZUMZ PAG EBAY ….. ORLY WSM CASY ROST AAP CVS LOW WBA=Bottom (Retail & Specialty Retail)
LEIS(36): 1.15% Top=DPZ BWLD TXRH CMG SHAK WYNN QSR PNRA ….. ARMK HLT CCL MAR MCD BYD VAC MMYT=Bottom (Leisure)
CHEM(28): 0.94% Top=CF HUN OLN MEOH CC MOS CE GPRE ….. APD DD RPM MON PPG IFF ASH AXTA=Bottom (Chemicals/Fertilizers)
MANU(39): 0.82% Top=ATI FLS DOV ITT RS KMT ATU MRC ….. TTC TKR SNA SWK AOS PNR AGCO LII=Bottom (Manufacturing)
TRAN(29): 0.74% Top=SAVE DAL UAL AAL KEX WAB JBLU TRN ….. CNI KNX NAT WERN SWFT JBHT CP HA=Bottom (Transportation)
CONS(56): 0.68% Top=LULU GT WHR IP KS DECK FOSL PKG ….. ENR EPC HAS CLX CHD FBHS PG TUP=Bottom (Consumer)
COHW(42): 0.40% Top=PSTG FNSR TDC COMM EFII CIEN INFN HRS ….. CSCO AAPL QCOM HPQ WDC CUDA ACIA STX=Bottom (Computer Hardware/Telecom)
REAL(95): 0.35% Top=CBG CBL WPG RLGY PEB DRH AMH SHO ….. BRX CIM SNH EQY MAA DOC SUI HPT=Bottom (Real Estate)
INSU(29): 0.25% Top=MTG L MMC TRV LNC WLTW AGO RDN ….. AJG CINF CNO AFSI FNF FAF VR AWH=Bottom (Insurance)
ELEC(50): 0.18% Top=FSLR CSIQ SPWR FIT SCTY APH MCHP TTMI ….. XLNX MU DLB AMBA AYI INTC HIMX CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.17% Top=VNTV AL YY ADS CATM V ILG MAN ….. MYGN RRD ALLE URI GEO SERV WOOF CXW=Bottom (Diversified Services)
COSW(92): 0.02% Top=NOW DATA MTCH YHOO SHOP ZEN GDDY IAC ….. PAYC TTWO YELP MDRX TWLO CYBR MANH IMPV=Bottom (Computer Software/Internet)
MATE(29): -0.16% Top=FAST SUM DHI TOL PWR CAA WY DAR ….. AWI FLR VMC EXP MAS KBH TTS USG=Bottom (Materials & Construction)
HEAL(52): -0.37% Top=BKD SEM MOH A CNC AMSG EVHC HWAY ….. OPK BCR GMED UHS ZLTQ GKOS ABT ACHC=Bottom (Health)

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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