daytrend

10/20/2016

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

Closing Stats
by daytrend on 20161020. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 892.

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

COMPARED TO YESTERDAY’S RANGE (20161020 Closing)
16.0% of stocks are above yesterday’s high.
46.2% are above yesterday’s midpoint. (53.8% are below.)
23.3% are below yesterday’s low.
60.7% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
53.1% of stocks with today’s low < yesterday’s low. (46.9% greater than).

EVIDENCE OF INTRADAY TREND (20161020 Closing)
48.1% of stocks are above today’s open. (50.9% are below).
34.1% of stocks are above today’s open and yesterday’s close.
48.3% are below both.
5.6% of stocks opened above yesterday’s high.
20.9% of stocks opened above yesterday’s close. (74.0% opened below yesterday’s close).
13.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161020 Closing)
7.1% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.2% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20161020 Closing)
38.1% of stocks are above yesterday’s close. (61.9% are below.)
1.0% are up 4.5% or more. 1.0% are down 4.5% or more.
1.8% are up 3.5% or more. 2.0% are down 3.5% or more.
67.8% are between +1% and -1%.

RSI on DAILY (20161020 Closing)
2-day: >=95:8.1%…>=90:15.7%…>=80:27.6%…>=50:53.9%…<=20:17.3%…<=10:7.4%…<=5:4.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:46.4%…<=20:0.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:44.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161020 Closing)
16.0% above previous 1 highs, 23.3% below previous 1 lows
13.6% above previous 2 highs, 17.6% below previous 2 lows
12.8% above previous 3 highs, 13.1% below previous 3 lows
11.4% above previous 4 highs, 12.8% below previous 4 lows
10.7% above previous 5 highs, 9.1% below previous 5 lows
9.5% above previous 6 highs, 8.2% below previous 6 lows
7.1% above previous 7 highs, 7.7% below previous 7 lows
5.9% above previous 8 highs, 7.7% below previous 8 lows
5.7% above previous 9 highs, 7.0% below previous 9 lows
5.5% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161020 Closing)
38.1% are above or equal to 10/19 close (1 days ago), 61.9% are below.
57.4% are above or equal to 10/18 close (2 days ago), 42.6% are below.
70.6% are above or equal to 10/17 close (3 days ago), 29.4% are below.
63.5% are above or equal to 10/14 close (4 days ago), 36.5% are below.
59.9% are above or equal to 10/13 close (5 days ago), 40.1% are below.
51.0% are above or equal to 10/12 close (6 days ago), 49.0% are below.
54.6% are above or equal to 10/11 close (7 days ago), 45.4% are below.
35.5% are above or equal to 10/10 close (8 days ago), 64.5% are below.
46.7% are above or equal to 10/7 close (9 days ago), 53.3% are below.
39.9% are above or equal to 10/6 close (10 days ago), 60.1% are below.
41.0% are above or equal to 10/5 close (11 days ago), 59.0% are below.
45.5% are above or equal to 10/4 close (12 days ago), 54.5% are below.
39.2% are above or equal to 10/3 close (13 days ago), 60.8% are below.
35.0% are above or equal to 9/30 close (14 days ago), 65.0% are below.
42.0% are above or equal to 9/29 close (15 days ago), 58.0% are below.
35.8% are above or equal to 9/28 close (16 days ago), 64.2% are below.
40.9% are above or equal to 9/27 close (17 days ago), 59.1% are below.
45.4% are above or equal to 9/26 close (18 days ago), 54.6% are below.
39.2% are above or equal to 9/23 close (19 days ago), 60.8% are below.
34.6% are above or equal to 9/22 close (20 days ago), 65.4% are below.
41.7% are above or equal to 9/21 close (21 days ago), 58.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161020 Closing)
20d: 7.5% new highs, 10.4% new lows
21d: 7.5% new highs, 9.5% new lows
42d: 6.1% new highs, 7.3% new lows
63d: 5.6% new highs, 6.2% new lows
126d: 3.9% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161020 Closing)
2-day: 36.5% above, 63.5% below
3-day: 49.1% above, 50.9% below
4-day: 60.1% above, 39.9% below
5-day: 61.1% above, 38.9% below
8-day: 59.2% above, 40.8% below
10-day: 53.1% above, 46.9% below
20-day: 43.4% above, 56.6% below
50-day: 41.0% above, 59.0% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161020 Closing)
CHEM(28): 0.58% Top=MOS CF CC SHW HUN AXTA EMN OLN ….. DOW PAH GPRE WLK POT GRA ASH AGU=Bottom (Chemicals/Fertilizers)
META(27): 0.41% Top=X STLD CLF FCX CMC AGI SCCO CCJ ….. AEM SLCA AA CDE SWC ABX AG FMSA=Bottom (Metals & Mining)
HEAL(50): 0.20% Top=INCR VAR DGX ABT OPK LH IRWD STJ ….. XRAY BABY HLS HWAY RMD ACHC DVA SEM=Bottom (Health)
ELEC(50): 0.10% Top=AMD APH SPWR ADI CAVM TTMI NVDA CRUS ….. SCTY FTV FLEX SIMO MLNX PI DLB LRCX=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(90): 0.09% Top=AXP BK FNB FITB BANC EWBC PNC YRD ….. OMF WETF SLM NYCB CBOE NAVI LPLA SBNY=Bottom (Banks/Financials)
ENER(89): -0.06% Top=FTI SN OAS COG WNR HLX SWN TSO ….. ECA RES SE HP PE PTEN CWEI CRC=Bottom (Energy)
COHW(42): -0.17% Top=SYNA QCOM STX LITE EFII VRSN UBNT ZAYO ….. BCE JNPR TDC T S VZ CIEN ACIA=Bottom (Computer Hardware/Telecom)
REAL(96): -0.28% Top=WPG CLNY VTR ARE NRF CBL MAA MPW ….. APLE HST RLGY HPT OUT DRH LHO PEB=Bottom (Real Estate)
TRAN(30): -0.29% Top=LSTR ALK UAL JBLU DAL KEX SAVE LUV ….. AIRM KSU CNI TRN CSX NSC CP UNP=Bottom (Transportation)
MANU(39): -0.38% Top=SNA DHR KMT MHK IR EMR SWK ROK ….. CAT FLS AGCO DOV ITT ITW DDD RS=Bottom (Manufacturing)
DISV(45): -0.47% Top=URI RCII TMH MAN BAH SERV HRB INFO ….. CAR CTAS SCI YY VNTV ACM CXW ADS=Bottom (Diversified Services)
COSW(93): -0.51% Top=BOX ATHM LOCK TTWO SPLK GRUB JD ATVI ….. YELP HQY SABR TRIP VIPS PEGA TWLO SYNT=Bottom (Computer Software/Internet)
RETA(63): -0.53% Top=WBA ANF MIK NFLX CVS MELI M GNC ….. WFM FINL KMX JCP TSCO AN PAG EBAY=Bottom (Retail & Specialty Retail)
LEIS(36): -0.65% Top=CCL SEAS SBUX WYNN SIX GPRO DPZ MGM ….. WEN YUM SHAK ZOES SONC BWLD CAKE DNKN=Bottom (Leisure)
MATE(29): -0.98% Top=MAS MLM PWR USG WM SUM DY FAST ….. DAR EME EXP TTS TPH CAA KBH PHM=Bottom (Materials & Construction)
CONS(56): -1.03% Top=MAT HAS PAY FN FBHS MLHR GIII BC ….. IP GPK TUP CCK WRK KS PKG SCSS=Bottom (Consumer)
INSU(29): -1.23% Top=AGO ORI MTG MET RDN UNM FNF LNC ….. FAF AJG ALL VR XL CINF AFSI TRV=Bottom (Insurance)

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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