daytrend

10/21/2016

Filed under: Market Stats — daytrend @ 8:11 pm

Closing Stats
by daytrend on 20161021. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 883.

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

COMPARED TO YESTERDAY’S RANGE (20161021 Closing)
17.3% of stocks are above yesterday’s high.
44.7% are above yesterday’s midpoint. (55.3% are below.)
21.7% are below yesterday’s low.
60.9% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
67.6% of stocks with today’s low < yesterday’s low. (32.4% greater than).

EVIDENCE OF INTRADAY TREND (20161021 Closing)
71.0% of stocks are above today’s open. (28.0% are below).
39.8% of stocks are above today’s open and yesterday’s close.
27.0% are below both.
2.5% of stocks opened above yesterday’s high.
6.8% of stocks opened above yesterday’s close. (91.4% opened below yesterday’s close).
34.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161021 Closing)
19.3% of stocks are in the top 10% of today’s range.
36.6% are in the top 20%.
71.8% are in the top half. 28.2% of stocks are in the bottom half of today’s range.
8.0% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20161021 Closing)
42.5% of stocks are above yesterday’s close. (57.5% are below.)
1.0% are up 4.5% or more. 0.9% are down 4.5% or more.
1.7% are up 3.5% or more. 1.7% are down 3.5% or more.
69.0% are between +1% and -1%.

RSI on DAILY (20161021 Closing)
2-day: >=95:8.2%…>=90:14.5%…>=80:22.9%…>=50:48.5%…<=20:24.9%…<=10:11.9%…<=5:5.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:44.1%…<=20:1.0%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:42.7%…<=20:0.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161021 Closing)
17.3% above previous 1 highs, 21.7% below previous 1 lows
12.0% above previous 2 highs, 17.3% below previous 2 lows
10.9% above previous 3 highs, 14.8% below previous 3 lows
9.9% above previous 4 highs, 12.0% below previous 4 lows
8.9% above previous 5 highs, 11.3% below previous 5 lows
8.3% above previous 6 highs, 8.0% below previous 6 lows
7.7% above previous 7 highs, 7.2% below previous 7 lows
6.6% above previous 8 highs, 7.1% below previous 8 lows
5.8% above previous 9 highs, 6.9% below previous 9 lows
5.7% above previous 10 highs, 6.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161021 Closing)
42.5% are above or equal to 10/20 close (1 days ago), 57.5% are below.
38.7% are above or equal to 10/19 close (2 days ago), 61.3% are below.
53.2% are above or equal to 10/18 close (3 days ago), 46.8% are below.
65.8% are above or equal to 10/17 close (4 days ago), 34.2% are below.
58.3% are above or equal to 10/14 close (5 days ago), 41.7% are below.
56.7% are above or equal to 10/13 close (6 days ago), 43.3% are below.
48.8% are above or equal to 10/12 close (7 days ago), 51.2% are below.
52.9% are above or equal to 10/11 close (8 days ago), 47.1% are below.
35.7% are above or equal to 10/10 close (9 days ago), 64.3% are below.
42.7% are above or equal to 10/7 close (10 days ago), 57.3% are below.
39.5% are above or equal to 10/6 close (11 days ago), 60.5% are below.
40.7% are above or equal to 10/5 close (12 days ago), 59.3% are below.
45.6% are above or equal to 10/4 close (13 days ago), 54.4% are below.
39.9% are above or equal to 10/3 close (14 days ago), 60.1% are below.
34.7% are above or equal to 9/30 close (15 days ago), 65.3% are below.
42.1% are above or equal to 9/29 close (16 days ago), 57.9% are below.
34.4% are above or equal to 9/28 close (17 days ago), 65.6% are below.
41.6% are above or equal to 9/27 close (18 days ago), 58.4% are below.
45.1% are above or equal to 9/26 close (19 days ago), 54.9% are below.
38.1% are above or equal to 9/23 close (20 days ago), 61.9% are below.
35.6% are above or equal to 9/22 close (21 days ago), 64.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161021 Closing)
20d: 6.3% new highs, 14.7% new lows
21d: 6.1% new highs, 14.7% new lows
42d: 4.5% new highs, 11.2% new lows
63d: 3.5% new highs, 8.9% new lows
126d: 2.9% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161021 Closing)
2-day: 40.8% above, 59.2% below
3-day: 39.1% above, 60.9% below
4-day: 47.0% above, 53.0% below
5-day: 53.8% above, 46.2% below
8-day: 53.7% above, 46.3% below
10-day: 49.7% above, 50.3% below
20-day: 42.0% above, 58.0% below
50-day: 39.6% above, 60.4% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161021 Closing)
LEIS(38): 0.56% Top=QSR MCD SONC MMYT EXPE EAT JACK CMG ….. FRGI WYNN DNKN CCL WYN LVS RCL BYD=Bottom (Leisure)
FINA(89): 0.42% Top=PYPL SIVB ETFC SYF WBS NSAM BX BK ….. BLK BXS NAVI FII BOFI STI JNS BANC=Bottom (Banks/Financials)
COSW(92): 0.18% Top=PFPT TWTR MSFT CYBR FEYE PAYC GDDY CRM ….. VIPS ATHM YELP MDRX IMPV CERN SYNT TWLO=Bottom (Computer Software/Internet)
MATE(28): 0.11% Top=USG EXP TTS VMC BECN SUM USCR DAR ….. WY PHM CAA DHI TPH FAST DY KBH=Bottom (Materials & Construction)
RETA(62): 0.07% Top=NFLX TLRD KSS JCP JWN M MELI DDS ….. CPRT SIG RH KORS FIVE KMX BID GNC=Bottom (Retail & Specialty Retail)
CHEM(28): 0.06% Top=CF GPRE POT AGU CC DOW GRA SHW ….. PAH MEOH MON AXTA ALB FMC MOS WLK=Bottom (Chemicals/Fertilizers)
DISV(46): 0.06% Top=MAN GEO CXW R RHI SBAC VRSK FDC ….. GPN ACM CAR AHS WOOF ADS MCO ATHN=Bottom (Diversified Services)
MANU(39): 0.04% Top=ROK CFX AGCO TEX LII HON TKR DOV ….. IEX ATU AOS WOR MRC ITT DDD RS=Bottom (Manufacturing)
TRAN(29): 0.00% Top=WERN KNX LSTR TRN JBHT CP SWFT ODFL ….. UNP KEX DAL XPO ALK KSU AAL UAL=Bottom (Transportation)
COHW(41): -0.23% Top=VRSN CCI UBNT ANET JNPR PANW QCOM CTL ….. LITE OLED FNSR SSYS VZ HPQ S T=Bottom (Computer Hardware/Telecom)
REAL(96): -0.27% Top=CLNY NRF DFT CBG AMT CSAL STWD CIM ….. CUBE CUZ KRC PSA PEB EXR WPG HCP=Bottom (Real Estate)
ENER(87): -0.34% Top=WNR HFC PBF DK MPC MTDR VLO ETP ….. AR DO SM SLB COG RRC RICE SWN=Bottom (Energy)
ELEC(49): -0.41% Top=MSCC KLAC LRCX DLB TER FSLR FIT CSIQ ….. AYI MRVL SPWR MU TTMI PI SCTY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(30): -0.55% Top=BRO MTG FNF AGO AIG RDN AFSI CNO ….. PRU ALL TRV AWH UNM L FAF CINF=Bottom (Insurance)
CONS(55): -0.61% Top=PAY AVP GPK TUP MAT MLHR VFC WHR ….. TPX KS KATE BC COTY GIII DECK SKX=Bottom (Consumer)
META(27): -0.65% Top=X AGI TCK GG AA SLCA PAAS FMSA ….. SCCO CDE CLF AG FCX NEM RGLD CNX=Bottom (Metals & Mining)
HEAL(47): -0.73% Top=MOH GMED AET CNC HLS RMD UNH THC ….. BKD ESRX ZLTQ DXCM ALGN AMSG EVHC VAR=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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