daytrend

10/26/2016

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

Closing Stats
by daytrend on 20161026. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20161026 Closing)
14.6% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
39.7% are below yesterday’s low.
45.6% are inside yesterday’s range.
32.4% of stocks with today’s high > yesterday’s high. (67.6% less than).
74.2% of stocks with today’s low < yesterday’s low. (25.8% greater than).

EVIDENCE OF INTRADAY TREND (20161026 Closing)
53.9% of stocks are above today’s open. (45.7% are below).
39.1% of stocks are above today’s open and yesterday’s close.
44.4% are below both.
3.5% of stocks opened above yesterday’s high.
8.9% of stocks opened above yesterday’s close. (89.9% opened below yesterday’s close).
42.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161026 Closing)
7.8% of stocks are in the top 10% of today’s range.
16.4% are in the top 20%.
47.0% are in the top half. 53.0% of stocks are in the bottom half of today’s range.
20.9% are in the bottom 20%.
10.1% are in the bottom 10%.

GAIN (20161026 Closing)
41.5% of stocks are above yesterday’s close. (58.5% are below.)
1.3% are up 4.5% or more. 2.9% are down 4.5% or more.
1.6% are up 3.5% or more. 5.2% are down 3.5% or more.
54.1% are between +1% and -1%.

RSI on DAILY (20161026 Closing)
2-day: >=95:5.6%…>=90:9.6%…>=80:15.8%…>=50:34.6%…<=20:41.0%…<=10:25.9%…<=5:14.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.6%…>=50:35.7%…<=20:3.1%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.4%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161026 Closing)
14.6% above previous 1 highs, 39.7% below previous 1 lows
8.9% above previous 2 highs, 35.7% below previous 2 lows
8.8% above previous 3 highs, 27.8% below previous 3 lows
7.6% above previous 4 highs, 26.6% below previous 4 lows
7.0% above previous 5 highs, 25.0% below previous 5 lows
6.8% above previous 6 highs, 24.0% below previous 6 lows
6.7% above previous 7 highs, 21.9% below previous 7 lows
6.3% above previous 8 highs, 21.0% below previous 8 lows
6.3% above previous 9 highs, 18.2% below previous 9 lows
6.1% above previous 10 highs, 17.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161026 Closing)
41.5% are above or equal to 10/25 close (1 days ago), 58.5% are below.
28.7% are above or equal to 10/24 close (2 days ago), 71.3% are below.
38.2% are above or equal to 10/21 close (3 days ago), 61.8% are below.
37.7% are above or equal to 10/20 close (4 days ago), 62.3% are below.
34.1% are above or equal to 10/19 close (5 days ago), 65.9% are below.
43.3% are above or equal to 10/18 close (6 days ago), 56.7% are below.
50.2% are above or equal to 10/17 close (7 days ago), 49.8% are below.
46.7% are above or equal to 10/14 close (8 days ago), 53.3% are below.
47.4% are above or equal to 10/13 close (9 days ago), 52.6% are below.
41.7% are above or equal to 10/12 close (10 days ago), 58.3% are below.
45.2% are above or equal to 10/11 close (11 days ago), 54.8% are below.
31.5% are above or equal to 10/10 close (12 days ago), 68.5% are below.
39.1% are above or equal to 10/7 close (13 days ago), 60.9% are below.
34.8% are above or equal to 10/6 close (14 days ago), 65.2% are below.
34.7% are above or equal to 10/5 close (15 days ago), 65.3% are below.
40.0% are above or equal to 10/4 close (16 days ago), 60.0% are below.
34.7% are above or equal to 10/3 close (17 days ago), 65.3% are below.
31.1% are above or equal to 9/30 close (18 days ago), 68.9% are below.
37.6% are above or equal to 9/29 close (19 days ago), 62.4% are below.
33.8% are above or equal to 9/28 close (20 days ago), 66.2% are below.
39.4% are above or equal to 9/27 close (21 days ago), 60.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161026 Closing)
20d: 7.0% new highs, 22.2% new lows
21d: 7.0% new highs, 21.4% new lows
42d: 5.3% new highs, 18.5% new lows
63d: 4.6% new highs, 14.7% new lows
126d: 3.5% new highs, 5.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161026 Closing)
2-day: 40.3% above, 59.7% below
3-day: 30.4% above, 69.6% below
4-day: 33.1% above, 66.9% below
5-day: 34.1% above, 65.9% below
8-day: 38.0% above, 62.0% below
10-day: 42.1% above, 57.9% below
20-day: 36.9% above, 63.1% below
50-day: 36.6% above, 63.4% below
200-day: 63.9% above, 36.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161026 Closing)
COHW(41): 0.62% Top=VG JNPR WDC CIEN STX ACIA PANW TDC ….. ZAYO GIMO MSI SYNA CCI CUDA S AAPL=Bottom (Computer Hardware/Telecom)
INSU(30): 0.19% Top=CNO HIG LNC MET CLGX PRU AIG MMC ….. AIZ AWH FNF MTG AFSI XL CINF FAF=Bottom (Insurance)
MANU(40): 0.16% Top=GNRC IR DDD ROK ETN LECO ITW FLS ….. SNA CFX DHR MRC AGCO KMT AOS ATI=Bottom (Manufacturing)
FINA(92): 0.06% Top=HBAN KEY VLY LAZ FITB NTRS NYCB CFG ….. OPB BANC PYPL NDAQ WU JNS YRD AMP=Bottom (Banks/Financials)
CONS(56): -0.02% Top=OI LULU SEE VFC NKE FBHS SKX PBI ….. WHR SCSS MAT DECK BC UA BERY AVY=Bottom (Consumer)
ELEC(50): -0.03% Top=MSCC FIT MRVL SIMO TEL BRKR SCTY OCLR ….. AYI PI ON CRUS TTMI AMD SPWR CY=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(57): -0.18% Top=SFM PAG AN SIG GPS DLTR AEO KMX ….. BIG OLLI BABA AMZN LOW W ETSY GNC=Bottom (Retail & Specialty Retail)
CHEM(26): -0.19% Top=HUN OLN PPG CC MEOH EMN MOS POT ….. DOW PAH CE ALB DD AXTA GRA POL=Bottom (Chemicals/Fertilizers)
ENER(87): -0.22% Top=MUR RIG LPI NBL DO RDC EPD TSO ….. SWN SXL CRZO FET SM NBR SN REN=Bottom (Energy)
DISV(46): -0.23% Top=R VNTV RHI ACM AL CAR KBR RCII ….. GEO RRD AHS ATHN ZG TMH SERV WOOF=Bottom (Diversified Services)
COSW(90): -0.25% Top=AKAM NCR DBD TSS NUAN VIPS FFIV TWLO ….. WUBA BIDU MTCH ZEN MDSO TRIP PTC GRUB=Bottom (Computer Software/Internet)
MATE(26): -0.59% Top=WM FLR VMC FAST SRCL MAS RSG BECN ….. KBH TOL DHI SUM TTS AWI WY DY=Bottom (Materials & Construction)
LEIS(36): -1.01% Top=SIX GPRO SEAS ARMK SONC CCL MGM WYNN ….. BLMN VAC FRGI QSR SHAK EAT WYN CMG=Bottom (Leisure)
REAL(88): -1.17% Top=UDR AVB EXR EQR PSA CUBE CPT AIV ….. HST SHO DOC SKT CBL ALLY WPG SPG=Bottom (Real Estate)
TRAN(30): -1.41% Top=ODFL JBHT FDX UPS DAL XPO EXPD WERN ….. CP JBLU CHRW NAT NSC CNI GBX LUV=Bottom (Transportation)
META(27): -1.43% Top=X AA STLD CMC NUE CCJ FCX SCCO ….. CDE TAHO SLCA CNX AG PAAS FMSA AGI=Bottom (Metals & Mining)
HEAL(46): -2.92% Top=ESRX TMO VWR BKD ANTM A STJ ABT ….. ZLTQ AMSG EVHC RMD THC LH NUVA EW=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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