daytrend

10/27/2016

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

Closing Stats
by daytrend on 20161027. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 875.

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

COMPARED TO YESTERDAY’S RANGE (20161027 Closing)
13.5% of stocks are above yesterday’s high.
32.9% are above yesterday’s midpoint. (67.1% are below.)
43.5% are below yesterday’s low.
43.0% are inside yesterday’s range.
40.3% of stocks with today’s high > yesterday’s high. (59.7% less than).
58.2% of stocks with today’s low < yesterday’s low. (41.8% greater than).

EVIDENCE OF INTRADAY TREND (20161027 Closing)
19.4% of stocks are above today’s open. (79.7% are below).
17.7% of stocks are above today’s open and yesterday’s close.
67.2% are below both.
20.9% of stocks opened above yesterday’s high.
75.9% of stocks opened above yesterday’s close. (21.0% opened below yesterday’s close).
5.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161027 Closing)
2.9% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
26.1% are in the top half. 73.9% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
20.6% are in the bottom 10%.

GAIN (20161027 Closing)
30.9% of stocks are above yesterday’s close. (69.1% are below.)
2.2% are up 4.5% or more. 4.6% are down 4.5% or more.
3.1% are up 3.5% or more. 8.3% are down 3.5% or more.
44.3% are between +1% and -1%.

RSI on DAILY (20161027 Closing)
2-day: >=95:5.4%…>=90:8.3%…>=80:12.1%…>=50:25.5%…<=20:50.2%…<=10:35.9%…<=5:22.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:29.7%…<=20:6.3%…<=10:0.5%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:30.3%…<=20:1.5%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161027 Closing)
13.5% above previous 1 highs, 43.5% below previous 1 lows
9.5% above previous 2 highs, 40.6% below previous 2 lows
7.4% above previous 3 highs, 39.0% below previous 3 lows
6.9% above previous 4 highs, 33.6% below previous 4 lows
6.4% above previous 5 highs, 31.7% below previous 5 lows
6.2% above previous 6 highs, 31.0% below previous 6 lows
6.1% above previous 7 highs, 29.6% below previous 7 lows
5.9% above previous 8 highs, 27.9% below previous 8 lows
5.6% above previous 9 highs, 27.3% below previous 9 lows
5.6% above previous 10 highs, 25.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161027 Closing)
30.9% are above or equal to 10/26 close (1 days ago), 69.1% are below.
29.7% are above or equal to 10/25 close (2 days ago), 70.3% are below.
22.1% are above or equal to 10/24 close (3 days ago), 77.9% are below.
28.5% are above or equal to 10/21 close (4 days ago), 71.5% are below.
30.1% are above or equal to 10/20 close (5 days ago), 69.9% are below.
29.1% are above or equal to 10/19 close (6 days ago), 70.9% are below.
35.8% are above or equal to 10/18 close (7 days ago), 64.2% are below.
42.1% are above or equal to 10/17 close (8 days ago), 57.9% are below.
39.5% are above or equal to 10/14 close (9 days ago), 60.5% are below.
38.5% are above or equal to 10/13 close (10 days ago), 61.5% are below.
36.0% are above or equal to 10/12 close (11 days ago), 64.0% are below.
37.9% are above or equal to 10/11 close (12 days ago), 62.1% are below.
28.3% are above or equal to 10/10 close (13 days ago), 71.7% are below.
34.1% are above or equal to 10/7 close (14 days ago), 65.9% are below.
30.2% are above or equal to 10/6 close (15 days ago), 69.8% are below.
31.8% are above or equal to 10/5 close (16 days ago), 68.2% are below.
34.4% are above or equal to 10/4 close (17 days ago), 65.6% are below.
31.2% are above or equal to 10/3 close (18 days ago), 68.8% are below.
28.0% are above or equal to 9/30 close (19 days ago), 72.0% are below.
33.3% are above or equal to 9/29 close (20 days ago), 66.7% are below.
30.3% are above or equal to 9/28 close (21 days ago), 69.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161027 Closing)
20d: 9.3% new highs, 28.5% new lows
21d: 9.3% new highs, 27.7% new lows
42d: 7.4% new highs, 23.8% new lows
63d: 7.1% new highs, 21.1% new lows
126d: 5.5% new highs, 8.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161027 Closing)
2-day: 29.6% above, 70.4% below
3-day: 29.6% above, 70.4% below
4-day: 24.6% above, 75.4% below
5-day: 24.8% above, 75.2% below
8-day: 27.7% above, 72.3% below
10-day: 31.8% above, 68.2% below
20-day: 31.0% above, 69.0% below
50-day: 32.8% above, 67.2% below
200-day: 60.7% above, 39.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161027 Closing)
TRAN(30): 0.72% Top=KEX SWFT ODFL KNX LUV WERN AAL NSC ….. UNP UPS HA XPO JBLU TRN NAT GBX=Bottom (Transportation)
LEIS(37): 0.31% Top=BWLD CAKE SONC BJRI DNKN JACK PLAY WYN ….. SIX CCL FRGI WYNN LVS RCL GPRO BYD=Bottom (Leisure)
ENER(88): -0.09% Top=MPLX WLL SU COP AR SWN COG RICE ….. DRQ ETP EPD MPC PBF HFC MUR NOV=Bottom (Energy)
CHEM(27): -0.16% Top=GRA DD DOW OLN RPM ALB PPG PAH ….. SHW AXTA GPRE PX HUN POT MOS CF=Bottom (Chemicals/Fertilizers)
FINA(93): -0.17% Top=RJF SBNY MTB VOYA BKU PBCT WBS CFR ….. JNS CME EV NSAM TROW EFX YRD WDR=Bottom (Banks/Financials)
INSU(29): -0.59% Top=UNM MET LNC CLGX PRU AFL AIG CNO ….. FAF MTG VR FNF CINF AIZ RDN ORI=Bottom (Insurance)
CONS(56): -0.62% Top=TPX CRI OI SEE FBHS SKX GPK IRBT ….. BMS KATE IP KS ENR FL BC FOSL=Bottom (Consumer)
ELEC(49): -0.64% Top=TTMI TER SCTY WAT FLEX KEYS MSCC XLNX ….. AMD CAVM IPHI TRMB DLB GRMN SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(91): -0.72% Top=FFIV NOW PTC VMW NCR HPE AKAM SPLK ….. SSNC SHOP MSCI EQIX TWLO INXN N NTCT=Bottom (Computer Software/Internet)
MANU(39): -0.93% Top=CFX GNRC IR DHR TTC ITT TEX DE ….. RS ROK MRC WOR ETN TKR ATI KMT=Bottom (Manufacturing)
META(26): -1.04% Top=CNX SWC AA ABX CDE FCX STLD AEM ….. SLW PAAS X AG GG CMC NEM AGI=Bottom (Metals & Mining)
DISV(48): -1.07% Top=XRS SERV RCII FLT MYGN KBR HCSG MA ….. G FISV WOOF GEO ATHN ALLE RRD RHI=Bottom (Diversified Services)
MATE(26): -1.26% Top=DY WY FLR AWI VMC MAS CAA EXP ….. WCN PHM LEN KBH TOL SRCL OC USG=Bottom (Materials & Construction)
COHW(41): -1.36% Top=LVLT CTL WDC QCOM VRSN VZ SYNA ZAYO ….. CIEN LITE GIMO FNSR TDC ARRS INFN ACIA=Bottom (Computer Hardware/Telecom)
HEAL(52): -1.51% Top=CYNO UHS OPK ABT TMO PKI HCA STJ ….. THC VAR ZLTQ EVHC AMSG ADPT MD ABMD=Bottom (Health)
RETA(57): -1.91% Top=SFM KR WMT LB EBAY COST KSS WBA ….. JWN DSW DLTR GME MIK AAP ORLY GNC=Bottom (Retail & Specialty Retail)
REAL(86): -2.35% Top=KRC BDN CUZ AMT DRE NRZ ALLY TWO ….. CBG DDR DFT DLR PSA CUBE EXR CONE=Bottom (Real Estate)

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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