daytrend

10/31/2016

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

Closing Stats
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20161031 Closing)
21.3% of stocks are above yesterday’s high.
50.1% are above yesterday’s midpoint. (49.9% are below.)
21.6% are below yesterday’s low.
57.1% are inside yesterday’s range.
38.8% of stocks with today’s high > yesterday’s high. (61.2% less than).
36.7% of stocks with today’s low < yesterday’s low. (63.3% greater than).

EVIDENCE OF INTRADAY TREND (20161031 Closing)
47.2% of stocks are above today’s open. (50.7% are below).
45.2% of stocks are above today’s open and yesterday’s close.
40.0% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 Closing)
12.6% of stocks are in the top 10% of today’s range.
22.8% are in the top 20%.
51.1% are in the top half. 48.9% of stocks are in the bottom half of today’s range.
23.6% are in the bottom 20%.
15.5% are in the bottom 10%.

GAIN (20161031 Closing)
57.6% of stocks are above yesterday’s close. (42.4% are below.)
0.7% are up 4.5% or more. 2.3% are down 4.5% or more.
1.8% are up 3.5% or more. 3.9% are down 3.5% or more.
56.4% are between +1% and -1%.

RSI on DAILY (20161031 Closing)
2-day: >=95:3.6%…>=90:7.8%…>=80:17.6%…>=50:49.4%…<=20:28.1%…<=10:20.6%…<=5:13.9%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.6%…>=50:35.8%…<=20:4.6%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 Closing)
21.3% above previous 1 highs, 21.6% below previous 1 lows
12.8% above previous 2 highs, 18.8% below previous 2 lows
9.7% above previous 3 highs, 16.0% below previous 3 lows
6.7% above previous 4 highs, 15.6% below previous 4 lows
5.5% above previous 5 highs, 15.1% below previous 5 lows
5.5% above previous 6 highs, 14.4% below previous 6 lows
4.8% above previous 7 highs, 14.0% below previous 7 lows
4.7% above previous 8 highs, 13.9% below previous 8 lows
4.7% above previous 9 highs, 13.3% below previous 9 lows
4.4% above previous 10 highs, 12.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 Closing)
57.6% are above or equal to 10/28 close (1 days ago), 42.4% are below.
56.5% are above or equal to 10/27 close (2 days ago), 43.5% are below.
40.6% are above or equal to 10/26 close (3 days ago), 59.4% are below.
38.4% are above or equal to 10/25 close (4 days ago), 61.6% are below.
30.2% are above or equal to 10/24 close (5 days ago), 69.8% are below.
36.3% are above or equal to 10/21 close (6 days ago), 63.7% are below.
35.7% are above or equal to 10/20 close (7 days ago), 64.3% are below.
33.6% are above or equal to 10/19 close (8 days ago), 66.4% are below.
39.4% are above or equal to 10/18 close (9 days ago), 60.6% are below.
44.8% are above or equal to 10/17 close (10 days ago), 55.2% are below.
42.7% are above or equal to 10/14 close (11 days ago), 57.3% are below.
42.4% are above or equal to 10/13 close (12 days ago), 57.6% are below.
38.5% are above or equal to 10/12 close (13 days ago), 61.5% are below.
41.5% are above or equal to 10/11 close (14 days ago), 58.5% are below.
32.5% are above or equal to 10/10 close (15 days ago), 67.5% are below.
36.5% are above or equal to 10/7 close (16 days ago), 63.5% are below.
33.4% are above or equal to 10/6 close (17 days ago), 66.6% are below.
35.0% are above or equal to 10/5 close (18 days ago), 65.0% are below.
37.7% are above or equal to 10/4 close (19 days ago), 62.3% are below.
33.6% are above or equal to 10/3 close (20 days ago), 66.4% are below.
29.9% are above or equal to 9/30 close (21 days ago), 70.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 Closing)
20d: 5.5% new highs, 17.7% new lows
21d: 5.3% new highs, 17.1% new lows
42d: 4.2% new highs, 12.1% new lows
63d: 3.9% new highs, 9.9% new lows
126d: 2.2% new highs, 4.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 Closing)
2-day: 57.0% above, 43.0% below
3-day: 56.9% above, 43.1% below
4-day: 49.4% above, 50.6% below
5-day: 44.2% above, 55.8% below
8-day: 38.2% above, 61.8% below
10-day: 36.5% above, 63.5% below
20-day: 36.2% above, 63.8% below
50-day: 32.3% above, 67.7% below
200-day: 61.8% above, 38.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 Closing)
META(27): 1.77% Top=NEM RGLD PAAS AG ABX SLW AEM NUE ….. CDE AA CNX X CENX FMSA SLCA CCJ=Bottom (Metals & Mining)
REAL(93): 1.27% Top=BDN LPT UDR HST DRE FR PSA AIV ….. CBG LHO DFT CSAL QTS ALLY PEB CBL=Bottom (Real Estate)
MANU(36): 0.60% Top=ROP KMT RS ETN ITT AGCO DE EMR ….. MHK ITW LII GE SWK CAT XYL DOV=Bottom (Manufacturing)
MATE(23): 0.57% Top=WM MLM RSG KBH CAA LEN DHI EXP ….. SRCL TOL WCN WY EME FLR USG TPH=Bottom (Materials & Construction)
INSU(29): 0.48% Top=L ORI XL FAF FNF CLGX CINF AFSI ….. MMC AJG TRV HIG AON LNC RDN MTG=Bottom (Insurance)
TRAN(24): 0.38% Top=LUV UAL TRN AAL JBLU DAL JBHT NSC ….. FDX UNP SAVE CNI ODFL CP KSU NAT=Bottom (Transportation)
COHW(34): 0.37% Top=BRCD LVLT HPQ ARRS PANW TMUS T SSYS ….. FNSR VRSN VG WDC INFN ACIA S CTL=Bottom (Computer Hardware/Telecom)
DISV(45): 0.32% Top=CXW HRI AMN RHI GEO SERV HRB JEC ….. AL EEFT MCO XRS VNTV KBR RRD YY=Bottom (Diversified Services)
LEIS(30): 0.23% Top=DRI RCL SIX EAT QSR MAR HLT TXRH ….. SBUX SONC DNKN SEAS PNRA EXPE CMG GPRO=Bottom (Leisure)
RETA(55): 0.22% Top=ETSY M WBA AMZN DSW GPS PAG JCP ….. COST HD JWN NFLX URBN WFM ANF LB=Bottom (Retail & Specialty Retail)
CONS(50): 0.07% Top=FOSL KATE GT AVY FBHS HAR PKG SKX ….. TPX AVP PBI PAY LULU NWL KS NKE=Bottom (Consumer)
ELEC(46): 0.02% Top=QRVO BRKR FTV SWKS SNPS AMAT ON XLNX ….. CY FIT FLEX HIMX CSIQ CRUS SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): 0.02% Top=PFPT CHKP FFIV VEEV NOW TWTR MSCI SHOP ….. BIDU WUBA N MTCH NTES TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.04% Top=DVA ESRX EVHC AMSG DXCM PRXL HLS DGX ….. HCA CNC BKD ACHC THC IART IRWD ZBH=Bottom (Health)
FINA(85): -0.16% Top=YRD SBNY NYCB EFX BOFI CIT ICE AMTD ….. BEN SYF WDR LM BX KKR AMG WETF=Bottom (Banks/Financials)
CHEM(25): -0.74% Top=PAH CE ALB AXTA PPG WLK SHW EMN ….. DD MOS POT AGU CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -2.00% Top=HFC MDU COG MPC TSO MPLX PBF PSX ….. HES RIG CRC ATW WLL REN SN OAS=Bottom (Energy)

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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