daytrend

11/02/2016

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

Closing Stats
by daytrend on 20161102. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161102 Closing)
6.1% of stocks are above yesterday’s high.
18.1% are above yesterday’s midpoint. (81.9% are below.)
45.2% are below yesterday’s low.
48.7% are inside yesterday’s range.
19.6% of stocks with today’s high > yesterday’s high. (80.4% less than).
65.9% of stocks with today’s low < yesterday’s low. (34.1% greater than).

EVIDENCE OF INTRADAY TREND (20161102 Closing)
28.8% of stocks are above today’s open. (69.0% are below).
20.7% of stocks are above today’s open and yesterday’s close.
65.9% are below both.
4.0% of stocks opened above yesterday’s high.
29.3% of stocks opened above yesterday’s close. (65.0% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161102 Closing)
1.3% of stocks are in the top 10% of today’s range.
4.8% are in the top 20%.
26.3% are in the top half. 73.7% of stocks are in the bottom half of today’s range.
40.3% are in the bottom 20%.
22.8% are in the bottom 10%.

GAIN (20161102 Closing)
26.3% of stocks are above yesterday’s close. (73.7% are below.)
1.7% are up 4.5% or more. 4.5% are down 4.5% or more.
2.4% are up 3.5% or more. 7.1% are down 3.5% or more.
47.0% are between +1% and -1%.

RSI on DAILY (20161102 Closing)
2-day: >=95:0.9%…>=90:2.7%…>=80:6.0%…>=50:18.8%…<=20:54.8%…<=10:34.3%…<=5:20.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.1%…>=50:23.3%…<=20:10.4%…<=10:0.6%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:24.2%…<=20:2.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161102 Closing)
6.1% above previous 1 highs, 45.2% below previous 1 lows
5.1% above previous 2 highs, 40.3% below previous 2 lows
4.2% above previous 3 highs, 34.9% below previous 3 lows
3.5% above previous 4 highs, 33.0% below previous 4 lows
2.8% above previous 5 highs, 30.6% below previous 5 lows
2.4% above previous 6 highs, 30.0% below previous 6 lows
2.4% above previous 7 highs, 29.5% below previous 7 lows
2.4% above previous 8 highs, 27.2% below previous 8 lows
2.1% above previous 9 highs, 25.8% below previous 9 lows
2.0% above previous 10 highs, 24.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161102 Closing)
26.3% are above or equal to 11/1 close (1 days ago), 73.7% are below.
15.9% are above or equal to 10/31 close (2 days ago), 84.1% are below.
21.7% are above or equal to 10/28 close (3 days ago), 78.3% are below.
28.8% are above or equal to 10/27 close (4 days ago), 71.2% are below.
23.1% are above or equal to 10/26 close (5 days ago), 76.9% are below.
23.0% are above or equal to 10/25 close (6 days ago), 77.0% are below.
20.7% are above or equal to 10/24 close (7 days ago), 79.3% are below.
25.5% are above or equal to 10/21 close (8 days ago), 74.5% are below.
25.1% are above or equal to 10/20 close (9 days ago), 74.9% are below.
25.0% are above or equal to 10/19 close (10 days ago), 75.0% are below.
30.6% are above or equal to 10/18 close (11 days ago), 69.4% are below.
34.6% are above or equal to 10/17 close (12 days ago), 65.4% are below.
32.4% are above or equal to 10/14 close (13 days ago), 67.6% are below.
33.0% are above or equal to 10/13 close (14 days ago), 67.0% are below.
30.2% are above or equal to 10/12 close (15 days ago), 69.8% are below.
31.7% are above or equal to 10/11 close (16 days ago), 68.3% are below.
24.2% are above or equal to 10/10 close (17 days ago), 75.8% are below.
27.9% are above or equal to 10/7 close (18 days ago), 72.1% are below.
25.2% are above or equal to 10/6 close (19 days ago), 74.8% are below.
26.8% are above or equal to 10/5 close (20 days ago), 73.2% are below.
29.1% are above or equal to 10/4 close (21 days ago), 70.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161102 Closing)
20d: 5.9% new highs, 32.6% new lows
21d: 5.0% new highs, 32.3% new lows
42d: 2.2% new highs, 23.7% new lows
63d: 1.3% new highs, 19.6% new lows
126d: 1.0% new highs, 10.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161102 Closing)
2-day: 23.7% above, 76.3% below
3-day: 17.9% above, 82.1% below
4-day: 18.4% above, 81.6% below
5-day: 20.1% above, 79.9% below
8-day: 19.5% above, 80.5% below
10-day: 20.9% above, 79.1% below
20-day: 26.2% above, 73.8% below
50-day: 26.6% above, 73.4% below
200-day: 56.1% above, 43.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161102 Closing)
HEAL(49): 0.10% Top=AMSG EVHC ACHC ANTM HLS ESRX XRAY MD ….. OPK HRC ABMD THC CNC ZBH EW DXCM=Bottom (Health)
LEIS(30): -0.08% Top=GPRO SONC CMG SHAK SBUX JACK QSR DRI ….. DNKN RCL YUM WYNN MGM LVS TXRH BYD=Bottom (Leisure)
INSU(30): -0.23% Top=CNO AWH UNM VR MMC ALL AFL TMK ….. RDN WLTW MTG AON FNF CLGX L CINF=Bottom (Insurance)
TRAN(25): -0.25% Top=KSU XPO CSX UNP CP FDX NSC CNI ….. ODFL ALK GWR SAVE WAB JBLU TRN NAT=Bottom (Transportation)
RETA(57): -0.40% Top=KR DKS SFM GES FINL TSCO BIG RH ….. MELI BURL URBN AN AMZN BABA GME ETSY=Bottom (Retail & Specialty Retail)
CHEM(26): -0.57% Top=MOS POT APD AGU SHW GRA DD PAH ….. PX MON WLK HUN EMN FMC IFF CC=Bottom (Chemicals/Fertilizers)
CONS(50): -0.61% Top=KS FL TPX WRK UA WWW CRI AVP ….. HAS SKX FOSL HBI CLX COH EL KATE=Bottom (Consumer)
MATE(23): -0.79% Top=SUM PWR EME TOL EXP DHI RSG WCN ….. MLM KBH USG PHM MAS WY SRCL VMC=Bottom (Materials & Construction)
MANU(36): -0.87% Top=ITW ETN SNA DE KMT ITT DCI IR ….. AGCO AME PNR LECO EMR LII MRC DDD=Bottom (Manufacturing)
COHW(32): -1.07% Top=BRCD HPQ FNSR CIEN HRS AAPL ACIA COMM ….. VRSN JNPR CDW CTL STX PANW WDC VG=Bottom (Computer Hardware/Telecom)
DISV(44): -1.12% Top=BAH VRSK ATHN WOOF SERV RHI AMN MAN ….. TRU CTAS KBR URI SBAC XRS FLT MYGN=Bottom (Diversified Services)
REAL(94): -1.16% Top=CIM CBL ESS AIV ARI CLNY MAA EXR ….. ACC HTA VTR VNO VER OHI HCP MPW=Bottom (Real Estate)
FINA(84): -1.16% Top=NAVI CME LAZ WDR ICE WU ARCC NDAQ ….. JNS CFG TCB PACW RF CMA WETF ZION=Bottom (Banks/Financials)
ELEC(46): -1.21% Top=OCLR AVGO SIMO KLAC INTC ADI QRVO MRVL ….. CY SCTY CRUS CGNX AMD TRMB CAVM AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(79): -1.28% Top=YELP SHOP SQ LOCK ADP CDK ACN TTWO ….. SPLK TWLO FEYE CERN SABR DATA ZEN MTCH=Bottom (Computer Software/Internet)
ENER(84): -1.95% Top=DVN NBL RSPP EPD APC OII PDCE ETP ….. EEP MPLX WPZ WNR PXD MTDR SM REN=Bottom (Energy)
META(28): -1.97% Top=CCJ AG NUE CMC FCX CDE AGI AEM ….. SWC X TCK CENX ARNC SLCA CNX FMSA=Bottom (Metals & Mining)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: