daytrend

11/03/2016

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

Closing Stats
by daytrend on 20161103. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 824.

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

COMPARED TO YESTERDAY’S RANGE (20161103 Closing)
12.3% of stocks are above yesterday’s high.
30.6% are above yesterday’s midpoint. (69.4% are below.)
35.4% are below yesterday’s low.
52.3% are inside yesterday’s range.
34.3% of stocks with today’s high > yesterday’s high. (65.7% less than).
55.5% of stocks with today’s low < yesterday’s low. (44.5% greater than).

EVIDENCE OF INTRADAY TREND (20161103 Closing)
36.8% of stocks are above today’s open. (62.0% are below).
33.7% of stocks are above today’s open and yesterday’s close.
52.3% are below both.
6.8% of stocks opened above yesterday’s high.
66.1% of stocks opened above yesterday’s close. (28.8% opened below yesterday’s close).
10.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161103 Closing)
3.0% of stocks are in the top 10% of today’s range.
8.7% are in the top 20%.
28.4% are in the top half. 71.6% of stocks are in the bottom half of today’s range.
38.8% are in the bottom 20%.
20.0% are in the bottom 10%.

GAIN (20161103 Closing)
44.7% of stocks are above yesterday’s close. (55.3% are below.)
2.4% are up 4.5% or more. 3.0% are down 4.5% or more.
3.2% are up 3.5% or more. 5.3% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20161103 Closing)
2-day: >=95:1.0%…>=90:3.4%…>=80:8.5%…>=50:27.1%…<=20:49.0%…<=10:31.4%…<=5:18.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.2%…>=50:23.5%…<=20:11.7%…<=10:0.7%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:24.5%…<=20:2.2%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161103 Closing)
12.3% above previous 1 highs, 35.4% below previous 1 lows
6.3% above previous 2 highs, 31.9% below previous 2 lows
5.2% above previous 3 highs, 31.3% below previous 3 lows
3.9% above previous 4 highs, 28.4% below previous 4 lows
3.0% above previous 5 highs, 25.6% below previous 5 lows
2.7% above previous 6 highs, 24.5% below previous 6 lows
2.3% above previous 7 highs, 23.8% below previous 7 lows
1.9% above previous 8 highs, 23.8% below previous 8 lows
1.9% above previous 9 highs, 22.7% below previous 9 lows
1.9% above previous 10 highs, 22.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161103 Closing)
44.7% are above or equal to 11/2 close (1 days ago), 55.3% are below.
26.9% are above or equal to 11/1 close (2 days ago), 73.1% are below.
19.9% are above or equal to 10/31 close (3 days ago), 80.1% are below.
23.3% are above or equal to 10/28 close (4 days ago), 76.7% are below.
27.9% are above or equal to 10/27 close (5 days ago), 72.1% are below.
24.0% are above or equal to 10/26 close (6 days ago), 76.0% are below.
23.8% are above or equal to 10/25 close (7 days ago), 76.2% are below.
20.6% are above or equal to 10/24 close (8 days ago), 79.4% are below.
23.8% are above or equal to 10/21 close (9 days ago), 76.2% are below.
25.4% are above or equal to 10/20 close (10 days ago), 74.6% are below.
25.2% are above or equal to 10/19 close (11 days ago), 74.8% are below.
30.1% are above or equal to 10/18 close (12 days ago), 69.9% are below.
33.6% are above or equal to 10/17 close (13 days ago), 66.4% are below.
30.6% are above or equal to 10/14 close (14 days ago), 69.4% are below.
31.6% are above or equal to 10/13 close (15 days ago), 68.4% are below.
27.9% are above or equal to 10/12 close (16 days ago), 72.1% are below.
29.2% are above or equal to 10/11 close (17 days ago), 70.8% are below.
23.8% are above or equal to 10/10 close (18 days ago), 76.2% are below.
26.7% are above or equal to 10/7 close (19 days ago), 73.3% are below.
26.1% are above or equal to 10/6 close (20 days ago), 73.9% are below.
26.0% are above or equal to 10/5 close (21 days ago), 74.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161103 Closing)
20d: 3.8% new highs, 28.6% new lows
21d: 3.5% new highs, 28.4% new lows
42d: 1.9% new highs, 23.7% new lows
63d: 1.8% new highs, 20.8% new lows
126d: 1.3% new highs, 10.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161103 Closing)
2-day: 43.9% above, 56.1% below
3-day: 31.8% above, 68.2% below
4-day: 24.3% above, 75.7% below
5-day: 24.3% above, 75.7% below
8-day: 21.6% above, 78.4% below
10-day: 21.4% above, 78.6% below
20-day: 26.0% above, 74.0% below
50-day: 26.0% above, 74.0% below
200-day: 55.1% above, 44.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161103 Closing)
META(28): 1.32% Top=X RGLD STLD CMC HL TCK FNV FMSA ….. TAHO SCCO AG GG CNX CCJ CENX ARNC=Bottom (Metals & Mining)
ENER(84): 0.55% Top=WPX LPI MRO RIG ECA MUR CRZO RDC ….. MPLX EEP ETE CRC ETP PAA XEC APA=Bottom (Energy)
INSU(31): 0.34% Top=LNC PRU AIZ AXS UNM MET ALL MMC ….. RDN AGO HIG CNO AWH FAF AIG FNF=Bottom (Insurance)
TRAN(25): 0.25% Top=XPO CSX FDX CHRW GWR WAB KSU UPS ….. NSC NAT EXPD UAL AAL CP JBHT ALK=Bottom (Transportation)
DISV(44): 0.21% Top=CAR LDOS AMN G HRI CXW URI BAH ….. INFO KBR FLT ATHN WOOF ULTA YY RRD=Bottom (Diversified Services)
MANU(36): 0.17% Top=CFX DDD ATI KMT LII LECO RS XYL ….. PH AOS ITT MRC ROK GE BWXT ETN=Bottom (Manufacturing)
FINA(85): 0.17% Top=YRD LAZ CME ICE CIT BOFI EV AMTD ….. FITB SYF FRC WDR VOYA KKR NYCB BX=Bottom (Banks/Financials)
CHEM(26): -0.15% Top=FMC CC SMG ALB ASH EMN HUN DD ….. IFF WLK AGU GRA AXTA OLN MOS CF=Bottom (Chemicals/Fertilizers)
COSW(79): -0.31% Top=TTWO IAC N FFIV ATVI TRIP SQ EA ….. MDRX EQIX SABR FEYE MTCH TWLO FB SHOP=Bottom (Computer Software/Internet)
COHW(33): -0.49% Top=COMM S FNSR STX T TMUS BCE CDW ….. JNPR ANET ARRS AAPL VG LVLT CTL ACIA=Bottom (Computer Hardware/Telecom)
REAL(96): -0.51% Top=CIM CBG QTS ESS MAA CONE TWO PPS ….. ARE VTR FRT PEB HST MPW SNH WPG=Bottom (Real Estate)
MATE(23): -0.69% Top=VMC EME FAST FLR KBH TOL TPH MAS ….. MLM DHI CAA PHM USG EXP SUM SRCL=Bottom (Materials & Construction)
HEAL(50): -0.71% Top=HOLX HRC BDX NUVA OPK ALGN A DVA ….. WCG AMSG EVHC ESRX DXCM VWR ELGX THC=Bottom (Health)
LEIS(30): -0.78% Top=EXPE RCL CMG MAR YUM WEN BYD QSR ….. TXRH DRI LVS SHAK BLMN SBUX GPRO WYNN=Bottom (Leisure)
CONS(50): -0.88% Top=HAR KATE AVY BLL CCK PBI BMS COTY ….. MAT AVP PVH KS SKX LULU FOSL CHD=Bottom (Consumer)
RETA(57): -1.14% Top=KMX W SIG WSM AAP CPRT LL WMT ….. CVS KORS MIK KR BURL GPS RH SFM=Bottom (Retail & Specialty Retail)
ELEC(47): -1.45% Top=MSCC OCLR FTV CY QRVO XLNX AYI CRUS ….. INTC CAVM MRVL AMKR SPWR CSIQ FSLR FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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