daytrend

11/07/2016

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20161107. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20161107 Closing)
68.4% of stocks are above yesterday’s high.
90.0% are above yesterday’s midpoint. (10.0% are below.)
2.5% are below yesterday’s low.
29.1% are inside yesterday’s range.
87.1% of stocks with today’s high > yesterday’s high. (12.9% less than).
6.5% of stocks with today’s low < yesterday’s low. (93.5% greater than).

EVIDENCE OF INTRADAY TREND (20161107 Closing)
68.4% of stocks are above today’s open. (30.4% are below).
67.8% of stocks are above today’s open and yesterday’s close.
6.8% are below both.
62.1% of stocks opened above yesterday’s high.
97.3% of stocks opened above yesterday’s close. (2.5% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161107 Closing)
23.3% of stocks are in the top 10% of today’s range.
37.4% are in the top 20%.
70.2% are in the top half. 29.8% of stocks are in the bottom half of today’s range.
6.5% are in the bottom 20%.
1.4% are in the bottom 10%.

GAIN (20161107 Closing)
92.6% of stocks are above yesterday’s close. (7.4% are below.)
6.8% are up 4.5% or more. 0.2% are down 4.5% or more.
14.5% are up 3.5% or more. 1.0% are down 3.5% or more.
14.1% are between +1% and -1%.

RSI on DAILY (20161107 Closing)
2-day: >=95:9.5%…>=90:24.7%…>=80:56.1%…>=50:87.9%…<=20:4.2%…<=10:2.5%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:52.4%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:43.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161107 Closing)
68.4% above previous 1 highs, 2.5% below previous 1 lows
57.4% above previous 2 highs, 2.4% below previous 2 lows
45.0% above previous 3 highs, 1.9% below previous 3 lows
30.3% above previous 4 highs, 1.9% below previous 4 lows
26.4% above previous 5 highs, 1.0% below previous 5 lows
21.5% above previous 6 highs, 0.8% below previous 6 lows
18.9% above previous 7 highs, 0.8% below previous 7 lows
16.9% above previous 8 highs, 0.8% below previous 8 lows
15.0% above previous 9 highs, 0.8% below previous 9 lows
12.6% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161107 Closing)
92.6% are above or equal to 11/4 close (1 days ago), 7.4% are below.
88.1% are above or equal to 11/3 close (2 days ago), 11.9% are below.
82.4% are above or equal to 11/2 close (3 days ago), 17.6% are below.
68.2% are above or equal to 11/1 close (4 days ago), 31.8% are below.
53.4% are above or equal to 10/31 close (5 days ago), 46.6% are below.
57.0% are above or equal to 10/28 close (6 days ago), 43.0% are below.
53.9% are above or equal to 10/27 close (7 days ago), 46.1% are below.
46.0% are above or equal to 10/26 close (8 days ago), 54.0% are below.
42.9% are above or equal to 10/25 close (9 days ago), 57.1% are below.
37.9% are above or equal to 10/24 close (10 days ago), 62.1% are below.
40.5% are above or equal to 10/21 close (11 days ago), 59.5% are below.
41.1% are above or equal to 10/20 close (12 days ago), 58.9% are below.
39.5% are above or equal to 10/19 close (13 days ago), 60.5% are below.
42.4% are above or equal to 10/18 close (14 days ago), 57.6% are below.
47.9% are above or equal to 10/17 close (15 days ago), 52.1% are below.
45.2% are above or equal to 10/14 close (16 days ago), 54.8% are below.
45.4% are above or equal to 10/13 close (17 days ago), 54.6% are below.
41.2% are above or equal to 10/12 close (18 days ago), 58.8% are below.
43.9% are above or equal to 10/11 close (19 days ago), 56.1% are below.
35.7% are above or equal to 10/10 close (20 days ago), 64.3% are below.
38.7% are above or equal to 10/7 close (21 days ago), 61.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161107 Closing)
20d: 12.7% new highs, 2.9% new lows
21d: 12.5% new highs, 2.9% new lows
42d: 8.4% new highs, 2.3% new lows
63d: 6.7% new highs, 2.0% new lows
126d: 5.1% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161107 Closing)
2-day: 92.4% above, 7.6% below
3-day: 91.9% above, 8.1% below
4-day: 88.2% above, 11.8% below
5-day: 84.0% above, 16.0% below
8-day: 71.4% above, 28.6% below
10-day: 62.1% above, 37.9% below
20-day: 47.4% above, 52.6% below
50-day: 38.4% above, 61.6% below
200-day: 58.1% above, 41.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161107 Closing)
TRAN(26): 3.15% Top=XPO JBLU SWFT AAL TRN KSU BRS CSX ….. ODFL UAL UNP CP EXPD NAT GWR SAVE=Bottom (Transportation)
HEAL(51): 2.86% Top=THC CYH MOH CNC HCA ACHC IRWD WCG ….. BCR MD STJ RMD XRAY VWR OPK DVA=Bottom (Health)
CHEM(26): 2.65% Top=CC PAH OLN AGU ALB WLK POT APD ….. EMN SMG DD DOW CF MON ASH GRA=Bottom (Chemicals/Fertilizers)
ELEC(50): 2.62% Top=CGNX OCLR SPWR AMD NVDA AMKR KEYS MU ….. AMBA DLB SIMO AYI FIT ON QRVO PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): 2.56% Top=FEYE ZEN MTCH WB LOCK SPLK CTSH HPE ….. TSS CERN FFIV SQ N TRIP ATVI TWLO=Bottom (Computer Software/Internet)
MANU(36): 2.52% Top=DDD ROK CMI PH KMT TEX GE IR ….. AOS ATI PNR BWXT RS DE AME MWA=Bottom (Manufacturing)
FINA(85): 2.52% Top=YRD SIVB SCHW RF AMP EWBC BKU WU ….. TROW PYPL AMG CBOE WETF ACAS ARCC PSEC=Bottom (Banks/Financials)
COHW(35): 2.49% Top=CIEN NTAP INFN STX WDC ACIA SSYS CDW ….. CTL BCE S T LVLT VZ WIN UBNT=Bottom (Computer Hardware/Telecom)
MATE(23): 1.97% Top=SUM USG MLM FAST EXP WY DHI WM ….. RSG MAS TOL VMC LEN CAA FLR TPH=Bottom (Materials & Construction)
RETA(59): 1.96% Top=BID GPS SPLS BURL BLDR TIF AMZN W ….. TSCO WSM WFM KAR LL ORLY GNC MIK=Bottom (Retail & Specialty Retail)
DISV(44): 1.93% Top=FDC URI ATHN AMN R CAR RHI HRI ….. INFO HRB XRS JEC AL KBR FLT CXW=Bottom (Diversified Services)
ENER(86): 1.90% Top=SWN EGN HLX RRC OAS CRZO ECA DVN ….. INT MMP WPZ PBF HFC SXL REN DO=Bottom (Energy)
CONS(52): 1.85% Top=FOSL NWL TUP PVH PBI FBHS GIL AVP ….. ENR GT PAY CLX BMS PKG LULU WRK=Bottom (Consumer)
LEIS(31): 1.78% Top=YUM WYN SBUX CMG MGM QSR TXRH JACK ….. MCD HLT SEAS EXPE DPZ WYNN LVS GPRO=Bottom (Leisure)
INSU(31): 1.76% Top=LNC RDN PRU AON AIG HIG MET MTG ….. AGO AWH WLTW VR TRV AIZ FNF ALL=Bottom (Insurance)
REAL(96): 1.74% Top=OHI HST CUBE EXR MPW OUT DOC WRE ….. ACC PKY MAA NLY AIV PPS CPT AVB=Bottom (Real Estate)
META(30): 0.29% Top=FMSA CLF SLCA CENX X STLD TCK NUE ….. SSRI NEM GG TAHO AEM AGI AG ABX=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/

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