daytrend

11/09/2016

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

Closing Stats
by daytrend on 20161109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 843.

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

COMPARED TO YESTERDAY’S RANGE (20161109 Closing)
57.1% of stocks are above yesterday’s high.
73.7% are above yesterday’s midpoint. (26.3% are below.)
15.3% are below yesterday’s low.
27.6% are inside yesterday’s range.
69.2% of stocks with today’s high > yesterday’s high. (30.8% less than).
61.7% of stocks with today’s low < yesterday’s low. (38.3% greater than).

EVIDENCE OF INTRADAY TREND (20161109 Closing)
86.6% of stocks are above today’s open. (13.0% are below).
67.0% of stocks are above today’s open and yesterday’s close.
10.2% are below both.
17.1% of stocks opened above yesterday’s high.
24.3% of stocks opened above yesterday’s close. (75.0% opened below yesterday’s close).
44.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161109 Closing)
25.3% of stocks are in the top 10% of today’s range.
56.9% are in the top 20%.
86.5% are in the top half. 13.5% of stocks are in the bottom half of today’s range.
2.8% are in the bottom 20%.
1.1% are in the bottom 10%.

GAIN (20161109 Closing)
70.6% of stocks are above yesterday’s close. (29.4% are below.)
18.1% are up 4.5% or more. 3.7% are down 4.5% or more.
25.4% are up 3.5% or more. 5.8% are down 3.5% or more.
27.4% are between +1% and -1%.

RSI on DAILY (20161109 Closing)
2-day: >=95:28.6%…>=90:45.2%…>=80:60.4%…>=50:76.9%…<=20:7.8%…<=10:1.7%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:6.9%…>=50:65.1%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:59.2%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161109 Closing)
57.1% above previous 1 highs, 15.3% below previous 1 lows
52.6% above previous 2 highs, 12.6% below previous 2 lows
51.8% above previous 3 highs, 7.2% below previous 3 lows
49.2% above previous 4 highs, 6.3% below previous 4 lows
46.3% above previous 5 highs, 6.2% below previous 5 lows
41.3% above previous 6 highs, 5.5% below previous 6 lows
39.5% above previous 7 highs, 5.3% below previous 7 lows
36.5% above previous 8 highs, 5.3% below previous 8 lows
34.3% above previous 9 highs, 5.1% below previous 9 lows
32.5% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161109 Closing)
70.6% are above or equal to 11/8 close (1 days ago), 29.4% are below.
72.6% are above or equal to 11/7 close (2 days ago), 27.4% are below.
85.4% are above or equal to 11/4 close (3 days ago), 14.6% are below.
85.9% are above or equal to 11/3 close (4 days ago), 14.1% are below.
81.7% are above or equal to 11/2 close (5 days ago), 18.3% are below.
73.3% are above or equal to 11/1 close (6 days ago), 26.7% are below.
64.7% are above or equal to 10/31 close (7 days ago), 35.3% are below.
65.6% are above or equal to 10/28 close (8 days ago), 34.4% are below.
65.0% are above or equal to 10/27 close (9 days ago), 35.0% are below.
58.2% are above or equal to 10/26 close (10 days ago), 41.8% are below.
56.0% are above or equal to 10/25 close (11 days ago), 44.0% are below.
49.5% are above or equal to 10/24 close (12 days ago), 50.5% are below.
51.6% are above or equal to 10/21 close (13 days ago), 48.4% are below.
50.9% are above or equal to 10/20 close (14 days ago), 49.1% are below.
50.1% are above or equal to 10/19 close (15 days ago), 49.9% are below.
52.7% are above or equal to 10/18 close (16 days ago), 47.3% are below.
54.9% are above or equal to 10/17 close (17 days ago), 45.1% are below.
54.0% are above or equal to 10/14 close (18 days ago), 46.0% are below.
53.0% are above or equal to 10/13 close (19 days ago), 47.0% are below.
50.7% are above or equal to 10/12 close (20 days ago), 49.3% are below.
52.6% are above or equal to 10/11 close (21 days ago), 47.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161109 Closing)
20d: 29.1% new highs, 17.8% new lows
21d: 27.9% new highs, 17.7% new lows
42d: 21.4% new highs, 15.8% new lows
63d: 17.6% new highs, 15.2% new lows
126d: 14.9% new highs, 9.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161109 Closing)
2-day: 69.9% above, 30.1% below
3-day: 71.5% above, 28.5% below
4-day: 79.7% above, 20.3% below
5-day: 81.7% above, 18.3% below
8-day: 77.5% above, 22.5% below
10-day: 73.9% above, 26.1% below
20-day: 60.9% above, 39.1% below
50-day: 51.4% above, 48.6% below
200-day: 62.9% above, 37.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161109 Closing)
META(31): 6.00% Top=CMC X CLF AG AKS CLD NUE STLD ….. TAHO HL CCJ ARNC ABX TCK CDE TX=Bottom (Metals & Mining)
FINA(86): 4.84% Top=SLM NAVI WDR AMP BEN WETF VOYA FHN ….. BMO TD PYPL BX KKR WU EFX NSAM=Bottom (Banks/Financials)
MANU(37): 4.12% Top=TEX RS KMT MWA ATI BWXT CAT FLS ….. DDD SNA ROK MHK DE GE AGCO TTC=Bottom (Manufacturing)
ENER(86): 3.87% Top=ETE HFC PBF REN CRC ETP COG OAS ….. CVX SLB EOG BPL OXY SE CXO VVV=Bottom (Energy)
MATE(23): 3.34% Top=MLM FLR VMC SUM EXP FAST EME PWR ….. TOL WCN SRCL KBH CAA LEN DHI PHM=Bottom (Materials & Construction)
DISV(44): 3.26% Top=CXW GEO URI HRI ACM KBR JEC R ….. FDC ATHN G XRS TRU HRB SBAC AMN=Bottom (Diversified Services)
RETA(59): 2.07% Top=SPLS W PAG CHS SIG KR URBN GES ….. BLDR KORS BURL MELI ETSY NFLX AMZN BABA=Bottom (Retail & Specialty Retail)
TRAN(26): 1.85% Top=TRN BRS GWR CSX WAB NAT UNP NSC ….. UPS XPO FDX CP CNI EXPD SWFT KSU=Bottom (Transportation)
INSU(32): 1.85% Top=LNC UNM MET PRU MTG TMK AFSI XL ….. CNO FAF VR WLTW TRV AON FNF CLGX=Bottom (Insurance)
LEIS(31): 1.66% Top=BLMN SEAS TXRH SONC DRI EAT PNRA BYD ….. SBUX ARMK YUM SIX CCL EXPE CMG GPRO=Bottom (Leisure)
CHEM(26): 1.51% Top=CF RPM WLK OLN CE PAH HUN MOS ….. PPG APD AGU POT MON IFF ALB ASH=Bottom (Chemicals/Fertilizers)
COHW(35): 1.39% Top=S TMUS PANW HRS INFN VG SSYS ARRS ….. CDW QCOM COMM ANET JNPR BCE WIN CCI=Bottom (Computer Hardware/Telecom)
CONS(51): 0.45% Top=WRK TPX RL FOSL PKG FL PAY BC ….. TUP BLL NWL CL GIL PG OI COTY=Bottom (Consumer)
COSW(81): -0.02% Top=TWTR MDSO CSRA PFPT MANH JCOM WB IT ….. EQIX EA SQ DOX CTSH CERN WUBA TRIP=Bottom (Computer Software/Internet)
ELEC(51): -0.13% Top=PI AYI CREE TRMB MSCC MXL KEYS CAVM ….. FIT AVGO HIMX SCTY OCLR FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
REAL(94): -1.26% Top=SC PEB OFC DRH LHO ALLY RLGY RLJ ….. PLD STOR GPT DOC HR O AMT NRF=Bottom (Real Estate)
HEAL(50): -2.33% Top=IRWD ESRX OPK AET PRXL ALGN DVA ELGX ….. WCG HRC HCA AMSG EVHC MOH CNC THC=Bottom (Health)

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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