daytrend

11/10/2016

Filed under: Market Stats — daytrend @ 4:00 pm

Closing Stats
by daytrend on 20161110. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20161110 Closing)
43.8% of stocks are above yesterday’s high.
71.3% are above yesterday’s midpoint. (28.7% are below.)
14.9% are below yesterday’s low.
41.3% are inside yesterday’s range.
76.5% of stocks with today’s high > yesterday’s high. (23.5% less than).
20.7% of stocks with today’s low < yesterday’s low. (79.3% greater than).

EVIDENCE OF INTRADAY TREND (20161110 Closing)
50.2% of stocks are above today’s open. (49.1% are below).
49.1% of stocks are above today’s open and yesterday’s close.
40.4% are below both.
39.6% of stocks opened above yesterday’s high.
80.9% of stocks opened above yesterday’s close. (17.3% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161110 Closing)
4.6% of stocks are in the top 10% of today’s range.
14.1% are in the top 20%.
45.3% are in the top half. 54.7% of stocks are in the bottom half of today’s range.
23.3% are in the bottom 20%.
13.0% are in the bottom 10%.

GAIN (20161110 Closing)
58.5% of stocks are above yesterday’s close. (41.5% are below.)
10.3% are up 4.5% or more. 4.9% are down 4.5% or more.
16.4% are up 3.5% or more. 8.4% are down 3.5% or more.
26.5% are between +1% and -1%.

RSI on DAILY (20161110 Closing)
2-day: >=95:34.9%…>=90:44.4%…>=80:52.9%…>=50:64.5%…<=20:19.1%…<=10:9.0%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.9%…>=80:13.9%…>=50:62.1%…<=20:2.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:4.1%…>=50:58.0%…<=20:1.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161110 Closing)
43.8% above previous 1 highs, 14.9% below previous 1 lows
41.6% above previous 2 highs, 14.2% below previous 2 lows
39.7% above previous 3 highs, 13.2% below previous 3 lows
39.3% above previous 4 highs, 11.1% below previous 4 lows
38.5% above previous 5 highs, 10.5% below previous 5 lows
37.6% above previous 6 highs, 10.1% below previous 6 lows
36.2% above previous 7 highs, 9.6% below previous 7 lows
35.2% above previous 8 highs, 9.4% below previous 8 lows
34.1% above previous 9 highs, 9.0% below previous 9 lows
32.7% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161110 Closing)
58.5% are above or equal to 11/9 close (1 days ago), 41.5% are below.
65.2% are above or equal to 11/8 close (2 days ago), 34.8% are below.
66.2% are above or equal to 11/7 close (3 days ago), 33.8% are below.
77.8% are above or equal to 11/4 close (4 days ago), 22.2% are below.
77.2% are above or equal to 11/3 close (5 days ago), 22.8% are below.
74.6% are above or equal to 11/2 close (6 days ago), 25.4% are below.
68.4% are above or equal to 11/1 close (7 days ago), 31.6% are below.
63.2% are above or equal to 10/31 close (8 days ago), 36.8% are below.
63.6% are above or equal to 10/28 close (9 days ago), 36.4% are below.
63.8% are above or equal to 10/27 close (10 days ago), 36.2% are below.
58.3% are above or equal to 10/26 close (11 days ago), 41.7% are below.
56.7% are above or equal to 10/25 close (12 days ago), 43.3% are below.
51.2% are above or equal to 10/24 close (13 days ago), 48.8% are below.
53.2% are above or equal to 10/21 close (14 days ago), 46.8% are below.
52.2% are above or equal to 10/20 close (15 days ago), 47.8% are below.
50.8% are above or equal to 10/19 close (16 days ago), 49.2% are below.
53.0% are above or equal to 10/18 close (17 days ago), 47.0% are below.
57.1% are above or equal to 10/17 close (18 days ago), 42.9% are below.
55.7% are above or equal to 10/14 close (19 days ago), 44.3% are below.
55.9% are above or equal to 10/13 close (20 days ago), 44.1% are below.
53.6% are above or equal to 10/12 close (21 days ago), 46.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161110 Closing)
20d: 39.0% new highs, 10.3% new lows
21d: 38.8% new highs, 10.0% new lows
42d: 28.7% new highs, 9.0% new lows
63d: 24.7% new highs, 8.5% new lows
126d: 20.6% new highs, 5.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161110 Closing)
2-day: 57.6% above, 42.4% below
3-day: 62.1% above, 37.9% below
4-day: 64.3% above, 35.7% below
5-day: 68.9% above, 31.1% below
8-day: 72.7% above, 27.3% below
10-day: 68.4% above, 31.6% below
20-day: 60.5% above, 39.5% below
50-day: 53.0% above, 47.0% below
200-day: 63.8% above, 36.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161110 Closing)
FINA(86): 3.34% Top=OZRK BOFI AMP WFC NAVI FII SBNY HBAN ….. YRD BMO ICE SEIC LAZ BEN PYPL EFX=Bottom (Banks/Financials)
MANU(39): 2.97% Top=MRC MWA ITT LECO KMT PNR ATI EMR ….. HON DE MFS CMI DHR TTC BWXT LII=Bottom (Manufacturing)
TRAN(26): 2.81% Top=NAT XPO TRN GWR ODFL JBLU UNP SAVE ….. DAL FDX UPS SWFT AAL UAL BRS KSU=Bottom (Transportation)
RETA(59): 2.50% Top=KSS JWN BLDR RH BBBY SPLS CHS DSW ….. BURL ORLY WBA KAR BABA AMZN NFLX MELI=Bottom (Retail & Specialty Retail)
INSU(33): 2.11% Top=SLF MET PRU CNO AIG AGO WLTW RDN ….. MMC HIG AWH ORI L FAF FNF CLGX=Bottom (Insurance)
MATE(24): 1.98% Top=TOL SUM USG PHM MLM VMC KBH FAST ….. WM SRCL CAA RSG DHI WCN DAR WY=Bottom (Materials & Construction)
CHEM(26): 1.19% Top=MOS HUN OLN POT AGU SHW EMN CF ….. PAH DOW RPM FMC ASH MON IFF SMG=Bottom (Chemicals/Fertilizers)
HEAL(51): 0.78% Top=ANTM AMED LH ELGX UNH BAX CNC IRWD ….. NUVA ZBH IART SYK BKD TFX OPK THC=Bottom (Health)
DISV(46): 0.71% Top=MMS AMN HRI KBR CAR R RHI ALLE ….. CXW GPN YY SBAC TRU WOOF SERV WTW=Bottom (Diversified Services)
LEIS(32): 0.45% Top=SHAK CMG TXRH BLMN SEAS LQ EAT RCL ….. DNKN SBUX LVS GPRO ARMK WYNN QSR DPZ=Bottom (Leisure)
CONS(51): 0.42% Top=FOSL BC EPC TPX PVH WWW RL GT ….. TUP BLL PG NWL ENR CL CHD COTY=Bottom (Consumer)
ENER(87): -0.07% Top=SXL SWN CRC FTI OII MUR RIG HLX ….. RRC SN BBG PAGP RICE NFG VVV REN=Bottom (Energy)
COHW(35): -0.68% Top=STX INFN SSYS ARRS HRS TDC CIEN COMM ….. T VZ AAPL VG BCE CCI WIN PANW=Bottom (Computer Hardware/Telecom)
ELEC(51): -1.05% Top=AYI FIT BRKR CREE FTV TEL GRMN WAT ….. CAVM NVDA AVGO AMAT OCLR CRUS MXL AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): -1.12% Top=CSRA FEYE IBM DOX ACN MDSO MENT CTSH ….. TWTR GRUB TTWO EQIX YELP WB NTES WUBA=Bottom (Computer Software/Internet)
REAL(94): -1.58% Top=SC ALLY BXP MAC SLG VNO JLL GGP ….. VTR SNH GPT CONE CSAL STOR SRC VER=Bottom (Real Estate)
META(32): -2.46% Top=SCCO CENX AKS FCX ARNC CCJ STLD CLF ….. FNV GG AEM ABX CDE SSRI HL SLW=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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