daytrend

11/11/2016

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

Closing Stats
by daytrend on 20161111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 871.

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

COMPARED TO YESTERDAY’S RANGE (20161111 Closing)
21.4% of stocks are above yesterday’s high.
53.5% are above yesterday’s midpoint. (46.5% are below.)
17.7% are below yesterday’s low.
61.0% are inside yesterday’s range.
33.5% of stocks with today’s high > yesterday’s high. (66.5% less than).
42.7% of stocks with today’s low < yesterday’s low. (57.3% greater than).

EVIDENCE OF INTRADAY TREND (20161111 Closing)
67.0% of stocks are above today’s open. (32.0% are below).
58.9% of stocks are above today’s open and yesterday’s close.
31.1% are below both.
1.1% of stocks opened above yesterday’s high.
18.1% of stocks opened above yesterday’s close. (77.2% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161111 Closing)
26.3% of stocks are in the top 10% of today’s range.
41.2% are in the top 20%.
67.0% are in the top half. 33.0% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20161111 Closing)
61.0% of stocks are above yesterday’s close. (39.0% are below.)
2.1% are up 4.5% or more. 2.8% are down 4.5% or more.
6.4% are up 3.5% or more. 4.1% are down 3.5% or more.
44.1% are between +1% and -1%.

RSI on DAILY (20161111 Closing)
2-day: >=95:29.4%…>=90:36.3%…>=80:43.5%…>=50:64.9%…<=20:14.6%…<=10:8.7%…<=5:2.6%…
9-day: >=95:0.0%…>=90:1.0%…>=80:14.5%…>=50:62.2%…<=20:1.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.1%…>=50:58.6%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161111 Closing)
21.4% above previous 1 highs, 17.7% below previous 1 lows
20.7% above previous 2 highs, 7.7% below previous 2 lows
19.7% above previous 3 highs, 6.9% below previous 3 lows
19.6% above previous 4 highs, 6.5% below previous 4 lows
19.5% above previous 5 highs, 5.4% below previous 5 lows
18.9% above previous 6 highs, 5.1% below previous 6 lows
18.1% above previous 7 highs, 4.7% below previous 7 lows
17.8% above previous 8 highs, 4.7% below previous 8 lows
17.3% above previous 9 highs, 4.6% below previous 9 lows
16.8% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161111 Closing)
61.0% are above or equal to 11/10 close (1 days ago), 39.0% are below.
60.0% are above or equal to 11/9 close (2 days ago), 40.0% are below.
65.3% are above or equal to 11/8 close (3 days ago), 34.7% are below.
66.7% are above or equal to 11/7 close (4 days ago), 33.3% are below.
77.4% are above or equal to 11/4 close (5 days ago), 22.6% are below.
76.7% are above or equal to 11/3 close (6 days ago), 23.3% are below.
73.8% are above or equal to 11/2 close (7 days ago), 26.2% are below.
68.5% are above or equal to 11/1 close (8 days ago), 31.5% are below.
63.0% are above or equal to 10/31 close (9 days ago), 37.0% are below.
63.0% are above or equal to 10/28 close (10 days ago), 37.0% are below.
63.6% are above or equal to 10/27 close (11 days ago), 36.4% are below.
58.3% are above or equal to 10/26 close (12 days ago), 41.7% are below.
56.5% are above or equal to 10/25 close (13 days ago), 43.5% are below.
51.8% are above or equal to 10/24 close (14 days ago), 48.2% are below.
53.6% are above or equal to 10/21 close (15 days ago), 46.4% are below.
52.7% are above or equal to 10/20 close (16 days ago), 47.3% are below.
51.5% are above or equal to 10/19 close (17 days ago), 48.5% are below.
54.9% are above or equal to 10/18 close (18 days ago), 45.1% are below.
57.2% are above or equal to 10/17 close (19 days ago), 42.8% are below.
56.1% are above or equal to 10/14 close (20 days ago), 43.9% are below.
55.6% are above or equal to 10/13 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161111 Closing)
20d: 18.4% new highs, 8.0% new lows
21d: 18.1% new highs, 7.9% new lows
42d: 14.7% new highs, 7.2% new lows
63d: 12.4% new highs, 7.0% new lows
126d: 11.0% new highs, 3.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161111 Closing)
2-day: 59.8% above, 40.2% below
3-day: 58.4% above, 41.6% below
4-day: 62.9% above, 37.1% below
5-day: 64.3% above, 35.7% below
8-day: 71.2% above, 28.8% below
10-day: 70.0% above, 30.0% below
20-day: 61.0% above, 39.0% below
50-day: 53.3% above, 46.7% below
200-day: 62.2% above, 37.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161111 Closing)
ELEC(51): 2.42% Top=NVDA MSCC AMD OCLR CREE MU MRVL FIT ….. APH TEL AVGO BRKR AYI WAT FTV SWKS=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(61): 1.61% Top=LL GNC FINL JWN DSW GES TLRD KSS ….. AMZN NFLX AAP BABA CVS KORS BBY MELI=Bottom (Retail & Specialty Retail)
COHW(36): 1.23% Top=FNSR SSYS CDW WIN WDC STX ARRS PANW ….. T VG LVLT BCE CCI ACIA COMM ZAYO=Bottom (Computer Hardware/Telecom)
FINA(88): 1.13% Top=OMF WBS UMPQ BOFI SIVB KKR TCB KEY ….. BX C BEN ICE EFX CME AMG WETF=Bottom (Banks/Financials)
DISV(47): 0.79% Top=MMS WTW HRB RHI AMN FDC GEO BAH ….. PCLN SBAC FLT CXW GPN R YY XRS=Bottom (Diversified Services)
REAL(98): 0.78% Top=WPG OFC HPT PEB VER DRH RLJ BDN ….. BXMT OUT PLD STWD LPT DEI ARE BAM=Bottom (Real Estate)
COSW(85): 0.71% Top=LOCK VIPS PFPT LC NTNX JCOM MTCH CSC ….. FB MSCI TRIP EQIX CERN WUBA BITA GRUB=Bottom (Computer Software/Internet)
CONS(51): 0.39% Top=WWW EPC FOSL PAY SKX LULU HBI VFC ….. ECL NWL CCK WRK FBHS OI AVY WHR=Bottom (Consumer)
LEIS(34): 0.34% Top=PNRA BYD SHAK SONC WEN EAT RCL TXRH ….. LQ BLMN DPZ LVS YUM MGM EXPE QSR=Bottom (Leisure)
INSU(34): 0.34% Top=CNO AWH BRO WRB LNC ORI VR HIG ….. CINF AIZ WLTW AFL SLF AON AFSI CLGX=Bottom (Insurance)
MANU(40): 0.25% Top=DDD ATI KMT LII PH CFX BWXT GE ….. AOS CMI DOV AME PNR MHK ZBRA ETN=Bottom (Manufacturing)
TRAN(26): 0.24% Top=SWFT JBHT AAL ODFL WAB KSU CHRW TRN ….. CSX FDX UNP BRS CP GWR CNI NAT=Bottom (Transportation)
MATE(24): -0.39% Top=EME WM KBH RSG OC TPH USG SUM ….. LEN FAST TOL MLM WY PHM FLR WCN=Bottom (Materials & Construction)
CHEM(26): -0.77% Top=CF CE SMG AXTA OLN RPM AGU IFF ….. SHW ALB PX WLK DD PAH MOS FMC=Bottom (Chemicals/Fertilizers)
HEAL(51): -1.07% Top=DXCM ELGX ABMD NUVA EVHC HLS AMSG IRWD ….. SYK BCR HCA BKD PRAH MOH PRXL CNC=Bottom (Health)
ENER(87): -1.44% Top=ETE ATW GPOR BBG HLX SXL PBF CRC ….. CLR PXD PE HES MUR DO SN REN=Bottom (Energy)
META(32): -3.64% Top=X CENX AKS ARNC CMC CNX TCK FCX ….. NEM AG AEM RGLD PAAS AGI SLW SSRI=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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