daytrend

11/14/2016

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

Closing Stats
by daytrend on 20161114. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

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

COMPARED TO YESTERDAY’S RANGE (20161114 Closing)
51.9% of stocks are above yesterday’s high.
73.9% are above yesterday’s midpoint. (26.1% are below.)
14.0% are below yesterday’s low.
34.1% are inside yesterday’s range.
72.0% of stocks with today’s high > yesterday’s high. (28.0% less than).
28.7% of stocks with today’s low < yesterday’s low. (71.3% greater than).

EVIDENCE OF INTRADAY TREND (20161114 Closing)
65.4% of stocks are above today’s open. (33.5% are below).
64.4% of stocks are above today’s open and yesterday’s close.
26.9% are below both.
32.3% of stocks opened above yesterday’s high.
71.3% of stocks opened above yesterday’s close. (25.1% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161114 Closing)
20.7% of stocks are in the top 10% of today’s range.
35.4% are in the top 20%.
61.4% are in the top half. 38.6% of stocks are in the bottom half of today’s range.
17.0% are in the bottom 20%.
8.9% are in the bottom 10%.

GAIN (20161114 Closing)
72.0% of stocks are above yesterday’s close. (28.0% are below.)
6.3% are up 4.5% or more. 1.5% are down 4.5% or more.
14.4% are up 3.5% or more. 3.0% are down 3.5% or more.
29.2% are between +1% and -1%.

RSI on DAILY (20161114 Closing)
2-day: >=95:32.2%…>=90:38.7%…>=80:48.3%…>=50:71.4%…<=20:13.4%…<=10:7.2%…<=5:5.1%…
9-day: >=95:0.1%…>=90:2.8%…>=80:19.0%…>=50:65.4%…<=20:1.6%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:9.1%…>=50:62.3%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161114 Closing)
51.9% above previous 1 highs, 14.0% below previous 1 lows
39.3% above previous 2 highs, 10.9% below previous 2 lows
37.9% above previous 3 highs, 7.7% below previous 3 lows
35.9% above previous 4 highs, 7.4% below previous 4 lows
35.3% above previous 5 highs, 7.2% below previous 5 lows
35.1% above previous 6 highs, 6.5% below previous 6 lows
34.4% above previous 7 highs, 6.4% below previous 7 lows
33.8% above previous 8 highs, 6.2% below previous 8 lows
32.1% above previous 9 highs, 6.2% below previous 9 lows
31.7% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161114 Closing)
72.0% are above or equal to 11/11 close (1 days ago), 28.0% are below.
67.2% are above or equal to 11/10 close (2 days ago), 32.8% are below.
65.7% are above or equal to 11/9 close (3 days ago), 34.3% are below.
68.7% are above or equal to 11/8 close (4 days ago), 31.3% are below.
70.2% are above or equal to 11/7 close (5 days ago), 29.8% are below.
79.3% are above or equal to 11/4 close (6 days ago), 20.7% are below.
78.5% are above or equal to 11/3 close (7 days ago), 21.5% are below.
76.4% are above or equal to 11/2 close (8 days ago), 23.6% are below.
72.0% are above or equal to 11/1 close (9 days ago), 28.0% are below.
66.3% are above or equal to 10/31 close (10 days ago), 33.7% are below.
65.9% are above or equal to 10/28 close (11 days ago), 34.1% are below.
65.1% are above or equal to 10/27 close (12 days ago), 34.9% are below.
61.5% are above or equal to 10/26 close (13 days ago), 38.5% are below.
59.2% are above or equal to 10/25 close (14 days ago), 40.8% are below.
54.2% are above or equal to 10/24 close (15 days ago), 45.8% are below.
56.5% are above or equal to 10/21 close (16 days ago), 43.5% are below.
55.4% are above or equal to 10/20 close (17 days ago), 44.6% are below.
54.2% are above or equal to 10/19 close (18 days ago), 45.8% are below.
55.9% are above or equal to 10/18 close (19 days ago), 44.1% are below.
59.1% are above or equal to 10/17 close (20 days ago), 40.9% are below.
58.1% are above or equal to 10/14 close (21 days ago), 41.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161114 Closing)
20d: 34.5% new highs, 10.0% new lows
21d: 34.4% new highs, 10.0% new lows
42d: 28.6% new highs, 8.9% new lows
63d: 24.7% new highs, 8.0% new lows
126d: 21.5% new highs, 4.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161114 Closing)
2-day: 71.4% above, 28.6% below
3-day: 69.2% above, 30.8% below
4-day: 69.0% above, 31.0% below
5-day: 68.6% above, 31.4% below
8-day: 73.3% above, 26.7% below
10-day: 73.5% above, 26.5% below
20-day: 64.1% above, 35.9% below
50-day: 57.1% above, 42.9% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161114 Closing)
TRAN(27): 10.08% Top=DRYS BRS UAL KSU LUV ALK GWR ODFL ….. FDX AAL CNI CSX NAT CHRW CP UPS=Bottom (Transportation)
FINA(89): 2.38% Top=BOFI RF OMF EV BAC WDR BX SIVB ….. WBS PSEC ACAS AMG ICE NSAM NDAQ PYPL=Bottom (Banks/Financials)
RETA(62): 1.92% Top=RH CHS MIK AN PAG TLRD WFM DSW ….. MELI TJX HD EBAY AMZN TIF BABA KORS=Bottom (Retail & Specialty Retail)
META(31): 1.85% Top=AKS X CMC AG CENX CLF NEM STLD ….. TAHO PAAS FCX AEM SLCA CLD ABX FNV=Bottom (Metals & Mining)
REAL(98): 1.77% Top=CBL HST DRH SC HCP RLJ VTR HPT ….. TWO NRF AGNC MGP CLNY AMT HASI CSAL=Bottom (Real Estate)
MATE(24): 1.61% Top=FLR EME WY SUM LEN CAA KBH DHI ….. MLM USG VMC WM DAR WCN OC SRCL=Bottom (Materials & Construction)
ENER(88): 1.56% Top=SWN REN ATW RRC RDC NOV DO VVV ….. APC PE ETE FANG RSPP SE DK CRC=Bottom (Energy)
CONS(50): 1.33% Top=KATE FOSL CRI GIL TPX RL WWW PKG ….. NKE CL PBI ECL NWL UA COTY PVH=Bottom (Consumer)
LEIS(34): 1.01% Top=MAR CMG PNRA DRI MCD WYN RCL SONC ….. BLMN QSR DPZ LVS EXPE SEAS RRR SIX=Bottom (Leisure)
DISV(47): 0.93% Top=ACM CXW JEC WOOF MMS KBR URI AL ….. EEFT SBAC MA PCLN GPN V VNTV XRS=Bottom (Diversified Services)
INSU(36): 0.92% Top=AIZ CNO SLF BRO UNM HIG LNC VR ….. MMC AON AFL FNF MTG RDN FAF CLGX=Bottom (Insurance)
HEAL(51): 0.83% Top=THC OPK DXCM WCG MOH EVHC AMSG DGX ….. XRAY ELGX BSX SYK BAX BCR BDX EW=Bottom (Health)
ELEC(52): 0.62% Top=SPWR GRMN PI TRMB CGNX FSLR XLNX IDTI ….. BRKR WAT QRVO AVGO INVN CRUS SCTY NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): 0.56% Top=S CDW COMM CIEN NTAP CTL JNPR STX ….. VZ GOGO QCOM SSYS AAPL ZAYO VRSN ACIA=Bottom (Computer Hardware/Telecom)
MANU(40): 0.52% Top=ATI TTC LECO MIDD CFX DCI AGCO LII ….. MFS IR AOS MHK CMI DHR DDD SWK=Bottom (Manufacturing)
CHEM(26): 0.33% Top=MOS SMG CE CC RPM CF WLK HUN ….. OLN DOW APD IFF PX EMN AXTA ALB=Bottom (Chemicals/Fertilizers)
COSW(86): -0.73% Top=SYNT CSRA MDSO SQ TWTR LOCK GRUB NCR ….. ATVI TRIP SHOP ZEN BITA SINA NTES WB=Bottom (Computer Software/Internet)

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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