daytrend

11/15/2016

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

Closing Stats
by daytrend on 20161115. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 886.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161115 Closing)
38.0% of stocks are above yesterday’s high.
73.5% are above yesterday’s midpoint. (26.5% are below.)
7.1% are below yesterday’s low.
54.9% are inside yesterday’s range.
58.2% of stocks with today’s high > yesterday’s high. (41.8% less than).
31.5% of stocks with today’s low < yesterday’s low. (68.5% greater than).

EVIDENCE OF INTRADAY TREND (20161115 Closing)
66.9% of stocks are above today’s open. (32.6% are below).
60.3% of stocks are above today’s open and yesterday’s close.
26.1% are below both.
20.7% of stocks opened above yesterday’s high.
59.6% of stocks opened above yesterday’s close. (36.1% opened below yesterday’s close).
5.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161115 Closing)
25.3% of stocks are in the top 10% of today’s range.
41.9% are in the top 20%.
70.3% are in the top half. 29.7% of stocks are in the bottom half of today’s range.
10.4% are in the bottom 20%.
3.8% are in the bottom 10%.

GAIN (20161115 Closing)
67.8% of stocks are above yesterday’s close. (32.2% are below.)
6.2% are up 4.5% or more. 0.9% are down 4.5% or more.
10.8% are up 3.5% or more. 1.6% are down 3.5% or more.
45.0% are between +1% and -1%.

RSI on DAILY (20161115 Closing)
2-day: >=95:22.1%…>=90:33.5%…>=80:49.0%…>=50:79.9%…<=20:5.8%…<=10:2.0%…<=5:1.0%…
9-day: >=95:0.1%…>=90:2.3%…>=80:18.2%…>=50:71.3%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:7.3%…>=50:67.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161115 Closing)
38.0% above previous 1 highs, 7.1% below previous 1 lows
32.6% above previous 2 highs, 3.8% below previous 2 lows
25.1% above previous 3 highs, 2.7% below previous 3 lows
24.0% above previous 4 highs, 1.2% below previous 4 lows
23.0% above previous 5 highs, 1.0% below previous 5 lows
22.6% above previous 6 highs, 1.0% below previous 6 lows
22.1% above previous 7 highs, 0.7% below previous 7 lows
21.8% above previous 8 highs, 0.6% below previous 8 lows
21.1% above previous 9 highs, 0.6% below previous 9 lows
20.2% above previous 10 highs, 0.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161115 Closing)
67.8% are above or equal to 11/14 close (1 days ago), 32.2% are below.
78.0% are above or equal to 11/11 close (2 days ago), 22.0% are below.
75.8% are above or equal to 11/10 close (3 days ago), 24.2% are below.
73.6% are above or equal to 11/9 close (4 days ago), 26.4% are below.
73.5% are above or equal to 11/8 close (5 days ago), 26.5% are below.
74.3% are above or equal to 11/7 close (6 days ago), 25.7% are below.
80.9% are above or equal to 11/4 close (7 days ago), 19.1% are below.
81.4% are above or equal to 11/3 close (8 days ago), 18.6% are below.
79.9% are above or equal to 11/2 close (9 days ago), 20.1% are below.
75.3% are above or equal to 11/1 close (10 days ago), 24.7% are below.
70.1% are above or equal to 10/31 close (11 days ago), 29.9% are below.
71.1% are above or equal to 10/28 close (12 days ago), 28.9% are below.
69.9% are above or equal to 10/27 close (13 days ago), 30.1% are below.
64.2% are above or equal to 10/26 close (14 days ago), 35.8% are below.
62.2% are above or equal to 10/25 close (15 days ago), 37.8% are below.
57.1% are above or equal to 10/24 close (16 days ago), 42.9% are below.
58.6% are above or equal to 10/21 close (17 days ago), 41.4% are below.
57.7% are above or equal to 10/20 close (18 days ago), 42.3% are below.
56.4% are above or equal to 10/19 close (19 days ago), 43.6% are below.
59.6% are above or equal to 10/18 close (20 days ago), 40.4% are below.
62.6% are above or equal to 10/17 close (21 days ago), 37.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161115 Closing)
20d: 20.9% new highs, 2.8% new lows
21d: 20.8% new highs, 2.8% new lows
42d: 15.2% new highs, 2.5% new lows
63d: 13.3% new highs, 2.4% new lows
126d: 11.2% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161115 Closing)
2-day: 66.6% above, 33.4% below
3-day: 78.2% above, 21.8% below
4-day: 79.1% above, 20.9% below
5-day: 78.0% above, 22.0% below
8-day: 76.6% above, 23.4% below
10-day: 78.3% above, 21.7% below
20-day: 70.0% above, 30.0% below
50-day: 61.1% above, 38.9% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161115 Closing)
ENER(88): 3.52% Top=CRC REN MUR APA LPI SM BBG EGN ….. BPL PSX ETE SXL MPLX ETP TSO ATW=Bottom (Energy)
TRAN(27): 3.38% Top=DRYS UAL JBLU AAL BRS LUV XPO CP ….. KSU SWFT UNP FDX CSX TRN SAVE NAT=Bottom (Transportation)
META(32): 2.92% Top=PAAS AGI AG SSRI SLW ABX HL AEM ….. TAHO TX CNX CMC CLF SCCO AKS CLD=Bottom (Metals & Mining)
COSW(87): 1.60% Top=NTNX ATHM JD TWLO WB NUAN SHOP ULTI ….. DOX CHKP CSRA SYMC MTCH WUBA ZEN SQ=Bottom (Computer Software/Internet)
ELEC(53): 1.58% Top=SIMO OCLR SPWR PI AMBA NVDA KLAC QRVO ….. FLEX ISIL LSCC DLB CY AMKR JBL CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(52): 1.39% Top=CNC ALGN BCR DXCM ZBH HOLX EVHC SYK ….. BKD MD DVA ELGX PRAH AMED OPK ACHC=Bottom (Health)
COHW(37): 1.07% Top=ACIA S BBRY ZAYO FNSR VZ UBNT BCE ….. COMM TDC VRSN ANET NTAP HRS HPQ SSYS=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.80% Top=CC ALB HUN OLN FMC WLK AXTA MON ….. ASH SMG RPM DOW DD GRA MOS CF=Bottom (Chemicals/Fertilizers)
MANU(40): 0.75% Top=ZBRA MRC MIDD XYL CMI TTC LII AGCO ….. DE DCI ITT ATI PNR ETN DDD LECO=Bottom (Manufacturing)
MATE(24): 0.56% Top=PWR USG OC WY RSG WM DHI CAA ….. EXP VMC LEN KBH TPH MLM TOL SUM=Bottom (Materials & Construction)
FINA(90): 0.50% Top=BOFI EFX RJF BX NSAM RF CMA HOMB ….. NAVI SYF YRD WFC FRC WBS FII COF=Bottom (Banks/Financials)
DISV(48): 0.48% Top=TRU HRI AMN VNTV CAR EEFT GPN ACM ….. MCO MMS SERV PAYX KBR WTW CXW MYGN=Bottom (Diversified Services)
CONS(50): 0.33% Top=PAY GT PVH UA HBI FBHS OI CHD ….. COH TPX LULU FL HAS FOSL WWW KATE=Bottom (Consumer)
INSU(36): 0.29% Top=FNF CLGX UNM RGA LNC BRO ALL VR ….. WRB ORI CNO TMK AXS XL AFSI AJG=Bottom (Insurance)
LEIS(34): -0.02% Top=EXPE LVS WYNN DPZ QSR DNKN WEN MGM ….. LQ BYD RCL H GPRO CMG ZOES ARMK=Bottom (Leisure)
REAL(100): -0.47% Top=EQY RLGY NRZ OUT NRF CLNY CBL STWD ….. EQR MAA ACC CUBE UDR AVB AIV REG=Bottom (Real Estate)
RETA(62): -0.70% Top=AAP AMZN ETSY BLDR BID ORLY EBAY W ….. GES SIG RH ANF JCP DKS DSW SBH=Bottom (Retail & Specialty Retail)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: