daytrend

11/16/2016

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

Closing Stats
by daytrend on 20161116. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161116 Closing)
20.6% of stocks are above yesterday’s high.
55.2% are above yesterday’s midpoint. (44.8% are below.)
15.1% are below yesterday’s low.
64.3% are inside yesterday’s range.
42.6% of stocks with today’s high > yesterday’s high. (57.4% less than).
34.4% of stocks with today’s low < yesterday’s low. (65.6% greater than).

EVIDENCE OF INTRADAY TREND (20161116 Closing)
53.8% of stocks are above today’s open. (44.6% are below).
39.3% of stocks are above today’s open and yesterday’s close.
42.7% are below both.
4.3% of stocks opened above yesterday’s high.
15.6% of stocks opened above yesterday’s close. (77.7% opened below yesterday’s close).
7.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161116 Closing)
12.4% of stocks are in the top 10% of today’s range.
24.3% are in the top 20%.
53.3% are in the top half. 46.7% of stocks are in the bottom half of today’s range.
17.9% are in the bottom 20%.
7.8% are in the bottom 10%.

GAIN (20161116 Closing)
43.1% of stocks are above yesterday’s close. (56.9% are below.)
0.9% are up 4.5% or more. 0.7% are down 4.5% or more.
1.3% are up 3.5% or more. 2.0% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY (20161116 Closing)
2-day: >=95:9.2%…>=90:15.8%…>=80:27.7%…>=50:65.8%…<=20:5.4%…<=10:1.9%…<=5:0.7%…
9-day: >=95:0.2%…>=90:0.8%…>=80:9.0%…>=50:72.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.2%…>=80:3.1%…>=50:66.6%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161116 Closing)
20.6% above previous 1 highs, 15.1% below previous 1 lows
15.0% above previous 2 highs, 6.6% below previous 2 lows
13.7% above previous 3 highs, 4.1% below previous 3 lows
10.2% above previous 4 highs, 2.7% below previous 4 lows
9.5% above previous 5 highs, 1.1% below previous 5 lows
8.8% above previous 6 highs, 0.8% below previous 6 lows
8.8% above previous 7 highs, 0.8% below previous 7 lows
8.3% above previous 8 highs, 0.6% below previous 8 lows
8.3% above previous 9 highs, 0.4% below previous 9 lows
8.1% above previous 10 highs, 0.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161116 Closing)
43.1% are above or equal to 11/15 close (1 days ago), 56.9% are below.
58.0% are above or equal to 11/14 close (2 days ago), 42.0% are below.
76.1% are above or equal to 11/11 close (3 days ago), 23.9% are below.
73.8% are above or equal to 11/10 close (4 days ago), 26.2% are below.
73.7% are above or equal to 11/9 close (5 days ago), 26.3% are below.
74.0% are above or equal to 11/8 close (6 days ago), 26.0% are below.
73.8% are above or equal to 11/7 close (7 days ago), 26.2% are below.
81.6% are above or equal to 11/4 close (8 days ago), 18.4% are below.
81.0% are above or equal to 11/3 close (9 days ago), 19.0% are below.
80.0% are above or equal to 11/2 close (10 days ago), 20.0% are below.
75.3% are above or equal to 11/1 close (11 days ago), 24.7% are below.
70.8% are above or equal to 10/31 close (12 days ago), 29.2% are below.
70.5% are above or equal to 10/28 close (13 days ago), 29.5% are below.
69.7% are above or equal to 10/27 close (14 days ago), 30.3% are below.
65.1% are above or equal to 10/26 close (15 days ago), 34.9% are below.
62.7% are above or equal to 10/25 close (16 days ago), 37.3% are below.
57.9% are above or equal to 10/24 close (17 days ago), 42.1% are below.
58.9% are above or equal to 10/21 close (18 days ago), 41.1% are below.
58.2% are above or equal to 10/20 close (19 days ago), 41.8% are below.
57.7% are above or equal to 10/19 close (20 days ago), 42.3% are below.
59.4% are above or equal to 10/18 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161116 Closing)
20d: 14.0% new highs, 1.2% new lows
21d: 13.5% new highs, 1.2% new lows
42d: 10.1% new highs, 1.1% new lows
63d: 8.6% new highs, 1.1% new lows
126d: 7.2% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161116 Closing)
2-day: 41.5% above, 58.5% below
3-day: 52.4% above, 47.6% below
4-day: 64.3% above, 35.7% below
5-day: 71.1% above, 28.9% below
8-day: 74.9% above, 25.1% below
10-day: 77.6% above, 22.4% below
20-day: 71.2% above, 28.8% below
50-day: 60.7% above, 39.3% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161116 Closing)
ENER(88): 1.01% Top=PAGP HFC VVV WNR NFG CVI DK ECA ….. ETE RDC GEL EEP CRZO PBF SWN REN=Bottom (Energy)
COSW(87): 0.56% Top=TWLO ADSK BR ULTI MANH VIPS PFPT RHT ….. DATA SYMC ATHM TWTR LC BITA FEYE SYNT=Bottom (Computer Software/Internet)
RETA(62): 0.53% Top=TGT SBH TJX BURL ASNA RH GES GPS ….. LB PAG AN SFM LOW KR WFM BID=Bottom (Retail & Specialty Retail)
ELEC(53): 0.45% Top=AMD NVDA OCLR HIMX CRUS MSCC AMAT IDTI ….. XLNX AMBA AYI FSLR FIT TRMB PI JBL=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): 0.28% Top=ZAYO CDW FNSR CCI AAPL ACIA UBNT VRSN ….. WIN CTL GOGO HRS TMUS MSI PSTG TDC=Bottom (Computer Hardware/Telecom)
DISV(47): 0.11% Top=FDC XRS VNTV GPN SBAC V WOOF FISV ….. AL MYGN ALLE URI CAR HRI KBR HRB=Bottom (Diversified Services)
LEIS(35): -0.00% Top=H QSR SIX SBUX EXPE LQ RRR ZOES ….. JACK PNRA EAT BLMN LVS DRI GPRO SHAK=Bottom (Leisure)
REAL(102): -0.14% Top=HASI LHO OUT CLNY SHO AMT AMH NRF ….. BXMT PSA SLG GGP EXR PGRE CBG CBL=Bottom (Real Estate)
CONS(51): -0.17% Top=FOSL KS BERY NKE WRK ENR ECL COTY ….. MAT CCK GIL GT FBHS OI WHR TPX=Bottom (Consumer)
CHEM(26): -0.22% Top=IFF ALB MON SMG ASH APD DD PPG ….. FMC EMN GRA CF PAH SHW HUN MOS=Bottom (Chemicals/Fertilizers)
INSU(36): -0.35% Top=CLGX RDN MTG AFSI BRO WRB ORI AIZ ….. PRU TMK MET XL LNC UNM PGR HIG=Bottom (Insurance)
HEAL(53): -0.38% Top=EVHC AMSG A CNC BDX TFX PRAH MOH ….. ACHC RMD ESRX BKD UHS PRXL IRWD ELGX=Bottom (Health)
TRAN(28): -0.41% Top=NAT EGLE SAVE ODFL XPO CHRW CP DRYS ….. LUV UNP JBLU CNI WAB NSC CSX TRN=Bottom (Transportation)
MANU(41): -0.59% Top=MFS MRC DDD DHR MWA SWK MHK TEX ….. CAT AOS AME DOV EMR PH ZBRA ATI=Bottom (Manufacturing)
META(32): -0.92% Top=CCJ FNV TCK SLW CNX CENX RGLD ABX ….. AKS AG SWC SLCA HL CLD TX AGI=Bottom (Metals & Mining)
FINA(90): -1.20% Top=NAVI NSAM EFX AMTD JNS SLM NDAQ PYPL ….. JPM EWBC FITB STI ZION BOFI YRD RF=Bottom (Banks/Financials)
MATE(24): -1.27% Top=WCN DAR EME WM FAST LEN SRCL EXP ….. SUM TOL TPH FLR PWR VMC MLM KBH=Bottom (Materials & Construction)

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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