daytrend

11/22/2016

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

Closing Stats
by daytrend on 20161122. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 886.

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

COMPARED TO YESTERDAY’S RANGE (20161122 Closing)
41.9% of stocks are above yesterday’s high.
68.4% are above yesterday’s midpoint. (31.6% are below.)
12.0% are below yesterday’s low.
46.2% are inside yesterday’s range.
66.7% of stocks with today’s high > yesterday’s high. (33.3% less than).
35.1% of stocks with today’s low < yesterday’s low. (64.9% greater than).

EVIDENCE OF INTRADAY TREND (20161122 Closing)
55.6% of stocks are above today’s open. (43.8% are below).
53.5% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
28.2% of stocks opened above yesterday’s high.
79.8% of stocks opened above yesterday’s close. (16.6% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161122 Closing)
20.0% of stocks are in the top 10% of today’s range.
36.1% are in the top 20%.
66.0% are in the top half. 34.0% of stocks are in the bottom half of today’s range.
9.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20161122 Closing)
67.3% of stocks are above yesterday’s close. (32.7% are below.)
3.3% are up 4.5% or more. 1.0% are down 4.5% or more.
5.5% are up 3.5% or more. 2.0% are down 3.5% or more.
52.4% are between +1% and -1%.

RSI on DAILY (20161122 Closing)
2-day: >=95:17.4%…>=90:30.9%…>=80:48.6%…>=50:78.3%…<=20:7.8%…<=10:2.4%…<=5:0.8%…
9-day: >=95:0.0%…>=90:0.7%…>=80:14.1%…>=50:80.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.2%…>=50:75.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161122 Closing)
41.9% above previous 1 highs, 12.0% below previous 1 lows
37.0% above previous 2 highs, 8.0% below previous 2 lows
30.7% above previous 3 highs, 5.4% below previous 3 lows
29.2% above previous 4 highs, 3.8% below previous 4 lows
26.7% above previous 5 highs, 2.4% below previous 5 lows
24.0% above previous 6 highs, 1.9% below previous 6 lows
23.5% above previous 7 highs, 1.7% below previous 7 lows
20.8% above previous 8 highs, 1.5% below previous 8 lows
19.8% above previous 9 highs, 1.0% below previous 9 lows
18.8% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161122 Closing)
67.3% are above or equal to 11/21 close (1 days ago), 32.7% are below.
80.7% are above or equal to 11/18 close (2 days ago), 19.3% are below.
74.3% are above or equal to 11/17 close (3 days ago), 25.7% are below.
78.1% are above or equal to 11/16 close (4 days ago), 21.9% are below.
71.2% are above or equal to 11/15 close (5 days ago), 28.8% are below.
75.1% are above or equal to 11/14 close (6 days ago), 24.9% are below.
85.0% are above or equal to 11/11 close (7 days ago), 15.0% are below.
82.7% are above or equal to 11/10 close (8 days ago), 17.3% are below.
81.0% are above or equal to 11/9 close (9 days ago), 19.0% are below.
79.1% are above or equal to 11/8 close (10 days ago), 20.9% are below.
79.2% are above or equal to 11/7 close (11 days ago), 20.8% are below.
86.5% are above or equal to 11/4 close (12 days ago), 13.5% are below.
86.8% are above or equal to 11/3 close (13 days ago), 13.2% are below.
84.7% are above or equal to 11/2 close (14 days ago), 15.3% are below.
80.8% are above or equal to 11/1 close (15 days ago), 19.2% are below.
76.3% are above or equal to 10/31 close (16 days ago), 23.7% are below.
76.9% are above or equal to 10/28 close (17 days ago), 23.1% are below.
76.6% are above or equal to 10/27 close (18 days ago), 23.4% are below.
72.3% are above or equal to 10/26 close (19 days ago), 27.7% are below.
70.0% are above or equal to 10/25 close (20 days ago), 30.0% are below.
65.0% are above or equal to 10/24 close (21 days ago), 35.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161122 Closing)
20d: 28.6% new highs, 1.6% new lows
21d: 27.5% new highs, 1.6% new lows
42d: 22.2% new highs, 1.5% new lows
63d: 19.1% new highs, 1.4% new lows
126d: 15.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161122 Closing)
2-day: 65.8% above, 34.2% below
3-day: 77.9% above, 22.1% below
4-day: 79.3% above, 20.7% below
5-day: 80.0% above, 20.0% below
8-day: 79.8% above, 20.2% below
10-day: 83.6% above, 16.4% below
20-day: 82.4% above, 17.6% below
50-day: 68.4% above, 31.6% below
200-day: 70.2% above, 29.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161122 Closing)
META(30): 2.99% Top=CLF X AKS TCK CENX PAAS CMC NUE ….. SLCA TAHO ABX FNV GG AEM FMSA ARNC=Bottom (Metals & Mining)
RETA(63): 2.45% Top=BURL CHS DLTR DSW LL RH PIR URBN ….. SFM BABA KAR AN WBA CASY CVS CPRT=Bottom (Retail & Specialty Retail)
REAL(102): 1.71% Top=OUT DFT CSAL GPT CBG CONE CBL OFC ….. SNH NLY AMH LHO SC BAM AGNC ARI=Bottom (Real Estate)
MANU(41): 1.00% Top=ATI RS TEX ZBRA AGCO DCI MFS CMI ….. AME SWK EMR DE PNR DOV XYL DHR=Bottom (Manufacturing)
LEIS(35): 1.00% Top=JACK WEN QSR TXRH ARMK SBUX RRR SONC ….. MCD BYD RCL SEAS H MGM GPRO CMG=Bottom (Leisure)
ELEC(51): 0.75% Top=JBL ADI ON AVGO KLAC CGNX CY KEYS ….. CSIQ PI FIT LSCC HIMX WAT AMKR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(45): 0.70% Top=CXW YY ULTA BAH JEC AL MMS ADS ….. RRD GPN MYGN KBR FDC WOOF VNTV V=Bottom (Diversified Services)
CONS(51): 0.69% Top=VFC LULU FOSL RL KATE CRI WWW AVY ….. OI KS HBI TUP GPK SPB PKG FBHS=Bottom (Consumer)
FINA(91): 0.36% Top=WETF BOFI WBS NSAM PACW WAL OZRK SLM ….. CFR CIT EFX ICE NAVI CME EV YRD=Bottom (Banks/Financials)
INSU(35): 0.20% Top=FAF PGR ORI WRB BRO CLGX LNC WLTW ….. RGA AXS PRU AJG AFL XL RDN AFSI=Bottom (Insurance)
MATE(25): 0.13% Top=WY FAST EXP EME WCN FLR MDR KBH ….. PHM OC DAR DHI CAA MLM LEN USG=Bottom (Materials & Construction)
COHW(39): 0.10% Top=ACIA SSYS S VZ VG T WIN INFN ….. VRSN CDW NTAP UBNT CTL ZAYO STX PANW=Bottom (Computer Hardware/Telecom)
COSW(84): -0.12% Top=SINA WB WUBA SYNT SYMC EQIX ATHM SQ ….. GRUB SSNC PFPT ATVI CTSH SHOP FEYE VIPS=Bottom (Computer Software/Internet)
CHEM(27): -0.17% Top=SMG ASH DD CC SHW OLN GRA DOW ….. WLK CE TROX PAH AGU POT CF MOS=Bottom (Chemicals/Fertilizers)
ENER(88): -0.32% Top=EEP TSO CPE NFG CVI TLLP DK MDU ….. RRC VVV MUR SM OAS SXL REN ETP=Bottom (Energy)
TRAN(28): -0.88% Top=BRS ALK SAVE CP CSX TRN EXPD XPO ….. CHRW NSC GWR SWFT NAT TK KSU DRYS=Bottom (Transportation)
HEAL(51): -1.38% Top=ANTM PRXL WCG AET UNH VAR DVA WST ….. HCA DXCM AMSG EVHC ABMD ABT EW THC=Bottom (Health)

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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