daytrend

11/28/2016

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20161128. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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

COMPARED TO YESTERDAY’S RANGE (20161128 Closing)
11.8% of stocks are above yesterday’s high.
26.9% are above yesterday’s midpoint. (73.1% are below.)
52.2% are below yesterday’s low.
36.0% are inside yesterday’s range.
40.5% of stocks with today’s high > yesterday’s high. (59.5% less than).
68.6% of stocks with today’s low < yesterday’s low. (31.4% greater than).

EVIDENCE OF INTRADAY TREND (20161128 Closing)
27.6% of stocks are above today’s open. (71.0% are below).
19.9% of stocks are above today’s open and yesterday’s close.
68.7% are below both.
8.6% of stocks opened above yesterday’s high.
29.1% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
14.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161128 Closing)
3.1% of stocks are in the top 10% of today’s range.
6.4% are in the top 20%.
24.9% are in the top half. 75.1% of stocks are in the bottom half of today’s range.
42.0% are in the bottom 20%.
24.9% are in the bottom 10%.

GAIN (20161128 Closing)
23.4% of stocks are above yesterday’s close. (76.6% are below.)
0.5% are up 4.5% or more. 4.0% are down 4.5% or more.
1.3% are up 3.5% or more. 6.5% are down 3.5% or more.
46.5% are between +1% and -1%.

RSI on DAILY (20161128 Closing)
2-day: >=95:4.6%…>=90:8.4%…>=80:15.7%…>=50:35.2%…<=20:26.3%…<=10:7.8%…<=5:1.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:4.4%…>=50:73.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:72.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161128 Closing)
11.8% above previous 1 highs, 52.2% below previous 1 lows
9.9% above previous 2 highs, 33.2% below previous 2 lows
7.4% above previous 3 highs, 22.1% below previous 3 lows
6.9% above previous 4 highs, 15.9% below previous 4 lows
6.6% above previous 5 highs, 11.3% below previous 5 lows
5.8% above previous 6 highs, 8.8% below previous 6 lows
5.5% above previous 7 highs, 7.1% below previous 7 lows
4.6% above previous 8 highs, 5.6% below previous 8 lows
4.5% above previous 9 highs, 4.1% below previous 9 lows
4.4% above previous 10 highs, 3.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161128 Closing)
23.4% are above or equal to 11/25 close (1 days ago), 76.6% are below.
34.0% are above or equal to 11/23 close (2 days ago), 66.0% are below.
45.2% are above or equal to 11/22 close (3 days ago), 54.8% are below.
54.1% are above or equal to 11/21 close (4 days ago), 45.9% are below.
67.0% are above or equal to 11/18 close (5 days ago), 33.0% are below.
65.4% are above or equal to 11/17 close (6 days ago), 34.6% are below.
70.3% are above or equal to 11/16 close (7 days ago), 29.7% are below.
65.8% are above or equal to 11/15 close (8 days ago), 34.2% are below.
71.4% are above or equal to 11/14 close (9 days ago), 28.6% are below.
81.3% are above or equal to 11/11 close (10 days ago), 18.7% are below.
79.3% are above or equal to 11/10 close (11 days ago), 20.7% are below.
77.1% are above or equal to 11/9 close (12 days ago), 22.9% are below.
77.8% are above or equal to 11/8 close (13 days ago), 22.2% are below.
78.6% are above or equal to 11/7 close (14 days ago), 21.4% are below.
85.1% are above or equal to 11/4 close (15 days ago), 14.9% are below.
84.4% are above or equal to 11/3 close (16 days ago), 15.6% are below.
82.9% are above or equal to 11/2 close (17 days ago), 17.1% are below.
79.5% are above or equal to 11/1 close (18 days ago), 20.5% are below.
75.6% are above or equal to 10/31 close (19 days ago), 24.4% are below.
74.7% are above or equal to 10/28 close (20 days ago), 25.3% are below.
72.9% are above or equal to 10/27 close (21 days ago), 27.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161128 Closing)
20d: 14.9% new highs, 1.0% new lows
21d: 14.3% new highs, 0.9% new lows
42d: 9.3% new highs, 0.8% new lows
63d: 7.9% new highs, 0.7% new lows
126d: 6.3% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161128 Closing)
2-day: 22.8% above, 77.2% below
3-day: 27.8% above, 72.2% below
4-day: 34.0% above, 66.0% below
5-day: 41.7% above, 58.3% below
8-day: 57.6% above, 42.4% below
10-day: 61.7% above, 38.3% below
20-day: 80.1% above, 19.9% below
50-day: 67.0% above, 33.0% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161128 Closing)
META(30): 1.01% Top=AGI FNV NEM SLW RGLD ABX GG SSRI ….. NUE SCCO CLF ARNC AKS X FMSA CENX=Bottom (Metals & Mining)
REAL(97): 0.27% Top=PSA PLD UDR DRE CUBE AIV AVB DEI ….. AMT PEB CBG AGNC ALLY LHO MPW SC=Bottom (Real Estate)
COSW(79): -0.53% Top=WB SINA MTCH NTES BIDU GRUB YHOO TWTR ….. FEYE ZEN DATA PFPT NOW TWLO VIPS TTD=Bottom (Computer Software/Internet)
ELEC(51): -0.66% Top=FSLR SPWR AMKR AMD CAVM AMBA SWKS KLAC ….. FIT WAT MXL LSCC ON AYI OCLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.69% Top=PAH DOW AGU APD FMC IFF ALB POT ….. CE CF OLN EMN ASH GRA CC HUN=Bottom (Chemicals/Fertilizers)
COHW(39): -0.73% Top=FNSR ANET WDC VZ T STX TMUS TDC ….. QCOM WIN SSYS GOGO VSAT PANW CIEN ACIA=Bottom (Computer Hardware/Telecom)
INSU(35): -0.79% Top=FAF AXS TRV CLGX MTG RDN VR PGR ….. PRU LNC FNF AIG UNM MET TMK SLF=Bottom (Insurance)
CONS(50): -0.82% Top=BMS UA AVY GIL ENR KMB SKX CCK ….. FBHS PAY HBI MAT HAS FOSL TPX TUP=Bottom (Consumer)
LEIS(35): -1.16% Top=MCD WYNN SBUX MGM BYD YUM WEN LQ ….. HLT SEAS PNRA H SHAK JACK CMG BLMN=Bottom (Leisure)
HEAL(50): -1.21% Top=RMD NUVA SYK DGX BDX DVA ESRX BAX ….. BKD CNC TMO A DXCM VWR THC IRWD=Bottom (Health)
TRAN(28): -1.26% Top=KSU LUV CNI CHRW TRN NSC ALK UPS ….. SWFT WAB JBLU ODFL XPO EGLE NAT BRS=Bottom (Transportation)
RETA(62): -1.27% Top=WBA CVS BABA DLTR TSCO CASY AEO KAR ….. ASNA ANF JWN LL URBN JCP GNC BLDR=Bottom (Retail & Specialty Retail)
DISV(46): -1.31% Top=CXW INFO BAH LDOS PCLN ROL KBR VRSK ….. FLT TRU R FDC MYGN HRI YY HRB=Bottom (Diversified Services)
MANU(41): -1.46% Top=TTC LECO HON AGCO MFS ROP GE ITT ….. DOV MRC TEX XYL AME MWA KMT DDD=Bottom (Manufacturing)
MATE(25): -1.56% Top=KBH MDR RSG WM FAST TOL WCN CAA ….. PWR USG WY EXP DAR MLM SUM VMC=Bottom (Materials & Construction)
FINA(90): -1.63% Top=BMO CBOE NSAM BOFI YRD PVTB TD GS ….. BAC APO BX FITB LAZ OZRK HOMB KKR=Bottom (Banks/Financials)
ENER(88): -2.84% Top=SWN MDU RRC NFG VVV PSXP SE ATW ….. NBR OAS MTDR SM SN CPE REN CRC=Bottom (Energy)

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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