daytrend

11/29/2016

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

Closing Stats
by daytrend on 20161129. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20161129 Closing)
20.4% of stocks are above yesterday’s high.
42.3% are above yesterday’s midpoint. (57.7% are below.)
30.1% are below yesterday’s low.
49.5% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
53.2% of stocks with today’s low < yesterday’s low. (46.8% greater than).

EVIDENCE OF INTRADAY TREND (20161129 Closing)
56.5% of stocks are above today’s open. (42.2% are below).
46.8% of stocks are above today’s open and yesterday’s close.
35.8% are below both.
2.6% of stocks opened above yesterday’s high.
47.8% of stocks opened above yesterday’s close. (47.9% opened below yesterday’s close).
21.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161129 Closing)
4.9% of stocks are in the top 10% of today’s range.
13.5% are in the top 20%.
50.4% are in the top half. 49.6% of stocks are in the bottom half of today’s range.
22.6% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20161129 Closing)
54.4% of stocks are above yesterday’s close. (45.6% are below.)
0.3% are up 4.5% or more. 1.2% are down 4.5% or more.
1.4% are up 3.5% or more. 3.7% are down 3.5% or more.
57.4% are between +1% and -1%.

RSI on DAILY (20161129 Closing)
2-day: >=95:7.8%…>=90:13.2%…>=80:21.9%…>=50:44.6%…<=20:29.7%…<=10:14.5%…<=5:5.6%…
9-day: >=95:0.0%…>=90:0.3%…>=80:4.0%…>=50:71.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:70.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161129 Closing)
20.4% above previous 1 highs, 30.1% below previous 1 lows
16.5% above previous 2 highs, 28.5% below previous 2 lows
16.0% above previous 3 highs, 23.7% below previous 3 lows
14.2% above previous 4 highs, 19.7% below previous 4 lows
13.5% above previous 5 highs, 16.8% below previous 5 lows
12.9% above previous 6 highs, 12.4% below previous 6 lows
12.1% above previous 7 highs, 11.4% below previous 7 lows
11.9% above previous 8 highs, 9.9% below previous 8 lows
10.5% above previous 9 highs, 7.7% below previous 9 lows
9.8% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161129 Closing)
54.4% are above or equal to 11/28 close (1 days ago), 45.6% are below.
34.2% are above or equal to 11/25 close (2 days ago), 65.8% are below.
40.2% are above or equal to 11/23 close (3 days ago), 59.8% are below.
48.6% are above or equal to 11/22 close (4 days ago), 51.4% are below.
55.0% are above or equal to 11/21 close (5 days ago), 45.0% are below.
64.1% are above or equal to 11/18 close (6 days ago), 35.9% are below.
64.6% are above or equal to 11/17 close (7 days ago), 35.4% are below.
70.4% are above or equal to 11/16 close (8 days ago), 29.6% are below.
64.2% are above or equal to 11/15 close (9 days ago), 35.8% are below.
70.5% are above or equal to 11/14 close (10 days ago), 29.5% are below.
79.2% are above or equal to 11/11 close (11 days ago), 20.8% are below.
76.9% are above or equal to 11/10 close (12 days ago), 23.1% are below.
76.1% are above or equal to 11/9 close (13 days ago), 23.9% are below.
78.4% are above or equal to 11/8 close (14 days ago), 21.6% are below.
78.7% are above or equal to 11/7 close (15 days ago), 21.3% are below.
85.6% are above or equal to 11/4 close (16 days ago), 14.4% are below.
85.0% are above or equal to 11/3 close (17 days ago), 15.0% are below.
83.5% are above or equal to 11/2 close (18 days ago), 16.5% are below.
79.1% are above or equal to 11/1 close (19 days ago), 20.9% are below.
76.4% are above or equal to 10/31 close (20 days ago), 23.6% are below.
75.3% are above or equal to 10/28 close (21 days ago), 24.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161129 Closing)
20d: 16.5% new highs, 1.7% new lows
21d: 16.3% new highs, 1.6% new lows
42d: 11.9% new highs, 1.4% new lows
63d: 9.2% new highs, 1.3% new lows
126d: 7.6% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161129 Closing)
2-day: 52.9% above, 47.1% below
3-day: 39.9% above, 60.1% below
4-day: 39.4% above, 60.6% below
5-day: 42.2% above, 57.8% below
8-day: 52.8% above, 47.2% below
10-day: 59.5% above, 40.5% below
20-day: 78.3% above, 21.7% below
50-day: 66.2% above, 33.8% below
200-day: 68.0% above, 32.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161129 Closing)
REAL(97): 0.91% Top=APLE GPT TWO VER DLR HST LHO PEB ….. OFC RLGY ARE CSAL AMH KIM ALLY SC=Bottom (Real Estate)
CHEM(27): 0.80% Top=PAH CC TROX PX ALB HUN SMG RPM ….. OLN FMC EMN DOW POT MOS WLK CF=Bottom (Chemicals/Fertilizers)
HEAL(50): 0.74% Top=EVHC CNC AMSG UNH HLS AET WCG RMD ….. OPK BKD HRC IART ELGX THC DXCM BAX=Bottom (Health)
MATE(25): 0.39% Top=USG TOL TPH FAST VMC CAA DHI LEN ….. WCN OC WY EXP SRCL MDR FLR DAR=Bottom (Materials & Construction)
FINA(90): 0.27% Top=YRD OZRK WAL CFG EWBC ICE HOMB BOFI ….. STI IVZ AXP AMG OMF NAVI WDR JNS=Bottom (Banks/Financials)
COSW(78): 0.26% Top=MTCH JD EA TTWO NTNX ATHM VEEV VMW ….. SABR TRIP CERN DOX NUAN SSNC WUBA MDRX=Bottom (Computer Software/Internet)
RETA(62): 0.02% Top=JCP RH TIF AEO LL W ANF BURL ….. SBH M KR MIK GME SFM DSW ASNA=Bottom (Retail & Specialty Retail)
INSU(35): 0.02% Top=AGO ORI RDN AON CINF PGR FAF AFL ….. MET MTG CNO SLF FNF HIG XL ALL=Bottom (Insurance)
CONS(50): -0.02% Top=BERY CRI TUP ENR LULU HAS GT KS ….. HBI PVH RL PBI VFC KATE SKX WWW=Bottom (Consumer)
COHW(38): -0.06% Top=VG S GOGO JNPR CIEN COMM CCI VIAV ….. LVLT TDC VRSN CTL PANW WIN SSYS ACIA=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.13% Top=CCL RCL QSR MAR SBUX DNKN RRR YUM ….. SEAS MCD CMG DRI EAT WYNN ZOES SONC=Bottom (Leisure)
DISV(46): -0.21% Top=BAH HRB PAYX LDOS AMN WOOF YY MYGN ….. GPN CAR ADS FDC MAN ACM KBR ATHN=Bottom (Diversified Services)
TRAN(28): -0.27% Top=SAVE CHRW AAL UAL UPS JBLU JBHT ALK ….. LUV ODFL KSU SWFT TRN NAT EGLE BRS=Bottom (Transportation)
ELEC(50): -0.43% Top=CAVM BRKR XLNX AMD SIMO AMAT WAT LRCX ….. AMBA GRMN ON KEYS OCLR MU SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): -0.74% Top=ZBRA ROK ITW MHK AOS IR SWK LECO ….. TEX KMT DDD CFX MFS ITT FLS ATI=Bottom (Manufacturing)
META(30): -1.21% Top=AG CNX HL SWC PAAS RGLD AGI CDE ….. TCK CCJ SLCA X FMSA FCX CENX CLF=Bottom (Metals & Mining)
ENER(87): -1.92% Top=AR COG NFG PBF PXD VVV MDU ETE ….. CLR MTDR SN RDC WPX ATW DO 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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