daytrend

11/30/2016

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

Closing Stats
by daytrend on 20161130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20161130 Closing)
25.3% of stocks are above yesterday’s high.
41.6% are above yesterday’s midpoint. (58.4% are below.)
34.4% are below yesterday’s low.
40.3% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND (20161130 Closing)
32.0% of stocks are above today’s open. (65.0% are below).
28.7% of stocks are above today’s open and yesterday’s close.
53.2% are below both.
28.9% of stocks opened above yesterday’s high.
66.2% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161130 Closing)
4.3% of stocks are in the top 10% of today’s range.
10.9% are in the top 20%.
35.5% are in the top half. 64.5% of stocks are in the bottom half of today’s range.
36.5% are in the bottom 20%.
21.9% are in the bottom 10%.

GAIN (20161130 Closing)
43.2% of stocks are above yesterday’s close. (56.8% are below.)
8.8% are up 4.5% or more. 1.2% are down 4.5% or more.
10.7% are up 3.5% or more. 3.8% are down 3.5% or more.
37.9% are between +1% and -1%.

RSI on DAILY (20161130 Closing)
2-day: >=95:2.9%…>=90:6.0%…>=80:19.1%…>=50:41.5%…<=20:29.8%…<=10:15.3%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:68.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:70.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161130 Closing)
25.3% above previous 1 highs, 34.4% below previous 1 lows
19.2% above previous 2 highs, 30.2% below previous 2 lows
17.1% above previous 3 highs, 27.3% below previous 3 lows
15.6% above previous 4 highs, 20.9% below previous 4 lows
14.6% above previous 5 highs, 17.4% below previous 5 lows
13.8% above previous 6 highs, 14.9% below previous 6 lows
13.8% above previous 7 highs, 12.9% below previous 7 lows
13.7% above previous 8 highs, 10.7% below previous 8 lows
13.4% above previous 9 highs, 8.9% below previous 9 lows
13.2% above previous 10 highs, 7.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161130 Closing)
43.2% are above or equal to 11/29 close (1 days ago), 56.8% are below.
47.9% are above or equal to 11/28 close (2 days ago), 52.1% are below.
35.6% are above or equal to 11/25 close (3 days ago), 64.4% are below.
42.4% are above or equal to 11/23 close (4 days ago), 57.6% are below.
48.8% are above or equal to 11/22 close (5 days ago), 51.2% are below.
57.4% are above or equal to 11/21 close (6 days ago), 42.6% are below.
65.2% are above or equal to 11/18 close (7 days ago), 34.8% are below.
64.1% are above or equal to 11/17 close (8 days ago), 35.9% are below.
70.8% are above or equal to 11/16 close (9 days ago), 29.2% are below.
68.0% are above or equal to 11/15 close (10 days ago), 32.0% are below.
70.5% are above or equal to 11/14 close (11 days ago), 29.5% are below.
77.6% are above or equal to 11/11 close (12 days ago), 22.4% are below.
77.2% are above or equal to 11/10 close (13 days ago), 22.8% are below.
76.2% are above or equal to 11/9 close (14 days ago), 23.8% are below.
74.7% are above or equal to 11/8 close (15 days ago), 25.3% are below.
76.6% are above or equal to 11/7 close (16 days ago), 23.4% are below.
82.7% are above or equal to 11/4 close (17 days ago), 17.3% are below.
82.9% are above or equal to 11/3 close (18 days ago), 17.1% are below.
80.9% are above or equal to 11/2 close (19 days ago), 19.1% are below.
77.4% are above or equal to 11/1 close (20 days ago), 22.6% are below.
73.8% are above or equal to 10/31 close (21 days ago), 26.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161130 Closing)
20d: 23.4% new highs, 2.4% new lows
21d: 23.2% new highs, 2.4% new lows
42d: 18.3% new highs, 2.1% new lows
63d: 16.1% new highs, 2.0% new lows
126d: 14.1% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161130 Closing)
2-day: 40.6% above, 59.4% below
3-day: 43.5% above, 56.5% below
4-day: 39.5% above, 60.5% below
5-day: 40.7% above, 59.3% below
8-day: 50.8% above, 49.2% below
10-day: 56.2% above, 43.8% below
20-day: 76.8% above, 23.2% below
50-day: 67.9% above, 32.1% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161130 Closing)
ENER(87): 9.94% Top=CRC WLL OAS WPX SM CLR NBR CPE ….. SEP RICE SWN MDU RRC VLO COG PBF=Bottom (Energy)
CHEM(27): 1.52% Top=WLK CF MOS CC POT DD DOW CE ….. TROX SMG RPM PX ASH PPG GRA SHW=Bottom (Chemicals/Fertilizers)
TRAN(28): 1.31% Top=BRS TK EGLE TRN CSX CP NSC JBHT ….. UPS NAT ALK DAL AAL UAL LUV JBLU=Bottom (Transportation)
MANU(41): 1.30% Top=MRC ATI FLS CFX ITT DOV EMR AME ….. IR GE BWXT TTC SWK DDD MHK DHR=Bottom (Manufacturing)
FINA(90): 0.99% Top=BAC GS OMF CFG ZION SLM OZRK CMA ….. BX ISBC NDAQ PYPL YRD EFX CBSH BOFI=Bottom (Banks/Financials)
META(29): 0.81% Top=FMSA SLCA X FCX AKS SWC CNX SCCO ….. AEM FNV CDE SLW HL RGLD ABX NEM=Bottom (Metals & Mining)
INSU(34): -0.32% Top=MET LNC CNO MBI BRO PRU UNM TMK ….. MTG AXS AFSI AJG ORI FNF CLGX FAF=Bottom (Insurance)
DISV(46): -0.44% Top=URI HRI CXW KBR RBA AL INFO ATHN ….. FDC V MYGN TRU VNTV GPN WOOF YY=Bottom (Diversified Services)
COHW(37): -0.55% Top=BBRY JNPR QCOM HPQ WDC STX PANW NTAP ….. S CCI TMUS T ARRS FNSR VG CTL=Bottom (Computer Hardware/Telecom)
MATE(25): -0.59% Top=MDR EXP PWR USG FLR SUM FAST MLM ….. EME KBH CAA OC TOL SRCL LEN DHI=Bottom (Materials & Construction)
LEIS(35): -0.75% Top=WYNN GPRO HLT LVS DRI CMG SHAK SIX ….. ARMK RRR BYD RCL WEN H CCL SONC=Bottom (Leisure)
ELEC(50): -0.89% Top=CSIQ FSLR FIT MU TEL HIMX GRMN MCHP ….. OCLR WAT KLAC BRKR AVGO CRUS MXL IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(62): -0.89% Top=W TIF PAG CVS KAR BID TLRD AN ….. KR KORS URBN ETSY FINL MELI ANF AEO=Bottom (Retail & Specialty Retail)
HEAL(49): -0.93% Top=VWR THC AMSG EVHC ELGX UNH ABMD PRXL ….. HOLX ANTM BDX BCR ALGN COO XRAY DXCM=Bottom (Health)
REAL(94): -1.10% Top=HST LHO SC DRH PEB RLJ ALLY OUT ….. SRC BRX CONE AMT DFT WPG MGP GPT=Bottom (Real Estate)
CONS(50): -1.20% Top=SKX ENR BC OI WRK ECL MAT GIL ….. SEE WWW KATE CRI RL TUP FOSL COTY=Bottom (Consumer)
COSW(79): -1.25% Top=SQ TWTR TWLO CHKP MDSO MDRX SPLK WDAY ….. YELP GRUB BR ADSK ATVI PFPT MTCH NTNX=Bottom (Computer Software/Internet)

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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