daytrend

12/01/2016

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

Closing Stats
by daytrend on 20161201. 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 (20161201 Closing)
21.8% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
44.6% are below yesterday’s low.
33.6% are inside yesterday’s range.
41.1% of stocks with today’s high > yesterday’s high. (58.9% less than).
59.9% of stocks with today’s low < yesterday’s low. (40.1% greater than).

EVIDENCE OF INTRADAY TREND (20161201 Closing)
35.1% of stocks are above today’s open. (64.4% are below).
32.2% of stocks are above today’s open and yesterday’s close.
56.3% are below both.
16.2% of stocks opened above yesterday’s high.
59.4% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
11.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161201 Closing)
7.0% of stocks are in the top 10% of today’s range.
12.3% are in the top 20%.
33.4% are in the top half. 66.6% of stocks are in the bottom half of today’s range.
34.3% are in the bottom 20%.
13.4% are in the bottom 10%.

GAIN (20161201 Closing)
41.1% of stocks are above yesterday’s close. (58.9% are below.)
1.9% are up 4.5% or more. 6.6% are down 4.5% or more.
3.1% are up 3.5% or more. 10.5% are down 3.5% or more.
33.1% are between +1% and -1%.

RSI on DAILY (20161201 Closing)
2-day: >=95:4.4%…>=90:13.7%…>=80:24.1%…>=50:40.3%…<=20:42.4%…<=10:28.7%…<=5:16.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:5.1%…>=50:55.3%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:58.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161201 Closing)
21.8% above previous 1 highs, 44.6% below previous 1 lows
19.6% above previous 2 highs, 40.4% below previous 2 lows
17.4% above previous 3 highs, 38.9% below previous 3 lows
16.9% above previous 4 highs, 37.7% below previous 4 lows
16.6% above previous 5 highs, 34.1% below previous 5 lows
16.1% above previous 6 highs, 31.4% below previous 6 lows
15.9% above previous 7 highs, 28.4% below previous 7 lows
15.9% above previous 8 highs, 25.8% below previous 8 lows
15.8% above previous 9 highs, 22.6% below previous 9 lows
15.8% above previous 10 highs, 19.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161201 Closing)
41.1% are above or equal to 11/30 close (1 days ago), 58.9% are below.
41.1% are above or equal to 11/29 close (2 days ago), 58.9% are below.
41.3% are above or equal to 11/28 close (3 days ago), 58.7% are below.
35.2% are above or equal to 11/25 close (4 days ago), 64.8% are below.
38.9% are above or equal to 11/23 close (5 days ago), 61.1% are below.
41.3% are above or equal to 11/22 close (6 days ago), 58.7% are below.
50.2% are above or equal to 11/21 close (7 days ago), 49.8% are below.
56.7% are above or equal to 11/18 close (8 days ago), 43.3% are below.
56.2% are above or equal to 11/17 close (9 days ago), 43.8% are below.
59.0% are above or equal to 11/16 close (10 days ago), 41.0% are below.
57.7% are above or equal to 11/15 close (11 days ago), 42.3% are below.
62.0% are above or equal to 11/14 close (12 days ago), 38.0% are below.
67.9% are above or equal to 11/11 close (13 days ago), 32.1% are below.
68.1% are above or equal to 11/10 close (14 days ago), 31.9% are below.
67.6% are above or equal to 11/9 close (15 days ago), 32.4% are below.
68.4% are above or equal to 11/8 close (16 days ago), 31.6% are below.
69.9% are above or equal to 11/7 close (17 days ago), 30.1% are below.
76.6% are above or equal to 11/4 close (18 days ago), 23.4% are below.
76.5% are above or equal to 11/3 close (19 days ago), 23.5% are below.
74.2% are above or equal to 11/2 close (20 days ago), 25.8% are below.
71.3% are above or equal to 11/1 close (21 days ago), 28.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161201 Closing)
20d: 25.7% new highs, 8.8% new lows
21d: 25.6% new highs, 8.6% new lows
42d: 23.3% new highs, 7.4% new lows
63d: 21.9% new highs, 6.4% new lows
126d: 18.5% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161201 Closing)
2-day: 39.6% above, 60.4% below
3-day: 42.6% above, 57.4% below
4-day: 41.1% above, 58.9% below
5-day: 38.1% above, 61.9% below
8-day: 41.3% above, 58.7% below
10-day: 44.5% above, 55.5% below
20-day: 61.9% above, 38.1% below
50-day: 61.8% above, 38.2% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161201 Closing)
FINA(89): 1.54% Top=LAZ HBAN PVTB NTRS TCB GS WBS KEY ….. NDAQ NSAM WU PSEC NAVI PYPL EFX YRD=Bottom (Banks/Financials)
MANU(39): 1.03% Top=DCI FLS AME DOV ITT PH ROK DE ….. HON BWXT MFS DHR TEX ZBRA MHK DDD=Bottom (Manufacturing)
TRAN(28): 0.69% Top=BRS ODFL CSX UNP JBHT WAB JBLU CNI ….. CHRW GWR TK UAL SAVE DAL AAL KSU=Bottom (Transportation)
INSU(33): 0.62% Top=LNC MBI SLF MET RDN AGO UNM MTG ….. XL ORI AJG AFL CLGX AON WLTW FAF=Bottom (Insurance)
ENER(89): 0.36% Top=ATW SWN DO HLX CRC DK SN RRC ….. LPI WPX VVV BBG REN ETE SXL ETP=Bottom (Energy)
LEIS(35): 0.35% Top=LQ DRI STAY SONC WYN H TXRH CMG ….. GPRO EXPE RRR ZOES SHAK RCL WYNN CCL=Bottom (Leisure)
META(30): -0.01% Top=CLF CLD CCJ AKS CMC STLD ARNC CENX ….. TAHO RGLD PAAS CNX FCX AEM SSRI TCK=Bottom (Metals & Mining)
RETA(61): -0.18% Top=AN PAG KR LB DSW KMX KSS WFM ….. BID RH LL ETSY MELI BABA GNC GES=Bottom (Retail & Specialty Retail)
CONS(50): -0.46% Top=SKX BC FL VFC IP KS PVH ECL ….. BERY KATE NWL COTY PAY MAT CCK SPB=Bottom (Consumer)
DISV(46): -0.68% Top=CXW URI HRI R RHI KBR CAR CTAS ….. V BAH FLT WOOF SBAC GPN MCO RRD=Bottom (Diversified Services)
CHEM(27): -0.71% Top=MOS OLN MON DOW FMC DD AGU POT ….. SHW RPM GRA ASH IFF AXTA ALB TROX=Bottom (Chemicals/Fertilizers)
MATE(25): -0.76% Top=USG EXP PWR OC SRCL MLM FAST MDR ….. DHI DAR TOL TPH PHM CAA MAS KBH=Bottom (Materials & Construction)
HEAL(51): -1.26% Top=AET DVA ANTM UNH WCG UHS CNC HCA ….. COO RMD BKD PRAH ABMD IART ELGX VWR=Bottom (Health)
REAL(96): -1.38% Top=SHO APLE HST DRH ALLY PEB GEO CBG ….. VTR O COR DLR EDR CONE CBL CSGP=Bottom (Real Estate)
COHW(36): -1.73% Top=CDW S CTL VG HRS T LVLT TMUS ….. WDC CIEN PANW ZAYO FNSR STX ACIA QCOM=Bottom (Computer Hardware/Telecom)
COSW(80): -3.07% Top=VIPS SYNT XRX TRI ADP INTU ANSS CSRA ….. MTCH TWLO SINA NOW PFPT SPLK WB NTNX=Bottom (Computer Software/Internet)
ELEC(48): -3.70% Top=FIT AYI DLB AMBA CREE FSLR WAT CGNX ….. AMAT SWKS ON LRCX ADI MCHP AMKR CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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