daytrend

12/02/2016

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

Closing Stats
by daytrend on 20161202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 867.

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

COMPARED TO YESTERDAY’S RANGE (20161202 Closing)
12.6% of stocks are above yesterday’s high.
38.3% are above yesterday’s midpoint. (61.7% are below.)
17.8% are below yesterday’s low.
69.7% are inside yesterday’s range.
30.8% of stocks with today’s high > yesterday’s high. (69.2% less than).
43.8% of stocks with today’s low < yesterday’s low. (56.2% greater than).

EVIDENCE OF INTRADAY TREND (20161202 Closing)
55.5% of stocks are above today’s open. (43.1% are below).
48.2% of stocks are above today’s open and yesterday’s close.
38.1% are below both.
3.8% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (53.5% opened below yesterday’s close).
8.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161202 Closing)
8.0% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
46.6% are in the top half. 53.4% of stocks are in the bottom half of today’s range.
19.1% are in the bottom 20%.
8.3% are in the bottom 10%.

GAIN (20161202 Closing)
54.7% of stocks are above yesterday’s close. (45.3% are below.)
1.4% are up 4.5% or more. 1.0% are down 4.5% or more.
2.4% are up 3.5% or more. 2.1% are down 3.5% or more.
55.6% are between +1% and -1%.

RSI on DAILY (20161202 Closing)
2-day: >=95:2.4%…>=90:6.9%…>=80:15.1%…>=50:45.0%…<=20:22.0%…<=10:14.0%…<=5:9.0%…
9-day: >=95:0.1%…>=90:0.3%…>=80:3.3%…>=50:58.2%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.4%…>=50:60.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161202 Closing)
12.6% above previous 1 highs, 17.8% below previous 1 lows
7.6% above previous 2 highs, 11.9% below previous 2 lows
6.6% above previous 3 highs, 10.0% below previous 3 lows
5.7% above previous 4 highs, 9.9% below previous 4 lows
5.1% above previous 5 highs, 9.8% below previous 5 lows
4.8% above previous 6 highs, 9.3% below previous 6 lows
4.7% above previous 7 highs, 8.7% below previous 7 lows
4.6% above previous 8 highs, 8.0% below previous 8 lows
4.4% above previous 9 highs, 7.2% below previous 9 lows
4.0% above previous 10 highs, 6.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161202 Closing)
54.7% are above or equal to 12/1 close (1 days ago), 45.3% are below.
44.3% are above or equal to 11/30 close (2 days ago), 55.7% are below.
42.6% are above or equal to 11/29 close (3 days ago), 57.4% are below.
44.8% are above or equal to 11/28 close (4 days ago), 55.2% are below.
36.7% are above or equal to 11/25 close (5 days ago), 63.3% are below.
40.6% are above or equal to 11/23 close (6 days ago), 59.4% are below.
46.3% are above or equal to 11/22 close (7 days ago), 53.7% are below.
52.5% are above or equal to 11/21 close (8 days ago), 47.5% are below.
57.6% are above or equal to 11/18 close (9 days ago), 42.4% are below.
58.1% are above or equal to 11/17 close (10 days ago), 41.9% are below.
60.6% are above or equal to 11/16 close (11 days ago), 39.4% are below.
58.4% are above or equal to 11/15 close (12 days ago), 41.6% are below.
62.6% are above or equal to 11/14 close (13 days ago), 37.4% are below.
69.2% are above or equal to 11/11 close (14 days ago), 30.8% are below.
69.0% are above or equal to 11/10 close (15 days ago), 31.0% are below.
69.1% are above or equal to 11/9 close (16 days ago), 30.9% are below.
68.6% are above or equal to 11/8 close (17 days ago), 31.4% are below.
69.3% are above or equal to 11/7 close (18 days ago), 30.7% are below.
76.2% are above or equal to 11/4 close (19 days ago), 23.8% are below.
77.0% are above or equal to 11/3 close (20 days ago), 23.0% are below.
74.9% are above or equal to 11/2 close (21 days ago), 25.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161202 Closing)
20d: 8.5% new highs, 6.7% new lows
21d: 8.5% new highs, 6.7% new lows
42d: 7.6% new highs, 5.2% new lows
63d: 6.5% new highs, 4.6% new lows
126d: 5.3% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161202 Closing)
2-day: 53.3% above, 46.7% below
3-day: 46.9% above, 53.1% below
4-day: 43.9% above, 56.1% below
5-day: 44.9% above, 55.1% below
8-day: 42.1% above, 57.9% below
10-day: 46.8% above, 53.2% below
20-day: 62.5% above, 37.5% below
50-day: 61.7% above, 38.3% below
200-day: 64.2% above, 35.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161202 Closing)
HEAL(51): 4.64% Top=EVHC TFX EW IRWD A ELGX TMO COO ….. DVA CNC THC XRAY AET HLS HCA IART=Bottom (Health)
META(30): 3.19% Top=AG PAAS CLD CDE HL TAHO AKS X ….. SWC ARNC FNV CMC SCCO CENX CCJ FMSA=Bottom (Metals & Mining)
REAL(96): 0.76% Top=CSAL GGP GPT CBG O HCN STOR EDR ….. ALLY SHO AGNC RLJ HST LHO PEB SC=Bottom (Real Estate)
COHW(37): 0.41% Top=WDC QCOM STX PSTG SSYS ACIA NTAP VIAV ….. JNPR CSCO T VG CIEN INFN PANW FNSR=Bottom (Computer Hardware/Telecom)
ELEC(48): 0.33% Top=AMAT FLEX TER SWKS CAVM LRCX SPWR MU ….. AYI JBL CSIQ CGNX SIMO FIT OCLR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.28% Top=TK JBLU ALK SWFT SAVE LUV BRS UAL ….. UNP GWR NAT CHRW NSC KSU ODFL CP=Bottom (Transportation)
MATE(25): 0.22% Top=WY VMC USG EXP MLM WM FAST TPH ….. MAS DHI PHM DAR EME PWR SUM SRCL=Bottom (Materials & Construction)
RETA(60): 0.19% Top=ASNA EBAY NFLX JCP W LOW DSW DLTR ….. TIF KMX BLDR GPS GNC AEO AN GES=Bottom (Retail & Specialty Retail)
ENER(89): 0.15% Top=REN ETP NBR TSO HES RES SXL BBG ….. CRZO MTDR LPI SM CVI RDC ATW SWN=Bottom (Energy)
CONS(50): -0.04% Top=KATE WHR SPB PKG SEE CHD BLL IP ….. ECL MAT UA HBI LULU GT PAY PVH=Bottom (Consumer)
COSW(82): -0.14% Top=MSCI SQ CA HPE ADSK FTNT COTV ZEN ….. MDSO MDRX SINA GWRE BITA TEAM TWLO WDAY=Bottom (Computer Software/Internet)
LEIS(35): -0.27% Top=ARMK SEAS H RRR MGM JACK QSR BYD ….. EAT GPRO BLMN ZOES LVS WYN SBUX SONC=Bottom (Leisure)
CHEM(26): -0.33% Top=CC IFF SMG PAH MON CE APD FMC ….. POT MOS ALB OLN CF DOW WLK AXTA=Bottom (Chemicals/Fertilizers)
DISV(47): -0.35% Top=ATHN GPN BAH FDC VNTV MA SERV G ….. EEFT CXW HRI TAL YY RBA RRD ADS=Bottom (Diversified Services)
MANU(41): -0.43% Top=MRC DDD ZBRA RS WWD BWXT AOS DHR ….. TTC KMT DOV ITT LECO AME DCI ATI=Bottom (Manufacturing)
INSU(34): -0.49% Top=CLGX FAF XL ALL TRV MTG AGO ORI ….. AFSI SLF MET AJG WLTW LNC MBI AFL=Bottom (Insurance)
FINA(89): -0.77% Top=CBOE PVTB EFX LAZ PYPL TD BMO CME ….. VOYA C SBNY STT LM OZRK YRD WDR=Bottom (Banks/Financials)

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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