daytrend

12/05/2016

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

Closing Stats
by daytrend on 20161205. 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 (20161205 Closing)
47.4% of stocks are above yesterday’s high.
75.9% are above yesterday’s midpoint. (24.1% are below.)
5.8% are below yesterday’s low.
46.8% are inside yesterday’s range.
73.1% of stocks with today’s high > yesterday’s high. (26.9% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND (20161205 Closing)
63.1% of stocks are above today’s open. (35.5% are below).
61.5% of stocks are above today’s open and yesterday’s close.
18.0% are below both.
28.6% of stocks opened above yesterday’s high.
87.9% of stocks opened above yesterday’s close. (10.4% opened below yesterday’s close).
0.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161205 Closing)
17.5% of stocks are in the top 10% of today’s range.
30.2% are in the top 20%.
59.2% are in the top half. 40.8% of stocks are in the bottom half of today’s range.
16.1% are in the bottom 20%.
7.2% are in the bottom 10%.

GAIN (20161205 Closing)
80.4% of stocks are above yesterday’s close. (19.6% are below.)
4.0% are up 4.5% or more. 0.1% are down 4.5% or more.
7.7% are up 3.5% or more. 0.2% are down 3.5% or more.
45.2% are between +1% and -1%.

RSI on DAILY (20161205 Closing)
2-day: >=95:6.6%…>=90:13.4%…>=80:30.9%…>=50:74.6%…<=20:5.9%…<=10:2.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.5%…>=80:4.5%…>=50:66.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161205 Closing)
47.4% above previous 1 highs, 5.8% below previous 1 lows
26.6% above previous 2 highs, 3.3% below previous 2 lows
18.3% above previous 3 highs, 2.1% below previous 3 lows
16.4% above previous 4 highs, 1.7% below previous 4 lows
14.6% above previous 5 highs, 1.4% below previous 5 lows
14.2% above previous 6 highs, 1.4% below previous 6 lows
14.0% above previous 7 highs, 1.2% below previous 7 lows
13.6% above previous 8 highs, 1.0% below previous 8 lows
13.6% above previous 9 highs, 0.9% below previous 9 lows
13.3% above previous 10 highs, 0.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161205 Closing)
80.4% are above or equal to 12/2 close (1 days ago), 19.6% are below.
75.3% are above or equal to 12/1 close (2 days ago), 24.7% are below.
59.1% are above or equal to 11/30 close (3 days ago), 40.9% are below.
53.2% are above or equal to 11/29 close (4 days ago), 46.8% are below.
54.1% are above or equal to 11/28 close (5 days ago), 45.9% are below.
46.1% are above or equal to 11/25 close (6 days ago), 53.9% are below.
49.9% are above or equal to 11/23 close (7 days ago), 50.1% are below.
53.3% are above or equal to 11/22 close (8 days ago), 46.7% are below.
60.6% are above or equal to 11/21 close (9 days ago), 39.4% are below.
66.6% are above or equal to 11/18 close (10 days ago), 33.4% are below.
65.6% are above or equal to 11/17 close (11 days ago), 34.4% are below.
68.7% are above or equal to 11/16 close (12 days ago), 31.3% are below.
68.4% are above or equal to 11/15 close (13 days ago), 31.6% are below.
71.3% are above or equal to 11/14 close (14 days ago), 28.7% are below.
75.3% are above or equal to 11/11 close (15 days ago), 24.7% are below.
75.8% are above or equal to 11/10 close (16 days ago), 24.2% are below.
73.4% are above or equal to 11/9 close (17 days ago), 26.6% are below.
72.9% are above or equal to 11/8 close (18 days ago), 27.1% are below.
73.2% are above or equal to 11/7 close (19 days ago), 26.8% are below.
80.0% are above or equal to 11/4 close (20 days ago), 20.0% are below.
80.2% are above or equal to 11/3 close (21 days ago), 19.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161205 Closing)
20d: 19.8% new highs, 0.8% new lows
21d: 19.8% new highs, 0.8% new lows
42d: 17.8% new highs, 0.6% new lows
63d: 16.6% new highs, 0.6% new lows
126d: 14.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161205 Closing)
2-day: 79.2% above, 20.8% below
3-day: 78.0% above, 22.0% below
4-day: 71.7% above, 28.3% below
5-day: 67.6% above, 32.4% below
8-day: 56.5% above, 43.5% below
10-day: 55.8% above, 44.2% below
20-day: 69.1% above, 30.9% below
50-day: 65.7% above, 34.3% below
200-day: 66.7% above, 33.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161205 Closing)
META(30): 2.24% Top=CLF AKS CMC CENX X STLD CCJ FMSA ….. SWC NEM TAHO GG AEM FNV AG CLD=Bottom (Metals & Mining)
ELEC(49): 1.86% Top=SPWR FSLR CSIQ AMBA OCLR NVDA QRVO CRUS ….. WAT MRVL CGNX DLB TXN MU FTV FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): 1.48% Top=SPLK NOW SINA SHOP WUBA CTXS SYMC CRM ….. NUAN PTC IBM SYNT ZEN SABR BITA XRX=Bottom (Computer Software/Internet)
COHW(35): 1.40% Top=SSYS WIN VG ACIA CIEN FNSR TDC HPQ ….. ZAYO T VZ CDW ANET AAPL NTAP WDC=Bottom (Computer Hardware/Telecom)
FINA(89): 1.36% Top=OMF YRD BAC PFG LAZ HOMB FHN BOFI ….. EFX ARCC AXP TROW CFG LM APO KEY=Bottom (Banks/Financials)
CONS(51): 1.29% Top=PAY PVH FOSL COH LULU WWW KATE BC ….. KMB BERY MAT CCK BLL OI SPB GIL=Bottom (Consumer)
RETA(61): 1.24% Top=BLDR KORS ANF URBN AEO RH DKS MELI ….. W KR TGT KSS WMT NFLX M TLRD=Bottom (Retail & Specialty Retail)
CHEM(26): 1.18% Top=CC POT AXTA AGU OLN APD ALB CE ….. EMN CF SHW WLK MON PX SMG DD=Bottom (Chemicals/Fertilizers)
LEIS(35): 1.13% Top=SEAS HLT ZOES H CCL MAR WYN EXPE ….. MGM SIX WYNN SHAK GPRO CMG DPZ DNKN=Bottom (Leisure)
MATE(25): 1.06% Top=TOL MAS DAR KBH TPH WY CAA MDR ….. FLR MLM USG PHM PWR RSG SRCL WM=Bottom (Materials & Construction)
DISV(47): 1.05% Top=HRI FLT MYGN RRD MA WOOF GPN AMN ….. SERV ALLE CXW MCO YY JEC FDC SCI=Bottom (Diversified Services)
ENER(89): 1.04% Top=CVI HFC PBF RRC SWN SPN ATW VLO ….. PAA CPE ETE SM REN LPI WPX PE=Bottom (Energy)
REAL(97): 0.96% Top=LHO RLJ RLGY HST PEB NRZ MGP COR ….. NNN AMT MAA ACC SNH EDR ELS GPT=Bottom (Real Estate)
MANU(41): 0.91% Top=DDD ATI ZBRA RS MHK MFS PNR MRC ….. DE DHR ROP ROK ITT CAT GE FLS=Bottom (Manufacturing)
HEAL(50): 0.57% Top=OPK NUVA ACHC PRXL THC BSX PRAH ALGN ….. BDX ELGX CNC IRWD WCG EW UNH AET=Bottom (Health)
TRAN(27): 0.50% Top=BRS TK CHRW WAB EXPD JBHT FDX SWFT ….. XPO TRN AAL DAL SAVE UAL LUV ALK=Bottom (Transportation)
INSU(33): 0.47% Top=AFSI CNO WLTW MBI AGO MTG PRU CLGX ….. MET RGA CINF LNC ALL SLF PGR FAF=Bottom (Insurance)

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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