daytrend

12/06/2016

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

Closing Stats
by daytrend on 20161206. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

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

COMPARED TO YESTERDAY’S RANGE (20161206 Closing)
42.6% of stocks are above yesterday’s high.
71.1% are above yesterday’s midpoint. (28.9% are below.)
8.3% are below yesterday’s low.
49.1% are inside yesterday’s range.
61.2% of stocks with today’s high > yesterday’s high. (38.8% less than).
37.4% of stocks with today’s low < yesterday’s low. (62.6% greater than).

EVIDENCE OF INTRADAY TREND (20161206 Closing)
67.2% of stocks are above today’s open. (32.2% are below).
61.3% of stocks are above today’s open and yesterday’s close.
24.9% are below both.
17.2% of stocks opened above yesterday’s high.
56.4% of stocks opened above yesterday’s close. (39.1% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161206 Closing)
27.1% of stocks are in the top 10% of today’s range.
45.0% are in the top 20%.
77.3% are in the top half. 22.7% of stocks are in the bottom half of today’s range.
6.8% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20161206 Closing)
69.3% of stocks are above yesterday’s close. (30.7% are below.)
1.7% are up 4.5% or more. 0.2% are down 4.5% or more.
3.8% are up 3.5% or more. 0.6% are down 3.5% or more.
55.7% are between +1% and -1%.

RSI on DAILY (20161206 Closing)
2-day: >=95:11.0%…>=90:23.4%…>=80:44.1%…>=50:76.4%…<=20:4.7%…<=10:1.8%…<=5:1.3%…
9-day: >=95:0.1%…>=90:0.5%…>=80:6.1%…>=50:71.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.5%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161206 Closing)
42.6% above previous 1 highs, 8.3% below previous 1 lows
39.1% above previous 2 highs, 4.2% below previous 2 lows
31.8% above previous 3 highs, 2.9% below previous 3 lows
26.1% above previous 4 highs, 1.8% below previous 4 lows
23.7% above previous 5 highs, 1.5% below previous 5 lows
21.8% above previous 6 highs, 1.5% below previous 6 lows
20.7% above previous 7 highs, 1.4% below previous 7 lows
20.3% above previous 8 highs, 1.4% below previous 8 lows
19.9% above previous 9 highs, 1.3% below previous 9 lows
19.7% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161206 Closing)
69.3% are above or equal to 12/5 close (1 days ago), 30.7% are below.
83.1% are above or equal to 12/2 close (2 days ago), 16.9% are below.
80.4% are above or equal to 12/1 close (3 days ago), 19.6% are below.
66.5% are above or equal to 11/30 close (4 days ago), 33.5% are below.
58.2% are above or equal to 11/29 close (5 days ago), 41.8% are below.
60.2% are above or equal to 11/28 close (6 days ago), 39.8% are below.
53.0% are above or equal to 11/25 close (7 days ago), 47.0% are below.
56.9% are above or equal to 11/23 close (8 days ago), 43.1% are below.
58.3% are above or equal to 11/22 close (9 days ago), 41.7% are below.
65.7% are above or equal to 11/21 close (10 days ago), 34.3% are below.
70.1% are above or equal to 11/18 close (11 days ago), 29.9% are below.
68.9% are above or equal to 11/17 close (12 days ago), 31.1% are below.
71.6% are above or equal to 11/16 close (13 days ago), 28.4% are below.
71.9% are above or equal to 11/15 close (14 days ago), 28.1% are below.
75.1% are above or equal to 11/14 close (15 days ago), 24.9% are below.
77.1% are above or equal to 11/11 close (16 days ago), 22.9% are below.
76.8% are above or equal to 11/10 close (17 days ago), 23.2% are below.
74.2% are above or equal to 11/9 close (18 days ago), 25.8% are below.
74.1% are above or equal to 11/8 close (19 days ago), 25.9% are below.
74.6% are above or equal to 11/7 close (20 days ago), 25.4% are below.
81.4% are above or equal to 11/4 close (21 days ago), 18.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161206 Closing)
20d: 21.6% new highs, 1.8% new lows
21d: 21.6% new highs, 1.8% new lows
42d: 18.5% new highs, 1.3% new lows
63d: 16.6% new highs, 1.3% new lows
126d: 14.3% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161206 Closing)
2-day: 68.7% above, 31.3% below
3-day: 79.3% above, 20.7% below
4-day: 81.6% above, 18.4% below
5-day: 78.6% above, 21.4% below
8-day: 66.7% above, 33.3% below
10-day: 64.1% above, 35.9% below
20-day: 71.1% above, 28.9% below
50-day: 68.8% above, 31.2% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161206 Closing)
MATE(25): 1.50% Top=TOL KBH CAA TPH DAR LEN PHM DHI ….. FLR EXP USG WY SRCL WCN MAS FAST=Bottom (Materials & Construction)
ELEC(49): 1.38% Top=AMD CAVM PI CRUS CY IDTI WAT QRVO ….. FIT TEL OCLR AVGO FSLR GRMN LSCC SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(88): 1.34% Top=OMF WETF WDR BOFI WU ZION TCB PVTB ….. PNC PYPL PFG BLK RJF EFX NSAM YRD=Bottom (Banks/Financials)
INSU(33): 0.99% Top=WLTW FNF ORI AGO RGA LNC AXS CNO ….. MMC MET UNM XL AIG SLF AFL CLGX=Bottom (Insurance)
RETA(61): 0.86% Top=NFLX KMX BIG GNC AN ANF BLDR ASNA ….. BURL TSCO EBAY COST BABA HD WFM MIK=Bottom (Retail & Specialty Retail)
TRAN(27): 0.86% Top=UAL DAL TK SAVE XPO TRN ALK AAL ….. UPS CNI CP GWR FDX WAB CSX KSU=Bottom (Transportation)
HEAL(49): 0.76% Top=OPK PRXL ZBH ABMD BKD ALGN PKI HRC ….. VAR TFX CNC BCR AET ACHC ELGX ISRG=Bottom (Health)
MANU(41): 0.74% Top=TEX TTC ATI AGCO AME DDD DCI CFX ….. MHK PH CMI CLC SWK EMR RS KMT=Bottom (Manufacturing)
LEIS(35): 0.72% Top=SONC WYNN MGM LVS BYD BLMN H CCL ….. SBUX QSR SHAK ZOES TXRH RRR EAT CMG=Bottom (Leisure)
CHEM(26): 0.62% Top=AXTA PAH GRA HUN OLN MON RPM AGU ….. ALB CF DD SMG FMC APD PX WLK=Bottom (Chemicals/Fertilizers)
REAL(97): 0.56% Top=CBG LHO RLGY CUZ DRH PGRE SC CBL ….. MFA CPT NRF STOR AMT CLNY DFT STWD=Bottom (Real Estate)
DISV(47): 0.54% Top=AMN CAR CXW ACM HRB MAN RHI R ….. G FISV FDC ULTA MA TAL YY ATHN=Bottom (Diversified Services)
COHW(34): 0.44% Top=WDC T TMUS QCOM MSI ACIA NTAP ZAYO ….. VSAT BBRY CSCO CTL FNSR CIEN PSTG VG=Bottom (Computer Hardware/Telecom)
ENER(91): 0.37% Top=ATW EPE PBF NFX GPOR ETE PDCE RDC ….. HP SM PXD MTDR WPZ RICE NBR SGY=Bottom (Energy)
CONS(51): 0.37% Top=SPB OI BERY PAY PBI UA SKX CHD ….. KS GT RL VFC ECL TPX MAT NKE=Bottom (Consumer)
COSW(82): 0.01% Top=ADSK TTD TWLO NCR PTC FEYE ORCL SHOP ….. NTES CERN NTNX VIPS NUAN BITA WB SINA=Bottom (Computer Software/Internet)
META(30): -0.36% Top=CCJ X STLD CLD CMC SLCA SCCO SLW ….. SWC RGLD CLF TECK CDE PAAS SSRI HL=Bottom (Metals & Mining)

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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