daytrend

12/07/2016

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

Closing Stats
by daytrend on 20161207. 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 (20161207 Closing)
67.0% of stocks are above yesterday’s high.
87.2% are above yesterday’s midpoint. (12.8% are below.)
4.5% are below yesterday’s low.
28.5% are inside yesterday’s range.
79.9% of stocks with today’s high > yesterday’s high. (20.1% less than).
19.2% of stocks with today’s low < yesterday’s low. (80.8% greater than).

EVIDENCE OF INTRADAY TREND (20161207 Closing)
80.4% of stocks are above today’s open. (16.3% are below).
76.8% of stocks are above today’s open and yesterday’s close.
13.2% are below both.
16.9% of stocks opened above yesterday’s high.
51.3% of stocks opened above yesterday’s close. (41.7% opened below yesterday’s close).
3.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161207 Closing)
36.0% of stocks are in the top 10% of today’s range.
58.4% are in the top 20%.
85.3% are in the top half. 14.7% of stocks are in the bottom half of today’s range.
4.7% are in the bottom 20%.
2.0% are in the bottom 10%.

GAIN (20161207 Closing)
83.4% of stocks are above yesterday’s close. (16.6% are below.)
4.2% are up 4.5% or more. 0.8% are down 4.5% or more.
7.5% are up 3.5% or more. 1.4% are down 3.5% or more.
33.5% are between +1% and -1%.

RSI on DAILY (20161207 Closing)
2-day: >=95:25.4%…>=90:46.0%…>=80:68.4%…>=50:87.3%…<=20:4.3%…<=10:1.7%…<=5:0.3%…
9-day: >=95:0.1%…>=90:0.6%…>=80:11.8%…>=50:82.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:5.5%…>=50:79.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161207 Closing)
67.0% above previous 1 highs, 4.5% below previous 1 lows
61.5% above previous 2 highs, 3.2% below previous 2 lows
59.2% above previous 3 highs, 2.4% below previous 3 lows
51.7% above previous 4 highs, 2.3% below previous 4 lows
44.0% above previous 5 highs, 1.8% below previous 5 lows
40.1% above previous 6 highs, 1.3% below previous 6 lows
38.0% above previous 7 highs, 1.3% below previous 7 lows
36.4% above previous 8 highs, 1.3% below previous 8 lows
36.1% above previous 9 highs, 1.3% below previous 9 lows
35.6% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161207 Closing)
83.4% are above or equal to 12/6 close (1 days ago), 16.6% are below.
84.5% are above or equal to 12/5 close (2 days ago), 15.5% are below.
88.1% are above or equal to 12/2 close (3 days ago), 11.9% are below.
88.3% are above or equal to 12/1 close (4 days ago), 11.7% are below.
78.2% are above or equal to 11/30 close (5 days ago), 21.8% are below.
71.7% are above or equal to 11/29 close (6 days ago), 28.3% are below.
73.0% are above or equal to 11/28 close (7 days ago), 27.0% are below.
66.1% are above or equal to 11/25 close (8 days ago), 33.9% are below.
69.5% are above or equal to 11/23 close (9 days ago), 30.5% are below.
70.4% are above or equal to 11/22 close (10 days ago), 29.6% are below.
74.0% are above or equal to 11/21 close (11 days ago), 26.0% are below.
78.3% are above or equal to 11/18 close (12 days ago), 21.7% are below.
77.9% are above or equal to 11/17 close (13 days ago), 22.1% are below.
79.7% are above or equal to 11/16 close (14 days ago), 20.3% are below.
80.7% are above or equal to 11/15 close (15 days ago), 19.3% are below.
81.4% are above or equal to 11/14 close (16 days ago), 18.6% are below.
83.1% are above or equal to 11/11 close (17 days ago), 16.9% are below.
82.9% are above or equal to 11/10 close (18 days ago), 17.1% are below.
78.5% are above or equal to 11/9 close (19 days ago), 21.5% are below.
78.3% are above or equal to 11/8 close (20 days ago), 21.7% are below.
78.3% are above or equal to 11/7 close (21 days ago), 21.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161207 Closing)
20d: 38.0% new highs, 1.7% new lows
21d: 37.4% new highs, 1.7% new lows
42d: 33.3% new highs, 1.3% new lows
63d: 29.6% new highs, 1.3% new lows
126d: 25.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161207 Closing)
2-day: 80.3% above, 19.7% below
3-day: 85.3% above, 14.7% below
4-day: 87.8% above, 12.2% below
5-day: 88.6% above, 11.4% below
8-day: 83.9% above, 16.1% below
10-day: 80.6% above, 19.4% below
20-day: 81.8% above, 18.2% below
50-day: 72.6% above, 27.4% below
200-day: 71.2% above, 28.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161207 Closing)
TRAN(27): 2.56% Top=XPO AAL LUV BRS NAT ALK DAL NSC ….. CNI JBHT UPS SWFT FDX CHRW WAB TK=Bottom (Transportation)
ELEC(48): 2.51% Top=PI SPWR MU CSIQ CAVM FSLR ON TRMB ….. SIMO CGNX GRMN LRCX FIT JBL AMBA WAT=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(35): 2.06% Top=S WDC TMUS ANET ARRS HPQ ACIA JNPR ….. ZAYO COMM HRS VRSN PANW VSAT PSTG SSYS=Bottom (Computer Hardware/Telecom)
MATE(25): 2.02% Top=TPH MDR WY CAA PHM EME KBH LEN ….. VMC RSG DAR SUM EXP SRCL WM WCN=Bottom (Materials & Construction)
RETA(61): 1.82% Top=LOW KSS MELI GPS ASNA GME JCP AEO ….. JWN SFM DLTR SBH BURL DSW GNC MIK=Bottom (Retail & Specialty Retail)
REAL(97): 1.73% Top=PEB VTR CBL PLD COR CONE EXR DFT ….. CPT STWD MGP PPS VNO RLJ ARE AMH=Bottom (Real Estate)
CHEM(26): 1.60% Top=CF MOS ALB FMC PX IFF ASH SMG ….. DOW WLK AXTA HUN CC SHW MON OLN=Bottom (Chemicals/Fertilizers)
FINA(90): 1.53% Top=BX WETF WDR SLM DFS BOFI NTRS APO ….. ETFC HBAN CFR UMPQ LAZ ACAS FHN ARCC=Bottom (Banks/Financials)
MANU(41): 1.43% Top=TEX HON CFX EMR IR AME DOV CMI ….. ROP MRC CLC TTC BWXT XYL DHR DDD=Bottom (Manufacturing)
LEIS(34): 1.42% Top=WEN ZOES TXRH BYD LQ HLT BLMN WYN ….. LVS SEAS H RRR EXPE WYNN DPZ GPRO=Bottom (Leisure)
COSW(82): 1.19% Top=TWTR SQ ADSK JD MTCH FEYE HPE EQIX ….. MANH WDAY TRIP NTNX COUP NUAN BITA TWLO=Bottom (Computer Software/Internet)
DISV(46): 1.19% Top=RBA TRU R MA RRD V HRB ADS ….. KBR JEC LDOS ATHN BAH HRI TAL MYGN=Bottom (Diversified Services)
CONS(51): 1.15% Top=GT PVH LULU TPX WWW KS GPK BC ….. KMB NWL BMS PAY HBI ENR EPC UA=Bottom (Consumer)
META(31): 1.03% Top=X CCJ AG ARNC CDE AKS PAAS ABX ….. SSRI FNV AEM RGLD SWC FMSA TECK FCX=Bottom (Metals & Mining)
INSU(34): 0.94% Top=FNF AON MET PRU AFSI RGA LNC AIZ ….. BRO VR MTG WLTW AXS CNO HIG CLGX=Bottom (Insurance)
ENER(89): 0.31% Top=CVI DK HFC PBF MPC VLO TSO MMP ….. NBR OXY LPI RSPP SGY SM HLX BBG=Bottom (Energy)
HEAL(49): -0.45% Top=ABMD PRXL ALGN COO STE UNH ANTM BCR ….. VWR THC OPK ELGX DXCM IRWD ACHC UHS=Bottom (Health)

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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