daytrend

12/08/2016

Filed under: Market Stats — daytrend @ 5:00 pm

Closing Stats
by daytrend on 20161208. 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 (20161208 Closing)
58.8% of stocks are above yesterday’s high.
85.8% are above yesterday’s midpoint. (14.2% are below.)
5.1% are below yesterday’s low.
36.1% are inside yesterday’s range.
81.8% of stocks with today’s high > yesterday’s high. (18.2% less than).
15.0% of stocks with today’s low < yesterday’s low. (85.0% greater than).

EVIDENCE OF INTRADAY TREND (20161208 Closing)
69.4% of stocks are above today’s open. (29.4% are below).
65.6% of stocks are above today’s open and yesterday’s close.
22.5% are below both.
28.4% of stocks opened above yesterday’s high.
61.3% of stocks opened above yesterday’s close. (32.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161208 Closing)
16.7% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
73.1% are in the top half. 26.9% of stocks are in the bottom half of today’s range.
8.4% are in the bottom 20%.
4.0% are in the bottom 10%.

GAIN (20161208 Closing)
74.0% of stocks are above yesterday’s close. (26.0% are below.)
3.3% are up 4.5% or more. 0.8% are down 4.5% or more.
6.2% are up 3.5% or more. 1.3% are down 3.5% or more.
49.7% are between +1% and -1%.

RSI on DAILY (20161208 Closing)
2-day: >=95:36.4%…>=90:52.8%…>=80:66.9%…>=50:87.2%…<=20:3.8%…<=10:1.6%…<=5:0.5%…
9-day: >=95:0.1%…>=90:1.0%…>=80:16.7%…>=50:85.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:6.8%…>=50:82.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161208 Closing)
58.8% above previous 1 highs, 5.1% below previous 1 lows
56.5% above previous 2 highs, 3.0% below previous 2 lows
53.6% above previous 3 highs, 1.7% below previous 3 lows
53.0% above previous 4 highs, 1.5% below previous 4 lows
48.8% above previous 5 highs, 1.4% below previous 5 lows
42.8% above previous 6 highs, 1.0% below previous 6 lows
41.2% above previous 7 highs, 1.0% below previous 7 lows
40.2% above previous 8 highs, 1.0% below previous 8 lows
39.3% above previous 9 highs, 1.0% below previous 9 lows
38.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161208 Closing)
74.0% are above or equal to 12/7 close (1 days ago), 26.0% are below.
86.4% are above or equal to 12/6 close (2 days ago), 13.6% are below.
87.1% are above or equal to 12/5 close (3 days ago), 12.9% are below.
90.5% are above or equal to 12/2 close (4 days ago), 9.5% are below.
90.2% are above or equal to 12/1 close (5 days ago), 9.8% are below.
82.6% are above or equal to 11/30 close (6 days ago), 17.4% are below.
76.2% are above or equal to 11/29 close (7 days ago), 23.8% are below.
77.1% are above or equal to 11/28 close (8 days ago), 22.9% are below.
72.2% are above or equal to 11/25 close (9 days ago), 27.8% are below.
74.4% are above or equal to 11/23 close (10 days ago), 25.6% are below.
75.6% are above or equal to 11/22 close (11 days ago), 24.4% are below.
76.9% are above or equal to 11/21 close (12 days ago), 23.1% are below.
81.3% are above or equal to 11/18 close (13 days ago), 18.7% are below.
80.6% are above or equal to 11/17 close (14 days ago), 19.4% are below.
83.3% are above or equal to 11/16 close (15 days ago), 16.7% are below.
82.7% are above or equal to 11/15 close (16 days ago), 17.3% are below.
83.9% are above or equal to 11/14 close (17 days ago), 16.1% are below.
85.6% are above or equal to 11/11 close (18 days ago), 14.4% are below.
84.9% are above or equal to 11/10 close (19 days ago), 15.1% are below.
80.5% are above or equal to 11/9 close (20 days ago), 19.5% are below.
80.7% are above or equal to 11/8 close (21 days ago), 19.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161208 Closing)
20d: 46.5% new highs, 1.0% new lows
21d: 45.6% new highs, 0.8% new lows
42d: 40.1% new highs, 0.6% new lows
63d: 36.4% new highs, 0.6% new lows
126d: 30.9% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161208 Closing)
2-day: 72.9% above, 27.1% below
3-day: 84.8% above, 15.2% below
4-day: 86.7% above, 13.3% below
5-day: 88.7% above, 11.3% below
8-day: 89.6% above, 10.4% below
10-day: 85.7% above, 14.3% below
20-day: 84.1% above, 15.9% below
50-day: 75.6% above, 24.4% below
200-day: 73.0% above, 27.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161208 Closing)
RETA(61): 1.70% Top=TLRD ASNA BID MIK GNC W KORS BLDR ….. TSCO DKS LOW NFLX CASY ORLY CVS MELI=Bottom (Retail & Specialty Retail)
FINA(91): 1.64% Top=BOFI YRD PVTB BX WETF OZRK KKR BEN ….. NDAQ SCHW WU WFC LADR ETFC NSAM NAVI=Bottom (Banks/Financials)
CHEM(26): 1.45% Top=PAH SMG CC ALB CF HUN CE POT ….. IFF SHW PX APD ASH MOS OLN MON=Bottom (Chemicals/Fertilizers)
MATE(25): 1.42% Top=USG KBH MDR TPH PHM DHI FLR LEN ….. RSG WM WCN FAST DAR EXP WY VMC=Bottom (Materials & Construction)
ENER(90): 1.36% Top=CVI CRC PBF EPE OII SGY DK ATW ….. MMP SM TSO SN VVV WMB CLR HLX=Bottom (Energy)
HEAL(49): 1.08% Top=EW BKD DVA ACHC DXCM PRXL MOH MD ….. BSX UNH BAX HOLX BDX COO OPK ESRX=Bottom (Health)
INSU(34): 0.96% Top=RDN AFSI AIZ CNO MTG FAF MBI LNC ….. ALL MMC FNF BRO AJG CLGX WLTW AON=Bottom (Insurance)
CONS(51): 0.89% Top=LULU KATE WWW SEE PBI SON BC UAA ….. KMB WHR CLX NWL NKE EPC CHD PVH=Bottom (Consumer)
ELEC(49): 0.88% Top=AMD CGNX OCLR QRVO CRUS MXL TER SWKS ….. FTV FSLR TRMB NVDA AMBA HIMX SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): 0.87% Top=YY CXW ACM MAN ADS TAL RRD AMN ….. ULTA MA ALLE URI SBAC CAR HRB HRI=Bottom (Diversified Services)
COHW(36): 0.82% Top=CIEN FNSR SSYS JNPR TDC VG BBRY CDW ….. LVLT HRS WDC S ANET PSTG STX ACIA=Bottom (Computer Hardware/Telecom)
TRAN(28): 0.73% Top=NAT BRS YRCW XPO GWR EXPD ALK CNI ….. SAVE JBLU LUV SWFT UNP AAL TRN WAB=Bottom (Transportation)
COSW(82): 0.69% Top=SHOP GWRE WB WUBA ZEN COTV EQIX YHOO ….. FIS MDSO BITA BIDU WDAY SQ TWLO COUP=Bottom (Computer Software/Internet)
REAL(95): 0.67% Top=DFT SC MAA RLGY ALLY COR ACC DLR ….. DRH APLE OUT BAM GEO CSAL CBL WPG=Bottom (Real Estate)
MANU(40): 0.29% Top=TTC DDD MWA MRC AGCO DE DHR IR ….. ROK CAT EMR PNR CFX LECO CMI PH=Bottom (Manufacturing)
LEIS(34): -0.41% Top=BYD SHAK RCL ZOES SONC TXRH WEN SEAS ….. H SIX GPRO DPZ HLT MGM WYNN LVS=Bottom (Leisure)
META(31): -0.51% Top=FMSA CCJ SCCO FCX ABX NEM FNV GG ….. HL CDE SSRI PAAS CLD CENX AG TECK=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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