daytrend

12/09/2016

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

Closing Stats
by daytrend on 20161209. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20161209 Closing)
23.6% of stocks are above yesterday’s high.
61.2% are above yesterday’s midpoint. (38.8% are below.)
12.9% are below yesterday’s low.
63.5% are inside yesterday’s range.
54.6% of stocks with today’s high > yesterday’s high. (45.4% less than).
31.3% of stocks with today’s low < yesterday’s low. (68.7% greater than).

EVIDENCE OF INTRADAY TREND (20161209 Closing)
42.3% of stocks are above today’s open. (56.2% are below).
38.1% of stocks are above today’s open and yesterday’s close.
48.1% are below both.
13.9% of stocks opened above yesterday’s high.
55.3% of stocks opened above yesterday’s close. (39.0% opened below yesterday’s close).
2.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161209 Closing)
11.4% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
48.7% are in the top half. 51.3% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
9.0% are in the bottom 10%.

GAIN (20161209 Closing)
47.4% of stocks are above yesterday’s close. (52.6% are below.)
0.6% are up 4.5% or more. 1.5% are down 4.5% or more.
1.6% are up 3.5% or more. 2.5% are down 3.5% or more.
64.2% are between +1% and -1%.

RSI on DAILY (20161209 Closing)
2-day: >=95:22.1%…>=90:31.9%…>=80:44.1%…>=50:74.6%…<=20:5.0%…<=10:2.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:1.2%…>=80:12.9%…>=50:84.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:5.9%…>=50:81.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161209 Closing)
23.6% above previous 1 highs, 12.9% below previous 1 lows
21.9% above previous 2 highs, 5.4% below previous 2 lows
21.2% above previous 3 highs, 3.5% below previous 3 lows
20.4% above previous 4 highs, 2.5% below previous 4 lows
20.3% above previous 5 highs, 1.7% below previous 5 lows
19.4% above previous 6 highs, 1.5% below previous 6 lows
16.8% above previous 7 highs, 1.5% below previous 7 lows
15.9% above previous 8 highs, 1.5% below previous 8 lows
14.8% above previous 9 highs, 1.5% below previous 9 lows
14.4% above previous 10 highs, 1.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161209 Closing)
47.4% are above or equal to 12/8 close (1 days ago), 52.6% are below.
68.9% are above or equal to 12/7 close (2 days ago), 31.1% are below.
84.4% are above or equal to 12/6 close (3 days ago), 15.6% are below.
85.4% are above or equal to 12/5 close (4 days ago), 14.6% are below.
89.1% are above or equal to 12/2 close (5 days ago), 10.9% are below.
89.3% are above or equal to 12/1 close (6 days ago), 10.7% are below.
81.0% are above or equal to 11/30 close (7 days ago), 19.0% are below.
76.1% are above or equal to 11/29 close (8 days ago), 23.9% are below.
77.4% are above or equal to 11/28 close (9 days ago), 22.6% are below.
72.2% are above or equal to 11/25 close (10 days ago), 27.8% are below.
74.3% are above or equal to 11/23 close (11 days ago), 25.7% are below.
75.2% are above or equal to 11/22 close (12 days ago), 24.8% are below.
77.1% are above or equal to 11/21 close (13 days ago), 22.9% are below.
80.2% are above or equal to 11/18 close (14 days ago), 19.8% are below.
80.0% are above or equal to 11/17 close (15 days ago), 20.0% are below.
82.6% are above or equal to 11/16 close (16 days ago), 17.4% are below.
81.7% are above or equal to 11/15 close (17 days ago), 18.3% are below.
84.5% are above or equal to 11/14 close (18 days ago), 15.5% are below.
84.6% are above or equal to 11/11 close (19 days ago), 15.4% are below.
84.2% are above or equal to 11/10 close (20 days ago), 15.8% are below.
80.8% are above or equal to 11/9 close (21 days ago), 19.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161209 Closing)
20d: 28.9% new highs, 0.9% new lows
21d: 28.5% new highs, 0.6% new lows
42d: 23.6% new highs, 0.6% new lows
63d: 20.4% new highs, 0.6% new lows
126d: 17.0% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161209 Closing)
2-day: 46.5% above, 53.5% below
3-day: 62.0% above, 38.0% below
4-day: 76.9% above, 23.1% below
5-day: 80.1% above, 19.9% below
8-day: 86.1% above, 13.9% below
10-day: 85.9% above, 14.1% below
20-day: 83.0% above, 17.0% below
50-day: 76.4% above, 23.6% below
200-day: 72.9% above, 27.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161209 Closing)
LEIS(34): 0.58% Top=ZOES BYD SHAK MGM RRR WYNN LVS HLT ….. CMG H WEN DRI EAT DPZ DNKN BLMN=Bottom (Leisure)
INSU(33): 0.45% Top=RDN MTG CNO AJG HIG ALL MBI L ….. CLGX TMK LNC PRU AFL UNM AIZ FAF=Bottom (Insurance)
HEAL(48): 0.43% Top=ESRX IRWD BDX BAX COO TMO DGX OPK ….. HRC ALGN ABMD MOH ACHC WCG BKD HLS=Bottom (Health)
ENER(91): 0.14% Top=ATW DO RDC SM RIG EPE OII VVV ….. CLR CRZO SGY HFC WMB CRC PBF CVI=Bottom (Energy)
CHEM(26): 0.14% Top=MOS AGU POT CF GRA ASH PX DOW ….. CE PAH EMN SMG ALB WLK OLN CC=Bottom (Chemicals/Fertilizers)
DISV(45): 0.09% Top=AMN MYGN RRD MCO ATHN YY KBR TRU ….. RHI ULTA CXW AL G ZTO R ADS=Bottom (Diversified Services)
MANU(40): 0.09% Top=ATKR ATI ROK ITT FLS ROP ETN GE ….. MHK CAT XYL CMI KMT TEX RS TTC=Bottom (Manufacturing)
REAL(94): -0.03% Top=GEO MFA MAA GPT CLNY AMH HST ACC ….. LHO CUZ OHI CSAL KRC KIM RLGY DDR=Bottom (Real Estate)
MATE(25): -0.04% Top=WCN MDR FLR USG PWR SRCL SUM OC ….. VMC PHM CAA LEN DHI DAR TPH TOL=Bottom (Materials & Construction)
CONS(51): -0.04% Top=GPK SPB CHD KMB CCK PG BLL GT ….. SEE SON FL AVY PVH KS KATE FOSL=Bottom (Consumer)
COSW(80): -0.05% Top=ZEN SABR TRIP MDRX BIDU DOX GOOG MSFT ….. GWRE ATVI WDAY CSC AKAM VEEV PFPT TWLO=Bottom (Computer Software/Internet)
FINA(91): -0.06% Top=ARCC OMF CBOE APO HOMB LADR BMO NAVI ….. FRC VLY WDR LAZ BEN SLM YRD TROW=Bottom (Banks/Financials)
TRAN(28): -0.36% Top=UAL AAL BRS ALK DAL SAVE GWR UPS ….. JBHT WAB NAT EXPD XPO ODFL YRCW SWFT=Bottom (Transportation)
RETA(62): -0.69% Top=TLRD CVS WBA EBAY KR COST TSCO WFM ….. GPS KMX KORS ANF KSS URBN JCP RH=Bottom (Retail & Specialty Retail)
ELEC(49): -0.80% Top=AVGO ON BRKR FSLR WAT CSIQ SPWR MRVL ….. QRVO LRCX GRMN MXL SWKS OCLR AMKR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(37): -0.90% Top=AAPL VIAV VZ CCI VRSN STX CSCO NTAP ….. VSAT HPQ UBNT INFN S TMUS CDW ACIA=Bottom (Computer Hardware/Telecom)
META(29): -2.61% Top=ARNC CENX CCJ FCX CLD SCCO AGI FMSA ….. CLF AEM AKS PAAS SSRI TECK CDE AG=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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