daytrend

12/12/2016

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

Closing Stats
by daytrend on 20161212. 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 (20161212 Closing)
14.0% of stocks are above yesterday’s high.
32.7% are above yesterday’s midpoint. (67.3% are below.)
39.7% are below yesterday’s low.
46.2% are inside yesterday’s range.
41.6% of stocks with today’s high > yesterday’s high. (58.4% less than).
63.6% of stocks with today’s low < yesterday’s low. (36.4% greater than).

EVIDENCE OF INTRADAY TREND (20161212 Closing)
32.7% of stocks are above today’s open. (66.5% are below).
24.2% of stocks are above today’s open and yesterday’s close.
58.7% are below both.
14.0% of stocks opened above yesterday’s high.
36.5% of stocks opened above yesterday’s close. (59.7% opened below yesterday’s close).
13.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161212 Closing)
7.5% of stocks are in the top 10% of today’s range.
13.7% are in the top 20%.
34.3% are in the top half. 65.7% of stocks are in the bottom half of today’s range.
32.9% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20161212 Closing)
32.8% of stocks are above yesterday’s close. (67.2% are below.)
0.2% are up 4.5% or more. 2.7% are down 4.5% or more.
0.3% are up 3.5% or more. 5.6% are down 3.5% or more.
50.6% are between +1% and -1%.

RSI on DAILY (20161212 Closing)
2-day: >=95:12.1%…>=90:17.4%…>=80:24.7%…>=50:43.2%…<=20:17.7%…<=10:5.2%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.9%…>=80:6.6%…>=50:77.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.7%…>=50:78.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161212 Closing)
14.0% above previous 1 highs, 39.7% below previous 1 lows
12.7% above previous 2 highs, 28.0% below previous 2 lows
12.5% above previous 3 highs, 12.4% below previous 3 lows
12.3% above previous 4 highs, 7.8% below previous 4 lows
11.8% above previous 5 highs, 6.1% below previous 5 lows
11.5% above previous 6 highs, 3.9% below previous 6 lows
10.9% above previous 7 highs, 3.5% below previous 7 lows
10.0% above previous 8 highs, 2.9% below previous 8 lows
9.3% above previous 9 highs, 2.3% below previous 9 lows
9.0% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161212 Closing)
32.8% are above or equal to 12/9 close (1 days ago), 67.2% are below.
35.3% are above or equal to 12/8 close (2 days ago), 64.7% are below.
51.3% are above or equal to 12/7 close (3 days ago), 48.7% are below.
73.3% are above or equal to 12/6 close (4 days ago), 26.7% are below.
77.6% are above or equal to 12/5 close (5 days ago), 22.4% are below.
84.8% are above or equal to 12/2 close (6 days ago), 15.2% are below.
84.1% are above or equal to 12/1 close (7 days ago), 15.9% are below.
76.6% are above or equal to 11/30 close (8 days ago), 23.4% are below.
72.2% are above or equal to 11/29 close (9 days ago), 27.8% are below.
72.5% are above or equal to 11/28 close (10 days ago), 27.5% are below.
67.8% are above or equal to 11/25 close (11 days ago), 32.2% are below.
69.4% are above or equal to 11/23 close (12 days ago), 30.6% are below.
70.6% are above or equal to 11/22 close (13 days ago), 29.4% are below.
73.7% are above or equal to 11/21 close (14 days ago), 26.3% are below.
76.7% are above or equal to 11/18 close (15 days ago), 23.3% are below.
76.6% are above or equal to 11/17 close (16 days ago), 23.4% are below.
79.8% are above or equal to 11/16 close (17 days ago), 20.2% are below.
80.2% are above or equal to 11/15 close (18 days ago), 19.8% are below.
81.9% are above or equal to 11/14 close (19 days ago), 18.1% are below.
82.4% are above or equal to 11/11 close (20 days ago), 17.6% are below.
81.2% are above or equal to 11/10 close (21 days ago), 18.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161212 Closing)
20d: 22.2% new highs, 2.2% new lows
21d: 21.8% new highs, 1.6% new lows
42d: 18.0% new highs, 0.8% new lows
63d: 16.1% new highs, 0.8% new lows
126d: 13.4% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161212 Closing)
2-day: 32.0% above, 68.0% below
3-day: 33.6% above, 66.4% below
4-day: 39.3% above, 60.7% below
5-day: 50.5% above, 49.5% below
8-day: 71.4% above, 28.6% below
10-day: 75.2% above, 24.8% below
20-day: 76.9% above, 23.1% below
50-day: 75.6% above, 24.4% below
200-day: 72.7% above, 27.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161212 Closing)
HEAL(48): 0.38% Top=OPK IART COO HOLX ABMD BDX TFX BCR ….. ESRX NUVA VWR CNC EW MOH BKD ACHC=Bottom (Health)
REAL(94): 0.21% Top=DLR SLG EQY REG CONE VNO MAA CPT ….. CBG RLGY CSAL CIM MFA ALLY AMH SC=Bottom (Real Estate)
INSU(33): 0.07% Top=RDN AXS MTG FAF TRV XL CINF PGR ….. CLGX TMK CNO MBI WLTW MET LNC PRU=Bottom (Insurance)
ENER(89): -0.26% Top=CRC REN SN RDC OII XOM CPG FTI ….. COG CLR HLX AR GPOR RRC SWN RICE=Bottom (Energy)
MATE(25): -0.60% Top=PHM WY DHI WM SRCL LEN RSG PWR ….. DAR WCN OC USG EXP SUM VMC MLM=Bottom (Materials & Construction)
META(30): -0.65% Top=AGI TAHO TECK CDE AEM SLW FNV HL ….. CCJ CENX FCX AKS X FMSA SLCA CNX=Bottom (Metals & Mining)
ELEC(50): -0.69% Top=AMD PI INVN SNPS CGNX LSCC INTC CRUS ….. MSCC AMBA CAVM SIMO HIMX CY QRVO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(38): -0.73% Top=T CCI BCE UBNT COMM ACIA SSYS VZ ….. PANW INFN WDC VG CIEN VRSN S FNSR=Bottom (Computer Hardware/Telecom)
CONS(51): -0.81% Top=NWL BERY WHR PG EPC GT ECL HBI ….. OI WRK COTY SKX FOSL PVH RL KATE=Bottom (Consumer)
LEIS(34): -0.87% Top=CMG LVS MAR MCD YUM LQ ZOES H ….. RRR HLT CCL EXPE BYD BLMN SONC GPRO=Bottom (Leisure)
DISV(45): -0.96% Top=AMN HRB MYGN SBAC ATHN G CXW ULTA ….. FLT YY TAL BAH RRD LDOS ZTO CAR=Bottom (Diversified Services)
COSW(80): -1.05% Top=EQIX EA NCR ATVI CERN ADBE TTWO CA ….. CSRA ADSK TEAM TWTR WB WUBA NTNX SINA=Bottom (Computer Software/Internet)
MANU(39): -1.14% Top=HON ETN GE CMI ITW AGCO DOV MFS ….. KMT MWA DDD TTC MIDD ATKR TEX ATI=Bottom (Manufacturing)
TRAN(28): -1.29% Top=BRS EXPD SWFT FDX UPS CHRW NSC JBHT ….. UAL YRCW ALK TK DAL SAVE NAT AAL=Bottom (Transportation)
CHEM(26): -1.44% Top=DOW ALB CE DD APD SMG SHW FMC ….. POT AGU AXTA HUN PAH MOS CF CC=Bottom (Chemicals/Fertilizers)
RETA(62): -1.63% Top=WMT GME HD EBAY CPRT W COST ORLY ….. JWN JCP GES SFM RH M ASNA ANF=Bottom (Retail & Specialty Retail)
FINA(91): -1.66% Top=ARCC BLK NDAQ BMO ACAS CBOE EFX ICE ….. APO LM NAVI WETF SLM WAL FNB WDR=Bottom (Banks/Financials)

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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