daytrend

12/13/2016

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

Closing Stats
by daytrend on 20161213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 869.

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

COMPARED TO YESTERDAY’S RANGE (20161213 Closing)
20.4% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
18.9% are below yesterday’s low.
60.8% are inside yesterday’s range.
44.8% of stocks with today’s high > yesterday’s high. (55.2% less than).
46.5% of stocks with today’s low < yesterday’s low. (53.5% greater than).

EVIDENCE OF INTRADAY TREND (20161213 Closing)
44.8% of stocks are above today’s open. (54.4% are below).
42.5% of stocks are above today’s open and yesterday’s close.
37.3% are below both.
14.3% of stocks opened above yesterday’s high.
81.2% of stocks opened above yesterday’s close. (17.0% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161213 Closing)
6.0% of stocks are in the top 10% of today’s range.
13.6% are in the top 20%.
49.7% are in the top half. 50.3% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.9% are in the bottom 10%.

GAIN (20161213 Closing)
60.6% of stocks are above yesterday’s close. (39.4% are below.)
0.5% are up 4.5% or more. 0.9% are down 4.5% or more.
2.0% are up 3.5% or more. 2.1% are down 3.5% or more.
62.0% are between +1% and -1%.

RSI on DAILY (20161213 Closing)
2-day: >=95:12.2%…>=90:16.9%…>=80:24.5%…>=50:53.2%…<=20:17.5%…<=10:4.4%…<=5:1.6%…
9-day: >=95:0.0%…>=90:0.8%…>=80:5.6%…>=50:80.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.0%…>=50:80.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161213 Closing)
20.4% above previous 1 highs, 18.9% below previous 1 lows
13.5% above previous 2 highs, 15.8% below previous 2 lows
11.9% above previous 3 highs, 12.8% below previous 3 lows
11.5% above previous 4 highs, 7.4% below previous 4 lows
11.3% above previous 5 highs, 4.5% below previous 5 lows
11.2% above previous 6 highs, 3.8% below previous 6 lows
11.2% above previous 7 highs, 1.7% below previous 7 lows
10.5% above previous 8 highs, 1.6% below previous 8 lows
8.9% above previous 9 highs, 1.4% below previous 9 lows
8.5% above previous 10 highs, 1.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161213 Closing)
60.6% are above or equal to 12/12 close (1 days ago), 39.4% are below.
41.2% are above or equal to 12/9 close (2 days ago), 58.8% are below.
40.0% are above or equal to 12/8 close (3 days ago), 60.0% are below.
54.2% are above or equal to 12/7 close (4 days ago), 45.8% are below.
75.4% are above or equal to 12/6 close (5 days ago), 24.6% are below.
79.7% are above or equal to 12/5 close (6 days ago), 20.3% are below.
85.4% are above or equal to 12/2 close (7 days ago), 14.6% are below.
83.9% are above or equal to 12/1 close (8 days ago), 16.1% are below.
78.1% are above or equal to 11/30 close (9 days ago), 21.9% are below.
74.1% are above or equal to 11/29 close (10 days ago), 25.9% are below.
74.0% are above or equal to 11/28 close (11 days ago), 26.0% are below.
69.6% are above or equal to 11/25 close (12 days ago), 30.4% are below.
70.7% are above or equal to 11/23 close (13 days ago), 29.3% are below.
72.8% are above or equal to 11/22 close (14 days ago), 27.2% are below.
76.2% are above or equal to 11/21 close (15 days ago), 23.8% are below.
80.1% are above or equal to 11/18 close (16 days ago), 19.9% are below.
79.1% are above or equal to 11/17 close (17 days ago), 20.9% are below.
82.3% are above or equal to 11/16 close (18 days ago), 17.7% are below.
81.5% are above or equal to 11/15 close (19 days ago), 18.5% are below.
83.1% are above or equal to 11/14 close (20 days ago), 16.9% are below.
84.2% are above or equal to 11/11 close (21 days ago), 15.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161213 Closing)
20d: 17.0% new highs, 2.4% new lows
21d: 16.8% new highs, 2.1% new lows
42d: 12.0% new highs, 0.5% new lows
63d: 9.7% new highs, 0.3% new lows
126d: 7.5% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161213 Closing)
2-day: 58.9% above, 41.1% below
3-day: 46.7% above, 53.3% below
4-day: 42.6% above, 57.4% below
5-day: 46.6% above, 53.4% below
8-day: 69.9% above, 30.1% below
10-day: 74.7% above, 25.3% below
20-day: 79.1% above, 20.9% below
50-day: 77.8% above, 22.2% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161213 Closing)
ENER(89): 0.89% Top=OAS NBL WPX CPE EPE HES DK MUR ….. PAGP RIG SWN RES NBR DO SGY PTEN=Bottom (Energy)
COHW(38): 0.82% Top=STX WDC ARRS JNPR CTL ANET LVLT AAPL ….. VIAV HPQ INFN PSTG CIEN BCE FNSR ACIA=Bottom (Computer Hardware/Telecom)
COSW(80): 0.68% Top=CA ZEN SYNT RHT VIPS TWTR FB GRUB ….. EPAM GWRE CERN SABR TEAM MDSO NTNX MDRX=Bottom (Computer Software/Internet)
ELEC(51): 0.58% Top=ON SIMO MCHP INTC IDTI TXN OCLR BRKR ….. FSLR FTV DLB FIT AMD CSIQ SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(35): 0.40% Top=SEAS LVS WYNN MGM SHAK HLT WEN BYD ….. WYN QSR SONC CMG ZOES MTN DRI STAY=Bottom (Leisure)
HEAL(48): 0.29% Top=MOH OPK IRWD HOLX STE VWR IART ESRX ….. THC BDX WCG TFX DVA MD UHS ACHC=Bottom (Health)
DISV(46): 0.25% Top=SBAC CXW SCI TAL MYGN FDC LDOS ULTA ….. HRB KBR INFO YY JEC ACM HRI ZTO=Bottom (Diversified Services)
CONS(51): 0.24% Top=PAY GT NWL COTY NKE BLL WHR ENR ….. SON GPK SKX BERY BC LULU FOSL WWW=Bottom (Consumer)
META(30): 0.20% Top=CDE NEM FMSA ABX RGLD AKS SLW TAHO ….. ARNC CNX FCX CENX SCCO CLD CLF TECK=Bottom (Metals & Mining)
INSU(35): 0.19% Top=WLTW CLGX AFL AIG FAF BRO MTG AJG ….. CNO FNF ORI XL ACGL CINF HIG VR=Bottom (Insurance)
RETA(62): 0.05% Top=RH ORLY MELI AMZN TJX HD CHS TLRD ….. AEO KMX GPS BID PIR ANF URBN GNC=Bottom (Retail & Specialty Retail)
MANU(38): -0.03% Top=TEX ZBRA DHR DDD ROP MHK ATKR CAT ….. CFX DE MWA ETN PNR AGCO MRC ATI=Bottom (Manufacturing)
FINA(91): -0.09% Top=OZRK AMG CFR CBSH FRC NYCB SYF TD ….. JNS FII IVZ NAVI NSAM ARCC YRD OMF=Bottom (Banks/Financials)
TRAN(28): -0.09% Top=JBLU FDX BRS XPO SAVE NAT KSU AAL ….. NSC UAL ODFL CP TRN SWFT WAB GWR=Bottom (Transportation)
REAL(96): -0.28% Top=CSAL CONE COR AMT DFT EQC OUT RPAI ….. SNH MFA CLNY AGNC PEB NRF CBL IVR=Bottom (Real Estate)
MATE(25): -0.39% Top=SRCL DAR TOL MAS EME DHI OC VMC ….. MDR PHM MLM EXP TPH PWR WY USG=Bottom (Materials & Construction)
CHEM(26): -0.56% Top=CC WLK OLN CE EMN PX RPM MON ….. IFF FMC PAH PPG CF MOS POT AGU=Bottom (Chemicals/Fertilizers)

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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