daytrend

12/15/2016

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

Closing Stats
by daytrend on 20161215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 873.

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

COMPARED TO YESTERDAY’S RANGE (20161215 Closing)
11.6% of stocks are above yesterday’s high.
38.1% are above yesterday’s midpoint. (61.9% are below.)
28.3% are below yesterday’s low.
60.1% are inside yesterday’s range.
31.3% of stocks with today’s high > yesterday’s high. (68.7% less than).
66.3% of stocks with today’s low < yesterday’s low. (33.7% greater than).

EVIDENCE OF INTRADAY TREND (20161215 Closing)
61.9% of stocks are above today’s open. (36.9% are below).
54.0% of stocks are above today’s open and yesterday’s close.
30.9% are below both.
1.7% of stocks opened above yesterday’s high.
45.8% of stocks opened above yesterday’s close. (49.4% opened below yesterday’s close).
25.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161215 Closing)
6.9% of stocks are in the top 10% of today’s range.
17.1% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
10.2% are in the bottom 10%.

GAIN (20161215 Closing)
61.3% of stocks are above yesterday’s close. (38.7% are below.)
1.0% are up 4.5% or more. 1.4% are down 4.5% or more.
2.4% are up 3.5% or more. 2.3% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY (20161215 Closing)
2-day: >=95:1.4%…>=90:5.2%…>=80:12.7%…>=50:42.8%…<=20:32.2%…<=10:20.2%…<=5:11.5%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.7%…>=50:62.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:67.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161215 Closing)
11.6% above previous 1 highs, 28.3% below previous 1 lows
7.8% above previous 2 highs, 27.3% below previous 2 lows
6.2% above previous 3 highs, 24.1% below previous 3 lows
4.5% above previous 4 highs, 22.7% below previous 4 lows
3.8% above previous 5 highs, 20.5% below previous 5 lows
3.8% above previous 6 highs, 16.8% below previous 6 lows
3.8% above previous 7 highs, 14.1% below previous 7 lows
3.7% above previous 8 highs, 11.7% below previous 8 lows
3.7% above previous 9 highs, 9.9% below previous 9 lows
3.6% above previous 10 highs, 8.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161215 Closing)
61.3% are above or equal to 12/14 close (1 days ago), 38.7% are below.
29.8% are above or equal to 12/13 close (2 days ago), 70.2% are below.
37.2% are above or equal to 12/12 close (3 days ago), 62.8% are below.
30.1% are above or equal to 12/9 close (4 days ago), 69.9% are below.
30.7% are above or equal to 12/8 close (5 days ago), 69.3% are below.
41.9% are above or equal to 12/7 close (6 days ago), 58.1% are below.
58.8% are above or equal to 12/6 close (7 days ago), 41.2% are below.
64.3% are above or equal to 12/5 close (8 days ago), 35.7% are below.
72.4% are above or equal to 12/2 close (9 days ago), 27.6% are below.
71.7% are above or equal to 12/1 close (10 days ago), 28.3% are below.
66.0% are above or equal to 11/30 close (11 days ago), 34.0% are below.
63.6% are above or equal to 11/29 close (12 days ago), 36.4% are below.
64.5% are above or equal to 11/28 close (13 days ago), 35.5% are below.
57.6% are above or equal to 11/25 close (14 days ago), 42.4% are below.
59.5% are above or equal to 11/23 close (15 days ago), 40.5% are below.
63.0% are above or equal to 11/22 close (16 days ago), 37.0% are below.
67.6% are above or equal to 11/21 close (17 days ago), 32.4% are below.
70.8% are above or equal to 11/18 close (18 days ago), 29.2% are below.
71.2% are above or equal to 11/17 close (19 days ago), 28.8% are below.
74.2% are above or equal to 11/16 close (20 days ago), 25.8% are below.
73.9% are above or equal to 11/15 close (21 days ago), 26.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161215 Closing)
20d: 8.8% new highs, 8.1% new lows
21d: 8.7% new highs, 7.7% new lows
42d: 7.1% new highs, 3.3% new lows
63d: 6.6% new highs, 3.0% new lows
126d: 6.2% new highs, 2.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161215 Closing)
2-day: 60.0% above, 40.0% below
3-day: 40.7% above, 59.3% below
4-day: 40.0% above, 60.0% below
5-day: 35.3% above, 64.7% below
8-day: 38.9% above, 61.1% below
10-day: 47.8% above, 52.2% below
20-day: 63.5% above, 36.5% below
50-day: 70.8% above, 29.2% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161215 Closing)
ELEC(50): 1.37% Top=XLNX OCLR ON QRVO MXL AMD AMAT SWKS ….. FSLR TEL AYI LSCC GLW WAT SPWR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): 1.06% Top=HUN CC CF FMC DD EMN OLN AXTA ….. APD SHW AGU GRA POT PAH PPG ALB=Bottom (Chemicals/Fertilizers)
TRAN(28): 1.00% Top=ALK SWFT SAVE BRS LUV UAL TK TRN ….. UPS YRCW CP XPO JBHT WAB EXPD CHRW=Bottom (Transportation)
FINA(92): 0.89% Top=SIVB TCB WAL SYF NAVI AMTD OZRK CIT ….. UMBF NSAM CBOE WU ACAS LADR ARCC AMG=Bottom (Banks/Financials)
INSU(35): 0.65% Top=PRU CNO UNM LNC MET MBI ALL FNF ….. XL TRV RGA VR AFL FAF AXS AFSI=Bottom (Insurance)
DISV(47): 0.65% Top=ATHN HRI CAR URI MYGN ULTA MMS TRU ….. FLT GPN CXW ZTO AMN YY R TAL=Bottom (Diversified Services)
HEAL(48): 0.63% Top=UHS ACHC BKD OPK THC HLS HCA CNC ….. VWR DXCM ANTM AET IRWD MOH ESRX ZBH=Bottom (Health)
ENER(91): 0.60% Top=WLL REN CRC SN EPE ATW OII PBF ….. PE CPG ERF NFX SM BBG SWN GPOR=Bottom (Energy)
COHW(37): 0.59% Top=FNSR ACIA NTAP INFN S COMM PSTG TMUS ….. BCE CCI SSYS VG HPQ BBRY ANET TDC=Bottom (Computer Hardware/Telecom)
RETA(62): 0.51% Top=PIR ETSY KR KMX WSM CASY BIG BBBY ….. BABA TIF KORS JCP JWN ASNA URBN ANF=Bottom (Retail & Specialty Retail)
MANU(39): 0.28% Top=MRC KMT ATKR PH SNA DHR DDD CFX ….. FLS GE XYL MHK BWXT PNR MIDD AOS=Bottom (Manufacturing)
COSW(79): 0.01% Top=NTNX ADSK CERN SQ VEEV VMW MDSO FIS ….. BIDU SABR ZEN WB VIPS ATHM JD YHOO=Bottom (Computer Software/Internet)
LEIS(35): -0.24% Top=LQ HLT CMG STAY CCL SONC SEAS DNKN ….. DPZ WYNN ZOES SBUX MTN MGM EAT LVS=Bottom (Leisure)
MATE(25): -0.48% Top=SRCL EME SUM PWR MDR DAR WCN RSG ….. LEN PHM DHI TPH WY OC USG MAS=Bottom (Materials & Construction)
REAL(100): -0.66% Top=COR AIV OFC ALLY LPT MAA UDR ELS ….. NLY RLJ BXP CIM STWD SLG VER IVR=Bottom (Real Estate)
CONS(51): -0.75% Top=KS CLX BLL WRK GT BC IP ECL ….. TUP KATE FBHS HAS ENR COH RL PVH=Bottom (Consumer)
META(28): -2.11% Top=FMSA CCJ SLCA AKS TECK CNX STLD CLF ….. ABX SSRI RGLD PAAS CDE TAHO SLW 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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