daytrend

12/16/2016

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

Closing Stats
by daytrend on 20161216. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 878.

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

COMPARED TO YESTERDAY’S RANGE (20161216 Closing)
19.4% of stocks are above yesterday’s high.
45.1% are above yesterday’s midpoint. (54.9% are below.)
25.4% are below yesterday’s low.
55.2% are inside yesterday’s range.
49.1% of stocks with today’s high > yesterday’s high. (50.9% less than).
38.0% of stocks with today’s low < yesterday’s low. (62.0% greater than).

EVIDENCE OF INTRADAY TREND (20161216 Closing)
37.0% of stocks are above today’s open. (62.3% are below).
35.4% of stocks are above today’s open and yesterday’s close.
54.8% are below both.
10.4% of stocks opened above yesterday’s high.
72.4% of stocks opened above yesterday’s close. (24.1% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161216 Closing)
6.0% of stocks are in the top 10% of today’s range.
11.5% are in the top 20%.
33.5% are in the top half. 66.5% of stocks are in the bottom half of today’s range.
35.8% are in the bottom 20%.
19.1% are in the bottom 10%.

GAIN (20161216 Closing)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.9% are up 4.5% or more. 1.8% are down 4.5% or more.
2.6% are up 3.5% or more. 2.3% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY (20161216 Closing)
2-day: >=95:1.5%…>=90:4.4%…>=80:12.9%…>=50:40.7%…<=20:27.2%…<=10:15.7%…<=5:9.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.4%…>=50:60.1%…<=20:0.3%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:66.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161216 Closing)
19.4% above previous 1 highs, 25.4% below previous 1 lows
10.4% above previous 2 highs, 21.2% below previous 2 lows
7.1% above previous 3 highs, 18.9% below previous 3 lows
5.2% above previous 4 highs, 16.6% below previous 4 lows
4.6% above previous 5 highs, 16.3% below previous 5 lows
4.6% above previous 6 highs, 15.0% below previous 6 lows
4.6% above previous 7 highs, 12.3% below previous 7 lows
4.3% above previous 8 highs, 10.0% below previous 8 lows
4.2% above previous 9 highs, 9.0% below previous 9 lows
4.1% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161216 Closing)
44.0% are above or equal to 12/15 close (1 days ago), 56.0% are below.
53.4% are above or equal to 12/14 close (2 days ago), 46.6% are below.
28.0% are above or equal to 12/13 close (3 days ago), 72.0% are below.
35.2% are above or equal to 12/12 close (4 days ago), 64.8% are below.
28.7% are above or equal to 12/9 close (5 days ago), 71.3% are below.
31.4% are above or equal to 12/8 close (6 days ago), 68.6% are below.
41.2% are above or equal to 12/7 close (7 days ago), 58.8% are below.
58.0% are above or equal to 12/6 close (8 days ago), 42.0% are below.
63.3% are above or equal to 12/5 close (9 days ago), 36.7% are below.
71.9% are above or equal to 12/2 close (10 days ago), 28.1% are below.
71.1% are above or equal to 12/1 close (11 days ago), 28.9% are below.
64.6% are above or equal to 11/30 close (12 days ago), 35.4% are below.
62.8% are above or equal to 11/29 close (13 days ago), 37.2% are below.
64.0% are above or equal to 11/28 close (14 days ago), 36.0% are below.
57.2% are above or equal to 11/25 close (15 days ago), 42.8% are below.
59.6% are above or equal to 11/23 close (16 days ago), 40.4% are below.
62.2% are above or equal to 11/22 close (17 days ago), 37.8% are below.
65.7% are above or equal to 11/21 close (18 days ago), 34.3% are below.
71.1% are above or equal to 11/18 close (19 days ago), 28.9% are below.
70.4% are above or equal to 11/17 close (20 days ago), 29.6% are below.
73.6% are above or equal to 11/16 close (21 days ago), 26.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161216 Closing)
20d: 8.8% new highs, 6.4% new lows
21d: 8.7% new highs, 6.0% new lows
42d: 6.8% new highs, 1.9% new lows
63d: 5.9% new highs, 1.8% new lows
126d: 4.7% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161216 Closing)
2-day: 43.1% above, 56.9% below
3-day: 47.8% above, 52.2% below
4-day: 38.8% above, 61.2% below
5-day: 36.0% above, 64.0% below
8-day: 32.2% above, 67.8% below
10-day: 42.8% above, 57.2% below
20-day: 59.2% above, 40.8% below
50-day: 71.3% above, 28.7% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161216 Closing)
REAL(102): 1.61% Top=INN CYS CBL WPG GPT NLY VER HTA ….. ALLY CBG CONE AMT DEI SC GEO DFT=Bottom (Real Estate)
LEIS(35): 0.75% Top=ZOES GPRO DNKN CMG MAR BLMN LQ LVS ….. RRR SBUX EXPE DRI MGM JACK RCL CCL=Bottom (Leisure)
ENER(91): 0.27% Top=REN SN WMB OAS OXY MPC MUR WPZ ….. RICE HP RES NOV COG AR HLX GPOR=Bottom (Energy)
HEAL(48): 0.20% Top=ELGX BKD THC UNH ACHC IRWD MOH DVA ….. STE ABMD CNC UHS A OPK HOLX ABT=Bottom (Health)
MATE(25): 0.14% Top=TOL KBH DAR MAS TPH CAA PWR DHI ….. SUM VMC SRCL MLM FAST EME OC MDR=Bottom (Materials & Construction)
ELEC(50): 0.05% Top=JBL FSLR OCLR SPWR PI CSIQ AYI NVDA ….. AMAT QRVO AMD MCHP ADI AMKR XLNX IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(47): 0.00% Top=MYGN CAR HRI SCI RRD ULTA WOOF HRB ….. ILG URI TAL V RBA APOL CXW ZTO=Bottom (Diversified Services)
INSU(36): -0.33% Top=AFSI AJG AGO FAF TRV ALL PGR FNF ….. AIZ MTG CNO LNC MBI UNM CINF MET=Bottom (Insurance)
CONS(51): -0.50% Top=TPX COTY PBI PAY FBHS SON BERY GIL ….. PVH KATE RL WWW HAS HBI COH FOSL=Bottom (Consumer)
COSW(80): -0.50% Top=TSS ATHM ADP SSNC SQ ZEN YELP XRX ….. CA PFPT TTWO EA SYMC PTC ADSK ORCL=Bottom (Computer Software/Internet)
CHEM(26): -0.59% Top=AXTA CF SHW WLK PAH MON DOW DD ….. OLN CE IFF AGU HUN ASH POT CC=Bottom (Chemicals/Fertilizers)
MANU(39): -0.60% Top=ATKR CFX GE AGCO BWXT DE ETN MIDD ….. FLS DCI MRC KMT CAT CMI TEX ATI=Bottom (Manufacturing)
META(28): -0.60% Top=CCJ FMSA FNV NEM GG AEM SLW SLCA ….. CENX SCCO CMC X NUE FCX CLF TECK=Bottom (Metals & Mining)
FINA(93): -0.91% Top=NSAM ACAS ARCC TROW LADR BOFI PSEC NYCB ….. OZRK HBAN NAVI UMBF SIVB LM WETF YRD=Bottom (Banks/Financials)
COHW(37): -0.93% Top=VZ CTL LVLT T ARRS TDC PANW VG ….. VIAV CIEN QCOM INFN S HPQ STX FNSR=Bottom (Computer Hardware/Telecom)
TRAN(28): -0.96% Top=TK KSU TRN CP CNI SWFT ODFL UAL ….. AAL ALK CHRW CSX GWR YRCW SAVE XPO=Bottom (Transportation)
RETA(62): -1.07% Top=BID ROST WFM ETSY CVS BLDR PIR SFM ….. TLRD ASNA RH GPS M JCP KSS JWN=Bottom (Retail & Specialty Retail)

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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