daytrend

12/19/2016

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

Closing Stats
by daytrend on 20161219. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 895.

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

COMPARED TO YESTERDAY’S RANGE (20161219 Closing)
19.4% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
15.2% are below yesterday’s low.
65.4% are inside yesterday’s range.
41.3% of stocks with today’s high > yesterday’s high. (58.7% less than).
43.4% of stocks with today’s low < yesterday’s low. (56.6% greater than).

EVIDENCE OF INTRADAY TREND (20161219 Closing)
60.2% of stocks are above today’s open. (38.8% are below).
55.5% of stocks are above today’s open and yesterday’s close.
30.6% are below both.
6.9% of stocks opened above yesterday’s high.
52.8% of stocks opened above yesterday’s close. (40.4% opened below yesterday’s close).
9.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161219 Closing)
12.3% of stocks are in the top 10% of today’s range.
22.5% are in the top 20%.
54.4% are in the top half. 45.6% of stocks are in the bottom half of today’s range.
14.3% are in the bottom 20%.
5.0% are in the bottom 10%.

GAIN (20161219 Closing)
64.8% of stocks are above yesterday’s close. (35.2% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
2.0% are up 3.5% or more. 0.7% are down 3.5% or more.
67.3% are between +1% and -1%.

RSI on DAILY (20161219 Closing)
2-day: >=95:2.9%…>=90:8.0%…>=80:20.3%…>=50:56.4%…<=20:16.8%…<=10:9.8%…<=5:6.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:65.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:71.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161219 Closing)
19.4% above previous 1 highs, 15.2% below previous 1 lows
16.0% above previous 2 highs, 10.6% below previous 2 lows
9.1% above previous 3 highs, 10.1% below previous 3 lows
7.2% above previous 4 highs, 9.8% below previous 4 lows
6.3% above previous 5 highs, 8.7% below previous 5 lows
5.6% above previous 6 highs, 8.6% below previous 6 lows
5.4% above previous 7 highs, 7.3% below previous 7 lows
5.1% above previous 8 highs, 6.5% below previous 8 lows
5.0% above previous 9 highs, 5.3% below previous 9 lows
5.0% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161219 Closing)
64.8% are above or equal to 12/16 close (1 days ago), 35.2% are below.
52.3% are above or equal to 12/15 close (2 days ago), 47.7% are below.
62.9% are above or equal to 12/14 close (3 days ago), 37.1% are below.
36.9% are above or equal to 12/13 close (4 days ago), 63.1% are below.
41.0% are above or equal to 12/12 close (5 days ago), 59.0% are below.
36.1% are above or equal to 12/9 close (6 days ago), 63.9% are below.
36.1% are above or equal to 12/8 close (7 days ago), 63.9% are below.
46.7% are above or equal to 12/7 close (8 days ago), 53.3% are below.
61.9% are above or equal to 12/6 close (9 days ago), 38.1% are below.
65.7% are above or equal to 12/5 close (10 days ago), 34.3% are below.
74.0% are above or equal to 12/2 close (11 days ago), 26.0% are below.
73.4% are above or equal to 12/1 close (12 days ago), 26.6% are below.
68.2% are above or equal to 11/30 close (13 days ago), 31.8% are below.
66.1% are above or equal to 11/29 close (14 days ago), 33.9% are below.
67.6% are above or equal to 11/28 close (15 days ago), 32.4% are below.
60.6% are above or equal to 11/25 close (16 days ago), 39.4% are below.
62.8% are above or equal to 11/23 close (17 days ago), 37.2% are below.
65.7% are above or equal to 11/22 close (18 days ago), 34.3% are below.
67.9% are above or equal to 11/21 close (19 days ago), 32.1% are below.
72.0% are above or equal to 11/18 close (20 days ago), 28.0% are below.
72.1% are above or equal to 11/17 close (21 days ago), 27.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161219 Closing)
20d: 8.4% new highs, 5.7% new lows
21d: 8.4% new highs, 5.4% new lows
42d: 6.5% new highs, 2.0% new lows
63d: 5.6% new highs, 1.7% new lows
126d: 3.4% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161219 Closing)
2-day: 64.0% above, 36.0% below
3-day: 58.3% above, 41.7% below
4-day: 59.4% above, 40.6% below
5-day: 52.2% above, 47.8% below
8-day: 43.9% above, 56.1% below
10-day: 48.4% above, 51.6% below
20-day: 64.1% above, 35.9% below
50-day: 72.8% above, 27.2% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161219 Closing)
REAL(107): 1.25% Top=RLGY ARR HCP IVR INN OHI O GPT ….. LPT DRE HIW BAM CHSP WRE KRC ALLY=Bottom (Real Estate)
COHW(37): 0.81% Top=VG CIEN S CCI WDC BBRY COMM TMUS ….. CTL CDW LVLT BCE VIAV TDC PANW STX=Bottom (Computer Hardware/Telecom)
ELEC(48): 0.79% Top=MXL PI CAVM CY AMD LRCX CSIQ INTC ….. FSLR BRKR SIMO INVN WAT MRVL KEYS HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(41): 0.57% Top=ATKR ZBRA MWA TEX CMI BWXT NDSN MHK ….. IR ROP ETN MRC ITT DHR RS CFX=Bottom (Manufacturing)
INSU(36): 0.48% Top=VR AXS RE XL TMK AIZ ORI CINF ….. L AFSI CLGX AGO MET FAF SLF MBI=Bottom (Insurance)
FINA(93): 0.37% Top=BOFI VLY LM CFR NAVI WU LADR PB ….. BLK BAC EFX BMO CIT APO AMG YRD=Bottom (Banks/Financials)
ENER(97): 0.34% Top=GPOR REN BBG FANG WPX PE RICE CPG ….. MUR BWP PDCE PAA OXY MPC HFC NBL=Bottom (Energy)
MATE(26): 0.33% Top=TPH MAS RSG WM USG EXP CAA MLM ….. DHI EME DAR SUM KBH WY PWR FLR=Bottom (Materials & Construction)
RETA(62): 0.29% Top=RH PIR TLRD COST KSS GME W ORLY ….. BBY MELI M BLDR ROST URBN ANF SPLS=Bottom (Retail & Specialty Retail)
DISV(48): 0.22% Top=RRD SBAC AMN FDC APOL ALLE RHI ADS ….. YY ULTA RBA HRI TAL HRB MYGN FLT=Bottom (Diversified Services)
COSW(83): 0.20% Top=MANH CA PFPT MSFT CSRA JCOM TYL NTES ….. SPLK WUBA TRIP SINA TWTR DATA ZEN WB=Bottom (Computer Software/Internet)
TRAN(28): 0.12% Top=GWR CHRW AAL ALK JBLU UPS JBHT EXPD ….. KSU BRS CP SWFT NAT TK XPO YRCW=Bottom (Transportation)
HEAL(48): -0.10% Top=IRWD ELGX TFX NUVA BKD IART MD STJ ….. ALGN TMO PRXL ESRX THC A UNH AET=Bottom (Health)
CONS(52): -0.16% Top=GOLF OI CRI BC CCK SKX EPC HBI ….. NWL UAA KMB HAS MAT RL FOSL GIL=Bottom (Consumer)
CHEM(26): -0.27% Top=CC AXTA RPM OLN DOW PX SMG PPG ….. ALB HUN FMC SHW POT AGU CF MOS=Bottom (Chemicals/Fertilizers)
LEIS(35): -0.35% Top=LQ RRR SIX ZOES DPZ WEN HLT STAY ….. QSR EAT DNKN MAR H RCL WYNN LVS=Bottom (Leisure)
META(28): -0.43% Top=FMSA AEM FNV RGLD SLW CDE AGI SSRI ….. GG CCJ CENX FCX AG SCCO CNX CLF=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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