daytrend

12/20/2016

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

Closing Stats
by daytrend on 20161220. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 896.

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

COMPARED TO YESTERDAY’S RANGE (20161220 Closing)
35.4% of stocks are above yesterday’s high.
68.2% are above yesterday’s midpoint. (31.8% are below.)
10.9% are below yesterday’s low.
53.7% are inside yesterday’s range.
67.0% of stocks with today’s high > yesterday’s high. (33.0% less than).
26.8% of stocks with today’s low < yesterday’s low. (73.2% greater than).

EVIDENCE OF INTRADAY TREND (20161220 Closing)
58.9% of stocks are above today’s open. (40.4% are below).
55.5% of stocks are above today’s open and yesterday’s close.
27.2% are below both.
22.1% of stocks opened above yesterday’s high.
73.3% of stocks opened above yesterday’s close. (22.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161220 Closing)
13.4% of stocks are in the top 10% of today’s range.
24.0% are in the top 20%.
54.8% are in the top half. 45.2% of stocks are in the bottom half of today’s range.
15.1% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20161220 Closing)
69.6% of stocks are above yesterday’s close. (30.4% are below.)
1.8% are up 4.5% or more. 0.2% are down 4.5% or more.
2.8% are up 3.5% or more. 0.4% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20161220 Closing)
2-day: >=95:5.7%…>=90:14.1%…>=80:33.5%…>=50:69.5%…<=20:10.5%…<=10:5.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.0%…>=50:71.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:73.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161220 Closing)
35.4% above previous 1 highs, 10.9% below previous 1 lows
22.0% above previous 2 highs, 7.5% below previous 2 lows
18.3% above previous 3 highs, 4.9% below previous 3 lows
14.2% above previous 4 highs, 4.4% below previous 4 lows
11.3% above previous 5 highs, 4.0% below previous 5 lows
9.7% above previous 6 highs, 4.0% below previous 6 lows
8.6% above previous 7 highs, 3.8% below previous 7 lows
7.9% above previous 8 highs, 3.3% below previous 8 lows
7.9% above previous 9 highs, 2.8% below previous 9 lows
7.7% above previous 10 highs, 2.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161220 Closing)
69.6% are above or equal to 12/19 close (1 days ago), 30.4% are below.
73.8% are above or equal to 12/16 close (2 days ago), 26.2% are below.
63.7% are above or equal to 12/15 close (3 days ago), 36.3% are below.
69.0% are above or equal to 12/14 close (4 days ago), 31.0% are below.
45.3% are above or equal to 12/13 close (5 days ago), 54.7% are below.
48.3% are above or equal to 12/12 close (6 days ago), 51.7% are below.
42.0% are above or equal to 12/9 close (7 days ago), 58.0% are below.
42.4% are above or equal to 12/8 close (8 days ago), 57.6% are below.
51.0% are above or equal to 12/7 close (9 days ago), 49.0% are below.
64.6% are above or equal to 12/6 close (10 days ago), 35.4% are below.
69.4% are above or equal to 12/5 close (11 days ago), 30.6% are below.
77.0% are above or equal to 12/2 close (12 days ago), 23.0% are below.
76.5% are above or equal to 12/1 close (13 days ago), 23.5% are below.
71.3% are above or equal to 11/30 close (14 days ago), 28.7% are below.
68.0% are above or equal to 11/29 close (15 days ago), 32.0% are below.
69.2% are above or equal to 11/28 close (16 days ago), 30.8% are below.
62.7% are above or equal to 11/25 close (17 days ago), 37.3% are below.
65.7% are above or equal to 11/23 close (18 days ago), 34.3% are below.
67.6% are above or equal to 11/22 close (19 days ago), 32.4% are below.
70.5% are above or equal to 11/21 close (20 days ago), 29.5% are below.
74.4% are above or equal to 11/18 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161220 Closing)
20d: 12.9% new highs, 3.5% new lows
21d: 12.9% new highs, 3.2% new lows
42d: 10.8% new highs, 1.8% new lows
63d: 9.4% new highs, 1.7% new lows
126d: 7.5% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161220 Closing)
2-day: 68.5% above, 31.5% below
3-day: 72.8% above, 27.2% below
4-day: 71.0% above, 29.0% below
5-day: 70.9% above, 29.1% below
8-day: 57.1% above, 42.9% below
10-day: 53.6% above, 46.4% below
20-day: 67.1% above, 32.9% below
50-day: 73.8% above, 26.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161220 Closing)
META(28): 1.89% Top=CENX X AKS CLF TECK FCX FMSA NUE ….. NEM GG FNV CDE AEM TAHO SSRI PAAS=Bottom (Metals & Mining)
FINA(93): 1.21% Top=SLM SCHW VLY FNB ZION BGCP FHN PVTB ….. UMBF CME NSAM ISBC BX CBOE NYCB YRD=Bottom (Banks/Financials)
MANU(41): 0.91% Top=ATI KMT MRC ATKR EMR CAT RS ZBRA ….. AOS DDD ITW DCI PNR CFX SWK MIDD=Bottom (Manufacturing)
RETA(62): 0.86% Top=KMX PIR JCP TLRD KSS M TSCO JWN ….. EBAY GNC W ETSY KR SFM KORS BBBY=Bottom (Retail & Specialty Retail)
TRAN(26): 0.86% Top=SAVE XPO WAB BRS UAL TRN ALK AAL ….. GWR UPS JBHT SWFT CHRW EXPD KSU NAT=Bottom (Transportation)
ELEC(49): 0.68% Top=PI AMD CY NVDA XLNX MSCC MU INVN ….. HIMX CGNX SWKS QRVO CSIQ FSLR SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(48): 0.54% Top=YY ZTO CAR MMS INFO FISV SCI JEC ….. CTAS TAL MAN SBAC TRU SERV ATHN RRD=Bottom (Diversified Services)
MATE(26): 0.51% Top=MDR SUM EME MLM VMC FAST PHM PWR ….. KBH CAA SRCL TOL WCN FLR LEN TPH=Bottom (Materials & Construction)
COSW(82): 0.47% Top=TTD TRIP GRUB YELP TWLO TYL NTNX ZEN ….. TWTR SPLK GWRE FEYE WUBA MDRX COUP ATHM=Bottom (Computer Software/Internet)
INSU(37): 0.43% Top=SLF CNO FAF RDN UNM LNC PRU ORI ….. AIZ CLGX MMC AON MBI RE AFSI VR=Bottom (Insurance)
CONS(53): 0.38% Top=ENR WHR MAT NKE EL VFC FOSL COH ….. BMS EPC SKX PAY SEE CSL GPK BERY=Bottom (Consumer)
CHEM(26): 0.28% Top=CF POT AGU GRA MOS CC OLN HUN ….. APD FMC SMG ASH AXTA PPG SHW PX=Bottom (Chemicals/Fertilizers)
REAL(108): 0.21% Top=OFC GPT JLL NYRT KRC DRH CLI CUZ ….. O PSA STOR IVR INN NLY SRC CYS=Bottom (Real Estate)
LEIS(35): 0.04% Top=RCL CCL JACK LQ SIX EXPE EAT TXRH ….. SHAK SEAS LVS STAY SONC ZOES BLMN WYNN=Bottom (Leisure)
COHW(37): 0.04% Top=CIEN VG VRSN CDW WDC T VIAV ARRS ….. PSTG CSCO FNSR INFN PANW TDC SSYS BBRY=Bottom (Computer Hardware/Telecom)
ENER(97): -0.01% Top=NBR ETE OAS ATW GEL PAGP RDC LPI ….. REN RRC PE FANG GPOR NFX MTDR SWN=Bottom (Energy)
HEAL(48): -0.01% Top=BKD ANTM A HRC WCG OPK ELGX CNC ….. ALGN VWR ZBH BAX THC NUVA ACHC ABMD=Bottom (Health)

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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