daytrend

12/21/2016

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

Closing Stats
by daytrend on 20161221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20161221 Closing)
14.1% of stocks are above yesterday’s high.
39.6% are above yesterday’s midpoint. (60.4% are below.)
27.0% are below yesterday’s low.
58.9% are inside yesterday’s range.
44.0% of stocks with today’s high > yesterday’s high. (56.0% less than).
48.3% of stocks with today’s low < yesterday’s low. (51.7% greater than).

EVIDENCE OF INTRADAY TREND (20161221 Closing)
35.1% of stocks are above today’s open. (63.5% are below).
28.6% of stocks are above today’s open and yesterday’s close.
58.3% are below both.
8.5% of stocks opened above yesterday’s high.
48.5% of stocks opened above yesterday’s close. (44.9% opened below yesterday’s close).
4.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161221 Closing)
2.7% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
34.6% are in the top half. 65.4% of stocks are in the bottom half of today’s range.
34.0% are in the bottom 20%.
23.4% are in the bottom 10%.

GAIN (20161221 Closing)
35.3% of stocks are above yesterday’s close. (64.7% are below.)
0.4% are up 4.5% or more. 0.8% are down 4.5% or more.
0.9% are up 3.5% or more. 1.2% are down 3.5% or more.
67.6% are between +1% and -1%.

RSI on DAILY (20161221 Closing)
2-day: >=95:4.3%…>=90:8.8%…>=80:19.9%…>=50:47.8%…<=20:16.7%…<=10:6.4%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:63.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:69.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161221 Closing)
14.1% above previous 1 highs, 27.0% below previous 1 lows
11.8% above previous 2 highs, 15.3% below previous 2 lows
9.3% above previous 3 highs, 9.4% below previous 3 lows
8.3% above previous 4 highs, 6.2% below previous 4 lows
6.9% above previous 5 highs, 5.6% below previous 5 lows
5.3% above previous 6 highs, 5.3% below previous 6 lows
3.9% above previous 7 highs, 5.0% below previous 7 lows
3.4% above previous 8 highs, 4.9% below previous 8 lows
3.4% above previous 9 highs, 4.7% below previous 9 lows
3.4% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161221 Closing)
35.3% are above or equal to 12/20 close (1 days ago), 64.7% are below.
53.6% are above or equal to 12/19 close (2 days ago), 46.4% are below.
62.4% are above or equal to 12/16 close (3 days ago), 37.6% are below.
58.9% are above or equal to 12/15 close (4 days ago), 41.1% are below.
63.7% are above or equal to 12/14 close (5 days ago), 36.3% are below.
41.1% are above or equal to 12/13 close (6 days ago), 58.9% are below.
44.3% are above or equal to 12/12 close (7 days ago), 55.7% are below.
38.4% are above or equal to 12/9 close (8 days ago), 61.6% are below.
39.3% are above or equal to 12/8 close (9 days ago), 60.7% are below.
46.9% are above or equal to 12/7 close (10 days ago), 53.1% are below.
61.7% are above or equal to 12/6 close (11 days ago), 38.3% are below.
66.0% are above or equal to 12/5 close (12 days ago), 34.0% are below.
74.7% are above or equal to 12/2 close (13 days ago), 25.3% are below.
74.6% are above or equal to 12/1 close (14 days ago), 25.4% are below.
69.2% are above or equal to 11/30 close (15 days ago), 30.8% are below.
64.9% are above or equal to 11/29 close (16 days ago), 35.1% are below.
67.1% are above or equal to 11/28 close (17 days ago), 32.9% are below.
60.2% are above or equal to 11/25 close (18 days ago), 39.8% are below.
63.0% are above or equal to 11/23 close (19 days ago), 37.0% are below.
64.8% are above or equal to 11/22 close (20 days ago), 35.2% are below.
68.5% are above or equal to 11/21 close (21 days ago), 31.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161221 Closing)
20d: 10.8% new highs, 3.6% new lows
21d: 10.5% new highs, 3.4% new lows
42d: 8.1% new highs, 1.5% new lows
63d: 6.6% new highs, 1.2% new lows
126d: 4.9% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161221 Closing)
2-day: 33.6% above, 66.4% below
3-day: 46.5% above, 53.5% below
4-day: 54.2% above, 45.8% below
5-day: 54.4% above, 45.6% below
8-day: 50.1% above, 49.9% below
10-day: 45.9% above, 54.1% below
20-day: 62.7% above, 37.3% below
50-day: 73.1% above, 26.9% below
200-day: 69.5% above, 30.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161221 Closing)
MATE(26): 0.20% Top=USG WCN CAA SUM LEN MAS OC KBH ….. SRCL WM FAST RYN EME PWR DAR MDR=Bottom (Materials & Construction)
LEIS(34): 0.13% Top=RRR MGM CCL WEN WYNN CMG DPZ LQ ….. SIX SBUX TXRH STAY EAT SEAS SHAK EXPE=Bottom (Leisure)
ENER(97): 0.08% Top=SWN ENLK HAL RRC COG EPD EEP SHLX ….. EPE PDCE ATW RDC REN SN OAS HLX=Bottom (Energy)
INSU(37): 0.03% Top=MBI XL AFL AFSI MET WRB HIG L ….. CLGX CINF FAF SLF PRU WLTW VR CNO=Bottom (Insurance)
CONS(53): -0.07% Top=OI WHR NWL NKE FBHS HBI TPX GIL ….. SON ECL LULU CRI HAS MAT GOLF FOSL=Bottom (Consumer)
META(28): -0.10% Top=SLCA CNX TAHO AEM CENX RGLD FMSA GG ….. X AGI CMC ABX AG CLF TECK CCJ=Bottom (Metals & Mining)
HEAL(48): -0.14% Top=CNC BKD HRC EW THC TFX ABMD UHS ….. ALGN TMO PKI STE AET NUVA ANTM ELGX=Bottom (Health)
ELEC(48): -0.15% Top=OCLR SIMO CRUS GLW MXL CY AMKR CGNX ….. FIT IDTI BRKR FTV CSIQ SPWR FSLR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(26): -0.20% Top=MOS SHW SMG PAH DOW IFF FMC DD ….. CF MON OLN WLK CE AGU POT CC=Bottom (Chemicals/Fertilizers)
FINA(92): -0.29% Top=EFX NSAM PSEC PYPL TCB EV HOMB PFG ….. BLK KKR IVZ WETF ICE BX WDR NYCB=Bottom (Banks/Financials)
DISV(47): -0.31% Top=AL URI ADS RBA ULTA SCI ZTO SBAC ….. MMS SERV FLT CAR JEC ATHN MYGN CXW=Bottom (Diversified Services)
MANU(41): -0.41% Top=MHK ATKR RS ATI TEX FLS CMI MRC ….. ITW PH BDC AGCO KMT LECO ITT DDD=Bottom (Manufacturing)
TRAN(26): -0.42% Top=WAB SAVE AAL DAL NAT CNI CHRW CP ….. JBHT XPO ODFL UPS GWR BRS TRN FDX=Bottom (Transportation)
COSW(83): -0.42% Top=TWLO ATHM YELP NTES VIPS JD RHT SYMC ….. TTD MDSO ZEN NTNX FEYE TWTR ACN TRIP=Bottom (Computer Software/Internet)
COHW(37): -0.52% Top=FNSR ZAYO TDS COMM HPQ WDC STX QCOM ….. CTL ACIA INFN VRSN SSYS PSTG BBRY VG=Bottom (Computer Hardware/Telecom)
RETA(62): -0.78% Top=GES NFLX GME MELI TLRD GNC SBH SFM ….. BIG KSS BID ANF ASNA DSW PIR FINL=Bottom (Retail & Specialty Retail)
REAL(108): -1.05% Top=CSAL NRF CLNY ARR RLGY NYRT CYS MFA ….. KIM SLG WRI SPG GGP HR MAA OHI=Bottom (Real Estate)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: