daytrend

12/22/2016

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

Closing Stats
by daytrend on 20161222. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 893.

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

COMPARED TO YESTERDAY’S RANGE (20161222 Closing)
9.2% of stocks are above yesterday’s high.
25.6% are above yesterday’s midpoint. (74.4% are below.)
44.6% are below yesterday’s low.
46.2% are inside yesterday’s range.
23.3% of stocks with today’s high > yesterday’s high. (76.7% less than).
76.1% of stocks with today’s low < yesterday’s low. (23.9% greater than).

EVIDENCE OF INTRADAY TREND (20161222 Closing)
33.7% of stocks are above today’s open. (64.5% are below).
28.4% of stocks are above today’s open and yesterday’s close.
60.2% are below both.
3.9% of stocks opened above yesterday’s high.
39.6% of stocks opened above yesterday’s close. (55.5% opened below yesterday’s close).
19.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161222 Closing)
6.6% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
42.7% are in the top half. 57.3% of stocks are in the bottom half of today’s range.
26.0% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20161222 Closing)
33.7% of stocks are above yesterday’s close. (66.3% are below.)
0.2% are up 4.5% or more. 3.2% are down 4.5% or more.
0.8% are up 3.5% or more. 5.7% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY (20161222 Closing)
2-day: >=95:4.1%…>=90:7.5%…>=80:13.8%…>=50:33.9%…<=20:34.9%…<=10:17.0%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:54.9%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:63.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161222 Closing)
9.2% above previous 1 highs, 44.6% below previous 1 lows
6.7% above previous 2 highs, 35.3% below previous 2 lows
6.0% above previous 3 highs, 27.2% below previous 3 lows
5.0% above previous 4 highs, 21.4% below previous 4 lows
4.9% above previous 5 highs, 17.5% below previous 5 lows
4.3% above previous 6 highs, 16.2% below previous 6 lows
3.9% above previous 7 highs, 15.8% below previous 7 lows
3.2% above previous 8 highs, 15.0% below previous 8 lows
2.9% above previous 9 highs, 14.7% below previous 9 lows
2.8% above previous 10 highs, 13.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161222 Closing)
33.7% are above or equal to 12/21 close (1 days ago), 66.3% are below.
28.1% are above or equal to 12/20 close (2 days ago), 71.9% are below.
41.1% are above or equal to 12/19 close (3 days ago), 58.9% are below.
51.0% are above or equal to 12/16 close (4 days ago), 49.0% are below.
48.5% are above or equal to 12/15 close (5 days ago), 51.5% are below.
54.4% are above or equal to 12/14 close (6 days ago), 45.6% are below.
35.5% are above or equal to 12/13 close (7 days ago), 64.5% are below.
38.1% are above or equal to 12/12 close (8 days ago), 61.9% are below.
32.8% are above or equal to 12/9 close (9 days ago), 67.2% are below.
34.0% are above or equal to 12/8 close (10 days ago), 66.0% are below.
42.2% are above or equal to 12/7 close (11 days ago), 57.8% are below.
55.3% are above or equal to 12/6 close (12 days ago), 44.7% are below.
60.5% are above or equal to 12/5 close (13 days ago), 39.5% are below.
68.1% are above or equal to 12/2 close (14 days ago), 31.9% are below.
69.3% are above or equal to 12/1 close (15 days ago), 30.7% are below.
62.9% are above or equal to 11/30 close (16 days ago), 37.1% are below.
60.9% are above or equal to 11/29 close (17 days ago), 39.1% are below.
60.8% are above or equal to 11/28 close (18 days ago), 39.2% are below.
56.3% are above or equal to 11/25 close (19 days ago), 43.7% are below.
58.7% are above or equal to 11/23 close (20 days ago), 41.3% are below.
60.7% are above or equal to 11/22 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161222 Closing)
20d: 6.0% new highs, 10.9% new lows
21d: 6.0% new highs, 10.3% new lows
42d: 4.6% new highs, 4.7% new lows
63d: 3.9% new highs, 4.1% new lows
126d: 2.9% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161222 Closing)
2-day: 32.8% above, 67.2% below
3-day: 28.9% above, 71.1% below
4-day: 33.1% above, 66.9% below
5-day: 38.6% above, 61.4% below
8-day: 41.9% above, 58.1% below
10-day: 39.1% above, 60.9% below
20-day: 54.0% above, 46.0% below
50-day: 69.5% above, 30.5% below
200-day: 67.2% above, 32.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161222 Closing)
ENER(96): 0.70% Top=CVI REN CRZO BBG PBF EEP ETE MPC ….. WMB MUR NBR OII RDC NFX DO HLX=Bottom (Energy)
ELEC(48): 0.14% Top=MU PI CSIQ BRKR SWKS AMAT NVDA LRCX ….. AVGO MSCC SNPS MXL FSLR CY SPWR CAVM=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(37): -0.02% Top=MBI AIZ RDN CLGX AXS VR AJG ORI ….. L LNC FNF AIG PRU CNO SLF AFSI=Bottom (Insurance)
REAL(108): -0.16% Top=ARR CPT GLPI AIV CYS COR OFC MAA ….. KRC DEI CBL HST CLNY NRF IVR GGP=Bottom (Real Estate)
HEAL(48): -0.28% Top=MD ACHC IART AET STE SYK BSX NUVA ….. WCG PKI OPK ABMD PRAH DXCM BKD IRWD=Bottom (Health)
CHEM(26): -0.40% Top=CF MOS AGU IFF POT MON SMG FMC ….. ALB ASH PX WLK CE PAH HUN CC=Bottom (Chemicals/Fertilizers)
FINA(92): -0.43% Top=SBNY CFR UMBF OZRK SIVB ISBC WAL WU ….. BLK KKR BX LM WDR NSAM LADR WETF=Bottom (Banks/Financials)
COHW(37): -0.45% Top=WDC VZ S T LVLT BCE TMUS VG ….. ARRS CIEN VRSN BBRY CDW SSYS TDC INFN=Bottom (Computer Hardware/Telecom)
MANU(41): -0.59% Top=BWXT XYL TTC ETN CAT PH AME ROP ….. KMT ITT AOS CFX MWA MRC DDD ATI=Bottom (Manufacturing)
LEIS(34): -0.61% Top=MTN GPRO MCD MGM SEAS RRR JACK ARMK ….. RCL WYNN WEN CCL MAR DRI BLMN LQ=Bottom (Leisure)
TRAN(26): -0.84% Top=NSC UNP CSX UPS JBHT TRN CHRW KSU ….. NAT AAL SAVE BRS UAL DAL ALK JBLU=Bottom (Transportation)
DISV(47): -0.94% Top=TAL CTAS HRB FLT WOOF G INFO PAYX ….. SERV ULTA ATHN MMS YY RRD CAR RBA=Bottom (Diversified Services)
META(28): -0.94% Top=FMSA CCJ SLCA FNV ARNC AGI SSRI AEM ….. FCX TECK X PAAS CLF CMC CDE CENX=Bottom (Metals & Mining)
MATE(26): -1.02% Top=SRCL WM RSG EME FAST WCN MLM WY ….. OC TOL EXP USG DAR KBH MAS PHM=Bottom (Materials & Construction)
CONS(53): -1.34% Top=EL CLX CL ENR KMB PG CCK BLL ….. CRI WWW LULU FL KATE COH SKX FOSL=Bottom (Consumer)
COSW(84): -1.46% Top=BITA MDRX NTNX IAC ORCL EQIX TRIP EA ….. FTNT NOW ZEN TWTR ATHM WB TWLO RHT=Bottom (Computer Software/Internet)
RETA(62): -3.61% Top=MELI EBAY KAR AMZN COST KR NFLX ORLY ….. AEO GNC ASNA BIG WSM DKS TLRD BBBY=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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