daytrend

12/27/2016

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20161227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 880.

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

COMPARED TO YESTERDAY’S RANGE (20161227 Closing)
38.8% of stocks are above yesterday’s high.
76.1% are above yesterday’s midpoint. (23.9% are below.)
4.3% are below yesterday’s low.
56.9% are inside yesterday’s range.
80.1% of stocks with today’s high > yesterday’s high. (19.9% less than).
16.6% of stocks with today’s low < yesterday’s low. (83.4% greater than).

EVIDENCE OF INTRADAY TREND (20161227 Closing)
61.8% of stocks are above today’s open. (37.0% are below).
59.2% of stocks are above today’s open and yesterday’s close.
21.8% are below both.
23.5% of stocks opened above yesterday’s high.
73.4% of stocks opened above yesterday’s close. (20.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161227 Closing)
4.4% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
48.5% are in the top half. 51.5% of stocks are in the bottom half of today’s range.
14.1% are in the bottom 20%.
6.4% are in the bottom 10%.

GAIN (20161227 Closing)
76.3% of stocks are above yesterday’s close. (23.8% are below.)
1.4% are up 4.5% or more. 0.1% are down 4.5% or more.
2.0% are up 3.5% or more. 0.1% are down 3.5% or more.
79.9% are between +1% and -1%.

RSI on DAILY (20161227 Closing)
2-day: >=95:6.7%…>=90:13.9%…>=80:29.1%…>=50:69.0%…<=20:9.3%…<=10:3.8%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.5%…>=50:63.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:66.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161227 Closing)
38.8% above previous 1 highs, 4.3% below previous 1 lows
24.3% above previous 2 highs, 2.0% below previous 2 lows
15.8% above previous 3 highs, 1.8% below previous 3 lows
13.0% above previous 4 highs, 1.5% below previous 4 lows
12.2% above previous 5 highs, 1.3% below previous 5 lows
11.1% above previous 6 highs, 1.1% below previous 6 lows
10.2% above previous 7 highs, 1.1% below previous 7 lows
8.3% above previous 8 highs, 1.0% below previous 8 lows
7.2% above previous 9 highs, 1.0% below previous 9 lows
6.1% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161227 Closing)
76.3% are above or equal to 12/23 close (1 days ago), 23.8% are below.
74.8% are above or equal to 12/22 close (2 days ago), 25.2% are below.
54.8% are above or equal to 12/21 close (3 days ago), 45.2% are below.
44.9% are above or equal to 12/20 close (4 days ago), 55.1% are below.
55.5% are above or equal to 12/19 close (5 days ago), 44.5% are below.
61.7% are above or equal to 12/16 close (6 days ago), 38.3% are below.
59.2% are above or equal to 12/15 close (7 days ago), 40.8% are below.
62.8% are above or equal to 12/14 close (8 days ago), 37.2% are below.
43.1% are above or equal to 12/13 close (9 days ago), 56.9% are below.
46.6% are above or equal to 12/12 close (10 days ago), 53.4% are below.
40.5% are above or equal to 12/9 close (11 days ago), 59.5% are below.
40.8% are above or equal to 12/8 close (12 days ago), 59.2% are below.
48.2% are above or equal to 12/7 close (13 days ago), 51.8% are below.
60.2% are above or equal to 12/6 close (14 days ago), 39.8% are below.
65.3% are above or equal to 12/5 close (15 days ago), 34.7% are below.
72.6% are above or equal to 12/2 close (16 days ago), 27.4% are below.
73.1% are above or equal to 12/1 close (17 days ago), 26.9% are below.
67.4% are above or equal to 11/30 close (18 days ago), 32.6% are below.
63.9% are above or equal to 11/29 close (19 days ago), 36.1% are below.
65.1% are above or equal to 11/28 close (20 days ago), 34.9% are below.
60.7% are above or equal to 11/25 close (21 days ago), 39.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161227 Closing)
20d: 10.8% new highs, 1.7% new lows
21d: 10.8% new highs, 1.7% new lows
42d: 8.6% new highs, 0.6% new lows
63d: 7.3% new highs, 0.6% new lows
126d: 5.9% new highs, 0.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161227 Closing)
2-day: 74.4% above, 25.6% below
3-day: 77.0% above, 23.0% below
4-day: 66.9% above, 33.1% below
5-day: 58.9% above, 41.1% below
8-day: 60.8% above, 39.2% below
10-day: 58.0% above, 42.0% below
20-day: 62.0% above, 38.0% below
50-day: 73.0% above, 27.0% below
200-day: 68.1% above, 31.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161227 Closing)
META(28): 2.03% Top=AG SSRI AGI FMSA TAHO PAAS AEM CDE ….. NEM AKS CNX STLD CCJ ARNC CLF FCX=Bottom (Metals & Mining)
ELEC(49): 1.23% Top=FIT NVDA CSIQ SPWR HIMX AMD FSLR AMKR ….. MCHP FLEX CY FTV TEL OCLR SIMO AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): 0.84% Top=SUM LEN TOL MLM MDR EXP VMC DAR ….. RYN USG RSG TPH WM WCN SRCL WY=Bottom (Materials & Construction)
RETA(62): 0.77% Top=GNC W GES GME NFLX ASNA BID ETSY ….. KSS CASY TJX SFM LB WFM BURL DLTR=Bottom (Retail & Specialty Retail)
COSW(83): 0.76% Top=SHOP YELP ZEN FTNT WB VIPS NUAN JD ….. FFIV XRX IAC TTWO HPE SQ TTD RHT=Bottom (Computer Software/Internet)
CHEM(25): 0.74% Top=CF POT MOS PAH PPG GRA FMC RPM ….. DD DOW HUN EMN CE SMG OLN CC=Bottom (Chemicals/Fertilizers)
ENER(95): 0.69% Top=CRC RIG MTDR BBG EPE HP ATW EEP ….. NFX OKS ETP TSO SN SXL GPOR MMP=Bottom (Energy)
COHW(37): 0.61% Top=VG ACIA S TDC CIEN ARRS ANET TDS ….. PSTG VZ T PANW WDC HRS BCE SSYS=Bottom (Computer Hardware/Telecom)
MANU(38): 0.43% Top=ATI FLS MRC MWA BWXT DOV AGCO RS ….. CMI DHR SWK KMT XYL DCI NDSN DDD=Bottom (Manufacturing)
FINA(92): 0.40% Top=BOFI WETF OZRK LM HOMB PSEC UMBF WDR ….. BEN NSAM LADR RJF LAZ EFX KKR BX=Bottom (Banks/Financials)
CONS(52): 0.38% Top=CRI KATE TPX TUP WHR BMS VFC CLX ….. EL HAS FOSL CL PG GOLF NKE MAT=Bottom (Consumer)
TRAN(26): 0.34% Top=BRS WAB GWR KSU DAL JBHT CSX UNP ….. LUV JBLU CHRW UAL TRN SAVE NAT FDX=Bottom (Transportation)
DISV(45): 0.11% Top=CXW MMS HRB WOOF MYGN AMN R ULTA ….. AL PAYX INFO TRU YY CAR WTW RBA=Bottom (Diversified Services)
HEAL(47): 0.07% Top=PRXL ABMD COO ESRX ZBH NUVA A VAR ….. STE HLS BKD UHS OPK IRWD THC ACHC=Bottom (Health)
REAL(106): 0.02% Top=MAC CBL VTR GEO EXR MAA AVB ALLY ….. ARR COR GLPI AIV TWO NRZ CYS MGP=Bottom (Real Estate)
LEIS(34): -0.03% Top=SEAS SHAK LQ TXRH QSR WEN YUM MTN ….. RCL STAY DNKN CCL BYD GPRO RRR MGM=Bottom (Leisure)
INSU(35): -0.04% Top=AIZ MET AIG AFL PGR FNF PRU TMK ….. RGA ORI AON FAF MMC MBI CLGX AGO=Bottom (Insurance)

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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