daytrend

12/28/2016

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

Closing Stats
by daytrend on 20161228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 874.

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

COMPARED TO YESTERDAY’S RANGE (20161228 Closing)
1.7% of stocks are above yesterday’s high.
9.0% are above yesterday’s midpoint. (91.0% are below.)
70.5% are below yesterday’s low.
27.8% are inside yesterday’s range.
33.1% of stocks with today’s high > yesterday’s high. (66.9% less than).
85.0% of stocks with today’s low < yesterday’s low. (15.0% greater than).

EVIDENCE OF INTRADAY TREND (20161228 Closing)
5.9% of stocks are above today’s open. (93.6% are below).
4.1% of stocks are above today’s open and yesterday’s close.
92.0% are below both.
11.6% of stocks opened above yesterday’s high.
64.8% of stocks opened above yesterday’s close. (29.7% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161228 Closing)
0.7% of stocks are in the top 10% of today’s range.
2.6% are in the top 20%.
10.0% are in the top half. 90.0% of stocks are in the bottom half of today’s range.
58.7% are in the bottom 20%.
32.8% are in the bottom 10%.

GAIN (20161228 Closing)
6.2% of stocks are above yesterday’s close. (93.8% are below.)
0.1% are up 4.5% or more. 1.1% are down 4.5% or more.
0.1% are up 3.5% or more. 2.7% are down 3.5% or more.
44.4% are between +1% and -1%.

RSI on DAILY (20161228 Closing)
2-day: >=95:1.3%…>=90:1.8%…>=80:3.5%…>=50:11.9%…<=20:45.9%…<=10:18.4%…<=5:7.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:52.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161228 Closing)
1.7% above previous 1 highs, 70.5% below previous 1 lows
1.5% above previous 2 highs, 46.3% below previous 2 lows
1.4% above previous 3 highs, 35.0% below previous 3 lows
1.3% above previous 4 highs, 32.3% below previous 4 lows
1.3% above previous 5 highs, 27.7% below previous 5 lows
1.3% above previous 6 highs, 22.0% below previous 6 lows
1.1% above previous 7 highs, 18.8% below previous 7 lows
0.9% above previous 8 highs, 15.1% below previous 8 lows
0.2% above previous 9 highs, 14.4% below previous 9 lows
0.2% above previous 10 highs, 14.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161228 Closing)
6.2% are above or equal to 12/27 close (1 days ago), 93.8% are below.
20.8% are above or equal to 12/23 close (2 days ago), 79.2% are below.
29.3% are above or equal to 12/22 close (3 days ago), 70.7% are below.
24.0% are above or equal to 12/21 close (4 days ago), 76.0% are below.
21.4% are above or equal to 12/20 close (5 days ago), 78.6% are below.
32.0% are above or equal to 12/19 close (6 days ago), 68.0% are below.
40.8% are above or equal to 12/16 close (7 days ago), 59.2% are below.
40.2% are above or equal to 12/15 close (8 days ago), 59.8% are below.
45.8% are above or equal to 12/14 close (9 days ago), 54.2% are below.
29.4% are above or equal to 12/13 close (10 days ago), 70.6% are below.
33.6% are above or equal to 12/12 close (11 days ago), 66.4% are below.
28.1% are above or equal to 12/9 close (12 days ago), 71.9% are below.
29.2% are above or equal to 12/8 close (13 days ago), 70.8% are below.
36.5% are above or equal to 12/7 close (14 days ago), 63.5% are below.
50.5% are above or equal to 12/6 close (15 days ago), 49.5% are below.
55.3% are above or equal to 12/5 close (16 days ago), 44.7% are below.
63.6% are above or equal to 12/2 close (17 days ago), 36.4% are below.
64.2% are above or equal to 12/1 close (18 days ago), 35.8% are below.
59.7% are above or equal to 11/30 close (19 days ago), 40.3% are below.
56.1% are above or equal to 11/29 close (20 days ago), 43.9% are below.
57.2% are above or equal to 11/28 close (21 days ago), 42.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161228 Closing)
20d: 4.7% new highs, 8.1% new lows
21d: 4.7% new highs, 8.1% new lows
42d: 4.1% new highs, 2.4% new lows
63d: 3.4% new highs, 2.3% new lows
126d: 3.1% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161228 Closing)
2-day: 5.6% above, 94.4% below
3-day: 11.8% above, 88.2% below
4-day: 16.1% above, 83.9% below
5-day: 16.1% above, 83.9% below
8-day: 23.5% above, 76.5% below
10-day: 28.4% above, 71.6% below
20-day: 41.9% above, 58.1% below
50-day: 65.8% above, 34.2% below
200-day: 65.8% above, 34.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161228 Closing)
META(28): -0.10% Top=SSRI SLW ABX GG AGI CLF AEM FNV ….. FMSA CMC STLD AKS SLCA ARNC CCJ X=Bottom (Metals & Mining)
CONS(52): -0.49% Top=KATE COH UAA SKX LULU VFC SPB RL ….. IP PBI FBHS OI CHD GOLF GT KS=Bottom (Consumer)
LEIS(34): -0.78% Top=SIX JACK EXPE DNKN MCD DPZ YUM ARMK ….. MGM LQ WYNN HLT SONC GPRO SHAK TXRH=Bottom (Leisure)
INSU(33): -0.90% Top=TRV CLGX ALL FAF RGA L AIZ AFSI ….. AGO UNM MET PRU LNC WLTW MTG MBI=Bottom (Insurance)
DISV(45): -0.98% Top=SERV AMN CXW V ROL INFO FDC SCI ….. MYGN R ADS ACM CAR URI ZTO WTW=Bottom (Diversified Services)
RETA(62): -0.99% Top=AEO KORS RH GES URBN ANF AMZN KSS ….. BLDR TLRD AN BBY ETSY GME FINL GNC=Bottom (Retail & Specialty Retail)
HEAL(47): -1.09% Top=MOH ZBH ESRX RMD PRXL BAX BCR STJ ….. A MD ALGN IRWD CNC THC DXCM OPK=Bottom (Health)
FINA(92): -1.21% Top=APO PBCT NYCB UMBF EFX BK ARCC FRC ….. BGCP WDR LM BOFI OZRK JNS IVZ PSEC=Bottom (Banks/Financials)
REAL(104): -1.23% Top=ARR OHI HTA MAC MFA HPT BAM ACC ….. NRZ ARI TWO CIM CSAL KRC CBL CLNY=Bottom (Real Estate)
COHW(37): -1.23% Top=VRSN S LVLT BCE HRS T VZ CTL ….. ACIA VG NTAP QCOM CIEN ARRS FNSR SSYS=Bottom (Computer Hardware/Telecom)
CHEM(25): -1.23% Top=IFF AXTA MON DD SHW OLN DOW PX ….. WLK ASH APD CC CE ALB POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(26): -1.28% Top=CNI LUV NSC CP UPS UNP CSX JBHT ….. WAB DAL ODFL TRN KSU AAL ALK BRS=Bottom (Transportation)
ENER(94): -1.28% Top=CVI CPG ENLK RICE CVE PE MMP XEC ….. BWP ATW CRZO OII DO BBG OKS HLX=Bottom (Energy)
COSW(82): -1.32% Top=FTNT BIDU BR OTEX NTES IAC FIS TEAM ….. CSC YELP BITA WUBA FEYE TTD NTNX TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.46% Top=WM RSG LEN VMC WCN PHM DHI TOL ….. CAA USG SUM FAST EME TPH MDR DAR=Bottom (Materials & Construction)
MANU(38): -1.61% Top=AGCO ATKR DE GE DHR DCI ROK MHK ….. MWA ITW KMT ITT BDC ATI MRC DDD=Bottom (Manufacturing)
ELEC(49): -2.14% Top=KLAC ON HIMX TEL AMBA XLNX ADI CY ….. FSLR OCLR AMD SPWR FIT CSIQ NVDA PI=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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