daytrend

12/29/2016

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

Closing Stats
by daytrend on 20161229. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20161229 Closing)
11.5% of stocks are above yesterday’s high.
25.8% are above yesterday’s midpoint. (74.2% are below.)
31.5% are below yesterday’s low.
57.0% are inside yesterday’s range.
22.6% of stocks with today’s high > yesterday’s high. (77.4% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND (20161229 Closing)
48.5% of stocks are above today’s open. (50.1% are below).
43.8% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
1.8% of stocks opened above yesterday’s high.
50.7% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
11.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161229 Closing)
7.5% of stocks are in the top 10% of today’s range.
14.9% are in the top 20%.
43.1% are in the top half. 56.9% of stocks are in the bottom half of today’s range.
14.6% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20161229 Closing)
51.6% of stocks are above yesterday’s close. (48.4% are below.)
1.4% are up 4.5% or more. 0.0% are down 4.5% or more.
1.7% are up 3.5% or more. 0.7% are down 3.5% or more.
77.8% are between +1% and -1%.

RSI on DAILY (20161229 Closing)
2-day: >=95:2.4%…>=90:4.2%…>=80:7.9%…>=50:28.3%…<=20:38.8%…<=10:16.7%…<=5:6.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:43.6%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161229 Closing)
11.5% above previous 1 highs, 31.5% below previous 1 lows
6.7% above previous 2 highs, 29.6% below previous 2 lows
6.5% above previous 3 highs, 24.3% below previous 3 lows
5.9% above previous 4 highs, 21.9% below previous 4 lows
3.3% above previous 5 highs, 20.3% below previous 5 lows
3.0% above previous 6 highs, 17.7% below previous 6 lows
3.0% above previous 7 highs, 13.0% below previous 7 lows
3.0% above previous 8 highs, 11.8% below previous 8 lows
3.0% above previous 9 highs, 9.9% below previous 9 lows
2.3% above previous 10 highs, 9.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161229 Closing)
51.6% are above or equal to 12/28 close (1 days ago), 48.4% are below.
16.5% are above or equal to 12/27 close (2 days ago), 83.5% are below.
26.8% are above or equal to 12/23 close (3 days ago), 73.2% are below.
34.9% are above or equal to 12/22 close (4 days ago), 65.1% are below.
27.4% are above or equal to 12/21 close (5 days ago), 72.6% are below.
23.3% are above or equal to 12/20 close (6 days ago), 76.7% are below.
32.6% are above or equal to 12/19 close (7 days ago), 67.4% are below.
42.8% are above or equal to 12/16 close (8 days ago), 57.2% are below.
39.9% are above or equal to 12/15 close (9 days ago), 60.1% are below.
46.6% are above or equal to 12/14 close (10 days ago), 53.4% are below.
30.0% are above or equal to 12/13 close (11 days ago), 70.0% are below.
34.6% are above or equal to 12/12 close (12 days ago), 65.4% are below.
29.6% are above or equal to 12/9 close (13 days ago), 70.4% are below.
29.0% are above or equal to 12/8 close (14 days ago), 71.0% are below.
36.9% are above or equal to 12/7 close (15 days ago), 63.1% are below.
52.6% are above or equal to 12/6 close (16 days ago), 47.4% are below.
57.5% are above or equal to 12/5 close (17 days ago), 42.5% are below.
64.4% are above or equal to 12/2 close (18 days ago), 35.6% are below.
65.0% are above or equal to 12/1 close (19 days ago), 35.0% are below.
61.1% are above or equal to 11/30 close (20 days ago), 38.9% are below.
59.6% are above or equal to 11/29 close (21 days ago), 40.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161229 Closing)
20d: 2.9% new highs, 10.8% new lows
21d: 2.7% new highs, 9.0% new lows
42d: 1.3% new highs, 2.4% new lows
63d: 1.1% new highs, 2.2% new lows
126d: 0.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161229 Closing)
2-day: 50.5% above, 49.5% below
3-day: 25.0% above, 75.0% below
4-day: 23.7% above, 76.3% below
5-day: 25.9% above, 74.1% below
8-day: 25.8% above, 74.2% below
10-day: 28.0% above, 72.0% below
20-day: 40.9% above, 59.1% below
50-day: 66.9% above, 33.1% below
200-day: 66.4% above, 33.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161229 Closing)
META(28): 2.70% Top=AG AGI SLW TAHO SSRI NEM ABX AEM ….. FCX SCCO CNX AKS TECK ARNC CLF CENX=Bottom (Metals & Mining)
REAL(101): 1.20% Top=SNH CLNY DFT DLR COR MPW WPG CYS ….. KIM LPT NYRT PEB SLG CBG RLGY ALLY=Bottom (Real Estate)
HEAL(45): 0.22% Top=THC NUVA RMD PRAH EW OPK BCR VWR ….. UNH STE WCG VAR DXCM CNC BKD MOH=Bottom (Health)
CONS(49): 0.12% Top=KATE CHD GPK PVH CLX RL KMB ENR ….. SEE CCK TPX PAY UAA BERY CRI FOSL=Bottom (Consumer)
DISV(43): 0.09% Top=WTW ZTO CAR CXW LDOS TRU WOOF SERV ….. JEC MCO MAN INFO ACM KBR AMN FDC=Bottom (Diversified Services)
CHEM(24): 0.07% Top=AXTA MOS CF PPG OLN ASH POT ALB ….. CC GRA PAH APD WLK DD HUN DOW=Bottom (Chemicals/Fertilizers)
LEIS(34): 0.03% Top=LQ TXRH STAY QSR HLT BLMN DPZ SONC ….. WEN SEAS EAT CCL MGM GPRO SHAK CMG=Bottom (Leisure)
COSW(76): 0.00% Top=MBLY CERN MTCH EQIX OTEX CSRA TTWO CDK ….. MDRX WB WUBA FEYE SQ TWLO NTNX BITA=Bottom (Computer Software/Internet)
TRAN(26): -0.06% Top=ODFL CP CNI JBLU SWFT NAT CHRW JBHT ….. UNP UAL DAL BRS SAVE FDX CSX AAL=Bottom (Transportation)
MANU(33): -0.08% Top=TTC BWXT PNR DCI MHK HON TEX CAT ….. RS XYL ROP PH IR MRC FLS DDD=Bottom (Manufacturing)
COHW(32): -0.09% Top=FNSR S CIEN BCE ARRS TDC VIAV COMM ….. NTAP ANET BBRY VG WDC VRSN STX ACIA=Bottom (Computer Hardware/Telecom)
MATE(24): -0.14% Top=WY SRCL PWR PHM VMC CAA MAS WCN ….. MDR DAR USG LEN MLM SUM FLR TPH=Bottom (Materials & Construction)
RETA(61): -0.16% Top=MELI SPLS BBBY PAG AN TJX KSS TSCO ….. ETSY ASNA TLRD SFM GES W RH BBY=Bottom (Retail & Specialty Retail)
ELEC(49): -0.17% Top=NVDA AYI DLB OCLR BRKR FTV CGNX KEYS ….. ON AMKR HIMX SPWR PI QRVO CSIQ MU=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): -0.17% Top=CLGX VR BRO AJG AXS ORI TRV PGR ….. MBI MTG L AIG LNC AFSI PRU XL=Bottom (Insurance)
FINA(90): -0.52% Top=ARCC ACAS PYPL APO JNS FII UMBF NSAM ….. SIVB STI BAC OMF RF WETF FITB CFG=Bottom (Banks/Financials)
ENER(91): -0.57% Top=CVI CRC SPN MPLX FTI SU PTEN MTDR ….. BWP ECA REN RICE OAS SN BBG HLX=Bottom (Energy)

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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