daytrend

12/30/2016

Filed under: Market Stats — daytrend @ 4:39 pm

Closing Stats
by daytrend on 20161230. 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 (20161230 Closing)
13.1% of stocks are above yesterday’s high.
29.4% are above yesterday’s midpoint. (70.6% are below.)
38.5% are below yesterday’s low.
48.4% are inside yesterday’s range.
40.4% of stocks with today’s high > yesterday’s high. (59.6% less than).
61.6% of stocks with today’s low < yesterday’s low. (38.4% greater than).

EVIDENCE OF INTRADAY TREND (20161230 Closing)
25.1% of stocks are above today’s open. (74.4% are below).
23.8% of stocks are above today’s open and yesterday’s close.
54.6% are below both.
12.4% of stocks opened above yesterday’s high.
84.5% of stocks opened above yesterday’s close. (13.5% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161230 Closing)
5.0% of stocks are in the top 10% of today’s range.
10.0% are in the top 20%.
29.5% are in the top half. 70.5% of stocks are in the bottom half of today’s range.
25.4% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20161230 Closing)
44.0% of stocks are above yesterday’s close. (56.0% are below.)
0.2% are up 4.5% or more. 0.7% are down 4.5% or more.
0.2% are up 3.5% or more. 1.2% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20161230 Closing)
2-day: >=95:2.2%…>=90:5.1%…>=80:11.5%…>=50:28.2%…<=20:44.2%…<=10:27.6%…<=5:13.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:37.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:49.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161230 Closing)
13.1% above previous 1 highs, 38.5% below previous 1 lows
10.2% above previous 2 highs, 34.9% below previous 2 lows
8.5% above previous 3 highs, 33.7% below previous 3 lows
8.1% above previous 4 highs, 31.3% below previous 4 lows
7.6% above previous 5 highs, 28.9% below previous 5 lows
4.3% above previous 6 highs, 27.8% below previous 6 lows
4.1% above previous 7 highs, 26.0% below previous 7 lows
4.1% above previous 8 highs, 23.4% below previous 8 lows
4.1% above previous 9 highs, 21.1% below previous 9 lows
4.1% above previous 10 highs, 19.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161230 Closing)
44.0% are above or equal to 12/29 close (1 days ago), 56.0% are below.
33.9% are above or equal to 12/28 close (2 days ago), 66.1% are below.
17.8% are above or equal to 12/27 close (3 days ago), 82.2% are below.
23.8% are above or equal to 12/23 close (4 days ago), 76.2% are below.
28.7% are above or equal to 12/22 close (5 days ago), 71.3% are below.
24.9% are above or equal to 12/21 close (6 days ago), 75.1% are below.
22.1% are above or equal to 12/20 close (7 days ago), 77.9% are below.
30.6% are above or equal to 12/19 close (8 days ago), 69.4% are below.
37.4% are above or equal to 12/16 close (9 days ago), 62.6% are below.
34.8% are above or equal to 12/15 close (10 days ago), 65.2% are below.
41.5% are above or equal to 12/14 close (11 days ago), 58.5% are below.
29.6% are above or equal to 12/13 close (12 days ago), 70.4% are below.
31.7% are above or equal to 12/12 close (13 days ago), 68.3% are below.
27.4% are above or equal to 12/9 close (14 days ago), 72.6% are below.
28.1% are above or equal to 12/8 close (15 days ago), 71.9% are below.
35.6% are above or equal to 12/7 close (16 days ago), 64.4% are below.
49.6% are above or equal to 12/6 close (17 days ago), 50.4% are below.
54.1% are above or equal to 12/5 close (18 days ago), 45.9% are below.
60.8% are above or equal to 12/2 close (19 days ago), 39.2% are below.
61.3% are above or equal to 12/1 close (20 days ago), 38.7% are below.
58.2% are above or equal to 11/30 close (21 days ago), 41.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161230 Closing)
20d: 4.9% new highs, 14.5% new lows
21d: 4.9% new highs, 12.9% new lows
42d: 2.6% new highs, 3.1% new lows
63d: 1.3% new highs, 2.4% new lows
126d: 0.6% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161230 Closing)
2-day: 43.2% above, 56.8% below
3-day: 37.4% above, 62.6% below
4-day: 24.0% above, 76.0% below
5-day: 22.7% above, 77.3% below
8-day: 22.1% above, 77.9% below
10-day: 25.0% above, 75.0% below
20-day: 33.7% above, 66.3% below
50-day: 65.7% above, 34.3% below
200-day: 65.9% above, 34.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161230 Closing)
REAL(101): 1.20% Top=GPT KRC BDN SLG CBL LXP CLI SRC ….. NLY ARR CYS AMT TWO IVR ALLY CIM=Bottom (Real Estate)
FINA(90): 0.57% Top=OMF CFR FII RF SIVB WDR KEY JPM ….. TROW WU UMBF EFX PYPL JNS WETF KKR=Bottom (Banks/Financials)
ENER(91): 0.11% Top=CRC CVI GEL REN COG SPN MPLX NBR ….. NFX QEP DK PDCE BBG RDC EGN OKS=Bottom (Energy)
INSU(31): -0.02% Top=FNF LNC MET AFSI BRO AJG UNM PRU ….. L MMC AIG AFL MTG FAF AGO MBI=Bottom (Insurance)
RETA(61): -0.10% Top=DKS ETSY TLRD KMX ANF ASNA WSM MIK ….. WBA KSS ORLY ROST NFLX MELI SFM AMZN=Bottom (Retail & Specialty Retail)
MANU(33): -0.23% Top=DDD ITT CFX FLS ITW ROP AME PH ….. IR XYL PNR EMR ETN MHK RS TEX=Bottom (Manufacturing)
TRAN(26): -0.24% Top=NAT JBLU ALK KSU SAVE GWR ODFL CP ….. UNP BRS DAL UAL LUV CNI CSX AAL=Bottom (Transportation)
CONS(49): -0.31% Top=KATE PAY FOSL TPX MAT LULU SKX COH ….. OI FBHS WRK CLX CHD NWL LEG CRI=Bottom (Consumer)
COSW(76): -0.33% Top=FEYE DATA NTNX PFPT NUAN ZEN SHOP WUBA ….. WDAY GWRE TWLO EA SINA FIS MDRX NTES=Bottom (Computer Software/Internet)
CHEM(24): -0.34% Top=PAH SMG MOS GRA MON FMC PPG PX ….. IFF CF DOW WLK ALB DD OLN CC=Bottom (Chemicals/Fertilizers)
DISV(43): -0.40% Top=RRD INFO VNTV TRU G CXW WOOF SERV ….. ALLE HRB R AMN CAR FDC ZTO YY=Bottom (Diversified Services)
HEAL(45): -0.54% Top=PRAH VWR PRXL NUVA STJ DGX LH HCA ….. ANTM XRAY SYK ESRX BKD THC DXCM OPK=Bottom (Health)
COHW(32): -0.60% Top=STX COMM ARRS ANET BCE VRSN JNPR PANW ….. TMUS QCOM VIAV ZAYO VG FNSR ACIA S=Bottom (Computer Hardware/Telecom)
LEIS(34): -0.67% Top=MGM RRR STAY CMG HLT CCL BYD ARMK ….. DRI SHAK WEN SBUX TXRH SEAS DPZ SONC=Bottom (Leisure)
MATE(24): -0.74% Top=PWR SRCL WCN FLR EXP RSG DAR WM ….. MLM TOL SUM KBH CAA VMC USG TPH=Bottom (Materials & Construction)
ELEC(49): -0.91% Top=PI FLEX TRMB KEYS WAT CSIQ AMBA CAVM ….. ON MSCC SPWR SWKS AMKR SIMO CRUS IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(28): -2.15% Top=FMSA AKS CCJ SLCA SCCO CLF ARNC CMC ….. RGLD X SLW SSRI TAHO CDE AGI AG=Bottom (Metals & Mining)

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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