daytrend

01/03/2017

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

Closing Stats
by daytrend on 20170103. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 822.

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

COMPARED TO YESTERDAY’S RANGE (20170103 Closing)
41.6% of stocks are above yesterday’s high.
71.2% are above yesterday’s midpoint. (28.8% are below.)
10.7% are below yesterday’s low.
47.7% are inside yesterday’s range.
78.2% of stocks with today’s high > yesterday’s high. (21.8% less than).
35.3% of stocks with today’s low < yesterday’s low. (64.7% greater than).

EVIDENCE OF INTRADAY TREND (20170103 Closing)
49.8% of stocks are above today’s open. (49.5% are below).
49.0% of stocks are above today’s open and yesterday’s close.
21.3% are below both.
37.7% of stocks opened above yesterday’s high.
91.0% of stocks opened above yesterday’s close. (7.8% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170103 Closing)
13.5% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
54.6% are in the top half. 45.4% of stocks are in the bottom half of today’s range.
7.9% are in the bottom 20%.
2.4% are in the bottom 10%.

GAIN (20170103 Closing)
78.1% of stocks are above yesterday’s close. (21.9% are below.)
3.3% are up 4.5% or more. 0.9% are down 4.5% or more.
6.7% are up 3.5% or more. 1.8% are down 3.5% or more.
51.1% are between +1% and -1%.

RSI on DAILY (20170103 Closing)
2-day: >=95:3.8%…>=90:10.3%…>=80:28.1%…>=50:69.5%…<=20:15.3%…<=10:10.1%…<=5:5.7%…
9-day: >=95:0.1%…>=90:0.2%…>=80:0.7%…>=50:56.3%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.2%…>=50:63.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170103 Closing)
41.6% above previous 1 highs, 10.7% below previous 1 lows
32.7% above previous 2 highs, 9.1% below previous 2 lows
18.1% above previous 3 highs, 8.6% below previous 3 lows
14.7% above previous 4 highs, 8.6% below previous 4 lows
14.5% above previous 5 highs, 8.3% below previous 5 lows
12.8% above previous 6 highs, 7.7% below previous 6 lows
10.3% above previous 7 highs, 7.7% below previous 7 lows
9.6% above previous 8 highs, 7.2% below previous 8 lows
9.5% above previous 9 highs, 6.7% below previous 9 lows
8.9% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170103 Closing)
78.1% are above or equal to 12/30 close (1 days ago), 21.9% are below.
67.3% are above or equal to 12/29 close (2 days ago), 32.7% are below.
63.5% are above or equal to 12/28 close (3 days ago), 36.5% are below.
35.8% are above or equal to 12/27 close (4 days ago), 64.2% are below.
44.9% are above or equal to 12/23 close (5 days ago), 55.1% are below.
49.5% are above or equal to 12/22 close (6 days ago), 50.5% are below.
38.9% are above or equal to 12/21 close (7 days ago), 61.1% are below.
35.4% are above or equal to 12/20 close (8 days ago), 64.6% are below.
45.4% are above or equal to 12/19 close (9 days ago), 54.6% are below.
50.2% are above or equal to 12/16 close (10 days ago), 49.8% are below.
47.0% are above or equal to 12/15 close (11 days ago), 53.0% are below.
51.5% are above or equal to 12/14 close (12 days ago), 48.5% are below.
36.5% are above or equal to 12/13 close (13 days ago), 63.5% are below.
39.9% are above or equal to 12/12 close (14 days ago), 60.1% are below.
35.5% are above or equal to 12/9 close (15 days ago), 64.5% are below.
37.2% are above or equal to 12/8 close (16 days ago), 62.8% are below.
44.5% are above or equal to 12/7 close (17 days ago), 55.5% are below.
56.6% are above or equal to 12/6 close (18 days ago), 43.4% are below.
62.8% are above or equal to 12/5 close (19 days ago), 37.2% are below.
68.2% are above or equal to 12/2 close (20 days ago), 31.8% are below.
68.1% are above or equal to 12/1 close (21 days ago), 31.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170103 Closing)
20d: 11.2% new highs, 10.0% new lows
21d: 10.9% new highs, 9.5% new lows
42d: 9.5% new highs, 1.9% new lows
63d: 7.4% new highs, 1.8% new lows
126d: 5.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170103 Closing)
2-day: 77.5% above, 22.5% below
3-day: 72.4% above, 27.6% below
4-day: 71.3% above, 28.7% below
5-day: 60.3% above, 39.7% below
8-day: 51.7% above, 48.3% below
10-day: 48.5% above, 51.5% below
20-day: 48.4% above, 51.6% below
50-day: 70.7% above, 29.3% below
200-day: 66.8% above, 33.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170103 Closing)
REAL(98): 2.66% Top=GPT NRF CLNY CSAL CONE SPG CYS AGNC ….. AMH NSA DOC EQR HCN AIV UDR ACC=Bottom (Real Estate)
META(28): 2.54% Top=CDE SSRI AG AGI X TAHO FCX PAAS ….. SCCO TECK SLCA NUE CENX FMSA CCJ CNX=Bottom (Metals & Mining)
ENER(90): 1.54% Top=HLX LPI MPC WLL DK SN QEP SPN ….. SM ETE CVI GPOR COG RICE RRC SWN=Bottom (Energy)
MANU(34): 1.42% Top=MRC PNR ROK DDD CFX ATI CMI ETN ….. TTC DCI AOS HON XYL GE ITW BWXT=Bottom (Manufacturing)
DISV(42): 1.38% Top=FDC RRD URI KBR ATHN AL MAN WOOF ….. TRU RBA YY SERV HRB LDOS BAH WTW=Bottom (Diversified Services)
CONS(48): 1.27% Top=PBI TUP MAT ENR OI UAA GPK LULU ….. PKG CL PG VFC GIL AVY WWW KATE=Bottom (Consumer)
COHW(31): 1.08% Top=CTL LVLT STX VZ VIAV WDC ZAYO S ….. HPQ CIEN CCI ACIA ARRS CDW COMM FNSR=Bottom (Computer Hardware/Telecom)
FINA(88): 0.97% Top=WETF NSAM OMF BX SLM KKR LM WDR ….. BOFI NDAQ UMBF SBNY HOMB CME CFR CBOE=Bottom (Banks/Financials)
COSW(76): 0.92% Top=MBLY MDRX TSS ZEN CERN BITA PFPT WDAY ….. ACN SABR NTNX CDK GRUB CSC TWLO XRX=Bottom (Computer Software/Internet)
MATE(24): 0.85% Top=DAR KBH MAS USG SUM EXP CAA TPH ….. WCN PWR FAST LEN RSG VMC WM SRCL=Bottom (Materials & Construction)
ELEC(46): 0.72% Top=FIT FSLR IDTI CSIQ SPWR HIMX MU BRKR ….. CY ON KEYS AMAT XLNX AMBA NVDA OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(31): 0.59% Top=AGO MBI MTG FAF XL LNC UNM L ….. PGR ALL CINF FNF BRO AIG AFSI TRV=Bottom (Insurance)
HEAL(42): 0.56% Top=THC CNC BKD A EW TMO PKI ABT ….. ANTM ACHC AET MOH NUVA OPK DXCM IRWD=Bottom (Health)
CHEM(24): 0.52% Top=WLK ALB SHW GRA AXTA OLN CF EMN ….. PAH MON ASH PX APD IFF SMG CC=Bottom (Chemicals/Fertilizers)
RETA(62): 0.47% Top=GPS SHLD MELI SFM NFLX WSM AEO CVS ….. FINL BID BIG M SPLS KR TLRD DSW=Bottom (Retail & Specialty Retail)
TRAN(25): -0.00% Top=BRS NAT SWFT XPO WAB TRN FDX DAL ….. GWR ALK AAL CP NSC UNP SAVE KSU=Bottom (Transportation)
LEIS(33): -0.03% Top=SEAS RRR RCL MGM WYNN H BYD SHAK ….. CMG TXRH DRI STAY SONC MCD JACK ARMK=Bottom (Leisure)

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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