daytrend

01/04/2017

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

Closing Stats
by daytrend on 20170104. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

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

COMPARED TO YESTERDAY’S RANGE (20170104 Closing)
56.2% of stocks are above yesterday’s high.
87.6% are above yesterday’s midpoint. (12.4% are below.)
1.6% are below yesterday’s low.
42.2% are inside yesterday’s range.
73.7% of stocks with today’s high > yesterday’s high. (26.3% less than).
8.1% of stocks with today’s low < yesterday’s low. (91.9% greater than).

EVIDENCE OF INTRADAY TREND (20170104 Closing)
82.2% of stocks are above today’s open. (17.5% are below).
81.1% of stocks are above today’s open and yesterday’s close.
9.7% are below both.
20.7% of stocks opened above yesterday’s high.
80.3% of stocks opened above yesterday’s close. (17.1% opened below yesterday’s close).
0.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170104 Closing)
20.7% of stocks are in the top 10% of today’s range.
39.6% are in the top 20%.
77.9% are in the top half. 22.1% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170104 Closing)
89.2% of stocks are above yesterday’s close. (10.8% are below.)
2.8% are up 4.5% or more. 0.1% are down 4.5% or more.
8.4% are up 3.5% or more. 0.2% are down 3.5% or more.
37.8% are between +1% and -1%.

RSI on DAILY (20170104 Closing)
2-day: >=95:15.3%…>=90:39.7%…>=80:65.8%…>=50:88.8%…<=20:3.0%…<=10:2.2%…<=5:1.5%…
9-day: >=95:0.1%…>=90:0.1%…>=80:1.6%…>=50:77.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.1%…>=90:0.1%…>=80:0.5%…>=50:78.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170104 Closing)
56.2% above previous 1 highs, 1.6% below previous 1 lows
51.8% above previous 2 highs, 1.2% below previous 2 lows
49.1% above previous 3 highs, 1.2% below previous 3 lows
41.2% above previous 4 highs, 1.2% below previous 4 lows
37.3% above previous 5 highs, 1.2% below previous 5 lows
36.0% above previous 6 highs, 1.2% below previous 6 lows
31.5% above previous 7 highs, 1.2% below previous 7 lows
27.7% above previous 8 highs, 1.0% below previous 8 lows
25.5% above previous 9 highs, 1.0% below previous 9 lows
24.4% above previous 10 highs, 0.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170104 Closing)
89.2% are above or equal to 1/3 close (1 days ago), 10.8% are below.
91.3% are above or equal to 12/30 close (2 days ago), 8.7% are below.
84.0% are above or equal to 12/29 close (3 days ago), 16.0% are below.
83.3% are above or equal to 12/28 close (4 days ago), 16.7% are below.
64.3% are above or equal to 12/27 close (5 days ago), 35.7% are below.
69.2% are above or equal to 12/23 close (6 days ago), 30.8% are below.
71.3% are above or equal to 12/22 close (7 days ago), 28.7% are below.
62.4% are above or equal to 12/21 close (8 days ago), 37.6% are below.
58.2% are above or equal to 12/20 close (9 days ago), 41.8% are below.
65.6% are above or equal to 12/19 close (10 days ago), 34.4% are below.
68.1% are above or equal to 12/16 close (11 days ago), 31.9% are below.
62.6% are above or equal to 12/15 close (12 days ago), 37.4% are below.
66.4% are above or equal to 12/14 close (13 days ago), 33.6% are below.
53.1% are above or equal to 12/13 close (14 days ago), 46.9% are below.
54.6% are above or equal to 12/12 close (15 days ago), 45.4% are below.
49.4% are above or equal to 12/9 close (16 days ago), 50.6% are below.
50.1% are above or equal to 12/8 close (17 days ago), 49.9% are below.
56.0% are above or equal to 12/7 close (18 days ago), 44.0% are below.
66.7% are above or equal to 12/6 close (19 days ago), 33.3% are below.
70.1% are above or equal to 12/5 close (20 days ago), 29.9% are below.
76.3% are above or equal to 12/2 close (21 days ago), 23.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170104 Closing)
20d: 19.1% new highs, 1.7% new lows
21d: 18.9% new highs, 1.5% new lows
42d: 13.9% new highs, 0.9% new lows
63d: 11.4% new highs, 0.6% new lows
126d: 7.9% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170104 Closing)
2-day: 88.6% above, 11.4% below
3-day: 91.8% above, 8.2% below
4-day: 89.4% above, 10.6% below
5-day: 87.6% above, 12.4% below
8-day: 81.8% above, 18.2% below
10-day: 75.8% above, 24.2% below
20-day: 65.8% above, 34.2% below
50-day: 79.3% above, 20.7% below
200-day: 69.7% above, 30.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170104 Closing)
LEIS(33): 4.47% Top=HLT SHAK WYNN LVS DPZ GPRO RRR BYD ….. H DRI SIX MGM MCD MAR EAT SEAS=Bottom (Leisure)
META(28): 2.78% Top=X FCX CENX AKS CNX STLD AG SCCO ….. NEM SSRI SLW AEM RGLD FNV ABX SLCA=Bottom (Metals & Mining)
RETA(61): 1.87% Top=SHLD PIR ANF AN KSS GNC W ASNA ….. WFM COST WBA SFM CASY EBAY CVS KR=Bottom (Retail & Specialty Retail)
CHEM(25): 1.87% Top=CC MOS CF POT PAH OLN ALB HUN ….. APD DOW DD GRA SHW IFF PX MON=Bottom (Chemicals/Fertilizers)
CONS(48): 1.82% Top=WWW LULU OI NWL PAY CRI SKX AVY ….. CHD CLX ECL VFC KMB PBI PG RL=Bottom (Consumer)
HEAL(43): 1.77% Top=THC ACHC CYH DXCM MOH HCA BKD CNC ….. UNH STE NUVA BCR ANTM BDX HOLX VAR=Bottom (Health)
FINA(85): 1.75% Top=BX CBOE STT RJF KKR BOFI OMF ARCC ….. MTB EFX FRC FII WFC BLK ACAS JPM=Bottom (Banks/Financials)
DISV(42): 1.73% Top=WTW ATHN MYGN GPN ACM FDC RHI AL ….. AMN ZTO PAYX SBAC SCI CXW CAR YY=Bottom (Diversified Services)
COSW(73): 1.64% Top=NTNX SPLK WDAY RHT NOW DATA CSC XRX ….. JD GOOG DOX VIPS ATHM MSFT MDRX CERN=Bottom (Computer Software/Internet)
REAL(96): 1.63% Top=WPG SC DFT HTA RLGY DLR BXP SKT ….. CHSP MPW NLY GPT EDR AMT CIM CYS=Bottom (Real Estate)
MATE(24): 1.63% Top=KBH SRCL USG VMC LEN DHI PHM SUM ….. WY PWR DAR FAST RSG MDR OC WM=Bottom (Materials & Construction)
TRAN(25): 1.52% Top=GWR NSC XPO CP LUV DAL CNI CSX ….. FDX BRS UAL KSU CHRW EXPD UPS SWFT=Bottom (Transportation)
COHW(31): 1.03% Top=ANET ARRS TDC S BBRY COMM VRSN ACIA ….. QCOM AAPL VZ MSI T STX CSCO ZAYO=Bottom (Computer Hardware/Telecom)
INSU(31): 0.99% Top=RDN MTG HIG MBI BRO UNM AIG LNC ….. MET AXS AFSI CINF XL ALL TRV L=Bottom (Insurance)
MANU(32): 0.95% Top=ATI DDD AGCO ITT TEX DE KMT XYL ….. GE CMI MFS ROK CAT MRC ETN EMR=Bottom (Manufacturing)
ENER(90): 0.84% Top=ECA SPN AR NBR SM WLL HLX OAS ….. VVV HES SN ATW MPC TSO VLO PBF=Bottom (Energy)
ELEC(46): 0.73% Top=SPWR QRVO CREE ON AYI NVDA TRMB FIT ….. TEL INTC WAT AVGO XLNX MU CAVM 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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