daytrend

01/05/2017

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

Closing Stats
by daytrend on 20170105. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20170105 Closing)
25.0% of stocks are above yesterday’s high.
54.1% are above yesterday’s midpoint. (45.9% are below.)
22.5% are below yesterday’s low.
52.5% are inside yesterday’s range.
53.7% of stocks with today’s high > yesterday’s high. (46.3% less than).
45.0% of stocks with today’s low < yesterday’s low. (55.0% greater than).

EVIDENCE OF INTRADAY TREND (20170105 Closing)
44.8% of stocks are above today’s open. (54.4% are below).
35.7% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
10.5% of stocks opened above yesterday’s high.
33.3% of stocks opened above yesterday’s close. (61.7% opened below yesterday’s close).
7.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170105 Closing)
11.3% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
49.1% are in the top half. 50.9% of stocks are in the bottom half of today’s range.
15.6% are in the bottom 20%.
6.5% are in the bottom 10%.

GAIN (20170105 Closing)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
3.0% are up 4.5% or more. 2.3% are down 4.5% or more.
3.6% are up 3.5% or more. 4.3% are down 3.5% or more.
53.8% are between +1% and -1%.

RSI on DAILY (20170105 Closing)
2-day: >=95:13.9%…>=90:26.6%…>=80:39.2%…>=50:61.8%…<=20:9.9%…<=10:3.9%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:68.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:72.7%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170105 Closing)
25.0% above previous 1 highs, 22.5% below previous 1 lows
22.7% above previous 2 highs, 9.6% below previous 2 lows
22.0% above previous 3 highs, 6.4% below previous 3 lows
21.4% above previous 4 highs, 6.0% below previous 4 lows
20.0% above previous 5 highs, 5.7% below previous 5 lows
19.1% above previous 6 highs, 5.7% below previous 6 lows
18.7% above previous 7 highs, 5.7% below previous 7 lows
18.0% above previous 8 highs, 5.7% below previous 8 lows
16.4% above previous 9 highs, 5.7% below previous 9 lows
15.9% above previous 10 highs, 5.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170105 Closing)
41.3% are above or equal to 1/4 close (1 days ago), 58.7% are below.
71.9% are above or equal to 1/3 close (2 days ago), 28.1% are below.
79.1% are above or equal to 12/30 close (3 days ago), 20.9% are below.
75.0% are above or equal to 12/29 close (4 days ago), 25.0% are below.
72.5% are above or equal to 12/28 close (5 days ago), 27.5% are below.
54.7% are above or equal to 12/27 close (6 days ago), 45.3% are below.
59.6% are above or equal to 12/23 close (7 days ago), 40.4% are below.
61.7% are above or equal to 12/22 close (8 days ago), 38.3% are below.
53.8% are above or equal to 12/21 close (9 days ago), 46.2% are below.
50.6% are above or equal to 12/20 close (10 days ago), 49.4% are below.
58.4% are above or equal to 12/19 close (11 days ago), 41.6% are below.
63.7% are above or equal to 12/16 close (12 days ago), 36.3% are below.
58.3% are above or equal to 12/15 close (13 days ago), 41.7% are below.
61.7% are above or equal to 12/14 close (14 days ago), 38.3% are below.
49.4% are above or equal to 12/13 close (15 days ago), 50.6% are below.
52.2% are above or equal to 12/12 close (16 days ago), 47.8% are below.
45.6% are above or equal to 12/9 close (17 days ago), 54.4% are below.
45.8% are above or equal to 12/8 close (18 days ago), 54.2% are below.
54.4% are above or equal to 12/7 close (19 days ago), 45.6% are below.
64.0% are above or equal to 12/6 close (20 days ago), 36.0% are below.
67.9% are above or equal to 12/5 close (21 days ago), 32.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170105 Closing)
20d: 17.6% new highs, 6.9% new lows
21d: 17.6% new highs, 6.4% new lows
42d: 11.7% new highs, 2.0% new lows
63d: 8.4% new highs, 1.6% new lows
126d: 5.5% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170105 Closing)
2-day: 40.3% above, 59.7% below
3-day: 58.9% above, 41.1% below
4-day: 68.6% above, 31.4% below
5-day: 70.8% above, 29.2% below
8-day: 67.0% above, 33.0% below
10-day: 64.4% above, 35.6% below
20-day: 57.5% above, 42.5% below
50-day: 79.7% above, 20.3% below
200-day: 69.2% above, 30.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170105 Closing)
META(28): 3.62% Top=AGI CDE AG TAHO SSRI PAAS ABX AEM ….. CMC SCCO NUE FMSA FCX CLF AKS X=Bottom (Metals & Mining)
COSW(74): 0.73% Top=SHOP SINA ATHM BITA NTES WUBA BIDU YHOO ….. CSRA GRUB ACN GWRE TTWO EA MDRX NTNX=Bottom (Computer Software/Internet)
LEIS(32): 0.28% Top=SONC GPRO CMG CCL SHAK WYNN SIX MTN ….. MAR SEAS JACK HLT H DNKN TXRH BLMN=Bottom (Leisure)
ENER(90): 0.04% Top=DVN DO RRC VVV DK SHLX BWP SN ….. OAS WPX ATW REN CVI QEP HLX PBF=Bottom (Energy)
REAL(96): -0.04% Top=DFT O DLR HCP HCN VER SRC STOR ….. CBL HPT SC DRH LHO SHO HST PEB=Bottom (Real Estate)
HEAL(45): -0.07% Top=ELGX DXCM MOH ANTM ABT CYH BCR NUVA ….. PKI SYK A XRAY ACHC HRC OPK ALGN=Bottom (Health)
MATE(23): -0.14% Top=OC WY LEN WCN KBH RSG DHI WM ….. TOL PWR MAS MDR FAST DAR USG SUM=Bottom (Materials & Construction)
DISV(42): -0.32% Top=YY ZTO TRU HRB ULTA V MCO MA ….. SBAC CXW ACM MAN AMN CAR RHI WTW=Bottom (Diversified Services)
CHEM(24): -0.42% Top=PAH WLK ASH EMN FMC MOS MON CF ….. APD PX HUN IFF OLN CC PPG RPM=Bottom (Chemicals/Fertilizers)
CONS(48): -0.46% Top=MAT HAS PVH CL ENR KMB PG KATE ….. RL KS LEG OI WWW COH CRI FOSL=Bottom (Consumer)
COHW(32): -0.53% Top=PANW VRSN BCE VG AAPL ANET CSCO VZ ….. ARRS TDC FNSR CIEN TMUS SSYS ACIA ZAYO=Bottom (Computer Hardware/Telecom)
MANU(32): -0.77% Top=SWK BWXT DHR HON ROP TTC PNR ROK ….. ETN AME CMI FLS CFX MRC TEX ATI=Bottom (Manufacturing)
INSU(31): -0.81% Top=WLTW FNF AJG AON VR MMC PGR AXS ….. CLGX PRU CNO TRV AGO MTG RDN MBI=Bottom (Insurance)
TRAN(25): -0.87% Top=CHRW CSX CP CNI KSU UPS BRS SAVE ….. JBLU AAL WAB DAL SWFT UAL TRN XPO=Bottom (Transportation)
ELEC(44): -0.91% Top=AMBA OCLR SPWR TER SNPS WAT HIMX INTC ….. IDTI JBL QRVO CRUS CAVM NVDA FIT PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(86): -1.04% Top=BX ETFC RJF AMTD BMO TD EFX PSEC ….. OMF EWBC LAZ OZRK HOMB SYF FITB WETF=Bottom (Banks/Financials)
RETA(60): -2.31% Top=BABA ETSY AMZN CVS COST W NFLX EBAY ….. ASNA JWN JCP LB TLRD SIG M KSS=Bottom (Retail & Specialty Retail)

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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