daytrend

01/06/2017

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

Closing Stats
by daytrend on 20170106. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170106 Closing)
22.1% of stocks are above yesterday’s high.
52.2% are above yesterday’s midpoint. (47.8% are below.)
16.7% are below yesterday’s low.
61.2% are inside yesterday’s range.
39.9% of stocks with today’s high > yesterday’s high. (60.1% less than).
38.5% of stocks with today’s low < yesterday’s low. (61.5% greater than).

EVIDENCE OF INTRADAY TREND (20170106 Closing)
47.2% of stocks are above today’s open. (51.2% are below).
42.9% of stocks are above today’s open and yesterday’s close.
42.7% are below both.
6.5% of stocks opened above yesterday’s high.
58.5% of stocks opened above yesterday’s close. (34.9% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170106 Closing)
5.9% of stocks are in the top 10% of today’s range.
18.3% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
22.0% are in the bottom 20%.
14.3% are in the bottom 10%.

GAIN (20170106 Closing)
52.9% of stocks are above yesterday’s close. (47.1% are below.)
0.4% are up 4.5% or more. 1.7% are down 4.5% or more.
0.9% are up 3.5% or more. 2.6% are down 3.5% or more.
61.3% are between +1% and -1%.

RSI on DAILY (20170106 Closing)
2-day: >=95:14.0%…>=90:22.7%…>=80:31.2%…>=50:59.8%…<=20:11.7%…<=10:4.5%…<=5:1.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:67.1%…<=20:0.7%…<=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 (20170106 Closing)
22.1% above previous 1 highs, 16.7% below previous 1 lows
19.3% above previous 2 highs, 12.4% below previous 2 lows
18.0% above previous 3 highs, 6.0% below previous 3 lows
17.9% above previous 4 highs, 5.0% below previous 4 lows
17.9% above previous 5 highs, 5.0% below previous 5 lows
16.3% above previous 6 highs, 4.6% below previous 6 lows
15.4% above previous 7 highs, 4.6% below previous 7 lows
15.2% above previous 8 highs, 4.5% below previous 8 lows
14.3% above previous 9 highs, 4.0% below previous 9 lows
13.8% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170106 Closing)
52.9% are above or equal to 1/5 close (1 days ago), 47.1% are below.
44.6% are above or equal to 1/4 close (2 days ago), 55.4% are below.
69.3% are above or equal to 1/3 close (3 days ago), 30.7% are below.
77.8% are above or equal to 12/30 close (4 days ago), 22.2% are below.
73.4% are above or equal to 12/29 close (5 days ago), 26.6% are below.
71.2% are above or equal to 12/28 close (6 days ago), 28.8% are below.
55.0% are above or equal to 12/27 close (7 days ago), 45.0% are below.
60.2% are above or equal to 12/23 close (8 days ago), 39.8% are below.
61.5% are above or equal to 12/22 close (9 days ago), 38.5% are below.
55.7% are above or equal to 12/21 close (10 days ago), 44.3% are below.
53.7% are above or equal to 12/20 close (11 days ago), 46.3% are below.
59.0% are above or equal to 12/19 close (12 days ago), 41.0% are below.
63.5% are above or equal to 12/16 close (13 days ago), 36.5% are below.
59.8% are above or equal to 12/15 close (14 days ago), 40.2% are below.
64.5% are above or equal to 12/14 close (15 days ago), 35.5% are below.
50.1% are above or equal to 12/13 close (16 days ago), 49.9% are below.
53.0% are above or equal to 12/12 close (17 days ago), 47.0% are below.
47.2% are above or equal to 12/9 close (18 days ago), 52.8% are below.
49.0% are above or equal to 12/8 close (19 days ago), 51.0% are below.
55.4% are above or equal to 12/7 close (20 days ago), 44.6% are below.
65.4% are above or equal to 12/6 close (21 days ago), 34.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170106 Closing)
20d: 15.6% new highs, 5.1% new lows
21d: 15.6% new highs, 4.1% new lows
42d: 10.6% new highs, 1.3% new lows
63d: 6.7% new highs, 1.0% new lows
126d: 4.4% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170106 Closing)
2-day: 51.5% above, 48.5% below
3-day: 48.5% above, 51.5% below
4-day: 56.7% above, 43.3% below
5-day: 66.3% above, 33.7% below
8-day: 66.8% above, 33.2% below
10-day: 64.3% above, 35.7% below
20-day: 60.1% above, 39.9% below
50-day: 78.7% above, 21.3% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170106 Closing)
COSW(76): 0.70% Top=IT NOW NTNX TRIP SQ ADSK SPLK PFPT ….. TEAM GRUB XRX SHOP TWLO MANH HPE SINA=Bottom (Computer Software/Internet)
HEAL(44): 0.50% Top=OPK A IRWD ABT VWR ACHC HRC BDX ….. HLS DGX ALGN SYK MD THC CYH BKD=Bottom (Health)
INSU(30): 0.43% Top=AIG MBI CNO VR UNM LNC AON WLTW ….. FNF CINF TRV XL CLGX RDN BRO MTG=Bottom (Insurance)
FINA(86): 0.42% Top=APO KKR NAVI AMP MS GS RJF PNC ….. NYCB BOFI UMPQ TROW DFS LAZ FII WETF=Bottom (Banks/Financials)
MANU(33): 0.35% Top=AME HON DOV DDD ROP ITT MRC DE ….. IR KMT MFS DCI BWXT TEX XYL ATI=Bottom (Manufacturing)
TRAN(25): 0.27% Top=TRN KSU GWR CSX NSC UNP CP FDX ….. NAT CNI ALK LUV SWFT BRS JBLU SAVE=Bottom (Transportation)
DISV(43): 0.18% Top=FDC ZTO ATHN CXW GPN MYGN V HRB ….. RRD SERV RBA JEC AL AMN ACM WTW=Bottom (Diversified Services)
ELEC(45): 0.12% Top=WAT CRUS XLNX MCHP TXN IDTI NVDA AVGO ….. GRMN SPWR FSLR CY PI OCLR AMBA HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(49): 0.08% Top=PKG NKE FBHS TUP OI PBI AVY EPC ….. TPX HAS LEG GIL FL MAT BC KATE=Bottom (Consumer)
CHEM(24): -0.00% Top=MON CF SHW APD RPM GRA ALB PX ….. WLK DD DOW AXTA PAH HUN CC POT=Bottom (Chemicals/Fertilizers)
ENER(90): -0.13% Top=NBR HP HLX BBG GEL SXL WMB ATW ….. PAGP PBF WLL CRC WPX DK CVI HFC=Bottom (Energy)
COHW(33): -0.31% Top=PANW TDC VRSN ZAYO SSYS HRS AAPL BBRY ….. S COMM STX TMUS CCI VZ T VG=Bottom (Computer Hardware/Telecom)
REAL(97): -0.35% Top=NYRT KRC SPG KRG SLG EXR ALLY AVB ….. TWO HR SHO CBG DRH SC CSAL RLGY=Bottom (Real Estate)
LEIS(33): -0.52% Top=QSR CMG EXPE YUM SBUX WYNN MCD LVS ….. SEAS JACK EAT WEN GPRO BYD TXRH SHAK=Bottom (Leisure)
RETA(60): -0.75% Top=ETSY EBAY AMZN DKS SPLS CVS KORS WFM ….. BURL TLRD ANF JCP RH PIR AEO SHLD=Bottom (Retail & Specialty Retail)
MATE(23): -1.42% Top=SRCL WCN PWR FAST RSG WY MAS MDR ….. SUM PHM USG TPH VMC MLM CAA KBH=Bottom (Materials & Construction)
META(29): -2.66% Top=ARNC FCX SCCO AA NUE FMSA CNX AEM ….. FNV STLD CENX AG SSRI CDE AGI TAHO=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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