daytrend

01/09/2017

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

Closing Stats
by daytrend on 20170109. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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

COMPARED TO YESTERDAY’S RANGE (20170109 Closing)
12.5% of stocks are above yesterday’s high.
30.9% are above yesterday’s midpoint. (69.1% are below.)
41.9% are below yesterday’s low.
45.6% are inside yesterday’s range.
31.1% of stocks with today’s high > yesterday’s high. (68.9% less than).
62.6% of stocks with today’s low < yesterday’s low. (37.4% greater than).

EVIDENCE OF INTRADAY TREND (20170109 Closing)
31.7% of stocks are above today’s open. (67.1% are below).
24.8% of stocks are above today’s open and yesterday’s close.
62.9% are below both.
4.5% of stocks opened above yesterday’s high.
35.4% of stocks opened above yesterday’s close. (59.2% opened below yesterday’s close).
18.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170109 Closing)
4.3% of stocks are in the top 10% of today’s range.
9.4% are in the top 20%.
35.1% are in the top half. 64.9% of stocks are in the bottom half of today’s range.
35.0% are in the bottom 20%.
19.9% are in the bottom 10%.

GAIN (20170109 Closing)
30.3% of stocks are above yesterday’s close. (69.7% are below.)
0.7% are up 4.5% or more. 2.8% are down 4.5% or more.
1.2% are up 3.5% or more. 4.6% are down 3.5% or more.
53.3% are between +1% and -1%.

RSI on DAILY (20170109 Closing)
2-day: >=95:6.8%…>=90:9.5%…>=80:15.5%…>=50:34.5%…<=20:28.5%…<=10:11.7%…<=5:3.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:54.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:61.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170109 Closing)
12.5% above previous 1 highs, 41.9% below previous 1 lows
9.3% above previous 2 highs, 29.6% below previous 2 lows
8.2% above previous 3 highs, 23.0% below previous 3 lows
7.6% above previous 4 highs, 14.9% below previous 4 lows
6.9% above previous 5 highs, 11.8% below previous 5 lows
6.9% above previous 6 highs, 11.4% below previous 6 lows
6.8% above previous 7 highs, 11.3% below previous 7 lows
6.7% above previous 8 highs, 11.2% below previous 8 lows
6.6% above previous 9 highs, 11.1% below previous 9 lows
6.3% above previous 10 highs, 10.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170109 Closing)
30.3% are above or equal to 1/6 close (1 days ago), 69.7% are below.
34.6% are above or equal to 1/5 close (2 days ago), 65.4% are below.
33.5% are above or equal to 1/4 close (3 days ago), 66.5% are below.
54.8% are above or equal to 1/3 close (4 days ago), 45.2% are below.
67.0% are above or equal to 12/30 close (5 days ago), 33.0% are below.
61.8% are above or equal to 12/29 close (6 days ago), 38.2% are below.
60.4% are above or equal to 12/28 close (7 days ago), 39.6% are below.
45.3% are above or equal to 12/27 close (8 days ago), 54.7% are below.
48.8% are above or equal to 12/23 close (9 days ago), 51.2% are below.
51.8% are above or equal to 12/22 close (10 days ago), 48.2% are below.
47.5% are above or equal to 12/21 close (11 days ago), 52.5% are below.
43.7% are above or equal to 12/20 close (12 days ago), 56.3% are below.
51.0% are above or equal to 12/19 close (13 days ago), 49.0% are below.
56.4% are above or equal to 12/16 close (14 days ago), 43.6% are below.
53.1% are above or equal to 12/15 close (15 days ago), 46.9% are below.
55.7% are above or equal to 12/14 close (16 days ago), 44.3% are below.
44.7% are above or equal to 12/13 close (17 days ago), 55.3% are below.
47.4% are above or equal to 12/12 close (18 days ago), 52.6% are below.
42.5% are above or equal to 12/9 close (19 days ago), 57.5% are below.
42.8% are above or equal to 12/8 close (20 days ago), 57.2% are below.
49.6% are above or equal to 12/7 close (21 days ago), 50.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170109 Closing)
20d: 10.1% new highs, 11.0% new lows
21d: 9.9% new highs, 9.9% new lows
42d: 6.5% new highs, 1.3% new lows
63d: 4.0% new highs, 1.2% new lows
126d: 2.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170109 Closing)
2-day: 29.1% above, 70.9% below
3-day: 29.6% above, 70.4% below
4-day: 30.3% above, 69.7% below
5-day: 37.0% above, 63.0% below
8-day: 52.6% above, 47.4% below
10-day: 50.8% above, 49.2% below
20-day: 49.5% above, 50.5% below
50-day: 74.2% above, 25.8% below
200-day: 68.8% above, 31.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170109 Closing)
HEAL(45): 0.92% Top=ELGX ACHC THC HCA IRWD UHS CYH NUVA ….. ABT MOH PRXL OPK AET ANTM DXCM DVA=Bottom (Health)
COSW(75): 0.20% Top=NTNX NTES ZEN NUAN VEEV ATHM YELP TWTR ….. ACN VMW NCR DOX RHT HPE MBLY MANH=Bottom (Computer Software/Internet)
CHEM(24): 0.12% Top=CC APD OLN CF PPG MON DOW DD ….. ALB IFF CE FMC ASH EMN RPM WLK=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.06% Top=NVDA CY ON AMAT IDTI AMD SPWR MU ….. CSIQ OCLR APH FIT TEL AMBA GRMN AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(34): -0.09% Top=ACIA SSYS WDC PSTG VRSN AAPL COMM ZAYO ….. STX T FNSR JNPR TDS ANET HPQ HRS=Bottom (Computer Hardware/Telecom)
RETA(61): -0.24% Top=AEO BID GPS BIG W BBY SBH KAR ….. PIR RH URBN SIG DKS SHLD JCP ETSY=Bottom (Retail & Specialty Retail)
LEIS(33): -0.27% Top=SBUX JACK BLMN WEN EXPE DNKN DPZ SONC ….. STAY SEAS MGM TXRH EAT MTN BYD SHAK=Bottom (Leisure)
MANU(33): -0.32% Top=DDD ITT ATI DHR MFS BWXT AGCO ROK ….. DOV TTC KMT DCI ETN PNR CFX MRC=Bottom (Manufacturing)
MATE(23): -0.55% Top=SUM DHI WY PHM USG MDR MLM KBH ….. VMC CAA MAS RSG DAR FLR TPH PWR=Bottom (Materials & Construction)
CONS(49): -0.70% Top=PAY KATE CRI PKG BERY SKX GPK AVY ….. FBHS KS TPX WWW TUP WHR CCK FOSL=Bottom (Consumer)
DISV(42): -0.71% Top=GPN CXW AMN ATHN RRD TRU ADS VNTV ….. JEC AL RBA ACM ZTO URI CAR WTW=Bottom (Diversified Services)
FINA(85): -0.92% Top=KKR OMF OZRK SEIC AXP HBAN BOFI JPM ….. PACW WBS LM MS AMG TROW WETF WDR=Bottom (Banks/Financials)
REAL(97): -0.94% Top=LHO SHO OUT VTR RLGY PEB CONE NYRT ….. AKR RPAI BRX SLG SKT CBL BDN AMH=Bottom (Real Estate)
TRAN(25): -1.01% Top=AAL JBLU LUV ALK DAL UAL EXPD SAVE ….. CSX TRN CP NAT NSC GWR KSU BRS=Bottom (Transportation)
META(29): -1.27% Top=AGI SSRI AG PAAS RGLD CDE FNV ABX ….. TAHO SLCA CNX AKS AA CENX X CMC=Bottom (Metals & Mining)
INSU(31): -1.32% Top=FAF PRU BRO WLTW AIG AGO HIG TRV ….. XL CINF ORI CLGX MBI CNO MTG RDN=Bottom (Insurance)
ENER(90): -2.24% Top=SPN BAS VVV DO ENLK OKS SE EPD ….. GPOR RICE ETE SWN WPX CRC CRZO SN=Bottom (Energy)

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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