daytrend

01/10/2017

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

Closing Stats
by daytrend on 20170110. 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 (20170110 Closing)
26.9% of stocks are above yesterday’s high.
51.9% are above yesterday’s midpoint. (48.1% are below.)
21.3% are below yesterday’s low.
51.8% are inside yesterday’s range.
51.5% of stocks with today’s high > yesterday’s high. (48.5% less than).
45.9% of stocks with today’s low < yesterday’s low. (54.1% greater than).

EVIDENCE OF INTRADAY TREND (20170110 Closing)
57.1% of stocks are above today’s open. (42.0% are below).
53.7% of stocks are above today’s open and yesterday’s close.
34.7% are below both.
5.5% of stocks opened above yesterday’s high.
59.6% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
7.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170110 Closing)
5.5% of stocks are in the top 10% of today’s range.
13.9% are in the top 20%.
51.0% are in the top half. 49.0% of stocks are in the bottom half of today’s range.
19.7% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20170110 Closing)
62.5% of stocks are above yesterday’s close. (37.5% are below.)
2.6% are up 4.5% or more. 0.7% are down 4.5% or more.
3.4% are up 3.5% or more. 1.3% are down 3.5% or more.
60.7% are between +1% and -1%.

RSI on DAILY (20170110 Closing)
2-day: >=95:6.0%…>=90:10.4%…>=80:20.3%…>=50:51.8%…<=20:21.2%…<=10:9.4%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:59.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:66.9%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170110 Closing)
26.9% above previous 1 highs, 21.3% below previous 1 lows
17.4% above previous 2 highs, 16.8% below previous 2 lows
13.6% above previous 3 highs, 13.6% below previous 3 lows
12.2% above previous 4 highs, 10.8% below previous 4 lows
11.4% above previous 5 highs, 7.9% below previous 5 lows
11.4% above previous 6 highs, 6.0% below previous 6 lows
11.3% above previous 7 highs, 5.4% below previous 7 lows
10.1% above previous 8 highs, 5.1% below previous 8 lows
9.5% above previous 9 highs, 5.0% below previous 9 lows
9.4% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170110 Closing)
62.5% are above or equal to 1/9 close (1 days ago), 37.5% are below.
42.3% are above or equal to 1/6 close (2 days ago), 57.7% are below.
43.7% are above or equal to 1/5 close (3 days ago), 56.3% are below.
37.6% are above or equal to 1/4 close (4 days ago), 62.4% are below.
59.7% are above or equal to 1/3 close (5 days ago), 40.3% are below.
69.1% are above or equal to 12/30 close (6 days ago), 30.9% are below.
66.4% are above or equal to 12/29 close (7 days ago), 33.6% are below.
66.5% are above or equal to 12/28 close (8 days ago), 33.5% are below.
49.7% are above or equal to 12/27 close (9 days ago), 50.3% are below.
55.9% are above or equal to 12/23 close (10 days ago), 44.1% are below.
57.1% are above or equal to 12/22 close (11 days ago), 42.9% are below.
51.8% are above or equal to 12/21 close (12 days ago), 48.2% are below.
47.4% are above or equal to 12/20 close (13 days ago), 52.6% are below.
55.2% are above or equal to 12/19 close (14 days ago), 44.8% are below.
62.5% are above or equal to 12/16 close (15 days ago), 37.5% are below.
59.0% are above or equal to 12/15 close (16 days ago), 41.0% are below.
60.7% are above or equal to 12/14 close (17 days ago), 39.3% are below.
49.6% are above or equal to 12/13 close (18 days ago), 50.4% are below.
49.9% are above or equal to 12/12 close (19 days ago), 50.1% are below.
44.6% are above or equal to 12/9 close (20 days ago), 55.4% are below.
44.5% are above or equal to 12/8 close (21 days ago), 55.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170110 Closing)
20d: 10.1% new highs, 8.0% new lows
21d: 9.9% new highs, 7.2% new lows
42d: 6.9% new highs, 1.1% new lows
63d: 4.6% new highs, 0.9% new lows
126d: 3.3% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170110 Closing)
2-day: 61.0% above, 39.0% below
3-day: 49.5% above, 50.5% below
4-day: 46.4% above, 53.6% below
5-day: 41.5% above, 58.5% below
8-day: 57.1% above, 42.9% below
10-day: 57.0% above, 43.0% below
20-day: 56.3% above, 43.7% below
50-day: 74.1% above, 25.9% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170110 Closing)
META(29): 2.79% Top=CLF CCJ TECK AKS FCX CENX X AA ….. SLW FNV AEM FMSA GG NEM ABX TAHO=Bottom (Metals & Mining)
HEAL(44): 1.45% Top=BKD DXCM BSX ZBH ANTM SYK COO NUVA ….. A VWR UNH PKI AET XRAY HCA ACHC=Bottom (Health)
RETA(60): 1.00% Top=W PIR ETSY KORS URBN BIG WSM BURL ….. AMZN WFM M WMT NFLX EBAY TLRD JCP=Bottom (Retail & Specialty Retail)
TRAN(25): 0.96% Top=ALK SAVE UAL AAL DAL LUV JBLU SWFT ….. NAT NSC CHRW EXPD KSU FDX UPS BRS=Bottom (Transportation)
ELEC(45): 0.74% Top=PI QRVO OCLR AYI CGNX TER SWKS AVGO ….. GRMN LRCX AMD FSLR NVDA XLNX WAT FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): 0.72% Top=KMT CFX MRC ATI TEX CAT CMI IR ….. SWK ROP MHK AGCO DE GE XYL DDD=Bottom (Manufacturing)
LEIS(33): 0.72% Top=CMG TXRH BLMN WYNN JACK MTN SEAS EAT ….. DNKN MAR GPRO SBUX SHAK HLT SONC ARMK=Bottom (Leisure)
DISV(42): 0.56% Top=YY CXW ZTO ACM AL URI RBA CAR ….. CTAS MYGN ADS AMN ALLE RRD MCO GPN=Bottom (Diversified Services)
INSU(31): 0.53% Top=RDN MBI AGO PGR AIG CNO MTG VR ….. TRV AFL AXS FAF MMC CLGX FNF AON=Bottom (Insurance)
FINA(85): 0.50% Top=VOYA UMPQ NAVI BAC FHN COF CFG SNV ….. PYPL NDAQ APO LAZ OMF CBOE BX WU=Bottom (Banks/Financials)
COSW(76): 0.48% Top=MDRX ATHM CERN JD YHOO NTES FTNT IT ….. EQIX ORCL SQ ZEN TWLO IBM MSCI NUAN=Bottom (Computer Software/Internet)
CONS(49): 0.28% Top=OI LULU KATE FOSL SKX PVH GIL SEE ….. PG EL TPX CL CLX CHD MAT PAY=Bottom (Consumer)
CHEM(24): 0.26% Top=CC OLN HUN PAH CE EMN POT ASH ….. FMC MON PX ALB APD GRA AXTA CF=Bottom (Chemicals/Fertilizers)
MATE(23): 0.23% Top=MDR FLR PWR TPH PHM CAA FAST VMC ….. MAS TOL USG WM OC WY SRCL DAR=Bottom (Materials & Construction)
COHW(34): -0.23% Top=TMUS CDW VG ZAYO ANET COMM PANW CSCO ….. ARRS TDC STX WDC CCI PSTG VRSN ACIA=Bottom (Computer Hardware/Telecom)
REAL(98): -0.46% Top=GEO CSAL SC ALLY PEB CLNY DEI BXMT ….. HTA EXR GGP PLD HCP CBL HCN VTR=Bottom (Real Estate)
ENER(90): -0.62% Top=PE SWN RRC DPM MDU BBG CVI EGN ….. EPD SXL MMP SPN CRC EPE HLX WMB=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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