daytrend

01/11/2017

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20170111. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 823.

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

COMPARED TO YESTERDAY’S RANGE (20170111 Closing)
29.6% of stocks are above yesterday’s high.
64.5% are above yesterday’s midpoint. (35.5% are below.)
14.6% are below yesterday’s low.
55.8% are inside yesterday’s range.
48.8% of stocks with today’s high > yesterday’s high. (51.2% less than).
41.4% of stocks with today’s low < yesterday’s low. (58.6% greater than).

EVIDENCE OF INTRADAY TREND (20170111 Closing)
64.3% of stocks are above today’s open. (33.3% are below).
57.8% of stocks are above today’s open and yesterday’s close.
28.1% are below both.
6.8% of stocks opened above yesterday’s high.
50.8% of stocks opened above yesterday’s close. (42.4% opened below yesterday’s close).
7.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170111 Closing)
22.7% of stocks are in the top 10% of today’s range.
38.4% are in the top 20%.
69.7% are in the top half. 30.3% of stocks are in the bottom half of today’s range.
9.7% are in the bottom 20%.
5.6% are in the bottom 10%.

GAIN (20170111 Closing)
65.4% of stocks are above yesterday’s close. (34.6% are below.)
1.5% are up 4.5% or more. 0.2% are down 4.5% or more.
2.7% are up 3.5% or more. 0.5% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20170111 Closing)
2-day: >=95:7.5%…>=90:14.9%…>=80:29.6%…>=50:63.7%…<=20:14.9%…<=10:8.0%…<=5:3.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:63.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.0%…>=50:68.5%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170111 Closing)
29.6% above previous 1 highs, 14.6% below previous 1 lows
23.1% above previous 2 highs, 11.3% below previous 2 lows
18.2% above previous 3 highs, 10.3% below previous 3 lows
15.3% above previous 4 highs, 8.9% below previous 4 lows
13.9% above previous 5 highs, 7.7% below previous 5 lows
12.9% above previous 6 highs, 5.2% below previous 6 lows
12.8% above previous 7 highs, 4.1% below previous 7 lows
12.6% above previous 8 highs, 2.9% below previous 8 lows
11.1% above previous 9 highs, 2.8% below previous 9 lows
10.4% above previous 10 highs, 2.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170111 Closing)
65.4% are above or equal to 1/10 close (1 days ago), 34.6% are below.
68.2% are above or equal to 1/9 close (2 days ago), 31.8% are below.
51.3% are above or equal to 1/6 close (3 days ago), 48.7% are below.
51.4% are above or equal to 1/5 close (4 days ago), 48.6% are below.
45.4% are above or equal to 1/4 close (5 days ago), 54.6% are below.
64.9% are above or equal to 1/3 close (6 days ago), 35.1% are below.
71.3% are above or equal to 12/30 close (7 days ago), 28.7% are below.
70.7% are above or equal to 12/29 close (8 days ago), 29.3% are below.
71.6% are above or equal to 12/28 close (9 days ago), 28.4% are below.
54.7% are above or equal to 12/27 close (10 days ago), 45.3% are below.
59.7% are above or equal to 12/23 close (11 days ago), 40.3% are below.
60.9% are above or equal to 12/22 close (12 days ago), 39.1% are below.
56.4% are above or equal to 12/21 close (13 days ago), 43.6% are below.
53.3% are above or equal to 12/20 close (14 days ago), 46.7% are below.
58.9% are above or equal to 12/19 close (15 days ago), 41.1% are below.
65.5% are above or equal to 12/16 close (16 days ago), 34.5% are below.
62.6% are above or equal to 12/15 close (17 days ago), 37.4% are below.
64.9% are above or equal to 12/14 close (18 days ago), 35.1% are below.
52.2% are above or equal to 12/13 close (19 days ago), 47.8% are below.
53.2% are above or equal to 12/12 close (20 days ago), 46.8% are below.
47.8% are above or equal to 12/9 close (21 days ago), 52.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170111 Closing)
20d: 11.7% new highs, 6.8% new lows
21d: 11.3% new highs, 6.6% new lows
42d: 8.0% new highs, 1.8% new lows
63d: 6.1% new highs, 1.2% new lows
126d: 5.5% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170111 Closing)
2-day: 63.3% above, 36.7% below
3-day: 68.4% above, 31.6% below
4-day: 60.4% above, 39.6% below
5-day: 58.1% above, 41.9% below
8-day: 62.5% above, 37.5% below
10-day: 64.9% above, 35.1% below
20-day: 60.3% above, 39.7% below
50-day: 76.7% above, 23.3% below
200-day: 69.4% above, 30.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170111 Closing)
CHEM(24): 1.62% Top=CC CF ALB PAH WLK MOS AXTA EMN ….. IFF DD APD RPM PPG ASH MON OLN=Bottom (Chemicals/Fertilizers)
ENER(88): 1.29% Top=ATW REN RDC DPM RIG WPZ COP DO ….. VVV COG HLX PDCE MTDR RSPP BAS PE=Bottom (Energy)
MANU(34): 1.01% Top=KMT CFX ITT DOV PH ETN BWXT EMR ….. AME SWK HON MHK TTC MWA DDD ATI=Bottom (Manufacturing)
TRAN(25): 0.96% Top=BRS NAT ALK UAL GWR CNI CSX EXPD ….. CHRW SWFT AAL UPS KSU TRN WAB SAVE=Bottom (Transportation)
MATE(23): 0.86% Top=SRCL MDR KBH FAST TPH DHI CAA WM ….. MLM PWR RSG FLR OC VMC WCN SUM=Bottom (Materials & Construction)
COSW(75): 0.78% Top=WDAY TEAM PFPT NOW NTNX SPLK CERN ZEN ….. JD NCR BIDU TSS PTC HPE WUBA VIPS=Bottom (Computer Software/Internet)
META(29): 0.75% Top=TECK CCJ CLF SLCA FMSA AA AEM FCX ….. CNX ABX X AG SCCO CMC NEM SSRI=Bottom (Metals & Mining)
FINA(85): 0.54% Top=PNC LM STT BMO IVZ APO MS AMG ….. VOYA SLM CIT RF CME C DFS SYF=Bottom (Banks/Financials)
ELEC(47): 0.46% Top=SIMO SPWR FSLR MCHP CSIQ FIT MSCC SWKS ….. AVGO FLEX BRKR NVDA OCLR AMD PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 0.39% Top=CYH BKD PRXL DXCM THC A LH MD ….. XRAY TMO BSX VWR OPK COO IART IRWD=Bottom (Health)
DISV(42): 0.32% Top=CAR AMN SBAC WTW ALLE RRD MAN CXW ….. ADS LDOS ACM KBR FDC RBA YY MYGN=Bottom (Diversified Services)
INSU(31): 0.27% Top=ORI MTG MET VR PRU RDN LNC AFL ….. L XL MMC TMK CLGX AIG WLTW BRO=Bottom (Insurance)
LEIS(33): 0.11% Top=DPZ LQ SHAK MAR GPRO WEN QSR DRI ….. JACK YUM BYD BLMN DNKN LVS MGM WYNN=Bottom (Leisure)
COHW(34): 0.09% Top=ACIA VRSN PANW HPQ BBRY CDW CIEN NTAP ….. ANET COMM ZAYO S JNPR STX TMUS PSTG=Bottom (Computer Hardware/Telecom)
CONS(49): -0.35% Top=BLL CCK ENR SEE KS OI BC PAY ….. SKX PVH RL WWW COTY HBI GIL GT=Bottom (Consumer)
REAL(100): -0.36% Top=HPT OUT CIM GEO HCP CBG KRG HST ….. WPG CLI CUZ KRC CUBE PSA EXR MAA=Bottom (Real Estate)
RETA(60): -0.40% Top=WBA AAP KMX BID CPRT JCP TIF ANF ….. MIK FINL JWN SBH CHS BURL PIR SIG=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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