daytrend

01/12/2017

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

Closing Stats
by daytrend on 20170112. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

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

COMPARED TO YESTERDAY’S RANGE (20170112 Closing)
17.4% of stocks are above yesterday’s high.
50.7% are above yesterday’s midpoint. (49.3% are below.)
17.7% are below yesterday’s low.
64.9% are inside yesterday’s range.
38.7% of stocks with today’s high > yesterday’s high. (61.3% less than).
64.7% of stocks with today’s low < yesterday’s low. (35.3% greater than).

EVIDENCE OF INTRADAY TREND (20170112 Closing)
43.1% of stocks are above today’s open. (55.9% are below).
32.3% of stocks are above today’s open and yesterday’s close.
50.3% are below both.
13.2% of stocks opened above yesterday’s high.
29.9% of stocks opened above yesterday’s close. (65.4% opened below yesterday’s close).
6.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170112 Closing)
20.8% of stocks are in the top 10% of today’s range.
37.1% are in the top 20%.
70.5% are in the top half. 29.5% of stocks are in the bottom half of today’s range.
5.5% are in the bottom 20%.
2.3% are in the bottom 10%.

GAIN (20170112 Closing)
39.7% of stocks are above yesterday’s close. (60.3% are below.)
0.2% are up 4.5% or more. 0.6% are down 4.5% or more.
1.0% are up 3.5% or more. 1.8% are down 3.5% or more.
66.3% are between +1% and -1%.

RSI on DAILY (20170112 Closing)
2-day: >=95:3.4%…>=90:9.1%…>=80:19.5%…>=50:46.1%…<=20:16.4%…<=10:7.0%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:58.8%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:65.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170112 Closing)
17.4% above previous 1 highs, 17.7% below previous 1 lows
12.4% above previous 2 highs, 10.9% below previous 2 lows
9.3% above previous 3 highs, 8.6% below previous 3 lows
6.5% above previous 4 highs, 7.2% below previous 4 lows
5.8% above previous 5 highs, 6.9% below previous 5 lows
5.3% above previous 6 highs, 5.9% below previous 6 lows
5.0% above previous 7 highs, 5.1% below previous 7 lows
4.9% above previous 8 highs, 4.9% below previous 8 lows
4.5% above previous 9 highs, 4.4% below previous 9 lows
4.3% above previous 10 highs, 4.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170112 Closing)
39.7% are above or equal to 1/11 close (1 days ago), 60.3% are below.
53.0% are above or equal to 1/10 close (2 days ago), 47.0% are below.
60.7% are above or equal to 1/9 close (3 days ago), 39.3% are below.
43.8% are above or equal to 1/6 close (4 days ago), 56.2% are below.
46.3% are above or equal to 1/5 close (5 days ago), 53.7% are below.
43.2% are above or equal to 1/4 close (6 days ago), 56.8% are below.
60.3% are above or equal to 1/3 close (7 days ago), 39.7% are below.
67.0% are above or equal to 12/30 close (8 days ago), 33.0% are below.
64.9% are above or equal to 12/29 close (9 days ago), 35.1% are below.
64.7% are above or equal to 12/28 close (10 days ago), 35.3% are below.
49.8% are above or equal to 12/27 close (11 days ago), 50.2% are below.
54.1% are above or equal to 12/23 close (12 days ago), 45.9% are below.
56.2% are above or equal to 12/22 close (13 days ago), 43.8% are below.
52.1% are above or equal to 12/21 close (14 days ago), 47.9% are below.
50.1% are above or equal to 12/20 close (15 days ago), 49.9% are below.
55.3% are above or equal to 12/19 close (16 days ago), 44.7% are below.
61.0% are above or equal to 12/16 close (17 days ago), 39.0% are below.
57.2% are above or equal to 12/15 close (18 days ago), 42.8% are below.
61.2% are above or equal to 12/14 close (19 days ago), 38.8% are below.
49.1% are above or equal to 12/13 close (20 days ago), 50.9% are below.
51.4% are above or equal to 12/12 close (21 days ago), 48.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170112 Closing)
20d: 7.8% new highs, 12.6% new lows
21d: 7.1% new highs, 12.1% new lows
42d: 4.9% new highs, 3.2% new lows
63d: 3.3% new highs, 1.3% new lows
126d: 2.9% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170112 Closing)
2-day: 37.9% above, 62.1% below
3-day: 47.5% above, 52.5% below
4-day: 49.8% above, 50.2% below
5-day: 48.3% above, 51.7% below
8-day: 49.2% above, 50.8% below
10-day: 55.4% above, 44.6% below
20-day: 55.3% above, 44.7% below
50-day: 76.1% above, 23.9% below
200-day: 70.1% above, 29.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170112 Closing)
REAL(98): 0.42% Top=BAM OHI HTA O KIM BXP WRI AMH ….. PEB HST LHO PSA CUBE EXR CBG SC=Bottom (Real Estate)
CHEM(24): 0.13% Top=PAH WLK CF FMC ALB AXTA HUN CE ….. MOS APD POT IFF CC EMN MON OLN=Bottom (Chemicals/Fertilizers)
HEAL(44): -0.05% Top=ELGX BKD HRC CNC ANTM HLS BSX PRXL ….. EW XRAY NUVA HOLX A DXCM IART CYH=Bottom (Health)
COHW(34): -0.12% Top=FNSR ACIA VG T ZAYO BCE NTAP VZ ….. WDC HPQ TDS COMM CIEN PSTG S ARRS=Bottom (Computer Hardware/Telecom)
COSW(75): -0.13% Top=TEAM ZEN CERN CSRA IT RHT TSS CDK ….. YHOO MDRX NATI NTES WDAY VIPS SPLK ATHM=Bottom (Computer Software/Internet)
DISV(42): -0.15% Top=ATHN WTW YY MCO MYGN MA FISV VNTV ….. CTAS ROL AL CAR URI ZTO AMN ACM=Bottom (Diversified Services)
CONS(49): -0.15% Top=PBI HAS KATE CCK SKX EL OI TUP ….. IP LEG LULU VFC PAY KS PKG GT=Bottom (Consumer)
RETA(59): -0.31% Top=TIF DSW BBY AMZN KR GPS KSS CASY ….. GNC BID MELI ETSY PIR ANF CHS SHLD=Bottom (Retail & Specialty Retail)
META(29): -0.38% Top=CENX SCCO AA CCJ FNV ABX SSRI GG ….. AGI TAHO CLF CMC STLD FCX X AKS=Bottom (Metals & Mining)
TRAN(23): -0.41% Top=CSX KSU XPO CP SAVE UNP NSC JBHT ….. TRN FDX DAL AAL LUV UAL SWFT JBLU=Bottom (Transportation)
LEIS(33): -0.44% Top=TXRH DRI WEN BYD MCD DNKN EXPE EAT ….. CMG MGM LQ MTN SEAS CCL QSR SONC=Bottom (Leisure)
MATE(23): -0.46% Top=FAST TPH OC LEN PHM FLR RSG KBH ….. USG MAS WCN WY TOL SUM MDR DAR=Bottom (Materials & Construction)
ELEC(46): -0.50% Top=MXL AYI OCLR PI TEL TRMB JBL CAVM ….. NVDA MU SWKS MSCC CRUS SPWR AMD SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(88): -0.52% Top=CRC AR RES QEP RRC SN PE COG ….. COP MTDR DK XEC WLL NBR EGN HES=Bottom (Energy)
MANU(34): -0.73% Top=DDD ATI AME SWK BWXT TTC DHR EMR ….. MFS CMI TEX KMT XYL CFX MRC MWA=Bottom (Manufacturing)
INSU(31): -0.82% Top=MBI CLGX MMC AJG XL VR WLTW AON ….. AFSI FAF LNC ORI MTG PRU CNO CINF=Bottom (Insurance)
FINA(85): -0.93% Top=LM PYPL CME LAZ EFX PSEC AMP TD ….. ZION HOMB EWBC FNB WAL PNC OZRK UMPQ=Bottom (Banks/Financials)

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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