daytrend

01/13/2017

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

Closing Stats
by daytrend on 20170113. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 818.

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

COMPARED TO YESTERDAY’S RANGE (20170113 Closing)
35.1% of stocks are above yesterday’s high.
74.6% are above yesterday’s midpoint. (25.4% are below.)
7.8% are below yesterday’s low.
57.1% are inside yesterday’s range.
71.3% of stocks with today’s high > yesterday’s high. (28.7% less than).
17.5% of stocks with today’s low < yesterday’s low. (82.5% greater than).

EVIDENCE OF INTRADAY TREND (20170113 Closing)
58.7% of stocks are above today’s open. (39.7% are below).
53.7% of stocks are above today’s open and yesterday’s close.
29.2% are below both.
17.7% of stocks opened above yesterday’s high.
57.9% of stocks opened above yesterday’s close. (35.9% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170113 Closing)
6.4% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
44.5% are in the top half. 55.5% of stocks are in the bottom half of today’s range.
18.9% are in the bottom 20%.
8.8% are in the bottom 10%.

GAIN (20170113 Closing)
66.3% of stocks are above yesterday’s close. (33.7% are below.)
0.9% are up 4.5% or more. 0.2% are down 4.5% or more.
1.8% are up 3.5% or more. 0.7% are down 3.5% or more.
69.4% are between +1% and -1%.

RSI on DAILY (20170113 Closing)
2-day: >=95:7.5%…>=90:13.7%…>=80:24.8%…>=50:61.9%…<=20:12.8%…<=10:5.9%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:63.6%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:68.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170113 Closing)
35.1% above previous 1 highs, 7.8% below previous 1 lows
22.7% above previous 2 highs, 5.7% below previous 2 lows
19.3% above previous 3 highs, 5.1% below previous 3 lows
17.7% above previous 4 highs, 4.6% below previous 4 lows
15.2% above previous 5 highs, 4.5% below previous 5 lows
12.5% above previous 6 highs, 3.9% below previous 6 lows
11.2% above previous 7 highs, 3.7% below previous 7 lows
10.6% above previous 8 highs, 3.1% below previous 8 lows
10.5% above previous 9 highs, 2.8% below previous 9 lows
10.5% above previous 10 highs, 2.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170113 Closing)
66.3% are above or equal to 1/12 close (1 days ago), 33.7% are below.
52.2% are above or equal to 1/11 close (2 days ago), 47.8% are below.
61.0% are above or equal to 1/10 close (3 days ago), 39.0% are below.
64.2% are above or equal to 1/9 close (4 days ago), 35.8% are below.
51.8% are above or equal to 1/6 close (5 days ago), 48.2% are below.
52.6% are above or equal to 1/5 close (6 days ago), 47.4% are below.
47.4% are above or equal to 1/4 close (7 days ago), 52.6% are below.
65.0% are above or equal to 1/3 close (8 days ago), 35.0% are below.
70.4% are above or equal to 12/30 close (9 days ago), 29.6% are below.
69.1% are above or equal to 12/29 close (10 days ago), 30.9% are below.
69.1% are above or equal to 12/28 close (11 days ago), 30.9% are below.
55.0% are above or equal to 12/27 close (12 days ago), 45.0% are below.
58.6% are above or equal to 12/23 close (13 days ago), 41.4% are below.
59.4% are above or equal to 12/22 close (14 days ago), 40.6% are below.
56.2% are above or equal to 12/21 close (15 days ago), 43.8% are below.
53.7% are above or equal to 12/20 close (16 days ago), 46.3% are below.
58.9% are above or equal to 12/19 close (17 days ago), 41.1% are below.
62.3% are above or equal to 12/16 close (18 days ago), 37.7% are below.
61.2% are above or equal to 12/15 close (19 days ago), 38.8% are below.
63.6% are above or equal to 12/14 close (20 days ago), 36.4% are below.
53.1% are above or equal to 12/13 close (21 days ago), 46.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170113 Closing)
20d: 17.2% new highs, 3.9% new lows
21d: 16.6% new highs, 3.9% new lows
42d: 12.3% new highs, 2.0% new lows
63d: 9.4% new highs, 0.9% new lows
126d: 7.5% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170113 Closing)
2-day: 64.4% above, 35.6% below
3-day: 59.5% above, 40.5% below
4-day: 60.3% above, 39.7% below
5-day: 61.9% above, 38.1% below
8-day: 55.3% above, 44.7% below
10-day: 60.8% above, 39.2% below
20-day: 60.4% above, 39.6% below
50-day: 75.9% above, 24.1% below
200-day: 70.5% above, 29.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170113 Closing)
META(29): 1.10% Top=CENX CCJ CDE AG PAAS TECK SLW SCCO ….. FMSA NUE X FCX SLCA AKS AGI CLF=Bottom (Metals & Mining)
MANU(34): 1.08% Top=MRC CFX DDD PNR TTC KMT TEX PH ….. BWXT MHK AGCO ATI MFS DHR GE EMR=Bottom (Manufacturing)
ELEC(46): 1.04% Top=MXL SIMO QRVO FSLR CAVM CRUS LRCX WAT ….. AYI NVDA FIT MCHP MU OCLR PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): 1.02% Top=DXCM CYH PKI RMD XRAY BSX COO STE ….. SYK UNH OPK BCR DGX EW BKD VWR=Bottom (Health)
COSW(76): 0.81% Top=GRUB ATHM FEYE MBLY ZEN CSC IT TRIP ….. ADP ADBE PTC IBM ATVI BIDU TWTR SHOP=Bottom (Computer Software/Internet)
FINA(85): 0.69% Top=OZRK CFR ZION NAVI RF BOFI EWBC KEY ….. APO KKR AXP BX EFX WDR JNS FHN=Bottom (Banks/Financials)
TRAN(23): 0.68% Top=GWR KSU XPO SWFT ALK CSX WAB TRN ….. UAL LUV UPS JBHT CHRW FDX JBLU AAL=Bottom (Transportation)
COHW(34): 0.57% Top=VG SSYS ZAYO ARRS CIEN S PANW ANET ….. T AAPL HPQ VZ VRSN TDS ACIA FNSR=Bottom (Computer Hardware/Telecom)
MATE(23): 0.47% Top=OC USG SUM VMC PWR FLR TPH PHM ….. FAST LEN MAS WM CAA DHI DAR KBH=Bottom (Materials & Construction)
INSU(30): 0.35% Top=CNO LNC XL PRU MET BRO TMK AXS ….. AFL CLGX FAF L MTG VR FNF WLTW=Bottom (Insurance)
DISV(42): 0.32% Top=CXW WTW TRU MAN ROL RRD JEC ACM ….. V MYGN KBR G ALLE ATHN RBA ZTO=Bottom (Diversified Services)
CONS(49): 0.20% Top=WWW FOSL KS PBI PAY OI BC NKE ….. EL SEE VFC UAA LULU GPK BLL PVH=Bottom (Consumer)
CHEM(24): 0.09% Top=CC IFF PAH HUN OLN GRA SHW AXTA ….. POT MOS EMN PPG DD DOW CE CF=Bottom (Chemicals/Fertilizers)
LEIS(33): 0.03% Top=MTN HLT GPRO QSR MAR LQ DNKN H ….. SONC DRI DPZ RCL JACK EAT WYNN BLMN=Bottom (Leisure)
REAL(98): -0.02% Top=GEO PEB CSAL CBG EQC HST OUT MFA ….. ALLY MAA EQR PSA CBL EXR CUBE SC=Bottom (Real Estate)
RETA(59): -0.19% Top=GNC NFLX SFM MELI KR TIF RH CHS ….. TGT W JWN DKS JCP SIG PIR GME=Bottom (Retail & Specialty Retail)
ENER(89): -0.38% Top=SN REN VVV SHLX COP MDU MMP MUR ….. RIG EGN PTEN OAS SM RDC DO CRC=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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