daytrend

01/17/2017

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

Closing Stats
by daytrend on 20170117. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 816.

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

COMPARED TO YESTERDAY’S RANGE (20170117 Closing)
20.7% of stocks are above yesterday’s high.
39.5% are above yesterday’s midpoint. (60.5% are below.)
39.1% are below yesterday’s low.
40.2% are inside yesterday’s range.
42.8% of stocks with today’s high > yesterday’s high. (57.2% less than).
61.9% of stocks with today’s low < yesterday’s low. (38.1% greater than).

EVIDENCE OF INTRADAY TREND (20170117 Closing)
41.7% of stocks are above today’s open. (57.1% are below).
33.6% of stocks are above today’s open and yesterday’s close.
51.0% are below both.
9.1% of stocks opened above yesterday’s high.
38.6% of stocks opened above yesterday’s close. (57.2% opened below yesterday’s close).
21.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170117 Closing)
8.3% of stocks are in the top 10% of today’s range.
14.0% are in the top 20%.
38.7% are in the top half. 61.3% of stocks are in the bottom half of today’s range.
29.9% are in the bottom 20%.
12.3% are in the bottom 10%.

GAIN (20170117 Closing)
40.8% of stocks are above yesterday’s close. (59.2% are below.)
1.0% are up 4.5% or more. 1.7% are down 4.5% or more.
2.3% are up 3.5% or more. 5.4% are down 3.5% or more.
49.5% are between +1% and -1%.

RSI on DAILY (20170117 Closing)
2-day: >=95:5.3%…>=90:11.5%…>=80:21.6%…>=50:42.8%…<=20:25.7%…<=10:8.1%…<=5:2.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:53.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:59.4%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170117 Closing)
20.7% above previous 1 highs, 39.1% below previous 1 lows
17.0% above previous 2 highs, 17.6% below previous 2 lows
14.1% above previous 3 highs, 15.3% below previous 3 lows
11.6% above previous 4 highs, 14.0% below previous 4 lows
9.1% above previous 5 highs, 12.6% below previous 5 lows
7.2% above previous 6 highs, 12.0% below previous 6 lows
6.5% above previous 7 highs, 11.0% below previous 7 lows
6.1% above previous 8 highs, 10.3% below previous 8 lows
6.1% above previous 9 highs, 8.8% below previous 9 lows
5.9% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170117 Closing)
40.8% are above or equal to 1/13 close (1 days ago), 59.2% are below.
46.2% are above or equal to 1/12 close (2 days ago), 53.8% are below.
42.3% are above or equal to 1/11 close (3 days ago), 57.7% are below.
52.5% are above or equal to 1/10 close (4 days ago), 47.5% are below.
54.8% are above or equal to 1/9 close (5 days ago), 45.2% are below.
42.5% are above or equal to 1/6 close (6 days ago), 57.5% are below.
45.6% are above or equal to 1/5 close (7 days ago), 54.4% are below.
42.6% are above or equal to 1/4 close (8 days ago), 57.4% are below.
57.7% are above or equal to 1/3 close (9 days ago), 42.3% are below.
63.4% are above or equal to 12/30 close (10 days ago), 36.6% are below.
60.3% are above or equal to 12/29 close (11 days ago), 39.7% are below.
62.0% are above or equal to 12/28 close (12 days ago), 38.0% are below.
50.2% are above or equal to 12/27 close (13 days ago), 49.8% are below.
54.7% are above or equal to 12/23 close (14 days ago), 45.3% are below.
55.5% are above or equal to 12/22 close (15 days ago), 44.5% are below.
51.1% are above or equal to 12/21 close (16 days ago), 48.9% are below.
46.4% are above or equal to 12/20 close (17 days ago), 53.6% are below.
51.7% are above or equal to 12/19 close (18 days ago), 48.3% are below.
56.1% are above or equal to 12/16 close (19 days ago), 43.9% are below.
54.5% are above or equal to 12/15 close (20 days ago), 45.5% are below.
55.5% are above or equal to 12/14 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170117 Closing)
20d: 10.7% new highs, 10.3% new lows
21d: 9.7% new highs, 9.2% new lows
42d: 7.2% new highs, 2.6% new lows
63d: 3.9% new highs, 0.9% new lows
126d: 2.7% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170117 Closing)
2-day: 40.0% above, 60.0% below
3-day: 42.0% above, 58.0% below
4-day: 41.5% above, 58.5% below
5-day: 44.7% above, 55.3% below
8-day: 45.7% above, 54.3% below
10-day: 48.0% above, 52.0% below
20-day: 52.6% above, 47.4% below
50-day: 73.3% above, 26.7% below
200-day: 71.1% above, 28.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170117 Closing)
ENER(89): 0.94% Top=SN BAS NBL REN PBF EGN RES WPX ….. RDC COP FANG COG FTI SM LPI SWN=Bottom (Energy)
CONS(48): 0.92% Top=PVH MAT RL CRI HBI TUP WWW COTY ….. TPX SKX IP FL PAY WRK PKG PBI=Bottom (Consumer)
RETA(59): 0.86% Top=MIK DLTR GME KORS JCP DSW BBY CVS ….. NFLX AMZN AAP KMX BURL GNC CPRT TIF=Bottom (Retail & Specialty Retail)
META(30): 0.66% Top=PAAS FMSA GG AGI AG SSRI ABX HL ….. CLF AA CMC X ARNC CNX AKS TECK=Bottom (Metals & Mining)
REAL(97): 0.50% Top=SNH NNN SRC STOR PDM O PSA LXP ….. HST NRZ CBL CONE GEO CBG ALLY JLL=Bottom (Real Estate)
HEAL(44): -0.06% Top=THC CYH HCA BKD ESRX UHS COO STE ….. NUVA AET ANTM RMD PKI ELGX OPK IRWD=Bottom (Health)
MATE(23): -0.31% Top=KBH MDR SRCL DAR FAST TPH DHI CAA ….. WCN RSG VMC OC SUM PWR USG FLR=Bottom (Materials & Construction)
DISV(41): -0.34% Top=WTW INFO MCO CXW RRD YY SBAC ULTA ….. ACM JEC FDC RBA AL R ADS MYGN=Bottom (Diversified Services)
INSU(30): -0.53% Top=FNF VR WLTW HIG AFL TRV AON FAF ….. MTG TMK RDN PRU MET UNM CNO LNC=Bottom (Insurance)
LEIS(33): -0.70% Top=WYNN GPRO LVS MCD SBUX MGM SEAS BYD ….. DPZ H WYN LQ MTN BLMN WEN SONC=Bottom (Leisure)
CHEM(24): -0.90% Top=MON ALB IFF APD PX SHW ASH PPG ….. CE CC MOS RPM HUN OLN PAH CF=Bottom (Chemicals/Fertilizers)
COSW(76): -0.94% Top=SHOP CERN NTES FIS JD MDRX DOX EQIX ….. NOW ATHM PFPT VEEV ADSK PTC SPLK ZEN=Bottom (Computer Software/Internet)
COHW(34): -0.99% Top=PSTG CCI TDS BCE WDC CTL AAPL LVLT ….. BBRY MSI ACIA CIEN VG QCOM COMM ANET=Bottom (Computer Hardware/Telecom)
MANU(34): -1.16% Top=ATI MWA GE MHK PNR AGCO ITW FLS ….. ROK PH DOV MFS CFX ITT KMT MRC=Bottom (Manufacturing)
TRAN(23): -1.32% Top=WAB KSU CHRW UPS FDX UAL ALK CNI ….. GWR AAL JBLU TRN SWFT SAVE NSC XPO=Bottom (Transportation)
ELEC(46): -1.79% Top=DLB MXL WAT INTC BRKR CREE ADI APH ….. CRUS KEYS IDTI MSCC OCLR AMBA PI AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): -2.70% Top=EFX BMO PSEC AXP CBOE ARCC TD ICE ….. KEY ZION WETF SIVB RF CFG NAVI CMA=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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