daytrend

01/18/2017

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

Closing Stats
by daytrend on 20170118. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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

COMPARED TO YESTERDAY’S RANGE (20170118 Closing)
21.7% of stocks are above yesterday’s high.
53.9% are above yesterday’s midpoint. (46.1% are below.)
13.1% are below yesterday’s low.
65.3% are inside yesterday’s range.
41.7% of stocks with today’s high > yesterday’s high. (58.3% less than).
48.0% of stocks with today’s low < yesterday’s low. (52.0% greater than).

EVIDENCE OF INTRADAY TREND (20170118 Closing)
60.6% of stocks are above today’s open. (38.1% are below).
53.6% of stocks are above today’s open and yesterday’s close.
29.4% are below both.
8.1% of stocks opened above yesterday’s high.
60.7% of stocks opened above yesterday’s close. (34.6% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170118 Closing)
20.4% of stocks are in the top 10% of today’s range.
33.7% are in the top 20%.
64.2% are in the top half. 35.8% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170118 Closing)
63.5% of stocks are above yesterday’s close. (36.5% are below.)
0.7% are up 4.5% or more. 0.7% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
67.1% are between +1% and -1%.

RSI on DAILY (20170118 Closing)
2-day: >=95:4.1%…>=90:9.5%…>=80:21.4%…>=50:55.4%…<=20:13.8%…<=10:6.5%…<=5:2.7%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.6%…>=50:59.0%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:64.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170118 Closing)
21.7% above previous 1 highs, 13.1% below previous 1 lows
12.8% above previous 2 highs, 9.4% below previous 2 lows
12.4% above previous 3 highs, 7.0% below previous 3 lows
11.1% above previous 4 highs, 5.8% below previous 4 lows
10.1% above previous 5 highs, 5.0% below previous 5 lows
8.0% above previous 6 highs, 4.6% below previous 6 lows
6.9% above previous 7 highs, 4.6% below previous 7 lows
5.7% above previous 8 highs, 4.3% below previous 8 lows
5.4% above previous 9 highs, 3.9% below previous 9 lows
5.4% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170118 Closing)
63.5% are above or equal to 1/17 close (1 days ago), 36.5% are below.
47.4% are above or equal to 1/13 close (2 days ago), 52.6% are below.
53.3% are above or equal to 1/12 close (3 days ago), 46.7% are below.
47.7% are above or equal to 1/11 close (4 days ago), 52.3% are below.
56.4% are above or equal to 1/10 close (5 days ago), 43.6% are below.
59.0% are above or equal to 1/9 close (6 days ago), 41.0% are below.
47.3% are above or equal to 1/6 close (7 days ago), 52.7% are below.
48.4% are above or equal to 1/5 close (8 days ago), 51.6% are below.
45.8% are above or equal to 1/4 close (9 days ago), 54.2% are below.
60.7% are above or equal to 1/3 close (10 days ago), 39.3% are below.
67.9% are above or equal to 12/30 close (11 days ago), 32.1% are below.
65.8% are above or equal to 12/29 close (12 days ago), 34.2% are below.
65.5% are above or equal to 12/28 close (13 days ago), 34.5% are below.
54.1% are above or equal to 12/27 close (14 days ago), 45.9% are below.
57.1% are above or equal to 12/23 close (15 days ago), 42.9% are below.
58.5% are above or equal to 12/22 close (16 days ago), 41.5% are below.
53.9% are above or equal to 12/21 close (17 days ago), 46.1% are below.
51.1% are above or equal to 12/20 close (18 days ago), 48.9% are below.
56.9% are above or equal to 12/19 close (19 days ago), 43.1% are below.
59.9% are above or equal to 12/16 close (20 days ago), 40.1% are below.
57.0% are above or equal to 12/15 close (21 days ago), 43.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170118 Closing)
20d: 11.2% new highs, 12.4% new lows
21d: 11.1% new highs, 12.2% new lows
42d: 7.6% new highs, 3.7% new lows
63d: 4.6% new highs, 1.6% new lows
126d: 3.2% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170118 Closing)
2-day: 62.2% above, 37.8% below
3-day: 52.7% above, 47.3% below
4-day: 52.8% above, 47.2% below
5-day: 50.2% above, 49.8% below
8-day: 53.3% above, 46.7% below
10-day: 52.5% above, 47.5% below
20-day: 57.8% above, 42.2% below
50-day: 72.4% above, 27.6% below
200-day: 70.7% above, 29.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170118 Closing)
INSU(30): 1.16% Top=MTG FAF RDN LNC FNF AGO HIG PRU ….. AJG WLTW AON AIG AFL BRO AFSI CLGX=Bottom (Insurance)
FINA(85): 0.76% Top=JNS BAC CMA CFG KEY SNV CIT PNC ….. GS WU TD CLNS OMF C BMO NTRS=Bottom (Banks/Financials)
MANU(34): 0.71% Top=ATI MRC AGCO EMR SWK MHK KMT TEX ….. DOV ROK MWA AOS CFX GE BWXT CAT=Bottom (Manufacturing)
DISV(41): 0.70% Top=URI CAR YY ZTO FDC JEC FLT AL ….. MYGN AMN FISV VRSK HRB KBR WTW RRD=Bottom (Diversified Services)
ELEC(46): 0.61% Top=CGNX QRVO AVGO SWKS MU MCHP KLAC LRCX ….. OCLR DLB FIT MXL AYI FSLR SPWR PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.58% Top=FAST VMC MLM SUM FLR RSG USG TOL ….. TPH LEN DHI WY CAA WCN OC KBH=Bottom (Materials & Construction)
TRAN(23): 0.37% Top=SAVE AAL GWR NSC XPO KSU UPS EXPD ….. LUV TRN JBHT DAL CP ALK CNI CSX=Bottom (Transportation)
LEIS(33): 0.36% Top=WYN STAY HLT LQ CMG CCL SBUX MAR ….. BYD MCD MGM WYNN QSR ARMK SHAK GPRO=Bottom (Leisure)
META(30): 0.36% Top=X AKS AA CENX STLD CMC NUE CLF ….. CDE AGI AEM ABX FNV SSRI AG CCJ=Bottom (Metals & Mining)
COSW(75): 0.31% Top=ZEN CTXS TEAM SPLK NOW SINA MTCH VMW ….. CHKP MDRX TWLO TRI VIPS WUBA NTES NTNX=Bottom (Computer Software/Internet)
COHW(34): 0.25% Top=TMUS WDC TDC QCOM NTAP COMM MSI CIEN ….. JNPR CDW FNSR T VZ TDS VG BCE=Bottom (Computer Hardware/Telecom)
REAL(93): 0.17% Top=BDN GEO SHO DLR DRH CLI COR SC ….. VER PSA GPT SRC SNH RLGY NNN CBL=Bottom (Real Estate)
CHEM(24): 0.11% Top=CC HUN AXTA CE SHW IFF PPG PAH ….. FMC ASH MOS GRA WLK CF ALB POT=Bottom (Chemicals/Fertilizers)
CONS(48): -0.19% Top=PAY KATE BERY PKG CL OI AVY ENR ….. MAT FOSL PVH TPX CRI VFC UAA HBI=Bottom (Consumer)
HEAL(44): -0.33% Top=ACHC IRWD BKD MD ELGX NUVA DGX MOH ….. RMD HCA DXCM UNH HLS XRAY THC CYH=Bottom (Health)
RETA(59): -0.44% Top=LB SIG ETSY ORLY GME RH BID AAP ….. LOW MELI M DKS JCP DLTR TGT PIR=Bottom (Retail & Specialty Retail)
ENER(89): -0.49% Top=KOS GPOR BAS RRC CRC SLB PXD RICE ….. SU DO SPN DPM ETE SXL ETP CVE=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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