daytrend

01/19/2017

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

Closing Stats
by daytrend on 20170119. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 810.

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

COMPARED TO YESTERDAY’S RANGE (20170119 Closing)
11.4% of stocks are above yesterday’s high.
36.3% are above yesterday’s midpoint. (63.7% are below.)
30.2% are below yesterday’s low.
58.4% are inside yesterday’s range.
47.7% of stocks with today’s high > yesterday’s high. (52.3% less than).
53.2% of stocks with today’s low < yesterday’s low. (46.8% greater than).

EVIDENCE OF INTRADAY TREND (20170119 Closing)
24.1% of stocks are above today’s open. (74.4% are below).
18.4% of stocks are above today’s open and yesterday’s close.
68.5% are below both.
18.3% of stocks opened above yesterday’s high.
48.9% of stocks opened above yesterday’s close. (45.7% opened below yesterday’s close).
7.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170119 Closing)
3.0% of stocks are in the top 10% of today’s range.
6.3% are in the top 20%.
25.3% are in the top half. 74.7% of stocks are in the bottom half of today’s range.
32.1% are in the bottom 20%.
14.8% are in the bottom 10%.

GAIN (20170119 Closing)
24.9% of stocks are above yesterday’s close. (75.1% are below.)
1.1% are up 4.5% or more. 0.5% are down 4.5% or more.
1.7% are up 3.5% or more. 1.5% are down 3.5% or more.
58.4% are between +1% and -1%.

RSI on DAILY (20170119 Closing)
2-day: >=95:2.1%…>=90:4.7%…>=80:11.2%…>=50:27.7%…<=20:29.1%…<=10:12.2%…<=5:5.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:45.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:53.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170119 Closing)
11.4% above previous 1 highs, 30.2% below previous 1 lows
8.8% above previous 2 highs, 22.5% below previous 2 lows
7.3% above previous 3 highs, 18.4% below previous 3 lows
6.7% above previous 4 highs, 12.6% below previous 4 lows
6.2% above previous 5 highs, 11.9% below previous 5 lows
5.4% above previous 6 highs, 11.2% below previous 6 lows
5.3% above previous 7 highs, 10.1% below previous 7 lows
4.2% above previous 8 highs, 9.8% below previous 8 lows
4.0% above previous 9 highs, 9.0% below previous 9 lows
3.8% above previous 10 highs, 7.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170119 Closing)
24.9% are above or equal to 1/18 close (1 days ago), 75.1% are below.
41.6% are above or equal to 1/17 close (2 days ago), 58.4% are below.
34.4% are above or equal to 1/13 close (3 days ago), 65.6% are below.
41.7% are above or equal to 1/12 close (4 days ago), 58.3% are below.
38.4% are above or equal to 1/11 close (5 days ago), 61.6% are below.
45.4% are above or equal to 1/10 close (6 days ago), 54.6% are below.
48.1% are above or equal to 1/9 close (7 days ago), 51.9% are below.
39.6% are above or equal to 1/6 close (8 days ago), 60.4% are below.
41.4% are above or equal to 1/5 close (9 days ago), 58.6% are below.
40.1% are above or equal to 1/4 close (10 days ago), 59.9% are below.
55.2% are above or equal to 1/3 close (11 days ago), 44.8% are below.
60.9% are above or equal to 12/30 close (12 days ago), 39.1% are below.
59.0% are above or equal to 12/29 close (13 days ago), 41.0% are below.
58.3% are above or equal to 12/28 close (14 days ago), 41.7% are below.
47.8% are above or equal to 12/27 close (15 days ago), 52.2% are below.
50.9% are above or equal to 12/23 close (16 days ago), 49.1% are below.
51.5% are above or equal to 12/22 close (17 days ago), 48.5% are below.
48.8% are above or equal to 12/21 close (18 days ago), 51.2% are below.
44.2% are above or equal to 12/20 close (19 days ago), 55.8% are below.
50.0% are above or equal to 12/19 close (20 days ago), 50.0% are below.
53.8% are above or equal to 12/16 close (21 days ago), 46.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170119 Closing)
20d: 10.5% new highs, 9.1% new lows
21d: 10.5% new highs, 8.8% new lows
42d: 6.9% new highs, 3.8% new lows
63d: 5.9% new highs, 1.4% new lows
126d: 4.4% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170119 Closing)
2-day: 24.4% above, 75.6% below
3-day: 31.4% above, 68.6% below
4-day: 28.6% above, 71.4% below
5-day: 31.5% above, 68.5% below
8-day: 37.8% above, 62.2% below
10-day: 38.4% above, 61.6% below
20-day: 47.5% above, 52.5% below
50-day: 66.4% above, 33.6% below
200-day: 69.6% above, 30.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170119 Closing)
TRAN(23): 0.97% Top=CSX NSC CP TRN UNP GWR ALK UAL ….. AAL CHRW SAVE DAL CNI SWFT XPO JBHT=Bottom (Transportation)
COHW(34): 0.38% Top=FNSR ACIA S TMUS PANW SSYS HPQ ANET ….. HRS TDC QCOM CCI VG BBRY WDC STX=Bottom (Computer Hardware/Telecom)
COSW(74): 0.30% Top=CHKP PTC TWLO MBLY JD NUAN ATHM ZEN ….. CSRA XRX CERN TRIP MSCI MANH TWTR MDRX=Bottom (Computer Software/Internet)
MANU(34): 0.19% Top=DDD MRC EMR BWXT IR XYL FLS MHK ….. KMT MFS DHR ROP ITT AOS ATI TEX=Bottom (Manufacturing)
LEIS(34): -0.37% Top=MAR STAY LQ HLT WYN H MGM DPZ ….. EAT QSR RCL WYNN DNKN BYD YUMC TXRH=Bottom (Leisure)
ENER(89): -0.38% Top=COG BAS GPOR FANG SM NOV NBL MUR ….. PAA XOM WPX HES SWN FTI OKS SN=Bottom (Energy)
ELEC(46): -0.40% Top=OCLR NVDA DLB AVGO FTV SNPS AMAT AYI ….. AMBA TRMB CY CGNX SPWR FIT MU SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): -0.43% Top=CCJ CENX ARNC AA SLW FNV ABX FMSA ….. CDE TAHO NUE CMC STLD CLF X AKS=Bottom (Metals & Mining)
INSU(29): -0.46% Top=MTG CNO AGO RDN PGR AIG MET UNM ….. FNF FAF AXS CINF MMC L AON HIG=Bottom (Insurance)
MATE(24): -0.60% Top=OC PWR MLM EXP WCN WM RSG TOL ….. FAST MDR CAA LEN PHM TPH DHI KBH=Bottom (Materials & Construction)
CHEM(24): -0.60% Top=FMC PPG PAH ALB AXTA MON WLK CF ….. DOW MOS RPM SHW EMN OLN HUN CC=Bottom (Chemicals/Fertilizers)
DISV(41): -0.70% Top=ZTO FDC GPN TRU MCO ULTA V ALLE ….. HRB KBR AMN MYGN R RBA WTW RRD=Bottom (Diversified Services)
FINA(86): -0.72% Top=SLM CFR SCHW CBOE WFC PVTB MTB SBNY ….. BBT PFG WDR OZRK BOFI TCB BK WU=Bottom (Banks/Financials)
REAL(92): -1.01% Top=COR CONE DLR AGNC NRF AMH LPT CUZ ….. OHI SRC CBL VER HPT SKT CSAL SNH=Bottom (Real Estate)
CONS(48): -1.12% Top=VFC FBHS CHD HBI LEG ECL PG PAY ….. PVH LULU KATE CRI SKX FOSL NWL PBI=Bottom (Consumer)
HEAL(43): -1.17% Top=AET ANTM UNH EW VWR BSX PRXL HRC ….. MD HLS OPK IRWD DXCM ELGX ALGN CYH=Bottom (Health)
RETA(59): -1.50% Top=NFLX KMX EBAY MIK SHLD PIR BID LOW ….. URBN CHS RH JWN FINL DSW WSM GNC=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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