daytrend

01/20/2017

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

Closing Stats
by daytrend on 20170120. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 804.

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

COMPARED TO YESTERDAY’S RANGE (20170120 Closing)
21.1% of stocks are above yesterday’s high.
56.7% are above yesterday’s midpoint. (43.3% are below.)
10.0% are below yesterday’s low.
68.9% are inside yesterday’s range.
49.8% of stocks with today’s high > yesterday’s high. (50.2% less than).
32.7% of stocks with today’s low < yesterday’s low. (67.3% greater than).

EVIDENCE OF INTRADAY TREND (20170120 Closing)
56.3% of stocks are above today’s open. (42.3% are below).
55.5% of stocks are above today’s open and yesterday’s close.
24.3% are below both.
11.3% of stocks opened above yesterday’s high.
76.6% of stocks opened above yesterday’s close. (19.0% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170120 Closing)
11.8% of stocks are in the top 10% of today’s range.
21.5% are in the top 20%.
52.2% are in the top half. 47.8% of stocks are in the bottom half of today’s range.
13.3% are in the bottom 20%.
4.4% are in the bottom 10%.

GAIN (20170120 Closing)
74.4% of stocks are above yesterday’s close. (25.6% are below.)
0.7% are up 4.5% or more. 0.0% are down 4.5% or more.
1.5% are up 3.5% or more. 0.1% are down 3.5% or more.
70.0% are between +1% and -1%.

RSI on DAILY (20170120 Closing)
2-day: >=95:3.9%…>=90:8.0%…>=80:19.2%…>=50:58.7%…<=20:14.3%…<=10:6.0%…<=5:3.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:57.1%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:62.2%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170120 Closing)
21.1% above previous 1 highs, 10.0% below previous 1 lows
15.2% above previous 2 highs, 7.7% below previous 2 lows
11.1% above previous 3 highs, 5.7% below previous 3 lows
8.1% above previous 4 highs, 5.3% below previous 4 lows
7.5% above previous 5 highs, 4.1% below previous 5 lows
7.0% above previous 6 highs, 3.5% below previous 6 lows
6.8% above previous 7 highs, 3.2% below previous 7 lows
6.2% above previous 8 highs, 3.1% below previous 8 lows
5.5% above previous 9 highs, 3.0% below previous 9 lows
5.3% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170120 Closing)
74.4% are above or equal to 1/19 close (1 days ago), 25.6% are below.
46.4% are above or equal to 1/18 close (2 days ago), 53.6% are below.
55.0% are above or equal to 1/17 close (3 days ago), 45.0% are below.
46.1% are above or equal to 1/13 close (4 days ago), 53.9% are below.
50.7% are above or equal to 1/12 close (5 days ago), 49.3% are below.
46.4% are above or equal to 1/11 close (6 days ago), 53.6% are below.
54.5% are above or equal to 1/10 close (7 days ago), 45.5% are below.
58.6% are above or equal to 1/9 close (8 days ago), 41.4% are below.
48.5% are above or equal to 1/6 close (9 days ago), 51.5% are below.
48.6% are above or equal to 1/5 close (10 days ago), 51.4% are below.
45.8% are above or equal to 1/4 close (11 days ago), 54.2% are below.
58.7% are above or equal to 1/3 close (12 days ago), 41.3% are below.
66.0% are above or equal to 12/30 close (13 days ago), 34.0% are below.
63.9% are above or equal to 12/29 close (14 days ago), 36.1% are below.
63.3% are above or equal to 12/28 close (15 days ago), 36.7% are below.
52.2% are above or equal to 12/27 close (16 days ago), 47.8% are below.
55.1% are above or equal to 12/23 close (17 days ago), 44.9% are below.
57.0% are above or equal to 12/22 close (18 days ago), 43.0% are below.
52.5% are above or equal to 12/21 close (19 days ago), 47.5% are below.
49.8% are above or equal to 12/20 close (20 days ago), 50.2% are below.
54.7% are above or equal to 12/19 close (21 days ago), 45.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170120 Closing)
20d: 10.7% new highs, 6.1% new lows
21d: 10.4% new highs, 6.1% new lows
42d: 7.1% new highs, 2.7% new lows
63d: 5.8% new highs, 1.6% new lows
126d: 4.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170120 Closing)
2-day: 73.4% above, 26.6% below
3-day: 56.8% above, 43.2% below
4-day: 55.5% above, 44.5% below
5-day: 51.1% above, 48.9% below
8-day: 51.5% above, 48.5% below
10-day: 52.1% above, 47.9% below
20-day: 55.3% above, 44.7% below
50-day: 67.7% above, 32.3% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170120 Closing)
CHEM(23): 1.46% Top=CF POT MOS WLK CC OLN FMC PPG ….. AXTA HUN DOW MON ALB ASH SHW DD=Bottom (Chemicals/Fertilizers)
ELEC(46): 1.14% Top=SWKS CRUS QRVO AVGO MSCC PI ON IDTI ….. AMD WAT SNPS MXL NVDA OCLR BRKR CGNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): 0.85% Top=CENX SLCA CDE GG SLW TAHO HL FCX ….. FMSA TECK STLD AKS ARNC CNX CCJ CLF=Bottom (Metals & Mining)
MATE(24): 0.76% Top=VMC SUM USG EXP FAST DHI PHM TPH ….. WM RSG TOL MAS WY FLR WCN DAR=Bottom (Materials & Construction)
TRAN(23): 0.65% Top=KSU UNP LUV CNI UAL DAL AAL SAVE ….. TRN XPO EXPD FDX SWFT NSC WAB CSX=Bottom (Transportation)
REAL(89): 0.64% Top=BAM DFT GEO CUZ CONE AIV BRX GGP ….. AMT ALLY DRE AGNC CBL RLGY PLD SHO=Bottom (Real Estate)
FINA(87): 0.60% Top=OZRK CFG OMF SBNY BEN LM STI SYF ….. WU CLNS LAZ WETF BOFI C EFX PBCT=Bottom (Banks/Financials)
ENER(87): 0.57% Top=BAS CRC RDC NOV MTDR WLL SN RES ….. WMB SWN ENLK WPX COG RICE WPZ KOS=Bottom (Energy)
CONS(47): 0.54% Top=PG COTY IP WRK SKX WWW CHD CL ….. BC ECL KATE UAA BLL PAY CCK GPK=Bottom (Consumer)
MANU(34): 0.47% Top=TEX ATI MWA DE TTC CAT AGCO DOV ….. HON DHR FLS MFS PNR MRC PH GE=Bottom (Manufacturing)
LEIS(34): 0.37% Top=GPRO MTN BLMN TXRH SEAS DRI DPZ JACK ….. MAR LVS ARMK CCL SBUX H CMG LQ=Bottom (Leisure)
RETA(58): 0.37% Top=SHLD JWN DKS JCP GNC GPS ANF CHS ….. BBY WMT SFM ETSY SBH TGT CVS WBA=Bottom (Retail & Specialty Retail)
INSU(30): 0.29% Top=UNM AFL MMC PRU ORI L MBI RDN ….. XL BRO AON CNO FAF AXS FNF AGO=Bottom (Insurance)
DISV(42): 0.25% Top=CXW INFO AMN MA MYGN FDC MCO PAYX ….. GPN JEC TRU HRB G YY ALLE WTW=Bottom (Diversified Services)
COSW(74): 0.11% Top=TEAM IBM ADSK ORCL CHKP NTES TRI ZEN ….. TWTR PTC BIDU MBLY WUBA IAC MTCH VIPS=Bottom (Computer Software/Internet)
COHW(33): 0.05% Top=NTAP PSTG WDC COMM CCI T BCE VZ ….. S SSYS TMUS HPQ ACIA VG QCOM FNSR=Bottom (Computer Hardware/Telecom)
HEAL(43): -0.05% Top=CYH ANTM CNC MOH HCA ALGN RMD UHS ….. ESRX PRXL IART OPK HRC ELGX DXCM BKD=Bottom (Health)

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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