daytrend

01/23/2017

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

Closing Stats
by daytrend on 20170123. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 801.

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

COMPARED TO YESTERDAY’S RANGE (20170123 Closing)
21.1% of stocks are above yesterday’s high.
44.3% are above yesterday’s midpoint. (55.7% are below.)
26.7% are below yesterday’s low.
52.2% are inside yesterday’s range.
37.6% of stocks with today’s high > yesterday’s high. (62.4% less than).
60.0% of stocks with today’s low < yesterday’s low. (40.0% greater than).

EVIDENCE OF INTRADAY TREND (20170123 Closing)
48.8% of stocks are above today’s open. (49.4% are below).
36.7% of stocks are above today’s open and yesterday’s close.
46.4% are below both.
5.6% of stocks opened above yesterday’s high.
29.0% of stocks opened above yesterday’s close. (66.2% opened below yesterday’s close).
13.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170123 Closing)
10.9% of stocks are in the top 10% of today’s range.
25.2% are in the top 20%.
58.3% are in the top half. 41.7% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
3.7% are in the bottom 10%.

GAIN (20170123 Closing)
41.3% of stocks are above yesterday’s close. (58.7% are below.)
0.4% are up 4.5% or more. 0.4% are down 4.5% or more.
1.0% are up 3.5% or more. 1.6% are down 3.5% or more.
65.7% are between +1% and -1%.

RSI on DAILY (20170123 Closing)
2-day: >=95:3.9%…>=90:8.5%…>=80:21.2%…>=50:47.1%…<=20:22.7%…<=10:11.6%…<=5:5.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:52.6%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170123 Closing)
21.1% above previous 1 highs, 26.7% below previous 1 lows
16.0% above previous 2 highs, 17.0% below previous 2 lows
11.5% above previous 3 highs, 13.1% below previous 3 lows
10.5% above previous 4 highs, 11.9% below previous 4 lows
9.6% above previous 5 highs, 11.2% below previous 5 lows
9.2% above previous 6 highs, 9.2% below previous 6 lows
8.6% above previous 7 highs, 8.4% below previous 7 lows
8.2% above previous 8 highs, 8.1% below previous 8 lows
7.1% above previous 9 highs, 7.5% below previous 9 lows
6.6% above previous 10 highs, 7.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170123 Closing)
41.3% are above or equal to 1/20 close (1 days ago), 58.7% are below.
58.2% are above or equal to 1/19 close (2 days ago), 41.8% are below.
44.4% are above or equal to 1/18 close (3 days ago), 55.6% are below.
53.4% are above or equal to 1/17 close (4 days ago), 46.6% are below.
42.6% are above or equal to 1/13 close (5 days ago), 57.4% are below.
47.3% are above or equal to 1/12 close (6 days ago), 52.7% are below.
44.1% are above or equal to 1/11 close (7 days ago), 55.9% are below.
52.9% are above or equal to 1/10 close (8 days ago), 47.1% are below.
55.2% are above or equal to 1/9 close (9 days ago), 44.8% are below.
47.1% are above or equal to 1/6 close (10 days ago), 52.9% are below.
47.7% are above or equal to 1/5 close (11 days ago), 52.3% are below.
44.8% are above or equal to 1/4 close (12 days ago), 55.2% are below.
56.4% are above or equal to 1/3 close (13 days ago), 43.6% are below.
62.7% are above or equal to 12/30 close (14 days ago), 37.3% are below.
60.2% are above or equal to 12/29 close (15 days ago), 39.8% are below.
59.6% are above or equal to 12/28 close (16 days ago), 40.4% are below.
50.4% are above or equal to 12/27 close (17 days ago), 49.6% are below.
53.1% are above or equal to 12/23 close (18 days ago), 46.9% are below.
54.7% are above or equal to 12/22 close (19 days ago), 45.3% are below.
51.1% are above or equal to 12/21 close (20 days ago), 48.9% are below.
48.1% are above or equal to 12/20 close (21 days ago), 51.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170123 Closing)
20d: 10.1% new highs, 12.0% new lows
21d: 10.1% new highs, 12.0% new lows
42d: 6.9% new highs, 4.5% new lows
63d: 5.2% new highs, 1.6% new lows
126d: 3.5% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170123 Closing)
2-day: 39.7% above, 60.3% below
3-day: 50.6% above, 49.4% below
4-day: 47.3% above, 52.7% below
5-day: 49.8% above, 50.2% below
8-day: 45.1% above, 54.9% below
10-day: 48.3% above, 51.7% below
20-day: 53.3% above, 46.7% below
50-day: 64.3% above, 35.7% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170123 Closing)
META(30): 1.53% Top=HL CDE ABX CENX AG AEM SLW CCJ ….. ARNC CMC STLD NUE X SLCA FMSA AKS=Bottom (Metals & Mining)
REAL(87): 0.81% Top=KRC GGP CUBE EXR REG DEI EQY HTA ….. UDR CPT RLGY DFT HST EQR CBG ALLY=Bottom (Real Estate)
CONS(47): 0.31% Top=KATE PKG WRK TPX BERY IP BMS GPK ….. LEG PG CL PVH LULU FOSL COTY UAA=Bottom (Consumer)
CHEM(24): 0.27% Top=CF HUN CE PPG ASH MOS FMC PAH ….. POT GRA DD APD DOW PX IFF CC=Bottom (Chemicals/Fertilizers)
ELEC(45): 0.13% Top=PI WAT SWKS AMD SIMO QRVO TXN NVDA ….. TER MRVL MXL TRMB MSCC CREE SPWR FSLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.13% Top=DHI MDR WY EXP PHM TPH CAA WCN ….. LEN KBH VMC TOL FLR WM FAST SRCL=Bottom (Materials & Construction)
COSW(74): 0.01% Top=NTNX MBLY NTES JD PTC GOOG VIPS MANH ….. SHOP TEAM CSRA AKAM MDRX SQ CERN CSC=Bottom (Computer Software/Internet)
LEIS(34): -0.03% Top=YUMC WYNN CCL DNKN WEN CMG SIX WYN ….. MCD SHAK SONC MGM SEAS BLMN LQ GPRO=Bottom (Leisure)
FINA(87): -0.40% Top=CLNS LM NYCB FITB BMO STI OMF PSEC ….. SYF JNS MS WFC UMPQ BK BOFI WETF=Bottom (Banks/Financials)
DISV(42): -0.41% Top=CAR MYGN CXW MCO KBR V ATHN R ….. HRB ZTO AMN G YY FDC WTW TAL=Bottom (Diversified Services)
COHW(33): -0.46% Top=S T TMUS CTL ACIA LVLT CSCO HRS ….. NTAP VZ SSYS PANW CDW ZAYO FNSR QCOM=Bottom (Computer Hardware/Telecom)
MANU(33): -0.46% Top=MHK MWA SWK DE ITW AOS ROP PH ….. DOV EMR TEX XYL KMT MRC GE DDD=Bottom (Manufacturing)
INSU(30): -0.55% Top=ORI XL AXS FNF TRV AGO AJG L ….. MBI BRO AFL PRU RDN HIG CLGX AIG=Bottom (Insurance)
HEAL(43): -0.55% Top=ELGX THC ZBH ALGN IART UNH ACHC HCA ….. NUVA OPK ESRX BKD HLS CYH AET MOH=Bottom (Health)
RETA(57): -0.71% Top=BABA ETSY HD GME MELI AMZN LOW AN ….. ANF TLRD AAP GNC RH PIR SFM ORLY=Bottom (Retail & Specialty Retail)
ENER(87): -1.22% Top=PAA ETE DK WPZ BPL COG PAGP SXL ….. DO CVE RIG HLX RES SPN PTEN BAS=Bottom (Energy)
TRAN(24): -1.29% Top=CSX CP CNI CHRW GWR JBHT NSC FDX ….. EXPD AAL LUV TRN KSU UAL DAL NAT=Bottom (Transportation)

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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