daytrend

01/24/2017

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

Closing Stats
by daytrend on 20170124. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 802.

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

COMPARED TO YESTERDAY’S RANGE (20170124 Closing)
60.7% of stocks are above yesterday’s high.
82.7% are above yesterday’s midpoint. (17.3% are below.)
4.6% are below yesterday’s low.
34.7% are inside yesterday’s range.
79.3% of stocks with today’s high > yesterday’s high. (20.7% less than).
17.2% of stocks with today’s low < yesterday’s low. (82.8% greater than).

EVIDENCE OF INTRADAY TREND (20170124 Closing)
78.2% of stocks are above today’s open. (20.9% are below).
76.6% of stocks are above today’s open and yesterday’s close.
13.7% are below both.
24.1% of stocks opened above yesterday’s high.
80.4% of stocks opened above yesterday’s close. (16.2% opened below yesterday’s close).
1.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170124 Closing)
15.6% of stocks are in the top 10% of today’s range.
36.9% are in the top 20%.
77.8% are in the top half. 22.2% of stocks are in the bottom half of today’s range.
4.6% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20170124 Closing)
84.4% of stocks are above yesterday’s close. (15.6% are below.)
4.9% are up 4.5% or more. 0.2% are down 4.5% or more.
9.1% are up 3.5% or more. 0.5% are down 3.5% or more.
40.3% are between +1% and -1%.

RSI on DAILY (20170124 Closing)
2-day: >=95:15.3%…>=90:28.6%…>=80:50.2%…>=50:79.9%…<=20:8.0%…<=10:5.0%…<=5:2.1%…
9-day: >=95:0.0%…>=90:0.2%…>=80:3.6%…>=50:70.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:71.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170124 Closing)
60.7% above previous 1 highs, 4.6% below previous 1 lows
48.5% above previous 2 highs, 4.1% below previous 2 lows
41.4% above previous 3 highs, 3.7% below previous 3 lows
39.5% above previous 4 highs, 3.5% below previous 4 lows
34.3% above previous 5 highs, 3.4% below previous 5 lows
29.4% above previous 6 highs, 3.2% below previous 6 lows
28.3% above previous 7 highs, 2.5% below previous 7 lows
26.6% above previous 8 highs, 2.4% below previous 8 lows
25.9% above previous 9 highs, 2.4% below previous 9 lows
24.6% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170124 Closing)
84.4% are above or equal to 1/23 close (1 days ago), 15.6% are below.
76.4% are above or equal to 1/20 close (2 days ago), 23.6% are below.
78.9% are above or equal to 1/19 close (3 days ago), 21.1% are below.
66.5% are above or equal to 1/18 close (4 days ago), 33.5% are below.
68.6% are above or equal to 1/17 close (5 days ago), 31.4% are below.
62.6% are above or equal to 1/13 close (6 days ago), 37.4% are below.
67.3% are above or equal to 1/12 close (7 days ago), 32.7% are below.
63.5% are above or equal to 1/11 close (8 days ago), 36.5% are below.
65.3% are above or equal to 1/10 close (9 days ago), 34.7% are below.
68.5% are above or equal to 1/9 close (10 days ago), 31.5% are below.
59.2% are above or equal to 1/6 close (11 days ago), 40.8% are below.
60.1% are above or equal to 1/5 close (12 days ago), 39.9% are below.
57.1% are above or equal to 1/4 close (13 days ago), 42.9% are below.
66.5% are above or equal to 1/3 close (14 days ago), 33.5% are below.
71.1% are above or equal to 12/30 close (15 days ago), 28.9% are below.
70.6% are above or equal to 12/29 close (16 days ago), 29.4% are below.
70.6% are above or equal to 12/28 close (17 days ago), 29.4% are below.
61.6% are above or equal to 12/27 close (18 days ago), 38.4% are below.
64.0% are above or equal to 12/23 close (19 days ago), 36.0% are below.
65.8% are above or equal to 12/22 close (20 days ago), 34.2% are below.
63.0% are above or equal to 12/21 close (21 days ago), 37.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170124 Closing)
20d: 27.4% new highs, 3.7% new lows
21d: 27.1% new highs, 3.7% new lows
42d: 20.2% new highs, 1.6% new lows
63d: 16.7% new highs, 0.4% new lows
126d: 11.5% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170124 Closing)
2-day: 83.7% above, 16.3% below
3-day: 80.0% above, 20.0% below
4-day: 81.0% above, 19.0% below
5-day: 77.2% above, 22.8% below
8-day: 72.9% above, 27.1% below
10-day: 70.4% above, 29.6% below
20-day: 68.3% above, 31.7% below
50-day: 72.8% above, 27.2% below
200-day: 71.8% above, 28.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170124 Closing)
MATE(24): 3.14% Top=PWR DHI LEN PHM TPH CAA TOL SUM ….. VMC OC SRCL RSG WM DAR FAST WCN=Bottom (Materials & Construction)
MANU(33): 2.92% Top=ATI MRC KMT CFX TEX ITT DDD DOV ….. XYL TTC MWA ROP GE DE HON DHR=Bottom (Manufacturing)
CHEM(24): 2.75% Top=MOS PAH POT WLK CF DD DOW HUN ….. IFF PPG FMC AXTA PX APD MON SHW=Bottom (Chemicals/Fertilizers)
CONS(48): 1.86% Top=FOSL TPX PKG SKX KMB COH ENR KS ….. RL CRI CLX HBI NKE UAA GIL FL=Bottom (Consumer)
META(30): 1.78% Top=CENX FCX TECK CCJ CLF CNX ARNC SCCO ….. SSRI AGI PAAS FNV TAHO HL AG AKS=Bottom (Metals & Mining)
ELEC(45): 1.77% Top=OCLR CY GLW CRUS AMD AMBA MU MRVL ….. AYI CREE MSCC PI SPWR WAT FSLR SIMO=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(87): 1.76% Top=RICE SN CVI PBF HFC MTDR HP SXL ….. CPE SPN PE OXY RRC KOS PXD HLX=Bottom (Energy)
FINA(87): 1.51% Top=OZRK OMF SLM FHN BOFI WETF HOMB CFR ….. EFX TROW GS AMTD FITB PSEC WU JNS=Bottom (Banks/Financials)
TRAN(24): 1.43% Top=XPO FDX NSC TRN GWR JBHT SWFT WAB ….. KSU EXPD UNP UAL CP ALK LUV SAVE=Bottom (Transportation)
DISV(42): 1.29% Top=ACM JEC CXW KBR RRD URI FDC CAR ….. ATHN VNTV FISV SBAC ADS ZTO AMN YY=Bottom (Diversified Services)
COHW(34): 1.26% Top=ACIA FNSR WDC NTAP VIAV HPQ ANET CIEN ….. TMUS AAPL LVLT CTL T VG PSTG VZ=Bottom (Computer Hardware/Telecom)
COSW(73): 1.17% Top=DATA YHOO PTC VMW NCR IBM SINA CSC ….. MTCH FIS DOX AKAM TWTR SABR FEYE MBLY=Bottom (Computer Software/Internet)
LEIS(32): 1.14% Top=GPRO CMG LQ MGM WYNN DPZ CCL SONC ….. DNKN BLMN SEAS EXPE MAR H MCD TXRH=Bottom (Leisure)
RETA(58): 1.03% Top=FINL BABA W CHS MELI ETSY SPLS SIG ….. PIR HD GME KR WBA EBAY GNC RH=Bottom (Retail & Specialty Retail)
INSU(29): 0.69% Top=L LNC CNO MET ORI MBI XL PRU ….. AON ALL FNF AIG FAF BRO MTG TRV=Bottom (Insurance)
HEAL(43): 0.35% Top=RMD HRC ACHC CYH ESRX XRAY BKD UNH ….. EW IART OPK MD IRWD TMO AET MOH=Bottom (Health)
REAL(89): 0.14% Top=GEO SC PEB OFC MPW LHO DLR BXP ….. SKT DRE NNN EQR SRC STOR GGP PLD=Bottom (Real Estate)

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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