daytrend

01/26/2017

Filed under: Market Stats — daytrend @ 5:49 pm

Closing Stats
by daytrend on 20170126. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 811.

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

COMPARED TO YESTERDAY’S RANGE (20170126 Closing)
21.3% of stocks are above yesterday’s high.
45.9% are above yesterday’s midpoint. (54.1% are below.)
27.5% are below yesterday’s low.
51.2% are inside yesterday’s range.
52.4% of stocks with today’s high > yesterday’s high. (47.6% less than).
45.1% of stocks with today’s low < yesterday’s low. (54.9% greater than).

EVIDENCE OF INTRADAY TREND (20170126 Closing)
37.5% of stocks are above today’s open. (60.4% are below).
32.3% of stocks are above today’s open and yesterday’s close.
53.6% are below both.
13.9% of stocks opened above yesterday’s high.
57.7% of stocks opened above yesterday’s close. (37.5% opened below yesterday’s close).
7.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170126 Closing)
6.0% of stocks are in the top 10% of today’s range.
13.4% are in the top 20%.
37.9% are in the top half. 62.1% of stocks are in the bottom half of today’s range.
31.1% are in the bottom 20%.
15.4% are in the bottom 10%.

GAIN (20170126 Closing)
40.6% of stocks are above yesterday’s close. (59.4% are below.)
1.0% are up 4.5% or more. 2.1% are down 4.5% or more.
1.8% are up 3.5% or more. 4.1% are down 3.5% or more.
59.6% are between +1% and -1%.

RSI on DAILY (20170126 Closing)
2-day: >=95:16.4%…>=90:25.6%…>=80:35.8%…>=50:61.8%…<=20:12.5%…<=10:5.4%…<=5:2.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:4.7%…>=50:69.5%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:71.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170126 Closing)
21.3% above previous 1 highs, 27.5% below previous 1 lows
20.3% above previous 2 highs, 12.5% below previous 2 lows
19.6% above previous 3 highs, 8.8% below previous 3 lows
18.9% above previous 4 highs, 7.5% below previous 4 lows
18.1% above previous 5 highs, 6.9% below previous 5 lows
17.4% above previous 6 highs, 6.5% below previous 6 lows
15.5% above previous 7 highs, 6.5% below previous 7 lows
14.1% above previous 8 highs, 6.2% below previous 8 lows
14.1% above previous 9 highs, 5.1% below previous 9 lows
13.8% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170126 Closing)
40.6% are above or equal to 1/25 close (1 days ago), 59.4% are below.
62.5% are above or equal to 1/24 close (2 days ago), 37.5% are below.
78.3% are above or equal to 1/23 close (3 days ago), 21.7% are below.
73.6% are above or equal to 1/20 close (4 days ago), 26.4% are below.
76.9% are above or equal to 1/19 close (5 days ago), 23.1% are below.
67.1% are above or equal to 1/18 close (6 days ago), 32.9% are below.
68.8% are above or equal to 1/17 close (7 days ago), 31.2% are below.
65.2% are above or equal to 1/13 close (8 days ago), 34.8% are below.
68.7% are above or equal to 1/12 close (9 days ago), 31.3% are below.
65.7% are above or equal to 1/11 close (10 days ago), 34.3% are below.
68.2% are above or equal to 1/10 close (11 days ago), 31.8% are below.
70.2% are above or equal to 1/9 close (12 days ago), 29.8% are below.
63.1% are above or equal to 1/6 close (13 days ago), 36.9% are below.
63.0% are above or equal to 1/5 close (14 days ago), 37.0% are below.
59.9% are above or equal to 1/4 close (15 days ago), 40.1% are below.
68.3% are above or equal to 1/3 close (16 days ago), 31.7% are below.
74.4% are above or equal to 12/30 close (17 days ago), 25.6% are below.
73.5% are above or equal to 12/29 close (18 days ago), 26.5% are below.
73.5% are above or equal to 12/28 close (19 days ago), 26.5% are below.
66.2% are above or equal to 12/27 close (20 days ago), 33.8% are below.
68.7% are above or equal to 12/23 close (21 days ago), 31.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170126 Closing)
20d: 27.4% new highs, 5.2% new lows
21d: 27.4% new highs, 5.1% new lows
42d: 20.8% new highs, 3.3% new lows
63d: 18.0% new highs, 1.1% new lows
126d: 15.0% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170126 Closing)
2-day: 39.5% above, 60.5% below
3-day: 55.0% above, 45.0% below
4-day: 66.1% above, 33.9% below
5-day: 70.0% above, 30.0% below
8-day: 71.1% above, 28.9% below
10-day: 70.2% above, 29.8% below
20-day: 69.5% above, 30.5% below
50-day: 72.4% above, 27.6% below
200-day: 71.4% above, 28.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170126 Closing)
INSU(29): 0.33% Top=ORI LNC FNF AGO PGR BRO ALL AIG ….. PRU VR RDN MET CLGX MBI CINF MTG=Bottom (Insurance)
LEIS(32): 0.27% Top=RCL YUMC CCL H STAY WYN WEN SEAS ….. BYD YUM SONC DNKN SHAK EAT WYNN LVS=Bottom (Leisure)
ENER(88): 0.20% Top=SM WPX PAA HLX CRC BAS WPZ CPE ….. ECA RES NBR MUR HFC HK PBF HP=Bottom (Energy)
TRAN(25): 0.15% Top=LUV AAL ALK UAL CSX SAVE CHRW DAL ….. XPO WAB GWR KSU TRN SWFT JBLU TK=Bottom (Transportation)
FINA(87): 0.02% Top=EWBC BKU VLY SYF RJF BX PACW LAZ ….. BEN NAVI OMF IVZ WETF SEIC TROW WDR=Bottom (Banks/Financials)
MATE(24): -0.06% Top=PHM WCN KBH CAA TPH SUM WM MAS ….. SRCL TOL FAST OC MDR WY DAR USG=Bottom (Materials & Construction)
CHEM(25): -0.09% Top=SHW DOW DD ALB EMN PPG CE APD ….. GRA HUN CF MON OLN AGU POT MOS=Bottom (Chemicals/Fertilizers)
REAL(89): -0.11% Top=LHO PEB DRH SHO GEO SLG APLE ALLY ….. BRX VER MPW PLD LPT FR RLGY DRE=Bottom (Real Estate)
COHW(34): -0.24% Top=TMUS STX S VG CTL COMM CCI LVLT ….. VZ JNPR WDC MSI ACIA HPQ PSTG QCOM=Bottom (Computer Hardware/Telecom)
DISV(43): -0.30% Top=URI ROL SBAC BAH CXW AL CTAS MCO ….. FDC MYGN FLT GPN YY TRU ADS ZTO=Bottom (Diversified Services)
ELEC(46): -0.52% Top=NVDA AMD CY FIT TER FLEX FTV PI ….. KLAC MCHP FSLR AMBA SIMO DLB LRCX XLNX=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(33): -0.58% Top=MWA TEX ETN HON MHK ROK ROP XYL ….. ITT AOS DCI DOV MRC ATI KMT DDD=Bottom (Manufacturing)
COSW(76): -0.59% Top=NOW TWLO PFPT CHKP OTEX FB MSCI MSFT ….. VIPS ZEN NCR MTCH MANH NTNX CTXS FFIV=Bottom (Computer Software/Internet)
HEAL(44): -0.70% Top=DVA OPK ABT DGX UNH PRAH TMO COO ….. CNC DXCM BCR RMD ACHC ELGX IRWD VAR=Bottom (Health)
RETA(57): -0.94% Top=EBAY W ETSY BBY WFM DSW KR HD ….. ANF GNC CHS BURL TLRD PIR RH SHLD=Bottom (Retail & Specialty Retail)
META(30): -1.52% Top=STLD X NUE CCJ ARNC SLCA CMC FMSA ….. RGLD TECK CENX CDE SLW TAHO FCX AGI=Bottom (Metals & Mining)
CONS(49): -1.61% Top=BC CCK ENR GT KATE COTY CLX KMB ….. WRK SKX BMS PAY FOSL HAS WHR MAT=Bottom (Consumer)

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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