daytrend

01/27/2017

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

Closing Stats
by daytrend on 20170127. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 817.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170127 Closing)
12.1% of stocks are above yesterday’s high.
31.1% are above yesterday’s midpoint. (68.9% are below.)
40.9% are below yesterday’s low.
47.0% are inside yesterday’s range.
25.0% of stocks with today’s high > yesterday’s high. (75.0% less than).
66.5% of stocks with today’s low < yesterday’s low. (33.5% greater than).

EVIDENCE OF INTRADAY TREND (20170127 Closing)
33.3% of stocks are above today’s open. (65.7% are below).
27.3% of stocks are above today’s open and yesterday’s close.
59.7% are below both.
5.5% of stocks opened above yesterday’s high.
54.2% of stocks opened above yesterday’s close. (41.2% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170127 Closing)
9.9% of stocks are in the top 10% of today’s range.
16.6% are in the top 20%.
43.5% are in the top half. 56.5% of stocks are in the bottom half of today’s range.
22.4% are in the bottom 20%.
9.2% are in the bottom 10%.

GAIN (20170127 Closing)
34.5% of stocks are above yesterday’s close. (65.5% are below.)
0.6% are up 4.5% or more. 2.0% are down 4.5% or more.
1.0% are up 3.5% or more. 4.4% are down 3.5% or more.
55.9% are between +1% and -1%.

RSI on DAILY (20170127 Closing)
2-day: >=95:8.0%…>=90:12.6%…>=80:20.0%…>=50:44.7%…<=20:24.5%…<=10:11.6%…<=5:4.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.7%…>=50:62.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:65.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170127 Closing)
12.1% above previous 1 highs, 40.9% below previous 1 lows
8.7% above previous 2 highs, 31.2% below previous 2 lows
8.0% above previous 3 highs, 20.3% below previous 3 lows
7.5% above previous 4 highs, 15.4% below previous 4 lows
7.1% above previous 5 highs, 14.1% below previous 5 lows
6.6% above previous 6 highs, 13.5% below previous 6 lows
6.1% above previous 7 highs, 12.6% below previous 7 lows
5.9% above previous 8 highs, 12.5% below previous 8 lows
5.8% above previous 9 highs, 12.2% below previous 9 lows
5.6% above previous 10 highs, 11.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170127 Closing)
34.5% are above or equal to 1/26 close (1 days ago), 65.5% are below.
31.6% are above or equal to 1/25 close (2 days ago), 68.4% are below.
51.8% are above or equal to 1/24 close (3 days ago), 48.2% are below.
67.8% are above or equal to 1/23 close (4 days ago), 32.2% are below.
65.2% are above or equal to 1/20 close (5 days ago), 34.8% are below.
69.0% are above or equal to 1/19 close (6 days ago), 31.0% are below.
62.2% are above or equal to 1/18 close (7 days ago), 37.8% are below.
63.4% are above or equal to 1/17 close (8 days ago), 36.6% are below.
59.5% are above or equal to 1/13 close (9 days ago), 40.5% are below.
61.0% are above or equal to 1/12 close (10 days ago), 39.0% are below.
58.6% are above or equal to 1/11 close (11 days ago), 41.4% are below.
63.3% are above or equal to 1/10 close (12 days ago), 36.7% are below.
64.3% are above or equal to 1/9 close (13 days ago), 35.7% are below.
57.9% are above or equal to 1/6 close (14 days ago), 42.1% are below.
58.8% are above or equal to 1/5 close (15 days ago), 41.2% are below.
55.4% are above or equal to 1/4 close (16 days ago), 44.6% are below.
64.5% are above or equal to 1/3 close (17 days ago), 35.5% are below.
68.9% are above or equal to 12/30 close (18 days ago), 31.1% are below.
67.9% are above or equal to 12/29 close (19 days ago), 32.1% are below.
68.9% are above or equal to 12/28 close (20 days ago), 31.1% are below.
60.3% are above or equal to 12/27 close (21 days ago), 39.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170127 Closing)
20d: 9.9% new highs, 10.8% new lows
21d: 9.7% new highs, 10.8% new lows
42d: 7.5% new highs, 6.2% new lows
63d: 6.4% new highs, 2.6% new lows
126d: 5.8% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170127 Closing)
2-day: 33.9% above, 66.1% below
3-day: 31.6% above, 68.4% below
4-day: 40.5% above, 59.5% below
5-day: 52.8% above, 47.2% below
8-day: 61.7% above, 38.3% below
10-day: 61.1% above, 38.9% below
20-day: 61.9% above, 38.1% below
50-day: 67.7% above, 32.3% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170127 Closing)
META(30): 0.85% Top=HL PAAS FCX SSRI AG SLW AEM CDE ….. ABX SLCA CMC TECK ARNC AKS FMSA CNX=Bottom (Metals & Mining)
HEAL(45): 0.48% Top=BCR VAR ABMD BDX EW BAX PRAH SYK ….. RMD HCA DVA ALGN ACHC CYH ESRX BKD=Bottom (Health)
ELEC(46): 0.35% Top=FLEX ADI TER KLAC LRCX AMAT XLNX NVDA ….. MSCC OCLR AMBA FSLR FIT CY AYI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(32): 0.17% Top=WYNN LVS QSR BYD MGM YUM MCD EXPE ….. WYN LQ SONC TXRH CCL RCL SEAS SBUX=Bottom (Leisure)
MANU(33): -0.06% Top=CAT ATI KMT SWK ITW TEX PNR HON ….. DDD DOV AME MRC GE MWA ITT ROK=Bottom (Manufacturing)
COSW(76): -0.08% Top=VMW MSFT EA CSC FFIV CHKP MDRX CERN ….. GOOG PTC TWLO TWTR MTCH FEYE AZPN PFPT=Bottom (Computer Software/Internet)
DISV(43): -0.20% Top=WTW CAR URI R ALLE GPN ZTO ATHN ….. SERV FDC JEC MAN YY ACM HRB RHI=Bottom (Diversified Services)
COHW(34): -0.21% Top=VIAV STX WDC HRS ZAYO ANET VZ CSCO ….. SSYS CCI TMUS BBRY COMM ACIA S JNPR=Bottom (Computer Hardware/Telecom)
INSU(29): -0.52% Top=AJG HIG ORI AON FNF MMC TRV FAF ….. WLTW AGO L MTG AIG RDN CNO MBI=Bottom (Insurance)
CHEM(25): -0.65% Top=ASH PAH CF PX OLN PPG IFF SHW ….. WLK HUN MOS CE AGU POT EMN APD=Bottom (Chemicals/Fertilizers)
CONS(50): -0.77% Top=BC MAT HAS PAY BLL FOSL WWW TUP ….. GPK VFC KATE TPX HBI PVH CRI CL=Bottom (Consumer)
FINA(87): -0.80% Top=ISBC BKU ETFC WAL BOFI VLY OZRK NYCB ….. UMPQ CFR APO EWBC PYPL LM FII TCB=Bottom (Banks/Financials)
TRAN(25): -0.81% Top=CHRW FDX TK WAB UPS NSC XPO EXPD ….. SWFT UAL KSU LUV DAL SAVE AAL JBLU=Bottom (Transportation)
REAL(91): -1.09% Top=OUT BAM VTR AMH NLY GLPI NRZ ELS ….. WPG LPT PLD STOR DRE STAG FR CBL=Bottom (Real Estate)
MATE(24): -1.22% Top=PHM SUM WM FLR WCN MDR RSG FAST ….. WY LEN PWR CAA EXP TOL KBH SRCL=Bottom (Materials & Construction)
ENER(89): -1.25% Top=VVV RRC SN SM SHLX BPL MMP REN ….. SE WLL MUR SWN CLR CRC CVI EEP=Bottom (Energy)
RETA(58): -1.71% Top=NFLX EBAY GME ORLY WBA W CASY LOW ….. LB RH BBY PIR CHS JCP GPS SHLD=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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: