daytrend

01/30/2017

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

Closing Stats
by daytrend on 20170130. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 813.

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 (20170130 Closing)
6.0% of stocks are above yesterday’s high.
24.2% are above yesterday’s midpoint. (75.8% are below.)
47.7% are below yesterday’s low.
46.2% are inside yesterday’s range.
13.7% of stocks with today’s high > yesterday’s high. (86.3% less than).
87.0% of stocks with today’s low < yesterday’s low. (13.0% greater than).

EVIDENCE OF INTRADAY TREND (20170130 Closing)
34.4% of stocks are above today’s open. (64.9% are below).
19.2% of stocks are above today’s open and yesterday’s close.
63.1% are below both.
3.2% of stocks opened above yesterday’s high.
14.1% of stocks opened above yesterday’s close. (84.0% opened below yesterday’s close).
27.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170130 Closing)
19.9% of stocks are in the top 10% of today’s range.
32.0% are in the top 20%.
63.1% are in the top half. 36.9% of stocks are in the bottom half of today’s range.
10.5% are in the bottom 20%.
2.7% are in the bottom 10%.

GAIN (20170130 Closing)
22.3% of stocks are above yesterday’s close. (77.7% are below.)
0.2% are up 4.5% or more. 3.0% are down 4.5% or more.
0.4% are up 3.5% or more. 5.9% are down 3.5% or more.
52.9% are between +1% and -1%.

RSI on DAILY (20170130 Closing)
2-day: >=95:2.6%…>=90:3.2%…>=80:6.3%…>=50:22.6%…<=20:39.7%…<=10:17.7%…<=5:8.5%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.8%…>=50:50.8%…<=20:1.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:56.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170130 Closing)
6.0% above previous 1 highs, 47.7% below previous 1 lows
3.1% above previous 2 highs, 41.9% below previous 2 lows
1.7% above previous 3 highs, 34.1% below previous 3 lows
1.7% above previous 4 highs, 21.3% below previous 4 lows
1.7% above previous 5 highs, 16.4% below previous 5 lows
1.7% above previous 6 highs, 14.0% below previous 6 lows
1.7% above previous 7 highs, 13.2% below previous 7 lows
1.7% above previous 8 highs, 12.4% below previous 8 lows
1.7% above previous 9 highs, 12.3% below previous 9 lows
1.7% above previous 10 highs, 12.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170130 Closing)
22.3% are above or equal to 1/27 close (1 days ago), 77.7% are below.
22.3% are above or equal to 1/26 close (2 days ago), 77.7% are below.
20.5% are above or equal to 1/25 close (3 days ago), 79.5% are below.
38.6% are above or equal to 1/24 close (4 days ago), 61.4% are below.
56.1% are above or equal to 1/23 close (5 days ago), 43.9% are below.
53.0% are above or equal to 1/20 close (6 days ago), 47.0% are below.
59.4% are above or equal to 1/19 close (7 days ago), 40.6% are below.
51.9% are above or equal to 1/18 close (8 days ago), 48.1% are below.
53.6% are above or equal to 1/17 close (9 days ago), 46.4% are below.
51.3% are above or equal to 1/13 close (10 days ago), 48.7% are below.
53.5% are above or equal to 1/12 close (11 days ago), 46.5% are below.
51.4% are above or equal to 1/11 close (12 days ago), 48.6% are below.
54.7% are above or equal to 1/10 close (13 days ago), 45.3% are below.
57.2% are above or equal to 1/9 close (14 days ago), 42.8% are below.
51.4% are above or equal to 1/6 close (15 days ago), 48.6% are below.
50.4% are above or equal to 1/5 close (16 days ago), 49.6% are below.
49.9% are above or equal to 1/4 close (17 days ago), 50.1% are below.
59.0% are above or equal to 1/3 close (18 days ago), 41.0% are below.
63.3% are above or equal to 12/30 close (19 days ago), 36.7% are below.
62.5% are above or equal to 12/29 close (20 days ago), 37.5% are below.
63.5% are above or equal to 12/28 close (21 days ago), 36.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170130 Closing)
20d: 3.1% new highs, 18.6% new lows
21d: 3.0% new highs, 18.3% new lows
42d: 2.7% new highs, 10.1% new lows
63d: 2.1% new highs, 2.8% new lows
126d: 2.0% new highs, 2.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170130 Closing)
2-day: 20.9% above, 79.1% below
3-day: 21.0% above, 79.0% below
4-day: 18.0% above, 82.0% below
5-day: 22.8% above, 77.2% below
8-day: 42.1% above, 57.9% below
10-day: 46.6% above, 53.4% below
20-day: 52.6% above, 47.4% below
50-day: 61.1% above, 38.9% below
200-day: 68.9% above, 31.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170130 Closing)
RETA(57): 0.31% Top=TLRD JWN KSS CHS BBY RH DLTR DKS ….. EBAY BABA MIK WFM SFM ETSY TIF W=Bottom (Retail & Specialty Retail)
LEIS(32): -0.43% Top=GPRO EAT DPZ DRI DNKN CMG BLMN MCD ….. YUMC QSR SIX BYD H MGM STAY LQ=Bottom (Leisure)
COSW(77): -0.48% Top=FEYE TWTR VIPS MSCI MANH CTXS LN EQIX ….. MDRX HPE CSRA OTEX WDAY GOOG WUBA NTNX=Bottom (Computer Software/Internet)
INSU(28): -0.63% Top=MTG CLGX FAF AFL FNF HIG ALL RDN ….. AON LNC MET PGR AJG AGO BRO MBI=Bottom (Insurance)
MATE(24): -0.73% Top=PHM USG FAST WCN MDR WM MAS RSG ….. TOL TPH KBH SRCL MLM DAR SUM VMC=Bottom (Materials & Construction)
FINA(87): -0.74% Top=AMG LM WDR OMF WETF DFS AXP STT ….. OZRK FNB PBCT TROW CLNS CFR TCB WBS=Bottom (Banks/Financials)
REAL(90): -0.75% Top=CBL AMH HCP SC SNH HCN VTR PDM ….. LHO PEB RLJ SHO FCH HST NRZ DRH=Bottom (Real Estate)
DISV(43): -0.78% Top=ADS MAN G GPN INFO URI SBAC VRSK ….. WTW KBR ACM AMN CAR RRD MYGN BAH=Bottom (Diversified Services)
CONS(50): -0.81% Top=WHR PVH TUP HBI CRI VFC COH HAS ….. BERY KATE FOSL PKG KS WWW COTY TPX=Bottom (Consumer)
COHW(33): -0.84% Top=COMM STX NTAP HPQ VG BCE PANW CCI ….. S MSI BBRY TMUS FNSR ARRS VIAV ACIA=Bottom (Computer Hardware/Telecom)
MANU(33): -0.97% Top=HON MHK SWK ITW CMI BWXT ROP GE ….. ATI EMR ITT DOV FLS CAT MRC TEX=Bottom (Manufacturing)
ELEC(46): -1.02% Top=CAVM SWKS XLNX QRVO MU TER MCHP MXL ….. CREE TRMB MSCC SPWR WAT OCLR GRMN FIT=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(30): -1.09% Top=TAHO NEM ABX CDE AEM AKS SSRI GG ….. AGI SLCA CCJ STLD TECK FMSA CNX CLF=Bottom (Metals & Mining)
CHEM(25): -1.22% Top=PPG EMN SHW AXTA ASH APD IFF PX ….. GRA WLK DOW OLN FMC DD HUN CF=Bottom (Chemicals/Fertilizers)
HEAL(45): -1.44% Top=ESRX BKD ANTM IRWD PRXL PRAH ABT BSX ….. DGX OPK ABMD MOH ELGX THC CYH VAR=Bottom (Health)
TRAN(25): -1.64% Top=KSU JBHT EXPD NAT NSC LUV CNI SAVE ….. SWFT CP XPO TRN UAL DAL AAL TK=Bottom (Transportation)
ENER(88): -2.91% Top=TSO VLO HFC PBF KOS VVV MDU PSX ….. COG DO RRC RIG RDC ATW HK EEP=Bottom (Energy)

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: