daytrend

01/31/2017

Filed under: Market Stats — daytrend @ 4:03 pm

Closing Stats
by daytrend on 20170131. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 814.

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

COMPARED TO YESTERDAY’S RANGE (20170131 Closing)
29.7% of stocks are above yesterday’s high.
59.1% are above yesterday’s midpoint. (40.9% are below.)
11.4% are below yesterday’s low.
58.8% are inside yesterday’s range.
48.4% of stocks with today’s high > yesterday’s high. (51.6% less than).
45.5% of stocks with today’s low < yesterday’s low. (54.5% greater than).

EVIDENCE OF INTRADAY TREND (20170131 Closing)
59.7% of stocks are above today’s open. (39.6% are below).
50.4% of stocks are above today’s open and yesterday’s close.
34.8% are below both.
8.1% of stocks opened above yesterday’s high.
36.1% of stocks opened above yesterday’s close. (59.3% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170131 Closing)
23.2% of stocks are in the top 10% of today’s range.
38.3% are in the top 20%.
68.8% are in the top half. 31.2% of stocks are in the bottom half of today’s range.
7.0% are in the bottom 20%.
1.7% are in the bottom 10%.

GAIN (20170131 Closing)
55.9% of stocks are above yesterday’s close. (44.1% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
3.3% are up 3.5% or more. 1.1% are down 3.5% or more.
60.4% are between +1% and -1%.

RSI on DAILY (20170131 Closing)
2-day: >=95:2.3%…>=90:4.9%…>=80:14.1%…>=50:38.6%…<=20:31.6%…<=10:15.1%…<=5:5.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:51.5%…<=20:1.0%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:55.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170131 Closing)
29.7% above previous 1 highs, 11.4% below previous 1 lows
13.8% above previous 2 highs, 10.6% below previous 2 lows
9.5% above previous 3 highs, 9.7% below previous 3 lows
8.1% above previous 4 highs, 8.7% below previous 4 lows
7.0% above previous 5 highs, 5.9% below previous 5 lows
6.9% above previous 6 highs, 4.5% below previous 6 lows
6.5% above previous 7 highs, 4.5% below previous 7 lows
5.9% above previous 8 highs, 4.2% below previous 8 lows
5.8% above previous 9 highs, 3.8% below previous 9 lows
5.3% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170131 Closing)
55.9% are above or equal to 1/30 close (1 days ago), 44.1% are below.
34.8% are above or equal to 1/27 close (2 days ago), 65.2% are below.
28.4% are above or equal to 1/26 close (3 days ago), 71.6% are below.
27.4% are above or equal to 1/25 close (4 days ago), 72.6% are below.
40.0% are above or equal to 1/24 close (5 days ago), 60.0% are below.
59.0% are above or equal to 1/23 close (6 days ago), 41.0% are below.
58.0% are above or equal to 1/20 close (7 days ago), 42.0% are below.
62.2% are above or equal to 1/19 close (8 days ago), 37.8% are below.
53.9% are above or equal to 1/18 close (9 days ago), 46.1% are below.
56.0% are above or equal to 1/17 close (10 days ago), 44.0% are below.
52.1% are above or equal to 1/13 close (11 days ago), 47.9% are below.
54.4% are above or equal to 1/12 close (12 days ago), 45.6% are below.
52.2% are above or equal to 1/11 close (13 days ago), 47.8% are below.
57.2% are above or equal to 1/10 close (14 days ago), 42.8% are below.
58.1% are above or equal to 1/9 close (15 days ago), 41.9% are below.
53.3% are above or equal to 1/6 close (16 days ago), 46.7% are below.
53.2% are above or equal to 1/5 close (17 days ago), 46.8% are below.
50.2% are above or equal to 1/4 close (18 days ago), 49.8% are below.
60.6% are above or equal to 1/3 close (19 days ago), 39.4% are below.
64.1% are above or equal to 12/30 close (20 days ago), 35.9% are below.
63.1% are above or equal to 12/29 close (21 days ago), 36.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170131 Closing)
20d: 7.4% new highs, 11.4% new lows
21d: 7.2% new highs, 11.3% new lows
42d: 5.9% new highs, 6.9% new lows
63d: 3.9% new highs, 2.0% new lows
126d: 2.6% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170131 Closing)
2-day: 55.2% above, 44.8% below
3-day: 40.7% above, 59.3% below
4-day: 34.2% above, 65.8% below
5-day: 30.0% above, 70.0% below
8-day: 41.5% above, 58.5% below
10-day: 46.9% above, 53.1% below
20-day: 52.6% above, 47.4% below
50-day: 60.7% above, 39.3% below
200-day: 69.8% above, 30.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170131 Closing)
HEAL(45): 1.47% Top=TMO ELGX PRAH CYH VWR IRWD A PKI ….. BCR ABMD UNH VAR ANTM UHS RMD EW=Bottom (Health)
META(30): 1.43% Top=AG PAAS SLW FNV NEM SSRI RGLD SLCA ….. SCCO AKS AA X CMC NUE STLD CNX=Bottom (Metals & Mining)
RETA(58): 0.87% Top=TLRD CHS GES DSW ANF BIG DLTR LB ….. LOW AMZN EBAY TSCO DKS ETSY SIG SBH=Bottom (Retail & Specialty Retail)
REAL(90): 0.66% Top=ALLY CBL GGP WPG SPG SKT NNN SC ….. BDN RLJ LHO OFC FCH AGNC PEB NRZ=Bottom (Real Estate)
COSW(77): 0.54% Top=FEYE TWTR PFPT NTNX WUBA VIPS HPE LC ….. ACN GOOG IBM MSFT ADP MSCI TSS MBLY=Bottom (Computer Software/Internet)
COHW(33): 0.50% Top=COMM TMUS PANW HPQ S JNPR VIAV CCI ….. ACIA AAPL QCOM CSCO ARRS VZ VRSN MSI=Bottom (Computer Hardware/Telecom)
ENER(88): 0.23% Top=NBR HLX SPN COP FANG WMB PTEN BHI ….. CVI VVV DK RRC TSO VLO RICE SM=Bottom (Energy)
CONS(50): 0.03% Top=COH KATE GT FOSL NWL TUP COTY WWW ….. IP OI WRK FBHS HAS ECL TPX UAA=Bottom (Consumer)
DISV(43): -0.05% Top=MYGN RHI RRD TAL ATHN WTW YY ZTO ….. VNTV V TRU JEC URI HRB MA CAR=Bottom (Diversified Services)
INSU(28): -0.12% Top=MTG FNF RDN ORI CINF AON FAF XL ….. ALL BRO MET AIG AGO LNC MBI CNO=Bottom (Insurance)
CHEM(25): -0.14% Top=CC MOS PAH ASH POT CE OLN AGU ….. DD PX DOW APD HUN IFF PPG ALB=Bottom (Chemicals/Fertilizers)
FINA(87): -0.27% Top=BOFI NDAQ LAZ CBOE SLM UMPQ APO FNB ….. MS CIT COF WAL JPM SYF PSEC GS=Bottom (Banks/Financials)
LEIS(32): -0.34% Top=ARMK CMG SHAK TXRH H BLMN STAY DPZ ….. YUMC EAT MGM WYNN SONC SBUX WEN SEAS=Bottom (Leisure)
MANU(33): -0.36% Top=DHR ATI ROP AOS ETN DDD TTC MHK ….. GE ROK CFX CAT ITW MRC FLS PNR=Bottom (Manufacturing)
MATE(24): -0.48% Top=DAR USG SRCL MDR PHM WY WCN KBH ….. FLR CAA SUM LEN VMC PWR MLM DHI=Bottom (Materials & Construction)
ELEC(46): -0.54% Top=SPWR GRMN OCLR MXL AYI TRMB JBL APH ….. AVGO FLEX AMD MSCC MCHP TXN ON IDTI=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): -0.99% Top=JBLU SAVE TK JBHT LUV WAB CNI ALK ….. XPO AAL EXPD UAL NSC FDX CSX UPS=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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