daytrend

02/01/2017

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20170201. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 819.

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

COMPARED TO YESTERDAY’S RANGE (20170201 Closing)
23.4% of stocks are above yesterday’s high.
52.6% are above yesterday’s midpoint. (47.4% are below.)
20.4% are below yesterday’s low.
56.2% are inside yesterday’s range.
67.4% of stocks with today’s high > yesterday’s high. (32.6% less than).
40.7% of stocks with today’s low < yesterday’s low. (59.3% greater than).

EVIDENCE OF INTRADAY TREND (20170201 Closing)
29.4% of stocks are above today’s open. (69.0% are below).
26.5% of stocks are above today’s open and yesterday’s close.
53.8% are below both.
30.8% of stocks opened above yesterday’s high.
72.0% of stocks opened above yesterday’s close. (24.7% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170201 Closing)
7.7% of stocks are in the top 10% of today’s range.
13.1% are in the top 20%.
37.6% are in the top half. 62.4% of stocks are in the bottom half of today’s range.
27.1% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20170201 Closing)
42.9% of stocks are above yesterday’s close. (57.1% are below.)
1.5% are up 4.5% or more. 1.1% are down 4.5% or more.
2.3% are up 3.5% or more. 2.2% are down 3.5% or more.
55.8% are between +1% and -1%.

RSI on DAILY (20170201 Closing)
2-day: >=95:2.8%…>=90:6.8%…>=80:14.2%…>=50:36.3%…<=20:32.7%…<=10:18.6%…<=5:9.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:48.2%…<=20:1.8%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:52.1%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170201 Closing)
23.4% above previous 1 highs, 20.4% below previous 1 lows
16.5% above previous 2 highs, 14.4% below previous 2 lows
10.9% above previous 3 highs, 13.9% below previous 3 lows
8.5% above previous 4 highs, 12.9% below previous 4 lows
7.8% above previous 5 highs, 12.6% below previous 5 lows
7.3% above previous 6 highs, 11.0% below previous 6 lows
7.2% above previous 7 highs, 9.9% below previous 7 lows
7.1% above previous 8 highs, 9.3% below previous 8 lows
6.8% above previous 9 highs, 8.9% below previous 9 lows
6.7% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170201 Closing)
42.9% are above or equal to 1/31 close (1 days ago), 57.1% are below.
45.7% are above or equal to 1/30 close (2 days ago), 54.3% are below.
31.6% are above or equal to 1/27 close (3 days ago), 68.4% are below.
27.5% are above or equal to 1/26 close (4 days ago), 72.5% are below.
26.1% are above or equal to 1/25 close (5 days ago), 73.9% are below.
37.7% are above or equal to 1/24 close (6 days ago), 62.3% are below.
55.8% are above or equal to 1/23 close (7 days ago), 44.2% are below.
52.3% are above or equal to 1/20 close (8 days ago), 47.7% are below.
57.9% are above or equal to 1/19 close (9 days ago), 42.1% are below.
50.8% are above or equal to 1/18 close (10 days ago), 49.2% are below.
53.2% are above or equal to 1/17 close (11 days ago), 46.8% are below.
49.9% are above or equal to 1/13 close (12 days ago), 50.1% are below.
51.5% are above or equal to 1/12 close (13 days ago), 48.5% are below.
49.8% are above or equal to 1/11 close (14 days ago), 50.2% are below.
52.7% are above or equal to 1/10 close (15 days ago), 47.3% are below.
56.2% are above or equal to 1/9 close (16 days ago), 43.8% are below.
51.3% are above or equal to 1/6 close (17 days ago), 48.7% are below.
50.3% are above or equal to 1/5 close (18 days ago), 49.7% are below.
49.3% are above or equal to 1/4 close (19 days ago), 50.7% are below.
57.0% are above or equal to 1/3 close (20 days ago), 43.0% are below.
60.8% are above or equal to 12/30 close (21 days ago), 39.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170201 Closing)
20d: 13.1% new highs, 11.5% new lows
21d: 13.1% new highs, 11.1% new lows
42d: 9.9% new highs, 6.6% new lows
63d: 8.5% new highs, 2.3% new lows
126d: 6.6% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170201 Closing)
2-day: 42.0% above, 58.0% below
3-day: 43.6% above, 56.4% below
4-day: 36.6% above, 63.4% below
5-day: 33.3% above, 66.7% below
8-day: 35.0% above, 65.0% below
10-day: 41.6% above, 58.4% below
20-day: 49.1% above, 50.9% below
50-day: 57.3% above, 42.7% below
200-day: 68.7% above, 31.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170201 Closing)
CHEM(26): 1.28% Top=OLN CF WLK HUN PAH CE AXTA CC ….. MON POT AGU PX IFF RPM APD SMG=Bottom (Chemicals/Fertilizers)
ELEC(45): 1.14% Top=AMD CRUS NVDA MRVL WAT ON MU LRCX ….. INTC KEYS GLW FLEX APH PI XLNX OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(45): 1.04% Top=ALGN IRWD ANTM THC AET CYH VWR ELGX ….. SYK BSX BCR ABMD PRXL OPK MD RMD=Bottom (Health)
INSU(30): 0.14% Top=RDN MTG MBI LNC AGO CNO VR XL ….. CINF SLF L MMC TRV PGR AON AFL=Bottom (Insurance)
FINA(87): 0.11% Top=LM AMG IVZ BX VOYA CLNS LAZ KKR ….. JNS NYCB CBOE TCB CBSH BKU VLY WDR=Bottom (Banks/Financials)
MANU(34): 0.05% Top=CFX MRC MWA KMT TEX ETN DOV ITT ….. DCI AOS CAT AGCO PNR SWK PH IR=Bottom (Manufacturing)
TRAN(25): -0.01% Top=NSC CSX UAL TK XPO UNP TRN LUV ….. AAL CNI JBHT JBLU CHRW FDX NAT UPS=Bottom (Transportation)
MATE(24): -0.02% Top=MDR USG MAS LEN TOL SUM MLM FLR ….. WCN PWR WY EXP DHI RSG SRCL PHM=Bottom (Materials & Construction)
DISV(43): -0.07% Top=URI ZTO MAN CAR YY CXW SERV TRU ….. CTAS MA SBAC RRD HRB WTW FISV PAYX=Bottom (Diversified Services)
META(30): -0.15% Top=ARNC TECK AGI PAAS FMSA AG FCX SLCA ….. RGLD NEM GG TAHO NUE AKS X CCJ=Bottom (Metals & Mining)
ENER(89): -0.20% Top=OKS HK DCP SXL EEP ETP BAS OAS ….. RICE DK HLX HFC COG APA SN MDU=Bottom (Energy)
CONS(50): -0.30% Top=AVY OI TPX ENR GPK FBHS LEG BC ….. VFC HBI FOSL MAT SKX TUP PVH PBI=Bottom (Consumer)
COHW(34): -0.42% Top=AAPL VIAV CDW ARRS TMUS TDC COMM ANET ….. CTL CCI PSTG ZAYO S VG TDS ACIA=Bottom (Computer Hardware/Telecom)
LEIS(32): -0.55% Top=STAY BYD SIX SEAS RCL YUMC WYN H ….. LVS GPRO DNKN DPZ ARMK TXRH SBUX WYNN=Bottom (Leisure)
COSW(77): -0.64% Top=TWLO LC YELP FB XRX CSRA VIPS TEAM ….. TRIP TWTR FEYE NTNX MTCH ADP MANH CTXS=Bottom (Computer Software/Internet)
RETA(58): -1.02% Top=SBH TLRD EBAY AMZN MIK BABA W NFLX ….. GPS AAP KMX LB GES RH ORLY KORS=Bottom (Retail & Specialty Retail)
REAL(90): -1.08% Top=NRZ ALLY SC CIM CBG BAM GEO STWD ….. ESRT O PEB VNO CPT CBL HIW NNN=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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