daytrend

02/02/2017

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

Closing Stats
by daytrend on 20170202. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 826.

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

COMPARED TO YESTERDAY’S RANGE (20170202 Closing)
16.3% of stocks are above yesterday’s high.
46.9% are above yesterday’s midpoint. (53.1% are below.)
19.0% are below yesterday’s low.
64.6% are inside yesterday’s range.
34.1% of stocks with today’s high > yesterday’s high. (65.9% less than).
51.9% of stocks with today’s low < yesterday’s low. (48.1% greater than).

EVIDENCE OF INTRADAY TREND (20170202 Closing)
59.2% of stocks are above today’s open. (39.1% are below).
48.7% of stocks are above today’s open and yesterday’s close.
34.0% are below both.
7.0% of stocks opened above yesterday’s high.
35.5% of stocks opened above yesterday’s close. (60.4% opened below yesterday’s close).
17.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170202 Closing)
12.0% of stocks are in the top 10% of today’s range.
24.5% are in the top 20%.
60.4% are in the top half. 39.6% of stocks are in the bottom half of today’s range.
11.1% are in the bottom 20%.
5.2% are in the bottom 10%.

GAIN (20170202 Closing)
55.2% of stocks are above yesterday’s close. (44.8% are below.)
1.2% are up 4.5% or more. 1.8% are down 4.5% or more.
2.9% are up 3.5% or more. 2.4% are down 3.5% or more.
60.0% are between +1% and -1%.

RSI on DAILY (20170202 Closing)
2-day: >=95:3.4%…>=90:7.6%…>=80:17.6%…>=50:47.5%…<=20:25.3%…<=10:14.0%…<=5:6.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:48.4%…<=20:1.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:51.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170202 Closing)
16.3% above previous 1 highs, 19.0% below previous 1 lows
13.7% above previous 2 highs, 12.5% below previous 2 lows
12.1% above previous 3 highs, 10.4% below previous 3 lows
9.0% above previous 4 highs, 10.3% below previous 4 lows
6.8% above previous 5 highs, 9.7% below previous 5 lows
5.8% above previous 6 highs, 8.7% below previous 6 lows
5.6% above previous 7 highs, 7.0% below previous 7 lows
5.4% above previous 8 highs, 5.7% below previous 8 lows
5.3% above previous 9 highs, 5.2% below previous 9 lows
5.3% above previous 10 highs, 4.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170202 Closing)
55.2% are above or equal to 2/1 close (1 days ago), 44.8% are below.
45.9% are above or equal to 1/31 close (2 days ago), 54.1% are below.
52.4% are above or equal to 1/30 close (3 days ago), 47.6% are below.
37.8% are above or equal to 1/27 close (4 days ago), 62.2% are below.
31.5% are above or equal to 1/26 close (5 days ago), 68.5% are below.
28.8% are above or equal to 1/25 close (6 days ago), 71.2% are below.
39.1% are above or equal to 1/24 close (7 days ago), 60.9% are below.
56.3% are above or equal to 1/23 close (8 days ago), 43.7% are below.
52.4% are above or equal to 1/20 close (9 days ago), 47.6% are below.
58.2% are above or equal to 1/19 close (10 days ago), 41.8% are below.
50.7% are above or equal to 1/18 close (11 days ago), 49.3% are below.
53.3% are above or equal to 1/17 close (12 days ago), 46.7% are below.
50.0% are above or equal to 1/13 close (13 days ago), 50.0% are below.
52.5% are above or equal to 1/12 close (14 days ago), 47.5% are below.
50.0% are above or equal to 1/11 close (15 days ago), 50.0% are below.
52.4% are above or equal to 1/10 close (16 days ago), 47.6% are below.
55.4% are above or equal to 1/9 close (17 days ago), 44.6% are below.
49.8% are above or equal to 1/6 close (18 days ago), 50.2% are below.
49.3% are above or equal to 1/5 close (19 days ago), 50.7% are below.
47.5% are above or equal to 1/4 close (20 days ago), 52.5% are below.
55.6% are above or equal to 1/3 close (21 days ago), 44.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170202 Closing)
20d: 9.7% new highs, 11.6% new lows
21d: 9.7% new highs, 11.0% new lows
42d: 8.2% new highs, 7.3% new lows
63d: 6.3% new highs, 1.8% new lows
126d: 4.5% new highs, 1.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170202 Closing)
2-day: 53.8% above, 46.2% below
3-day: 48.8% above, 51.2% below
4-day: 50.4% above, 49.6% below
5-day: 46.9% above, 53.1% below
8-day: 36.0% above, 64.0% below
10-day: 40.2% above, 59.8% below
20-day: 48.5% above, 51.5% below
50-day: 56.9% above, 43.1% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170202 Closing)
META(30): 1.28% Top=X CLF AGI SSRI AA GG AEM ABX ….. FCX ARNC TECK RGLD CNX FMSA SLCA CCJ=Bottom (Metals & Mining)
REAL(91): 0.96% Top=MAA AVB CPT GPT ALLY DOC AIV NNN ….. DRH NYRT WPG EQC BAM CBL LHO FCH=Bottom (Real Estate)
COSW(77): 0.82% Top=CDNS IAC MSCI CTXS CDK TWTR MTCH PTC ….. MSFT YELP NOW LC OTEX FEYE FB WUBA=Bottom (Computer Software/Internet)
LEIS(32): 0.57% Top=GPRO YUMC DPZ ARMK WEN YUM BYD STAY ….. HLT MAR WYN EAT CCL RCL WYNN DRI=Bottom (Leisure)
ENER(90): 0.33% Top=SWN RICE SN AR HK OKS COG RRC ….. NOV NBR FTI PTEN HLX REN BAS MDU=Bottom (Energy)
RETA(59): 0.24% Top=M COST RH JCP GES SFM KR ETSY ….. KORS NFLX SIG AN DSW GNC CVS SBH=Bottom (Retail & Specialty Retail)
COHW(34): 0.22% Top=ACIA HRS CSCO VRSN JNPR CIEN HPQ CCI ….. LVLT QCOM CTL BCE ARRS T TMUS S=Bottom (Computer Hardware/Telecom)
INSU(30): 0.19% Top=MMC ALL XL VR FAF AON AFL AJG ….. HIG MBI PRU CNO RDN SLF MTG MET=Bottom (Insurance)
ELEC(46): -0.02% Top=GRMN FIT AMKR SNPS SPWR AMD OCLR KLAC ….. MXL IDTI ADI CY KEYS PI QRVO CRUS=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): -0.19% Top=DAR WY RSG DHI WM WCN SRCL EXP ….. USG KBH MAS TPH MLM FLR FAST MDR=Bottom (Materials & Construction)
DISV(42): -0.25% Top=BAH LDOS ATHN FLT RHI MCO WTW TAL ….. RBA CAR ACM ZTO KBR ADS URI R=Bottom (Diversified Services)
CHEM(26): -0.40% Top=CE OLN GRA APD MON AXTA CC IFF ….. EMN RPM PX WLK ASH SMG HUN CF=Bottom (Chemicals/Fertilizers)
MANU(37): -0.51% Top=PH KMT DDD RS DE ROP DHR EMR ….. MWA LECO CAT ETN FLS AOS MRC SNA=Bottom (Manufacturing)
CONS(50): -0.65% Top=TUP EL ENR COTY SEE CL FL PAY ….. OI GIL SKX TPX UAA BLL IP RL=Bottom (Consumer)
TRAN(26): -0.65% Top=UAL ALK LUV DAL EXPD JBLU AAL CHRW ….. GWR CP KSU ODFL SWFT CSX NAT TK=Bottom (Transportation)
FINA(88): -0.75% Top=AMP OMF LM APO WU EV NAVI EFX ….. CFR HBAN EWBC VOYA BOFI SCHW ETFC AMTD=Bottom (Banks/Financials)
HEAL(44): -0.79% Top=BSX IRWD BKD ABT BCR MOH HLS HCA ….. ANTM ALGN ELGX VWR HOLX ESRX EW PRXL=Bottom (Health)

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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