daytrend

02/03/2017

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

Closing Stats
by daytrend on 20170203. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 831.

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

COMPARED TO YESTERDAY’S RANGE (20170203 Closing)
49.1% of stocks are above yesterday’s high.
80.9% are above yesterday’s midpoint. (19.1% are below.)
5.3% are below yesterday’s low.
45.6% are inside yesterday’s range.
76.2% of stocks with today’s high > yesterday’s high. (23.8% less than).
14.9% of stocks with today’s low < yesterday’s low. (85.1% greater than).

EVIDENCE OF INTRADAY TREND (20170203 Closing)
63.4% of stocks are above today’s open. (35.4% are below).
61.4% of stocks are above today’s open and yesterday’s close.
16.7% are below both.
36.8% of stocks opened above yesterday’s high.
81.9% of stocks opened above yesterday’s close. (16.1% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170203 Closing)
14.6% of stocks are in the top 10% of today’s range.
28.9% are in the top 20%.
64.0% are in the top half. 36.0% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
4.7% are in the bottom 10%.

GAIN (20170203 Closing)
81.6% of stocks are above yesterday’s close. (18.4% are below.)
1.8% are up 4.5% or more. 1.2% are down 4.5% or more.
4.3% are up 3.5% or more. 1.8% are down 3.5% or more.
50.9% are between +1% and -1%.

RSI on DAILY (20170203 Closing)
2-day: >=95:6.7%…>=90:17.0%…>=80:36.6%…>=50:77.9%…<=20:7.6%…<=10:4.0%…<=5:2.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:64.4%…<=20:0.7%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:63.8%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170203 Closing)
49.1% above previous 1 highs, 5.3% below previous 1 lows
30.2% above previous 2 highs, 4.2% below previous 2 lows
27.0% above previous 3 highs, 3.2% below previous 3 lows
24.1% above previous 4 highs, 3.0% below previous 4 lows
18.2% above previous 5 highs, 2.9% below previous 5 lows
13.7% above previous 6 highs, 2.8% below previous 6 lows
12.0% above previous 7 highs, 2.6% below previous 7 lows
11.8% above previous 8 highs, 2.6% below previous 8 lows
11.6% above previous 9 highs, 2.3% below previous 9 lows
11.2% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170203 Closing)
81.6% are above or equal to 2/2 close (1 days ago), 18.4% are below.
77.9% are above or equal to 2/1 close (2 days ago), 22.1% are below.
68.0% are above or equal to 1/31 close (3 days ago), 32.0% are below.
69.2% are above or equal to 1/30 close (4 days ago), 30.8% are below.
54.0% are above or equal to 1/27 close (5 days ago), 46.0% are below.
43.9% are above or equal to 1/26 close (6 days ago), 56.1% are below.
42.1% are above or equal to 1/25 close (7 days ago), 57.9% are below.
52.3% are above or equal to 1/24 close (8 days ago), 47.7% are below.
66.1% are above or equal to 1/23 close (9 days ago), 33.9% are below.
63.8% are above or equal to 1/20 close (10 days ago), 36.2% are below.
68.4% are above or equal to 1/19 close (11 days ago), 31.6% are below.
61.4% are above or equal to 1/18 close (12 days ago), 38.6% are below.
61.7% are above or equal to 1/17 close (13 days ago), 38.3% are below.
59.3% are above or equal to 1/13 close (14 days ago), 40.7% are below.
62.3% are above or equal to 1/12 close (15 days ago), 37.7% are below.
59.0% are above or equal to 1/11 close (16 days ago), 41.0% are below.
61.0% are above or equal to 1/10 close (17 days ago), 39.0% are below.
62.8% are above or equal to 1/9 close (18 days ago), 37.2% are below.
57.0% are above or equal to 1/6 close (19 days ago), 43.0% are below.
56.4% are above or equal to 1/5 close (20 days ago), 43.6% are below.
54.3% are above or equal to 1/4 close (21 days ago), 45.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170203 Closing)
20d: 14.0% new highs, 4.5% new lows
21d: 13.7% new highs, 4.3% new lows
42d: 11.7% new highs, 2.9% new lows
63d: 9.7% new highs, 1.3% new lows
126d: 7.2% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170203 Closing)
2-day: 80.6% above, 19.4% below
3-day: 80.4% above, 19.6% below
4-day: 77.0% above, 23.0% below
5-day: 76.3% above, 23.7% below
8-day: 59.0% above, 41.0% below
10-day: 60.4% above, 39.6% below
20-day: 63.8% above, 36.2% below
50-day: 63.8% above, 36.2% below
200-day: 70.3% above, 29.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170203 Closing)
FINA(88): 1.91% Top=MS IVZ GS EWBC CIT SIVB HOMB WBS ….. NYCB CBOE ICE PYPL BX NDAQ CME WETF=Bottom (Banks/Financials)
ENER(90): 1.38% Top=MTDR DO SPN HK ATW PAGP RDC RICE ….. BHI WPZ DCP PSX ECA MMP SM EEP=Bottom (Energy)
TRAN(26): 1.36% Top=SAVE ODFL XPO TK JBHT TRN SWFT FDX ….. KSU JBLU CP CNI AAL NAT LUV ALK=Bottom (Transportation)
COSW(77): 1.21% Top=DATA FTNT CSC NTNX TWLO SPLK PFPT TSS ….. YELP TWTR ATVI GRUB SINA EA TTWO FEYE=Bottom (Computer Software/Internet)
ELEC(46): 1.16% Top=CY KEYS CGNX MRVL AMBA SPWR CRUS OCLR ….. XLNX AYI GRMN AMD INTC FIT MU NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(37): 1.06% Top=AOS KMT TEX MRC CFX CR SNA LECO ….. PH ATI ITW DDD GE DHR MHK CAT=Bottom (Manufacturing)
INSU(31): 0.89% Top=MTG CLGX RDN UNM CNO FNF PRU AFSI ….. ALL PGR WLTW ORI AXS XL HIG VR=Bottom (Insurance)
DISV(42): 0.81% Top=V R AMN ALLE FDC GPN VNTV RBA ….. SERV KBR WTW YY PAYX MYGN ZTO ATHN=Bottom (Diversified Services)
HEAL(44): 0.79% Top=THC CYH DXCM NUVA RMD HCA AET VAR ….. ABT SYK BKD VWR TMO IRWD PRXL PKI=Bottom (Health)
REAL(92): 0.70% Top=SC CBG ALLY PLD LHO FR BAM RLGY ….. KRC GEO NNN CPT EQR UDR AVB HCN=Bottom (Real Estate)
CHEM(27): 0.66% Top=OLN CC ALB MOS GRA IFF ASH AGU ….. EMN DD CF SHW MON HUN FMC CE=Bottom (Chemicals/Fertilizers)
MATE(24): 0.63% Top=PWR WY MDR DAR FLR TPH SUM TOL ….. RSG OC USG FAST DHI WCN WM SRCL=Bottom (Materials & Construction)
COHW(34): 0.50% Top=PANW STX TDC FNSR PSTG CCI CDW COMM ….. ZAYO WDC BCE ACIA VIAV HRS VG S=Bottom (Computer Hardware/Telecom)
RETA(59): 0.46% Top=M GNC SBH TIF DKS ANF LOW CPRT ….. TSCO DLTR CHS MIK TLRD RH AMZN AN=Bottom (Retail & Specialty Retail)
LEIS(32): 0.12% Top=SBUX STAY SHAK DNKN WEN TXRH H MAR ….. MGM SEAS BYD CCL YUMC WYNN CMG GPRO=Bottom (Leisure)
META(31): -0.11% Top=AGI AKS ARNC CNX CMC FNV CDE AG ….. GG RGLD SCCO AA X TECK CLF FCX=Bottom (Metals & Mining)
CONS(51): -0.48% Top=CLX KS FOSL PBI BC EL WRK WHR ….. CCK NWL PVH VFC CRI GIL WWW HBI=Bottom (Consumer)

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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