daytrend

02/07/2017

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

Closing Stats
by daytrend on 20170207. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 827.

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

COMPARED TO YESTERDAY’S RANGE (20170207 Closing)
17.4% of stocks are above yesterday’s high.
40.7% are above yesterday’s midpoint. (59.3% are below.)
28.7% are below yesterday’s low.
53.9% are inside yesterday’s range.
48.1% of stocks with today’s high > yesterday’s high. (51.9% less than).
51.0% of stocks with today’s low < yesterday’s low. (49.0% greater than).

EVIDENCE OF INTRADAY TREND (20170207 Closing)
33.4% of stocks are above today’s open. (65.2% are below).
28.3% of stocks are above today’s open and yesterday’s close.
53.6% are below both.
14.4% of stocks opened above yesterday’s high.
63.2% of stocks opened above yesterday’s close. (30.7% opened below yesterday’s close).
8.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170207 Closing)
5.2% of stocks are in the top 10% of today’s range.
11.4% are in the top 20%.
34.7% are in the top half. 65.3% of stocks are in the bottom half of today’s range.
28.4% are in the bottom 20%.
11.6% are in the bottom 10%.

GAIN (20170207 Closing)
41.2% of stocks are above yesterday’s close. (58.8% are below.)
0.6% are up 4.5% or more. 1.7% are down 4.5% or more.
1.3% are up 3.5% or more. 3.4% are down 3.5% or more.
69.5% are between +1% and -1%.

RSI on DAILY (20170207 Closing)
2-day: >=95:5.8%…>=90:10.4%…>=80:19.2%…>=50:44.3%…<=20:21.8%…<=10:9.2%…<=5:3.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.1%…>=50:53.2%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170207 Closing)
17.4% above previous 1 highs, 28.7% below previous 1 lows
12.3% above previous 2 highs, 21.4% below previous 2 lows
11.6% above previous 3 highs, 14.4% below previous 3 lows
10.5% above previous 4 highs, 12.8% below previous 4 lows
10.2% above previous 5 highs, 11.1% below previous 5 lows
9.4% above previous 6 highs, 10.2% below previous 6 lows
7.7% above previous 7 highs, 10.0% below previous 7 lows
7.0% above previous 8 highs, 10.0% below previous 8 lows
6.3% above previous 9 highs, 9.9% below previous 9 lows
6.0% above previous 10 highs, 9.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170207 Closing)
41.2% are above or equal to 2/6 close (1 days ago), 58.8% are below.
36.5% are above or equal to 2/3 close (2 days ago), 63.5% are below.
61.3% are above or equal to 2/2 close (3 days ago), 38.7% are below.
60.6% are above or equal to 2/1 close (4 days ago), 39.4% are below.
53.3% are above or equal to 1/31 close (5 days ago), 46.7% are below.
56.1% are above or equal to 1/30 close (6 days ago), 43.9% are below.
45.6% are above or equal to 1/27 close (7 days ago), 54.4% are below.
38.5% are above or equal to 1/26 close (8 days ago), 61.5% are below.
38.8% are above or equal to 1/25 close (9 days ago), 61.2% are below.
45.7% are above or equal to 1/24 close (10 days ago), 54.3% are below.
56.8% are above or equal to 1/23 close (11 days ago), 43.2% are below.
55.7% are above or equal to 1/20 close (12 days ago), 44.3% are below.
61.7% are above or equal to 1/19 close (13 days ago), 38.3% are below.
54.7% are above or equal to 1/18 close (14 days ago), 45.3% are below.
54.5% are above or equal to 1/17 close (15 days ago), 45.5% are below.
51.0% are above or equal to 1/13 close (16 days ago), 49.0% are below.
55.1% are above or equal to 1/12 close (17 days ago), 44.9% are below.
52.7% are above or equal to 1/11 close (18 days ago), 47.3% are below.
55.4% are above or equal to 1/10 close (19 days ago), 44.6% are below.
57.6% are above or equal to 1/9 close (20 days ago), 42.4% are below.
53.7% are above or equal to 1/6 close (21 days ago), 46.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170207 Closing)
20d: 13.3% new highs, 9.6% new lows
21d: 13.2% new highs, 9.3% new lows
42d: 11.2% new highs, 7.4% new lows
63d: 9.3% new highs, 2.7% new lows
126d: 6.9% new highs, 1.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170207 Closing)
2-day: 39.2% above, 60.8% below
3-day: 37.0% above, 63.0% below
4-day: 46.1% above, 53.9% below
5-day: 51.6% above, 48.4% below
8-day: 52.0% above, 48.0% below
10-day: 46.3% above, 53.7% below
20-day: 52.7% above, 47.3% below
50-day: 56.6% above, 43.4% below
200-day: 69.3% above, 30.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170207 Closing)
COHW(35): 0.33% Top=CDW FNSR BBRY TMUS STX NTAP HPQ AAPL ….. S INFN TDS ZAYO CTL VG ACIA MSI=Bottom (Computer Hardware/Telecom)
COSW(78): 0.15% Top=WUBA SINA FEYE ADSK AKAM GRUB TWTR CTXS ….. CSC MDRX CA LN NTNX FIS TWLO SABR=Bottom (Computer Software/Internet)
LEIS(32): 0.15% Top=ARMK DPZ QSR SEAS CMG H WYN YUM ….. EAT PNRA DRI SBUX SIX MGM GPRO YUMC=Bottom (Leisure)
CONS(52): 0.07% Top=WWW CHD NWL CL KS ENR COTY CLX ….. RL COH TPX CRI VFC SKX PVH FOSL=Bottom (Consumer)
HEAL(44): 0.06% Top=CNC ANTM ABT IART EW ZBH A PKI ….. HLS ABMD DVA PRAH IRWD THC CYH MD=Bottom (Health)
DISV(41): -0.00% Top=ACM ZTO TRU FLT LDOS GPN ATHN YY ….. MAN MYGN HRB ADS JEC CXW RHI RBA=Bottom (Diversified Services)
ELEC(45): -0.02% Top=AMBA NVDA CRUS MU WAT ADI AMAT TER ….. FSLR OCLR CY DLB GRMN PI AMD AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
MANU(36): -0.04% Top=EMR FLS AGCO CMI DE CAT PNR ETN ….. PH CFX KMT SNA MRC TEX MWA ATI=Bottom (Manufacturing)
INSU(31): -0.05% Top=VR MTG AXS PRU LNC MBI AON FAF ….. ORI SLF CNO MET HIG BRO CINF RDN=Bottom (Insurance)
FINA(86): -0.08% Top=WETF APO KKR ICE AMG CBOE ETFC CLNS ….. KEY OMF BAC FITB SYF DFS PSEC CIT=Bottom (Banks/Financials)
REAL(92): -0.30% Top=SC CONE AIV CUBE BAM ALLY EXR HST ….. ESRT KRC WRI SHO SPG WPG KIM MAC=Bottom (Real Estate)
MATE(24): -0.44% Top=WY MAS DAR USG WM RSG WCN FLR ….. SRCL KBH FAST TPH MDR MLM SUM VMC=Bottom (Materials & Construction)
RETA(58): -0.69% Top=NFLX ORLY BIG EBAY KMX CASY WBA WMT ….. DKS AEO SIG SFM TLRD GNC RH KORS=Bottom (Retail & Specialty Retail)
META(31): -0.71% Top=CENX CCJ CNX ARNC AA SND SCCO CLF ….. HL NEM SSRI CDE AKS FCX SLCA FMSA=Bottom (Metals & Mining)
CHEM(27): -0.81% Top=POT AGU SMG MOS PPG SHW ASH PX ….. ALB CF CC GRA HUN OLN WLK FMC=Bottom (Chemicals/Fertilizers)
TRAN(26): -0.88% Top=CHRW CSX NSC EXPD CNI LUV UNP FDX ….. TK ODFL XPO SWFT SAVE UAL JBLU BRS=Bottom (Transportation)
ENER(89): -1.82% Top=NOV ETE TSO RICE SXL ETP VLO DO ….. NFX SN REN WPX CXO HLX FANG CRC=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/

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