daytrend

02/08/2017

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

Closing Stats
by daytrend on 20170208. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 830.

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

COMPARED TO YESTERDAY’S RANGE (20170208 Closing)
26.3% of stocks are above yesterday’s high.
50.0% are above yesterday’s midpoint. (50.0% are below.)
21.9% are below yesterday’s low.
51.8% are inside yesterday’s range.
39.0% of stocks with today’s high > yesterday’s high. (61.0% less than).
66.7% of stocks with today’s low < yesterday’s low. (33.3% greater than).

EVIDENCE OF INTRADAY TREND (20170208 Closing)
66.5% of stocks are above today’s open. (32.9% are below).
53.9% of stocks are above today’s open and yesterday’s close.
29.6% are below both.
3.7% of stocks opened above yesterday’s high.
31.1% of stocks opened above yesterday’s close. (63.5% opened below yesterday’s close).
20.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170208 Closing)
20.0% of stocks are in the top 10% of today’s range.
40.7% are in the top 20%.
75.4% are in the top half. 24.6% of stocks are in the bottom half of today’s range.
5.7% are in the bottom 20%.
2.9% are in the bottom 10%.

GAIN (20170208 Closing)
58.0% of stocks are above yesterday’s close. (42.0% are below.)
1.1% are up 4.5% or more. 0.7% are down 4.5% or more.
2.9% are up 3.5% or more. 1.1% are down 3.5% or more.
61.6% are between +1% and -1%.

RSI on DAILY (20170208 Closing)
2-day: >=95:7.7%…>=90:15.3%…>=80:25.5%…>=50:52.5%…<=20:21.8%…<=10:8.4%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.3%…>=50:56.3%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170208 Closing)
26.3% above previous 1 highs, 21.9% below previous 1 lows
21.2% above previous 2 highs, 17.3% below previous 2 lows
16.6% above previous 3 highs, 14.3% below previous 3 lows
15.5% above previous 4 highs, 7.5% below previous 4 lows
14.0% above previous 5 highs, 6.6% below previous 5 lows
13.3% above previous 6 highs, 5.8% below previous 6 lows
12.9% above previous 7 highs, 5.3% below previous 7 lows
11.3% above previous 8 highs, 5.3% below previous 8 lows
9.2% above previous 9 highs, 5.1% below previous 9 lows
8.4% above previous 10 highs, 5.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170208 Closing)
58.0% are above or equal to 2/7 close (1 days ago), 42.0% are below.
48.0% are above or equal to 2/6 close (2 days ago), 52.0% are below.
43.6% are above or equal to 2/3 close (3 days ago), 56.4% are below.
61.2% are above or equal to 2/2 close (4 days ago), 38.8% are below.
60.8% are above or equal to 2/1 close (5 days ago), 39.2% are below.
58.3% are above or equal to 1/31 close (6 days ago), 41.7% are below.
56.1% are above or equal to 1/30 close (7 days ago), 43.9% are below.
50.1% are above or equal to 1/27 close (8 days ago), 49.9% are below.
44.2% are above or equal to 1/26 close (9 days ago), 55.8% are below.
41.9% are above or equal to 1/25 close (10 days ago), 58.1% are below.
48.1% are above or equal to 1/24 close (11 days ago), 51.9% are below.
60.6% are above or equal to 1/23 close (12 days ago), 39.4% are below.
60.7% are above or equal to 1/20 close (13 days ago), 39.3% are below.
64.7% are above or equal to 1/19 close (14 days ago), 35.3% are below.
57.2% are above or equal to 1/18 close (15 days ago), 42.8% are below.
59.9% are above or equal to 1/17 close (16 days ago), 40.1% are below.
55.8% are above or equal to 1/13 close (17 days ago), 44.2% are below.
58.0% are above or equal to 1/12 close (18 days ago), 42.0% are below.
54.3% are above or equal to 1/11 close (19 days ago), 45.7% are below.
57.7% are above or equal to 1/10 close (20 days ago), 42.3% are below.
59.4% are above or equal to 1/9 close (21 days ago), 40.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170208 Closing)
20d: 11.3% new highs, 13.6% new lows
21d: 11.0% new highs, 13.4% new lows
42d: 8.9% new highs, 10.2% new lows
63d: 7.5% new highs, 3.4% new lows
126d: 4.9% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170208 Closing)
2-day: 57.2% above, 42.8% below
3-day: 52.0% above, 48.0% below
4-day: 48.4% above, 51.6% below
5-day: 52.2% above, 47.8% below
8-day: 56.6% above, 43.4% below
10-day: 52.8% above, 47.2% below
20-day: 56.1% above, 43.9% below
50-day: 58.0% above, 42.0% below
200-day: 69.9% above, 30.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170208 Closing)
RETA(59): 1.52% Top=TLRD JCP ANF KSS JWN GES ORLY PIR ….. SPLS TSCO KAR WSM KR W AN PAG=Bottom (Retail & Specialty Retail)
META(31): 1.07% Top=CLF SSRI CDE FMSA ARNC STLD CCJ X ….. AKS FNV FCX CMC AA TECK CNX CENX=Bottom (Metals & Mining)
CONS(52): 0.93% Top=GPK HBI UAA WWW COTY BLL NKE PVH ….. BERY GT SON TUP LEG PKG EL KS=Bottom (Consumer)
LEIS(32): 0.73% Top=PNRA BLMN DRI TXRH DNKN EAT SIX SHAK ….. STAY MCD H SBUX RCL BYD YUMC GPRO=Bottom (Leisure)
REAL(92): 0.62% Top=DEI VER UDR MPW HST AVB ACC DFT ….. ARI PGRE CBG NRZ LHO ALLY SC CPT=Bottom (Real Estate)
COHW(35): 0.42% Top=VIAV S ACIA FNSR ANET BBRY MSI PANW ….. VG STX QCOM PSTG LVLT INFN CTL WDC=Bottom (Computer Hardware/Telecom)
ELEC(45): 0.36% Top=MCHP SIMO QRVO AMD PI OCLR KEYS MXL ….. FSLR KLAC LRCX TEL GRMN MU CAVM MSCC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.31% Top=GRA ALB SHW IFF POT SMG AGU PAH ….. DOW APD DD CE MON CC VSM OLN=Bottom (Chemicals/Fertilizers)
HEAL(44): 0.31% Top=CYH CNC MD PRXL THC VAR PKI HLS ….. HOLX BAX DXCM ELGX ZBH OPK ABMD ABT=Bottom (Health)
INSU(31): 0.18% Top=CNO FNF FAF CLGX AFL MMC AFSI XL ….. MBI UNM ORI MET HIG MTG PRU LNC=Bottom (Insurance)
ENER(90): 0.06% Top=REN PBF HFC PXD SN VLO MPC CRC ….. SXL HLX AR PAA PAGP MTDR SWN PE=Bottom (Energy)
COSW(78): 0.05% Top=WUBA NUAN XRX NTNX FIS VIPS ATHM NTES ….. MBLY LC SABR ADSK ATVI GRUB CSRA AKAM=Bottom (Computer Software/Internet)
DISV(41): 0.01% Top=MYGN ATHN YY SBAC FLT FISV CXW VNTV ….. RHI URI BAH HRB RBA FDC ACM JEC=Bottom (Diversified Services)
TRAN(27): -0.20% Top=ALK JBLU ODFL CHRW UAL CSX UPS EXPD ….. TK CP GWR XPO WAB YRCW SAVE BRS=Bottom (Transportation)
MATE(24): -0.26% Top=DHI LEN WY SRCL MAS WM RSG PHM ….. WCN MDR SUM VMC FLR OC TPH DAR=Bottom (Materials & Construction)
MANU(36): -0.27% Top=FLS AME ROP BWXT IR AGCO ITW DOV ….. MWA DDD DCI ATI CMI CR CFX KMT=Bottom (Manufacturing)
FINA(86): -0.73% Top=KKR APO PYPL PSEC WDR SLM EFX AMG ….. MS FITB OMF CBOE WETF CFG VOYA ICE=Bottom (Banks/Financials)

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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