daytrend

02/09/2017

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

Closing Stats
by daytrend on 20170209. 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 (20170209 Closing)
58.5% of stocks are above yesterday’s high.
83.3% are above yesterday’s midpoint. (16.7% are below.)
6.4% are below yesterday’s low.
35.1% are inside yesterday’s range.
80.5% of stocks with today’s high > yesterday’s high. (19.5% less than).
14.9% of stocks with today’s low < yesterday’s low. (85.1% greater than).

EVIDENCE OF INTRADAY TREND (20170209 Closing)
72.8% of stocks are above today’s open. (25.5% are below).
69.7% of stocks are above today’s open and yesterday’s close.
19.0% are below both.
26.1% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (24.2% opened below yesterday’s close).
2.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170209 Closing)
14.2% of stocks are in the top 10% of today’s range.
29.6% are in the top 20%.
69.4% are in the top half. 30.6% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20170209 Closing)
78.1% of stocks are above yesterday’s close. (21.9% are below.)
3.1% are up 4.5% or more. 0.8% are down 4.5% or more.
4.9% are up 3.5% or more. 1.3% are down 3.5% or more.
49.2% are between +1% and -1%.

RSI on DAILY (20170209 Closing)
2-day: >=95:14.1%…>=90:24.3%…>=80:43.4%…>=50:77.3%…<=20:8.7%…<=10:4.3%…<=5:1.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:4.5%…>=50:69.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:67.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170209 Closing)
58.5% above previous 1 highs, 6.4% below previous 1 lows
39.6% above previous 2 highs, 4.5% below previous 2 lows
33.6% above previous 3 highs, 3.7% below previous 3 lows
29.2% above previous 4 highs, 3.0% below previous 4 lows
27.6% above previous 5 highs, 2.5% below previous 5 lows
24.9% above previous 6 highs, 2.2% below previous 6 lows
23.9% above previous 7 highs, 1.9% below previous 7 lows
23.1% above previous 8 highs, 1.9% below previous 8 lows
21.1% above previous 9 highs, 1.9% below previous 9 lows
18.3% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170209 Closing)
78.1% are above or equal to 2/8 close (1 days ago), 21.9% are below.
78.0% are above or equal to 2/7 close (2 days ago), 22.0% are below.
69.0% are above or equal to 2/6 close (3 days ago), 31.0% are below.
60.5% are above or equal to 2/3 close (4 days ago), 39.5% are below.
73.8% are above or equal to 2/2 close (5 days ago), 26.2% are below.
71.7% are above or equal to 2/1 close (6 days ago), 28.3% are below.
68.1% are above or equal to 1/31 close (7 days ago), 31.9% are below.
68.0% are above or equal to 1/30 close (8 days ago), 32.0% are below.
58.1% are above or equal to 1/27 close (9 days ago), 41.9% are below.
51.6% are above or equal to 1/26 close (10 days ago), 48.4% are below.
50.1% are above or equal to 1/25 close (11 days ago), 49.9% are below.
56.3% are above or equal to 1/24 close (12 days ago), 43.7% are below.
67.1% are above or equal to 1/23 close (13 days ago), 32.9% are below.
64.7% are above or equal to 1/20 close (14 days ago), 35.3% are below.
69.2% are above or equal to 1/19 close (15 days ago), 30.8% are below.
64.1% are above or equal to 1/18 close (16 days ago), 35.9% are below.
65.3% are above or equal to 1/17 close (17 days ago), 34.7% are below.
62.5% are above or equal to 1/13 close (18 days ago), 37.5% are below.
65.0% are above or equal to 1/12 close (19 days ago), 35.0% are below.
61.9% are above or equal to 1/11 close (20 days ago), 38.1% are below.
64.1% are above or equal to 1/10 close (21 days ago), 35.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170209 Closing)
20d: 20.7% new highs, 2.6% new lows
21d: 20.6% new highs, 2.6% new lows
42d: 14.8% new highs, 1.2% new lows
63d: 13.4% new highs, 0.2% new lows
126d: 9.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170209 Closing)
2-day: 76.7% above, 23.3% below
3-day: 78.8% above, 21.2% below
4-day: 76.7% above, 23.3% below
5-day: 72.3% above, 27.7% below
8-day: 73.3% above, 26.7% below
10-day: 69.9% above, 30.1% below
20-day: 66.4% above, 33.6% below
50-day: 63.9% above, 36.1% below
200-day: 72.4% above, 27.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170209 Closing)
RETA(59): 1.71% Top=GNC MIK SFM TLRD PIR WFM DLTR ANF ….. PAG AMZN W ETSY BABA EBAY NFLX AN=Bottom (Retail & Specialty Retail)
FINA(86): 1.52% Top=OMF EFX RF BOFI IVZ SLM APO OZRK ….. NDAQ JNS PYPL WETF CLNS KKR BX LAZ=Bottom (Banks/Financials)
DISV(42): 1.47% Top=FLT ALLE YY CXW EEFT AMN ACM ATHN ….. BAH ULTA HRB JEC GPN VNTV MYGN ZTO=Bottom (Diversified Services)
MANU(36): 1.29% Top=ROP DDD ATI CMI RS MRC KMT MWA ….. EMR AGCO ITT BWXT MHK ITW FLS CR=Bottom (Manufacturing)
ENER(90): 1.26% Top=ECA PXD CRC HK WLL NFX FANG CXO ….. CVI CRZO SXL ETP RIG PAGP HP ATW=Bottom (Energy)
COSW(78): 1.22% Top=MDSO ZEN WUBA TTWO TWLO LC ATHM SABR ….. LN INTU XRX MSCI NTES TRI GRUB TWTR=Bottom (Computer Software/Internet)
COHW(35): 1.13% Top=TDC VG FNSR VIAV INFN TDS PANW CDW ….. LVLT ZAYO QCOM CTL VRSN COMM HRS MSI=Bottom (Computer Hardware/Telecom)
HEAL(45): 1.10% Top=IRWD CYH THC VWR HOLX XRAY UHS MOH ….. EW DVA AET BDX ESRX ABMD ELGX OPK=Bottom (Health)
TRAN(26): 1.10% Top=JBLU LUV AAL DAL SAVE TRN ODFL YRCW ….. FDX UPS GWR UNP NSC CSX CHRW BRS=Bottom (Transportation)
LEIS(32): 0.93% Top=DNKN CMG SONC DRI BLMN EAT WEN SHAK ….. MGM MCD STAY ARMK SIX YUMC PNRA GPRO=Bottom (Leisure)
INSU(31): 0.81% Top=PRU LNC RDN MET SLF MBI UNM AJG ….. MMC CLGX L ORI CINF FNF FAF WLTW=Bottom (Insurance)
MATE(24): 0.55% Top=OC WY PWR FLR USG EXP SRCL DAR ….. RSG MDR LEN TOL TPH MLM CAA MAS=Bottom (Materials & Construction)
REAL(92): 0.35% Top=GEO BAM CBG LHO JLL MAC SHO SKT ….. CUZ VTR HCP UDR SNH OUT HCN OHI=Bottom (Real Estate)
META(31): 0.25% Top=CLF X AKS CMC STLD FMSA NUE SND ….. ABX SSRI TAHO HL SCCO SLW AG CDE=Bottom (Metals & Mining)
CONS(51): 0.13% Top=TPX GT SKX UAA NKE GIL FL PAY ….. BERY IP SON WRK FOSL KS SEE COTY=Bottom (Consumer)
CHEM(27): 0.10% Top=HUN WLK CC DOW PAH EMN DD RPM ….. ALB PX AGU GRA VSM MOS POT CF=Bottom (Chemicals/Fertilizers)
ELEC(46): 0.01% Top=TRMB AMKR DLB FLEX FSLR JBL AMBA AYI ….. AMD ADI CRUS CY NVDA INTC MCHP CREE=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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