daytrend

02/10/2017

Filed under: Market Stats — daytrend @ 4:33 pm

Closing Stats
by daytrend on 20170210. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170210 Closing)
43.5% of stocks are above yesterday’s high.
79.2% are above yesterday’s midpoint. (20.8% are below.)
4.4% are below yesterday’s low.
52.1% are inside yesterday’s range.
71.5% of stocks with today’s high > yesterday’s high. (28.5% less than).
19.3% of stocks with today’s low < yesterday’s low. (80.7% greater than).

EVIDENCE OF INTRADAY TREND (20170210 Closing)
58.7% of stocks are above today’s open. (40.0% are below).
56.0% of stocks are above today’s open and yesterday’s close.
24.0% are below both.
29.5% of stocks opened above yesterday’s high.
75.1% of stocks opened above yesterday’s close. (21.9% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170210 Closing)
12.8% of stocks are in the top 10% of today’s range.
28.0% 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.
12.0% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20170210 Closing)
73.2% of stocks are above yesterday’s close. (26.8% are below.)
1.4% are up 4.5% or more. 0.2% are down 4.5% or more.
2.6% are up 3.5% or more. 0.4% are down 3.5% or more.
63.0% are between +1% and -1%.

RSI on DAILY (20170210 Closing)
2-day: >=95:16.5%…>=90:31.6%…>=80:54.0%…>=50:83.7%…<=20:3.8%…<=10:1.8%…<=5:0.7%…
9-day: >=95:0.0%…>=90:0.2%…>=80:5.6%…>=50:75.2%…<=20:0.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:72.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170210 Closing)
43.5% above previous 1 highs, 4.4% below previous 1 lows
41.1% above previous 2 highs, 2.3% below previous 2 lows
34.0% above previous 3 highs, 1.9% below previous 3 lows
29.6% above previous 4 highs, 1.7% below previous 4 lows
26.9% above previous 5 highs, 1.4% below previous 5 lows
24.8% above previous 6 highs, 1.1% below previous 6 lows
22.4% above previous 7 highs, 1.1% below previous 7 lows
22.0% above previous 8 highs, 0.8% below previous 8 lows
20.7% above previous 9 highs, 0.7% below previous 9 lows
18.0% above previous 10 highs, 0.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170210 Closing)
73.2% are above or equal to 2/9 close (1 days ago), 26.8% are below.
83.8% are above or equal to 2/8 close (2 days ago), 16.2% are below.
83.7% are above or equal to 2/7 close (3 days ago), 16.3% are below.
77.5% are above or equal to 2/6 close (4 days ago), 22.5% are below.
67.5% are above or equal to 2/3 close (5 days ago), 32.5% are below.
78.2% are above or equal to 2/2 close (6 days ago), 21.8% are below.
76.9% are above or equal to 2/1 close (7 days ago), 23.1% are below.
73.5% are above or equal to 1/31 close (8 days ago), 26.5% are below.
72.8% are above or equal to 1/30 close (9 days ago), 27.2% are below.
63.4% are above or equal to 1/27 close (10 days ago), 36.6% are below.
56.5% are above or equal to 1/26 close (11 days ago), 43.5% are below.
53.1% are above or equal to 1/25 close (12 days ago), 46.9% are below.
61.1% are above or equal to 1/24 close (13 days ago), 38.9% are below.
71.6% are above or equal to 1/23 close (14 days ago), 28.4% are below.
69.1% are above or equal to 1/20 close (15 days ago), 30.9% are below.
72.1% are above or equal to 1/19 close (16 days ago), 27.9% are below.
67.5% are above or equal to 1/18 close (17 days ago), 32.5% are below.
67.4% are above or equal to 1/17 close (18 days ago), 32.6% are below.
66.1% are above or equal to 1/13 close (19 days ago), 33.9% are below.
68.5% are above or equal to 1/12 close (20 days ago), 31.5% are below.
65.6% are above or equal to 1/11 close (21 days ago), 34.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170210 Closing)
20d: 21.8% new highs, 1.2% new lows
21d: 21.6% new highs, 1.2% new lows
42d: 16.0% new highs, 0.6% new lows
63d: 14.6% new highs, 0.2% new lows
126d: 11.9% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170210 Closing)
2-day: 72.2% above, 27.8% below
3-day: 83.4% above, 16.6% below
4-day: 84.3% above, 15.7% below
5-day: 82.6% above, 17.4% below
8-day: 80.4% above, 19.6% below
10-day: 78.8% above, 21.2% below
20-day: 72.3% above, 27.7% below
50-day: 67.7% above, 32.3% below
200-day: 73.8% above, 26.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170210 Closing)
COHW(37): 1.37% Top=INFN FNSR PSTG TDS CIEN S QCOM ZAYO ….. PANW AAPL CCI VIAV WDC ACIA VSAT TDC=Bottom (Computer Hardware/Telecom)
CONS(51): 1.33% Top=SKX COLM PVH HBI WWW CRI TUP RL ….. COTY SON CLX MAT UAA PG GPK FOSL=Bottom (Consumer)
MATE(24): 1.17% Top=LEN TPH DHI MLM MAS TOL VMC DAR ….. USG CAA WM FAST RSG PWR WY WCN=Bottom (Materials & Construction)
CHEM(26): 1.01% Top=CF MOS CC OLN POT DOW HUN SMG ….. CE PPG PX IFF MON SHW ALB AXTA=Bottom (Chemicals/Fertilizers)
META(31): 1.01% Top=TECK ARNC AG CCJ FCX AA RGLD ABX ….. NUE SND CMC AGI CNX CLF FMSA AKS=Bottom (Metals & Mining)
TRAN(27): 0.89% Top=SWFT XPO ODFL YRCW JBHT BRS GWR WAB ….. AAL SAVE CSX DAL KSU UAL JBLU ALK=Bottom (Transportation)
ENER(90): 0.87% Top=EGN CRZO DO PE LPI ATW BAS WLL ….. HAL SWN PAGP RICE SXL CRC ETE RRC=Bottom (Energy)
REAL(92): 0.80% Top=CBG RLGY WPG OFC CBL OHI LXP JLL ….. MAC CPT PEB AMT SC DLR ARE BAM=Bottom (Real Estate)
MANU(35): 0.75% Top=TEX MHK CAT TTC ROP KMT DE HON ….. CMI DHR BWXT DDD AOS MRC ATI MWA=Bottom (Manufacturing)
INSU(33): 0.75% Top=CLGX CNO BRO AIZ SLF WLTW CINF XL ….. PRU AFL ORI AXS FNF VR FAF UNM=Bottom (Insurance)
LEIS(32): 0.51% Top=DNKN GPRO BLMN DRI SONC SHAK EAT QSR ….. CCL MGM LVS MAR CMG EXPE SEAS YUMC=Bottom (Leisure)
RETA(60): 0.38% Top=SFM ETSY ANF URBN CHS GPS CVS EBAY ….. ORLY M JWN SBH WMT DLTR RH PIR=Bottom (Retail & Specialty Retail)
FINA(85): 0.32% Top=AMG PSEC EFX WDR TROW FITB NAVI BLK ….. CBOE PYPL AMTD ETFC SYF RJF SIVB WU=Bottom (Banks/Financials)
COSW(80): 0.29% Top=ATVI MDSO LC EA TTWO VIPS NCR TRI ….. GRUB WUBA MTCH ZEN TWLO CERN TWTR YELP=Bottom (Computer Software/Internet)
ELEC(45): 0.29% Top=SIMO MXL SPWR JBL FSLR FLEX KEYS GRMN ….. AMBA CY TRMB MRVL MU PI CRUS NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(43): 0.29% Top=WTW FDC RBA JEC R URI AL ZTO ….. SBAC CXW ADS VNTV MYGN ULTA ATHN G=Bottom (Diversified Services)
HEAL(44): 0.15% Top=MOH OPK ESRX ALGN LH DXCM RMD VWR ….. WCG IART XRAY HOLX EW BSX BKD CYH=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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