daytrend

02/13/2017

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

Closing Stats
by daytrend on 20170213. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170213 Closing)
39.2% of stocks are above yesterday’s high.
68.1% are above yesterday’s midpoint. (31.9% are below.)
10.4% are below yesterday’s low.
50.4% are inside yesterday’s range.
70.9% of stocks with today’s high > yesterday’s high. (29.1% less than).
24.8% of stocks with today’s low < yesterday’s low. (75.2% greater than).

EVIDENCE OF INTRADAY TREND (20170213 Closing)
51.3% of stocks are above today’s open. (46.9% are below).
48.2% of stocks are above today’s open and yesterday’s close.
33.0% are below both.
30.0% of stocks opened above yesterday’s high.
77.8% of stocks opened above yesterday’s close. (19.2% opened below yesterday’s close).
4.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170213 Closing)
8.5% of stocks are in the top 10% of today’s range.
17.5% are in the top 20%.
48.0% are in the top half. 52.0% of stocks are in the bottom half of today’s range.
20.3% are in the bottom 20%.
11.5% are in the bottom 10%.

GAIN (20170213 Closing)
63.9% of stocks are above yesterday’s close. (36.1% are below.)
1.8% are up 4.5% or more. 0.5% are down 4.5% or more.
2.3% are up 3.5% or more. 0.5% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170213 Closing)
2-day: >=95:20.1%…>=90:36.5%…>=80:53.5%…>=50:78.4%…<=20:4.7%…<=10:2.0%…<=5:1.1%…
9-day: >=95:0.0%…>=90:0.5%…>=80:6.6%…>=50:76.7%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:74.8%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170213 Closing)
39.2% above previous 1 highs, 10.4% below previous 1 lows
35.5% above previous 2 highs, 5.2% below previous 2 lows
34.3% above previous 3 highs, 2.0% below previous 3 lows
31.3% above previous 4 highs, 1.8% below previous 4 lows
29.1% above previous 5 highs, 1.8% below previous 5 lows
27.2% above previous 6 highs, 1.7% below previous 6 lows
26.5% above previous 7 highs, 1.2% below previous 7 lows
24.5% above previous 8 highs, 1.1% below previous 8 lows
23.9% above previous 9 highs, 1.0% below previous 9 lows
21.9% above previous 10 highs, 1.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170213 Closing)
63.9% are above or equal to 2/10 close (1 days ago), 36.1% are below.
78.5% are above or equal to 2/9 close (2 days ago), 21.5% are below.
83.6% are above or equal to 2/8 close (3 days ago), 16.4% are below.
85.3% are above or equal to 2/7 close (4 days ago), 14.7% are below.
79.5% are above or equal to 2/6 close (5 days ago), 20.5% are below.
73.1% are above or equal to 2/3 close (6 days ago), 26.9% are below.
80.8% are above or equal to 2/2 close (7 days ago), 19.2% are below.
78.7% are above or equal to 2/1 close (8 days ago), 21.3% are below.
75.5% are above or equal to 1/31 close (9 days ago), 24.5% are below.
76.1% are above or equal to 1/30 close (10 days ago), 23.9% are below.
67.6% are above or equal to 1/27 close (11 days ago), 32.4% are below.
60.9% are above or equal to 1/26 close (12 days ago), 39.1% are below.
59.6% are above or equal to 1/25 close (13 days ago), 40.4% are below.
63.4% are above or equal to 1/24 close (14 days ago), 36.6% are below.
72.1% are above or equal to 1/23 close (15 days ago), 27.9% are below.
70.7% are above or equal to 1/20 close (16 days ago), 29.3% are below.
72.7% are above or equal to 1/19 close (17 days ago), 27.3% are below.
69.7% are above or equal to 1/18 close (18 days ago), 30.3% are below.
69.4% are above or equal to 1/17 close (19 days ago), 30.6% are below.
69.3% are above or equal to 1/13 close (20 days ago), 30.7% are below.
69.4% are above or equal to 1/12 close (21 days ago), 30.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170213 Closing)
20d: 27.3% new highs, 1.1% new lows
21d: 26.9% new highs, 1.0% new lows
42d: 21.5% new highs, 0.6% new lows
63d: 19.5% new highs, 0.5% new lows
126d: 16.2% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170213 Closing)
2-day: 63.3% above, 36.7% below
3-day: 73.1% above, 26.9% below
4-day: 79.6% above, 20.4% below
5-day: 82.7% above, 17.3% below
8-day: 82.4% above, 17.6% below
10-day: 81.4% above, 18.6% below
20-day: 73.6% above, 26.4% below
50-day: 70.9% above, 29.1% below
200-day: 73.4% above, 26.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170213 Closing)
CHEM(26): 1.44% Top=CC MOS CF HUN IFF ASH FMC VSM ….. PAH PPG APD RPM CE MON GRA SMG=Bottom (Chemicals/Fertilizers)
MANU(34): 0.99% Top=ATI ITT CAT SWK DDD KMT ETN CMI ….. AME DHR TTC AOS MRC TEX AGCO MWA=Bottom (Manufacturing)
COHW(37): 0.96% Top=ACIA FNSR VIAV VSAT CCI STX CIEN PSTG ….. VRSN ZAYO VZ S VG T TMUS UBNT=Bottom (Computer Hardware/Telecom)
FINA(85): 0.93% Top=BOFI ICE JNS BGCP VOYA C WBS PFG ….. SEIC AMG EFX WDR KKR WU APO WETF=Bottom (Banks/Financials)
META(31): 0.78% Top=CLF X CCJ AKS NUE STLD TECK SND ….. SSRI AGI FMSA HL TAHO GG AEM AG=Bottom (Metals & Mining)
TRAN(27): 0.75% Top=AAL LUV XPO UAL DAL CP CNI UPS ….. ODFL CSX SWFT JBLU TRN JBHT NAT YRCW=Bottom (Transportation)
INSU(31): 0.65% Top=UNM AIZ AFL AFSI TMK MET LNC CINF ….. AXS AON AGO ORI TRV CLGX PGR FAF=Bottom (Insurance)
DISV(44): 0.62% Top=MYGN ZTO MMS CXW SBAC FDC AL AMN ….. TRU EEFT ULTA ALLE HRB ACM RBA G=Bottom (Diversified Services)
ELEC(45): 0.53% Top=ON AMKR OCLR XLNX ADI FSLR CY DLB ….. KEYS MU AMD IDTI CAVM CRUS MXL NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(24): 0.49% Top=USG WY SRCL FLR MDR EXP RSG CAA ….. VMC DAR LEN PHM FAST MAS KBH DHI=Bottom (Materials & Construction)
COSW(79): 0.41% Top=TWLO MBLY FEYE NUAN CERN MSCI ATHM MDRX ….. SPLK TRIP CSRA VIPS SABR MDSO GRUB ATVI=Bottom (Computer Software/Internet)
HEAL(44): 0.32% Top=HRC NUVA ESRX UHS ACHC ABT STE TMO ….. IRWD VAR IART EW MOH ABMD CYH BKD=Bottom (Health)
REAL(91): 0.20% Top=GEO AMT VTR OHI CBG LHO AGNC CUZ ….. JLL STOR CPT CONE AVB GGP MAC UDR=Bottom (Real Estate)
LEIS(32): 0.18% Top=QSR YUMC MGM GPRO MAR STAY SONC LVS ….. TXRH EAT ARMK SHAK DPZ BLMN DNKN EXPE=Bottom (Leisure)
CONS(53): -0.11% Top=GT KS TPX SON PKG MAT OI WHR ….. PVH UAA KATE SEE HBI TUP SKX COLM=Bottom (Consumer)
ENER(91): -0.31% Top=CPE BAS PTEN WMB VVV DO HK NBR ….. SM HLX WLL SWN CRC SN RICE REN=Bottom (Energy)
RETA(60): -0.90% Top=RH M AMZN CPRT KAR BABA BID SPLS ….. KORS W DSW SFM AEO GPS BIG SHLD=Bottom (Retail & Specialty Retail)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: