daytrend

02/15/2017

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20170215. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 838.

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

COMPARED TO YESTERDAY’S RANGE (20170215 Closing)
46.7% of stocks are above yesterday’s high.
75.2% are above yesterday’s midpoint. (24.8% are below.)
8.8% are below yesterday’s low.
44.5% are inside yesterday’s range.
64.3% of stocks with today’s high > yesterday’s high. (35.7% less than).
29.5% of stocks with today’s low < yesterday’s low. (70.5% greater than).

EVIDENCE OF INTRADAY TREND (20170215 Closing)
69.8% of stocks are above today’s open. (29.5% are below).
60.1% of stocks are above today’s open and yesterday’s close.
25.2% are below both.
14.3% of stocks opened above yesterday’s high.
33.2% of stocks opened above yesterday’s close. (61.8% opened below yesterday’s close).
6.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170215 Closing)
20.0% of stocks are in the top 10% of today’s range.
39.9% are in the top 20%.
73.6% are in the top half. 26.4% of stocks are in the bottom half of today’s range.
8.5% are in the bottom 20%.
3.9% are in the bottom 10%.

GAIN (20170215 Closing)
65.6% of stocks are above yesterday’s close. (34.4% are below.)
1.3% are up 4.5% or more. 1.0% are down 4.5% or more.
2.1% are up 3.5% or more. 1.6% are down 3.5% or more.
63.2% are between +1% and -1%.

RSI on DAILY (20170215 Closing)
2-day: >=95:27.7%…>=90:37.7%…>=80:50.2%…>=50:72.3%…<=20:10.1%…<=10:3.1%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.6%…>=80:8.5%…>=50:77.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:76.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170215 Closing)
46.7% above previous 1 highs, 8.8% below previous 1 lows
36.3% above previous 2 highs, 7.3% below previous 2 lows
33.9% above previous 3 highs, 6.1% below previous 3 lows
32.8% above previous 4 highs, 3.9% below previous 4 lows
31.4% above previous 5 highs, 2.5% below previous 5 lows
30.2% above previous 6 highs, 2.0% below previous 6 lows
29.8% above previous 7 highs, 1.8% below previous 7 lows
29.0% above previous 8 highs, 1.8% below previous 8 lows
28.2% above previous 9 highs, 1.4% below previous 9 lows
26.5% above previous 10 highs, 1.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170215 Closing)
65.6% are above or equal to 2/14 close (1 days ago), 34.4% are below.
69.5% are above or equal to 2/13 close (2 days ago), 30.5% are below.
69.5% are above or equal to 2/10 close (3 days ago), 30.5% are below.
77.8% are above or equal to 2/9 close (4 days ago), 22.2% are below.
80.4% are above or equal to 2/8 close (5 days ago), 19.6% are below.
82.8% are above or equal to 2/7 close (6 days ago), 17.2% are below.
79.0% are above or equal to 2/6 close (7 days ago), 21.0% are below.
75.5% are above or equal to 2/3 close (8 days ago), 24.5% are below.
80.5% are above or equal to 2/2 close (9 days ago), 19.5% are below.
79.4% are above or equal to 2/1 close (10 days ago), 20.6% are below.
78.0% are above or equal to 1/31 close (11 days ago), 22.0% are below.
78.2% are above or equal to 1/30 close (12 days ago), 21.8% are below.
71.6% are above or equal to 1/27 close (13 days ago), 28.4% are below.
67.1% are above or equal to 1/26 close (14 days ago), 32.9% are below.
64.1% are above or equal to 1/25 close (15 days ago), 35.9% are below.
67.7% are above or equal to 1/24 close (16 days ago), 32.3% are below.
74.3% are above or equal to 1/23 close (17 days ago), 25.7% are below.
72.9% are above or equal to 1/20 close (18 days ago), 27.1% are below.
75.7% are above or equal to 1/19 close (19 days ago), 24.3% are below.
72.1% are above or equal to 1/18 close (20 days ago), 27.9% are below.
72.4% are above or equal to 1/17 close (21 days ago), 27.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170215 Closing)
20d: 29.8% new highs, 2.6% new lows
21d: 28.9% new highs, 2.6% new lows
42d: 22.9% new highs, 1.4% new lows
63d: 20.9% new highs, 1.0% new lows
126d: 16.7% new highs, 0.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170215 Closing)
2-day: 64.8% above, 35.2% below
3-day: 66.6% above, 33.4% below
4-day: 69.3% above, 30.7% below
5-day: 73.6% above, 26.4% below
8-day: 78.3% above, 21.7% below
10-day: 79.1% above, 20.9% below
20-day: 77.1% above, 22.9% below
50-day: 71.8% above, 28.2% below
200-day: 75.1% above, 24.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170215 Closing)
HEAL(44): 1.27% Top=CYH ACHC THC DXCM OPK IRWD A IART ….. LH HRC DVA ZBH ESRX STE ANTM WCG=Bottom (Health)
DISV(45): 1.03% Top=YY ZTO CAR R MYGN ATHN BAH WTW ….. TRU FDC GPN SCI SBAC HRB VRSK RRD=Bottom (Diversified Services)
ELEC(48): 1.00% Top=HIMX PI ADI FSLR CY JBL AYI ON ….. AMKR APH SIMO MXL MU OCLR TRMB BRKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(27): 0.99% Top=LUV XPO UAL DAL AAL WAB EXPD TRN ….. SAVE YRCW NSC UPS CNI NAT BRS CSX=Bottom (Transportation)
LEIS(32): 0.92% Top=WYN MGM BYD GPRO STAY WYNN MAR HLT ….. YUM LVS DNKN PNRA SONC DRI TXRH EAT=Bottom (Leisure)
FINA(86): 0.80% Top=OMF TROW IVZ SCHW BAC BLK VOYA WDR ….. CLNS BOFI WU NAVI FHB UMPQ BKU APO=Bottom (Banks/Financials)
MATE(24): 0.79% Top=KBH WCN DHI CAA TPH LEN FLR RSG ….. VMC FAST PWR USG OC SRCL MDR MLM=Bottom (Materials & Construction)
COSW(78): 0.63% Top=SHOP NTNX JD TEAM NTES EA TTWO SPLK ….. YELP TWLO MDSO SABR FEYE CDK ATHM LC=Bottom (Computer Software/Internet)
MANU(34): 0.44% Top=ITT PH SNA CFX AME MWA CAT PNR ….. IR MRC MHK EMR AOS DE DDD ATI=Bottom (Manufacturing)
RETA(59): 0.42% Top=SHLD RH BID PAG LOW JWN BBY GNC ….. SBH GES TSCO TLRD URBN PIR DLTR DKS=Bottom (Retail & Specialty Retail)
INSU(31): 0.22% Top=PGR VR UNM LNC PRU CNO ALL TMK ….. MET AFL RDN ORI FAF MTG AFSI AIG=Bottom (Insurance)
CONS(53): 0.05% Top=PG COTY BC HBI GPK CL KMB WHR ….. OI BLL ATR LULU SKX PBI COLM FOSL=Bottom (Consumer)
CHEM(27): -0.02% Top=OLN CC ALB MON AXTA IFF SMG CE ….. FMC MOS VSM DOW POT AGU HUN CF=Bottom (Chemicals/Fertilizers)
REAL(90): -0.27% Top=BAM LHO TWO CBG HR SHO ALLY MPW ….. BXMT SPG AIV KIM DDR WPG CBL SKT=Bottom (Real Estate)
COHW(38): -0.30% Top=ZAYO QCOM CSCO VIAV BCE T MSI ARRS ….. CIEN PANW ACIA NTAP SSYS FNSR INFN VG=Bottom (Computer Hardware/Telecom)
ENER(91): -0.57% Top=FANG XOG DCP SU PAA SWN RSPP MTDR ….. SPN NBR ATW PTEN DO RDC BAS DVN=Bottom (Energy)
META(31): -1.43% Top=CMC GG AGI NUE X ABX AEM SLW ….. FMSA SSRI SLCA FCX AG CCJ PAAS TECK=Bottom (Metals & Mining)

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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