daytrend

02/16/2017

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

Closing Stats
by daytrend on 20170216. 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 (20170216 Closing)
24.7% of stocks are above yesterday’s high.
49.8% are above yesterday’s midpoint. (50.2% are below.)
26.0% are below yesterday’s low.
49.3% are inside yesterday’s range.
55.7% of stocks with today’s high > yesterday’s high. (44.3% less than).
44.3% of stocks with today’s low < yesterday’s low. (55.7% greater than).

EVIDENCE OF INTRADAY TREND (20170216 Closing)
36.4% of stocks are above today’s open. (62.8% are below).
31.3% of stocks are above today’s open and yesterday’s close.
57.0% are below both.
12.1% of stocks opened above yesterday’s high.
49.9% of stocks opened above yesterday’s close. (41.4% opened below yesterday’s close).
4.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170216 Closing)
11.8% of stocks are in the top 10% of today’s range.
18.1% are in the top 20%.
41.5% are in the top half. 58.5% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
11.0% are in the bottom 10%.

GAIN (20170216 Closing)
37.8% of stocks are above yesterday’s close. (62.2% are below.)
1.2% are up 4.5% or more. 2.0% are down 4.5% or more.
1.9% are up 3.5% or more. 2.9% are down 3.5% or more.
61.1% are between +1% and -1%.

RSI on DAILY (20170216 Closing)
2-day: >=95:14.2%…>=90:19.8%…>=80:28.8%…>=50:55.3%…<=20:17.4%…<=10:7.8%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.7%…>=80:7.6%…>=50:72.4%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.1%…>=50:72.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170216 Closing)
24.7% above previous 1 highs, 26.0% below previous 1 lows
21.0% above previous 2 highs, 15.8% below previous 2 lows
17.5% above previous 3 highs, 14.0% below previous 3 lows
16.8% above previous 4 highs, 11.2% below previous 4 lows
15.9% above previous 5 highs, 8.1% below previous 5 lows
15.2% above previous 6 highs, 4.5% below previous 6 lows
14.9% above previous 7 highs, 4.2% below previous 7 lows
14.7% above previous 8 highs, 3.7% below previous 8 lows
14.1% above previous 9 highs, 3.6% below previous 9 lows
13.7% above previous 10 highs, 3.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170216 Closing)
37.8% are above or equal to 2/15 close (1 days ago), 62.2% are below.
54.4% are above or equal to 2/14 close (2 days ago), 45.6% are below.
60.6% are above or equal to 2/13 close (3 days ago), 39.4% are below.
62.3% are above or equal to 2/10 close (4 days ago), 37.7% are below.
71.8% are above or equal to 2/9 close (5 days ago), 28.2% are below.
77.2% are above or equal to 2/8 close (6 days ago), 22.8% are below.
79.5% are above or equal to 2/7 close (7 days ago), 20.5% are below.
75.7% are above or equal to 2/6 close (8 days ago), 24.3% are below.
72.6% are above or equal to 2/3 close (9 days ago), 27.4% are below.
78.0% are above or equal to 2/2 close (10 days ago), 22.0% are below.
77.6% are above or equal to 2/1 close (11 days ago), 22.4% are below.
74.1% are above or equal to 1/31 close (12 days ago), 25.9% are below.
75.2% are above or equal to 1/30 close (13 days ago), 24.8% are below.
68.7% are above or equal to 1/27 close (14 days ago), 31.3% are below.
63.5% are above or equal to 1/26 close (15 days ago), 36.5% are below.
61.2% are above or equal to 1/25 close (16 days ago), 38.8% are below.
64.2% are above or equal to 1/24 close (17 days ago), 35.8% are below.
72.0% are above or equal to 1/23 close (18 days ago), 28.0% are below.
70.6% are above or equal to 1/20 close (19 days ago), 29.4% are below.
73.2% are above or equal to 1/19 close (20 days ago), 26.8% are below.
69.9% are above or equal to 1/18 close (21 days ago), 30.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170216 Closing)
20d: 25.9% new highs, 3.2% new lows
21d: 25.8% new highs, 3.0% new lows
42d: 20.4% new highs, 1.9% new lows
63d: 18.0% new highs, 1.6% new lows
126d: 13.7% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170216 Closing)
2-day: 37.1% above, 62.9% below
3-day: 46.8% above, 53.2% below
4-day: 53.3% above, 46.7% below
5-day: 58.0% above, 42.0% below
8-day: 70.8% above, 29.2% below
10-day: 72.2% above, 27.8% below
20-day: 72.0% above, 28.0% below
50-day: 70.0% above, 30.0% below
200-day: 74.0% above, 26.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170216 Closing)
REAL(90): 0.54% Top=CIM NLY BDN ARI HIW EQC EXR HTA ….. ALLY CBG DRH DLR PEB RLGY HT LHO=Bottom (Real Estate)
INSU(31): 0.26% Top=AIG CLGX AJG AXS MMC WLTW VR AON ….. FAF UNM L MET LNC RDN MTG CNO=Bottom (Insurance)
ELEC(48): 0.15% Top=SNPS HIMX AMKR FIT CAVM CRUS GLW XLNX ….. LRCX NVDA FSLR IDTI AMD CSIQ PI SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(53): 0.10% Top=KATE TPX FOSL KMB BERY ATR CLX PKG ….. BC COLM HBI PVH LULU TUP SKX COTY=Bottom (Consumer)
META(31): 0.04% Top=GG ABX AKS TAHO AG SSRI HL NEM ….. SLCA FMSA SLW FCX CLF AA AEM TECK=Bottom (Metals & Mining)
COSW(78): -0.24% Top=NTES SSNC EPAM CERN ADSK CSC TTWO NCR ….. VIPS TWTR YELP SQ WUBA FEYE NTNX TRIP=Bottom (Computer Software/Internet)
CHEM(26): -0.24% Top=IFF VSM HUN GRA DOW SHW PPG RPM ….. OLN AXTA AGU POT MOS CC WLK CF=Bottom (Chemicals/Fertilizers)
MATE(23): -0.38% Top=SRCL PWR MAS KBH FAST WCN RSG WM ….. TPH PHM TOL LEN MDR EXP VMC SUM=Bottom (Materials & Construction)
COHW(38): -0.38% Top=NTAP CSCO HRS COMM VZ TU QCOM JNPR ….. FNSR S ZAYO PANW TDC VG INFN SSYS=Bottom (Computer Hardware/Telecom)
MANU(36): -0.40% Top=RS AOS MRC ITW GE AME XYL CMI ….. PNR AGCO SNA EMR TEX CFX DDD ATI=Bottom (Manufacturing)
HEAL(44): -0.41% Top=ABMD LH HRC VWR BKD OPK VAR AET ….. ZBH IRWD HLS A THC CNC DXCM MOH=Bottom (Health)
FINA(86): -0.47% Top=PYPL PSEC PBCT FNB CBSH CFR CBOE FHB ….. CIT STT AMG SCHW NTRS BX OMF APO=Bottom (Banks/Financials)
DISV(46): -0.51% Top=ALLE JEC YY CTAS RRD LDOS ROL BAH ….. HRB ACM AL R GPN ZTO WTW CAR=Bottom (Diversified Services)
TRAN(27): -0.69% Top=CSX GWR CHRW NSC EXPD KSU CNI JBHT ….. NAT UPS LUV SAVE YRCW XPO SWFT BRS=Bottom (Transportation)
LEIS(32): -1.02% Top=SHAK YUMC CMG SIX MCD WYN TXRH DPZ ….. GPRO BLMN H QSR WYNN WEN BYD MGM=Bottom (Leisure)
ENER(91): -1.38% Top=CVI XOG NFG DK MDU CVE LPI HES ….. WMB GPOR SPN SWN RICE SN RRC CRC=Bottom (Energy)
RETA(58): -1.63% Top=WBA KR COST KORS WMT AMZN CVS NFLX ….. KSS PAG W JCP JWN FINL GES GNC=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/

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