daytrend

02/17/2017

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

Closing Stats
by daytrend on 20170217. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 845.

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

COMPARED TO YESTERDAY’S RANGE (20170217 Closing)
20.6% of stocks are above yesterday’s high.
48.9% are above yesterday’s midpoint. (51.1% are below.)
21.3% are below yesterday’s low.
58.1% are inside yesterday’s range.
29.0% of stocks with today’s high > yesterday’s high. (71.0% less than).
65.7% of stocks with today’s low < yesterday’s low. (34.3% greater than).

EVIDENCE OF INTRADAY TREND (20170217 Closing)
64.9% of stocks are above today’s open. (33.5% are below).
48.6% of stocks are above today’s open and yesterday’s close.
30.8% are below both.
3.1% of stocks opened above yesterday’s high.
19.9% of stocks opened above yesterday’s close. (74.1% opened below yesterday’s close).
19.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170217 Closing)
33.5% of stocks are in the top 10% of today’s range.
46.3% are in the top 20%.
75.3% are in the top half. 24.7% of stocks are in the bottom half of today’s range.
7.5% are in the bottom 20%.
2.6% are in the bottom 10%.

GAIN (20170217 Closing)
53.7% of stocks are above yesterday’s close. (46.3% are below.)
1.1% are up 4.5% or more. 0.6% are down 4.5% or more.
2.1% are up 3.5% or more. 1.5% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20170217 Closing)
2-day: >=95:11.4%…>=90:17.6%…>=80:28.4%…>=50:55.4%…<=20:19.4%…<=10:9.3%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.7%…>=80:7.8%…>=50:70.8%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:72.4%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170217 Closing)
20.6% above previous 1 highs, 21.3% below previous 1 lows
18.5% above previous 2 highs, 14.9% below previous 2 lows
17.3% above previous 3 highs, 11.2% below previous 3 lows
15.4% above previous 4 highs, 10.2% below previous 4 lows
14.8% above previous 5 highs, 8.2% below previous 5 lows
14.6% above previous 6 highs, 6.6% below previous 6 lows
14.3% above previous 7 highs, 4.1% below previous 7 lows
14.1% above previous 8 highs, 3.8% below previous 8 lows
14.0% above previous 9 highs, 3.6% below previous 9 lows
13.6% above previous 10 highs, 3.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170217 Closing)
53.7% are above or equal to 2/16 close (1 days ago), 46.3% are below.
44.9% are above or equal to 2/15 close (2 days ago), 55.1% are below.
54.9% are above or equal to 2/14 close (3 days ago), 45.1% are below.
59.4% are above or equal to 2/13 close (4 days ago), 40.6% are below.
63.6% are above or equal to 2/10 close (5 days ago), 36.4% are below.
70.5% are above or equal to 2/9 close (6 days ago), 29.5% are below.
76.1% are above or equal to 2/8 close (7 days ago), 23.9% are below.
77.4% are above or equal to 2/7 close (8 days ago), 22.6% are below.
74.4% are above or equal to 2/6 close (9 days ago), 25.6% are below.
71.6% are above or equal to 2/3 close (10 days ago), 28.4% are below.
77.0% are above or equal to 2/2 close (11 days ago), 23.0% are below.
75.4% are above or equal to 2/1 close (12 days ago), 24.6% are below.
73.5% are above or equal to 1/31 close (13 days ago), 26.5% are below.
74.4% are above or equal to 1/30 close (14 days ago), 25.6% are below.
67.7% are above or equal to 1/27 close (15 days ago), 32.3% are below.
62.7% are above or equal to 1/26 close (16 days ago), 37.3% are below.
60.5% are above or equal to 1/25 close (17 days ago), 39.5% are below.
64.9% are above or equal to 1/24 close (18 days ago), 35.1% are below.
70.8% are above or equal to 1/23 close (19 days ago), 29.2% are below.
70.4% are above or equal to 1/20 close (20 days ago), 29.6% are below.
73.4% are above or equal to 1/19 close (21 days ago), 26.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170217 Closing)
20d: 14.8% new highs, 5.8% new lows
21d: 14.7% new highs, 5.4% new lows
42d: 12.4% new highs, 3.6% new lows
63d: 11.6% new highs, 2.6% new lows
126d: 7.9% new highs, 1.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170217 Closing)
2-day: 51.5% above, 48.5% below
3-day: 47.1% above, 52.9% below
4-day: 50.7% above, 49.3% below
5-day: 53.4% above, 46.6% below
8-day: 65.0% above, 35.0% below
10-day: 69.9% above, 30.1% below
20-day: 71.5% above, 28.5% below
50-day: 69.5% above, 30.5% below
200-day: 74.2% above, 25.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170217 Closing)
COHW(39): 1.00% Top=ANET TMUS ACIA S CDW BBRY VZ SSYS ….. ZAYO QCOM INFN STX NTAP WDC CCI FNSR=Bottom (Computer Hardware/Telecom)
ELEC(48): 0.91% Top=SPWR CGNX CSIQ SWKS HIMX OCLR FSLR BRKR ….. GLW JBL GRMN MXL IDTI SIMO KEYS PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(58): 0.73% Top=TIF JWN DKS DLTR SFM URBN SHLD TSCO ….. KAR BBY BABA BID GNC RH KMX PIR=Bottom (Retail & Specialty Retail)
CONS(53): 0.63% Top=VFC CL KMB EPC KATE CLX SKX FOSL ….. OI AVY PKG GPK KS SON IP WRK=Bottom (Consumer)
CHEM(26): 0.39% Top=VSM CC PAH CF MOS OLN RPM FMC ….. DD EMN AGU ALB GRA HUN IFF WLK=Bottom (Chemicals/Fertilizers)
COSW(80): 0.30% Top=FEYE SQ WDAY TEAM SPLK ZEN MANH TWTR ….. VIPS OTEX JD NTNX TWLO AKAM SYNT WUBA=Bottom (Computer Software/Internet)
TRAN(26): 0.27% Top=TRN CSX LUV JBLU CHRW SWFT YRCW DAL ….. NSC UPS WAB GWR XPO CP BRS SAVE=Bottom (Transportation)
DISV(46): 0.13% Top=MYGN AMN MCO ATHN EEFT ADS MAN ULTA ….. CTAS TAL YY URI ACM JEC KBR CAR=Bottom (Diversified Services)
REAL(91): 0.09% Top=CUBE EXR PSA CBG SPG ESRT RLGY DLR ….. SC MFA HST PEB RLJ SHO HPT LHO=Bottom (Real Estate)
HEAL(44): 0.03% Top=DVA XRAY ABMD VAR ACHC HRC A ALGN ….. MOH ANTM WCG CYH AET UNH CNC BKD=Bottom (Health)
LEIS(34): 0.02% Top=BLMN WEN DRI SONC SBUX DPZ SHAK MCD ….. MGM LVS YUMC STAY WYN CCL HLT H=Bottom (Leisure)
FINA(86): -0.07% Top=WETF CIT LM COF KKR WU OMF CBSH ….. PFG BLK SLM CFG TCB VOYA RF BOFI=Bottom (Banks/Financials)
MATE(23): -0.14% Top=RSG SRCL WM LEN WCN OC PHM DHI ….. VMC TPH EXP PWR SUM USG FLR MLM=Bottom (Materials & Construction)
INSU(31): -0.29% Top=WLTW AJG XL AIG MMC FNF BRO AON ….. AFSI PRU UNM MET LNC RDN AGO MTG=Bottom (Insurance)
MANU(38): -0.47% Top=DDD DE CAT CMI HON DCI TTC AME ….. PNR RS EMR ATI MRC ITT LII FLS=Bottom (Manufacturing)
ENER(91): -0.71% Top=ENLK SEP PBF HES SWN WMB CVI MPLX ….. RDC LPI DO BAS GEL SPN HLX ATW=Bottom (Energy)
META(31): -0.94% Top=FMSA X ARNC AKS TECK NUE HL SND ….. FNV SCCO RGLD CENX SSRI CDE TAHO AGI=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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