daytrend

02/21/2017

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

Closing Stats
by daytrend on 20170221. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170221 Closing)
58.5% of stocks are above yesterday’s high.
83.5% are above yesterday’s midpoint. (16.5% are below.)
5.3% are below yesterday’s low.
36.2% are inside yesterday’s range.
83.2% of stocks with today’s high > yesterday’s high. (16.8% less than).
15.9% of stocks with today’s low < yesterday’s low. (84.1% greater than).

EVIDENCE OF INTRADAY TREND (20170221 Closing)
65.5% of stocks are above today’s open. (33.1% are below).
62.5% of stocks are above today’s open and yesterday’s close.
19.5% are below both.
35.4% of stocks opened above yesterday’s high.
63.5% of stocks opened above yesterday’s close. (31.1% opened below yesterday’s close).
3.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170221 Closing)
17.1% of stocks are in the top 10% of today’s range.
33.9% are in the top 20%.
64.1% are in the top half. 35.9% of stocks are in the bottom half of today’s range.
11.9% are in the bottom 20%.
4.2% are in the bottom 10%.

GAIN (20170221 Closing)
77.5% of stocks are above yesterday’s close. (22.5% are below.)
2.9% are up 4.5% or more. 0.5% are down 4.5% or more.
4.4% are up 3.5% or more. 0.7% are down 3.5% or more.
56.8% are between +1% and -1%.

RSI on DAILY (20170221 Closing)
2-day: >=95:16.2%…>=90:28.4%…>=80:44.2%…>=50:75.9%…<=20:8.9%…<=10:4.6%…<=5:2.4%…
9-day: >=95:0.0%…>=90:1.4%…>=80:9.9%…>=50:77.5%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:4.0%…>=50:77.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170221 Closing)
58.5% above previous 1 highs, 5.3% below previous 1 lows
37.8% above previous 2 highs, 4.5% below previous 2 lows
34.1% above previous 3 highs, 3.5% below previous 3 lows
32.6% above previous 4 highs, 3.2% below previous 4 lows
29.2% above previous 5 highs, 2.9% below previous 5 lows
28.6% above previous 6 highs, 2.2% below previous 6 lows
28.1% above previous 7 highs, 2.0% below previous 7 lows
27.9% above previous 8 highs, 1.8% below previous 8 lows
27.2% above previous 9 highs, 1.8% below previous 9 lows
26.7% above previous 10 highs, 1.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170221 Closing)
77.5% are above or equal to 2/17 close (1 days ago), 22.5% are below.
71.9% are above or equal to 2/16 close (2 days ago), 28.1% are below.
61.1% are above or equal to 2/15 close (3 days ago), 38.9% are below.
68.1% are above or equal to 2/14 close (4 days ago), 31.9% are below.
71.2% are above or equal to 2/13 close (5 days ago), 28.8% are below.
73.9% are above or equal to 2/10 close (6 days ago), 26.1% are below.
78.7% are above or equal to 2/9 close (7 days ago), 21.3% are below.
81.4% are above or equal to 2/8 close (8 days ago), 18.6% are below.
83.4% are above or equal to 2/7 close (9 days ago), 16.6% are below.
78.8% are above or equal to 2/6 close (10 days ago), 21.2% are below.
75.5% are above or equal to 2/3 close (11 days ago), 24.5% are below.
80.1% are above or equal to 2/2 close (12 days ago), 19.9% are below.
78.8% are above or equal to 2/1 close (13 days ago), 21.2% are below.
76.7% are above or equal to 1/31 close (14 days ago), 23.3% are below.
77.9% are above or equal to 1/30 close (15 days ago), 22.1% are below.
71.8% are above or equal to 1/27 close (16 days ago), 28.2% are below.
67.5% are above or equal to 1/26 close (17 days ago), 32.5% are below.
65.8% are above or equal to 1/25 close (18 days ago), 34.2% are below.
69.4% are above or equal to 1/24 close (19 days ago), 30.6% are below.
74.8% are above or equal to 1/23 close (20 days ago), 25.2% are below.
74.4% are above or equal to 1/20 close (21 days ago), 25.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170221 Closing)
20d: 31.1% new highs, 2.0% new lows
21d: 30.8% new highs, 2.0% new lows
42d: 25.8% new highs, 0.9% new lows
63d: 23.3% new highs, 0.7% new lows
126d: 17.6% new highs, 0.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170221 Closing)
2-day: 76.4% above, 23.6% below
3-day: 76.5% above, 23.5% below
4-day: 70.0% above, 30.0% below
5-day: 70.4% above, 29.6% below
8-day: 74.7% above, 25.3% below
10-day: 79.2% above, 20.8% below
20-day: 76.4% above, 23.6% below
50-day: 73.4% above, 26.6% below
200-day: 76.1% above, 23.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170221 Closing)
HEAL(44): 1.70% Top=CYH THC BKD CNC EW DVA MOH ANTM ….. XRAY IART BSX PKI A PRXL OPK DXCM=Bottom (Health)
ELEC(49): 1.61% Top=SPWR CSIQ HIMX AMD FSLR AMBA NVDA AMKR ….. APH MSCC INTC BRKR CRUS OCLR GRMN PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(23): 1.35% Top=PWR EXP SUM USG FLR KBH VMC OC ….. PHM TPH WCN RSG SRCL WM FAST MDR=Bottom (Materials & Construction)
CHEM(26): 1.32% Top=CC HUN WLK OLN ALB RPM MON SMG ….. POT VSM AGU PAH DD CF FMC IFF=Bottom (Chemicals/Fertilizers)
ENER(93): 1.27% Top=HLX CRC LPI OII SM REN WLL CRZO ….. COG SWN GPOR XEC PE ECA RES RRC=Bottom (Energy)
DISV(45): 1.23% Top=RBA AMN CXW AL MYGN URI CAR MMS ….. PAYX MCO CTAS ROL R ATHN TAL YY=Bottom (Diversified Services)
REAL(92): 1.15% Top=RPAI CLI STAG AMT DEI GGP GEO SPG ….. CUZ ALLY JLL BAM CYS CUBE SC CBG=Bottom (Real Estate)
RETA(59): 1.13% Top=GNC SHLD DSW WMT TIF GME PIR GPS ….. KORS M AAP DLTR KSS BURL TJX RH=Bottom (Retail & Specialty Retail)
MANU(39): 0.87% Top=MRC MFS ATI PNR MWA LII AOS MHK ….. ITW FLS ROK SNA CFX DE CAT AGCO=Bottom (Manufacturing)
COHW(39): 0.53% Top=FNSR ANET TDC CTL TDS HRS COMM VSAT ….. TU INFN CDW ARRS PSTG TMUS VG BBRY=Bottom (Computer Hardware/Telecom)
COSW(81): 0.52% Top=VIPS SINA EPAM SHOP PTC PFPT CSRA CDNS ….. SABR TWTR TTWO TWLO TRI MDRX NTES CERN=Bottom (Computer Software/Internet)
FINA(85): 0.51% Top=WDR JNS LM EV IVZ VOYA AMG AMP ….. BOFI CBOE EFX SEIC SLM ICE OMF CME=Bottom (Banks/Financials)
CONS(53): 0.50% Top=PBI WRK KATE KMB CL CCK OI WWW ….. NWL UAA EL VFC MAT COLM TPX FOSL=Bottom (Consumer)
META(31): 0.47% Top=SND X TECK CDE AKS SLCA SCCO CLF ….. SLW SSRI GG CCJ TAHO AG AGI FCX=Bottom (Metals & Mining)
LEIS(35): 0.28% Top=QSR GPRO SONC MGM CMG LQ CCL SHAK ….. PK HLT SIX TXRH BYD YUM MAR EAT=Bottom (Leisure)
INSU(30): 0.10% Top=AIG CLGX HIG CNO AFSI PGR FNF LNC ….. RDN MMC VR MTG BRO AJG AON SLF=Bottom (Insurance)
TRAN(26): -0.27% Top=CP LUV KSU FDX UPS CSX SAVE YRCW ….. JBHT AAL EXPD UAL SWFT XPO TRN WAB=Bottom (Transportation)

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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