daytrend

02/22/2017

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

Closing Stats
by daytrend on 20170222. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20170222 Closing)
16.2% of stocks are above yesterday’s high.
46.5% are above yesterday’s midpoint. (53.5% are below.)
26.2% are below yesterday’s low.
57.6% are inside yesterday’s range.
39.2% of stocks with today’s high > yesterday’s high. (60.8% less than).
49.6% of stocks with today’s low < yesterday’s low. (50.4% greater than).

EVIDENCE OF INTRADAY TREND (20170222 Closing)
45.5% of stocks are above today’s open. (52.7% are below).
29.9% of stocks are above today’s open and yesterday’s close.
49.6% are below both.
7.2% of stocks opened above yesterday’s high.
24.5% of stocks opened above yesterday’s close. (72.1% opened below yesterday’s close).
17.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170222 Closing)
7.3% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
49.4% are in the top half. 50.6% of stocks are in the bottom half of today’s range.
20.8% are in the bottom 20%.
11.8% are in the bottom 10%.

GAIN (20170222 Closing)
35.5% of stocks are above yesterday’s close. (64.5% are below.)
0.7% are up 4.5% or more. 2.2% are down 4.5% or more.
0.9% are up 3.5% or more. 4.7% are down 3.5% or more.
67.7% are between +1% and -1%.

RSI on DAILY (20170222 Closing)
2-day: >=95:10.5%…>=90:17.6%…>=80:28.3%…>=50:52.0%…<=20:18.0%…<=10:8.0%…<=5:4.4%…
9-day: >=95:0.1%…>=90:1.7%…>=80:9.5%…>=50:69.6%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.2%…>=80:3.4%…>=50:70.6%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170222 Closing)
16.2% above previous 1 highs, 26.2% below previous 1 lows
15.5% above previous 2 highs, 13.1% below previous 2 lows
13.0% above previous 3 highs, 12.5% below previous 3 lows
12.4% above previous 4 highs, 11.3% below previous 4 lows
12.1% above previous 5 highs, 10.0% below previous 5 lows
10.9% above previous 6 highs, 9.5% below previous 6 lows
10.8% above previous 7 highs, 8.7% below previous 7 lows
10.4% above previous 8 highs, 6.9% below previous 8 lows
10.3% above previous 9 highs, 4.6% below previous 9 lows
10.2% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170222 Closing)
35.5% are above or equal to 2/21 close (1 days ago), 64.5% are below.
61.7% are above or equal to 2/17 close (2 days ago), 38.3% are below.
62.4% are above or equal to 2/16 close (3 days ago), 37.6% are below.
53.5% are above or equal to 2/15 close (4 days ago), 46.5% are below.
60.2% are above or equal to 2/14 close (5 days ago), 39.8% are below.
63.8% are above or equal to 2/13 close (6 days ago), 36.2% are below.
66.3% are above or equal to 2/10 close (7 days ago), 33.7% are below.
70.7% are above or equal to 2/9 close (8 days ago), 29.3% are below.
74.7% are above or equal to 2/8 close (9 days ago), 25.3% are below.
77.2% are above or equal to 2/7 close (10 days ago), 22.8% are below.
74.1% are above or equal to 2/6 close (11 days ago), 25.9% are below.
71.6% are above or equal to 2/3 close (12 days ago), 28.4% are below.
76.5% are above or equal to 2/2 close (13 days ago), 23.5% are below.
74.7% are above or equal to 2/1 close (14 days ago), 25.3% are below.
71.9% are above or equal to 1/31 close (15 days ago), 28.1% are below.
72.8% are above or equal to 1/30 close (16 days ago), 27.2% are below.
67.4% are above or equal to 1/27 close (17 days ago), 32.6% are below.
64.3% are above or equal to 1/26 close (18 days ago), 35.7% are below.
61.3% are above or equal to 1/25 close (19 days ago), 38.7% are below.
65.4% are above or equal to 1/24 close (20 days ago), 34.6% are below.
71.6% are above or equal to 1/23 close (21 days ago), 28.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170222 Closing)
20d: 19.1% new highs, 4.4% new lows
21d: 19.1% new highs, 4.3% new lows
42d: 16.8% new highs, 3.2% new lows
63d: 15.4% new highs, 1.8% new lows
126d: 12.2% new highs, 0.9% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170222 Closing)
2-day: 33.2% above, 66.8% below
3-day: 50.4% above, 49.6% below
4-day: 55.9% above, 44.1% below
5-day: 55.7% above, 44.3% below
8-day: 61.1% above, 38.9% below
10-day: 66.1% above, 33.9% below
20-day: 70.1% above, 29.9% below
50-day: 70.0% above, 30.0% below
200-day: 74.3% above, 25.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170222 Closing)
MATE(23): 0.11% Top=TOL WCN TPH EXP RSG LEN PHM DHI ….. MAS WY MDR VMC KBH FLR SUM PWR=Bottom (Materials & Construction)
FINA(83): 0.04% Top=EV BOFI CME TD WU SEIC PFG IVZ ….. BX KEY LAZ OZRK AMG CMA CFG CIT=Bottom (Banks/Financials)
COSW(81): -0.02% Top=NTES MBLY VIPS SQ SABR NCR FB EPAM ….. ATHM DATA TEAM TWTR TRIP TRI NTNX FEYE=Bottom (Computer Software/Internet)
CONS(52): -0.05% Top=WWW VFC NWL NKE HBI PVH BC KATE ….. OI WRK IP GIL COTY PKG KS TPX=Bottom (Consumer)
INSU(30): -0.08% Top=ORI AIG XL AFSI FAF MTG FNF TRV ….. BRO HIG UNM RDN WLTW PRU LNC CLGX=Bottom (Insurance)
REAL(94): -0.18% Top=GEO CSAL CIM SC HCN OFC NRZ STAG ….. GLPI KIM HPT SHO SKT PEB MPW HST=Bottom (Real Estate)
DISV(45): -0.29% Top=SERV FISV ZTO CXW LDOS SBAC PAYX G ….. MYGN HRB RRD ATHN RBA KBR JEC VRSK=Bottom (Diversified Services)
COHW(39): -0.31% Top=ARRS ZAYO TDS COMM CTL CCI QCOM TU ….. VRSN TDC BBRY SSYS PSTG VIAV FNSR ACIA=Bottom (Computer Hardware/Telecom)
CHEM(27): -0.41% Top=DOW DD FMC IFF MON CE GRA RPM ….. ALB MOS PAH OLN VSM WLK CF HUN=Bottom (Chemicals/Fertilizers)
RETA(60): -0.46% Top=CHS SHLD W BABA BURL SPLS LL NFLX ….. BID DKS PIR ANF KR CPRT KAR GNC=Bottom (Retail & Specialty Retail)
HEAL(44): -0.49% Top=AET HOLX RMD DVA PRXL BAX MOH HCA ….. ACHC CYH IRWD DXCM IART OPK HLS BKD=Bottom (Health)
MANU(38): -0.55% Top=ETN ATKR ROK FLS AOS AME HON ROP ….. RS CMI CFX TEX DDD MFS MRC ATI=Bottom (Manufacturing)
TRAN(25): -0.57% Top=XPO EXPD ALK CNI CP LUV KSU SWFT ….. JBLU NSC CSX AAL UPS JBHT YRCW WAB=Bottom (Transportation)
ELEC(47): -0.75% Top=GRMN AMD CREE CRUS MCHP AVGO MPWR MRVL ….. SPWR AMKR BRKR AYI HIMX CSIQ FSLR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(31): -1.34% Top=SND SLCA FMSA CLF ARNC AGI CNX SLW ….. AKS RGLD CMC CDE HL NEM AG CENX=Bottom (Metals & Mining)
LEIS(35): -1.60% Top=EXPE GPRO RCL SBUX YUMC LVS MCD ARMK ….. QSR WEN DPZ SIX JACK EAT BLMN TXRH=Bottom (Leisure)
ENER(92): -2.31% Top=MDU NBR NFG CVE BHI FTI SWN BAS ….. FANG OAS ECA SN CPG CXO WLL NFX=Bottom (Energy)

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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