daytrend

02/23/2017

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

Closing Stats
by daytrend on 20170223. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 849.

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

COMPARED TO YESTERDAY’S RANGE (20170223 Closing)
17.4% of stocks are above yesterday’s high.
41.7% are above yesterday’s midpoint. (58.3% are below.)
33.8% are below yesterday’s low.
48.8% are inside yesterday’s range.
48.6% of stocks with today’s high > yesterday’s high. (51.4% less than).
58.8% of stocks with today’s low < yesterday’s low. (41.2% greater than).

EVIDENCE OF INTRADAY TREND (20170223 Closing)
27.2% of stocks are above today’s open. (72.1% are below).
25.9% of stocks are above today’s open and yesterday’s close.
56.8% are below both.
19.6% of stocks opened above yesterday’s high.
80.0% of stocks opened above yesterday’s close. (16.7% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170223 Closing)
6.4% of stocks are in the top 10% of today’s range.
15.3% are in the top 20%.
40.9% are in the top half. 59.1% of stocks are in the bottom half of today’s range.
25.7% are in the bottom 20%.
13.5% are in the bottom 10%.

GAIN (20170223 Closing)
42.0% of stocks are above yesterday’s close. (58.0% are below.)
1.3% are up 4.5% or more. 3.7% are down 4.5% or more.
2.0% are up 3.5% or more. 5.5% are down 3.5% or more.
58.5% are between +1% and -1%.

RSI on DAILY (20170223 Closing)
2-day: >=95:7.3%…>=90:11.9%…>=80:21.6%…>=50:45.0%…<=20:30.6%…<=10:15.0%…<=5:7.7%…
9-day: >=95:0.0%…>=90:0.7%…>=80:7.2%…>=50:61.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.8%…>=50:65.6%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170223 Closing)
17.4% above previous 1 highs, 33.8% below previous 1 lows
13.2% above previous 2 highs, 27.6% below previous 2 lows
12.6% above previous 3 highs, 19.9% below previous 3 lows
11.4% above previous 4 highs, 18.6% below previous 4 lows
10.8% above previous 5 highs, 17.8% below previous 5 lows
10.2% above previous 6 highs, 16.1% below previous 6 lows
9.5% above previous 7 highs, 15.2% below previous 7 lows
9.3% above previous 8 highs, 13.7% below previous 8 lows
9.3% above previous 9 highs, 11.4% below previous 9 lows
9.3% above previous 10 highs, 8.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170223 Closing)
42.0% are above or equal to 2/22 close (1 days ago), 58.0% are below.
34.9% are above or equal to 2/21 close (2 days ago), 65.1% are below.
53.2% are above or equal to 2/17 close (3 days ago), 46.8% are below.
54.2% are above or equal to 2/16 close (4 days ago), 45.8% are below.
49.4% are above or equal to 2/15 close (5 days ago), 50.6% are below.
54.8% are above or equal to 2/14 close (6 days ago), 45.2% are below.
59.1% are above or equal to 2/13 close (7 days ago), 40.9% are below.
60.9% are above or equal to 2/10 close (8 days ago), 39.1% are below.
65.3% are above or equal to 2/9 close (9 days ago), 34.7% are below.
70.6% are above or equal to 2/8 close (10 days ago), 29.4% are below.
72.7% are above or equal to 2/7 close (11 days ago), 27.3% are below.
69.7% are above or equal to 2/6 close (12 days ago), 30.3% are below.
66.9% are above or equal to 2/3 close (13 days ago), 33.1% are below.
72.1% are above or equal to 2/2 close (14 days ago), 27.9% are below.
70.8% are above or equal to 2/1 close (15 days ago), 29.2% are below.
68.7% are above or equal to 1/31 close (16 days ago), 31.3% are below.
70.3% are above or equal to 1/30 close (17 days ago), 29.7% are below.
65.5% are above or equal to 1/27 close (18 days ago), 34.5% are below.
60.4% are above or equal to 1/26 close (19 days ago), 39.6% are below.
58.4% are above or equal to 1/25 close (20 days ago), 41.6% are below.
62.1% are above or equal to 1/24 close (21 days ago), 37.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170223 Closing)
20d: 18.8% new highs, 9.7% new lows
21d: 18.3% new highs, 8.6% new lows
42d: 16.3% new highs, 6.0% new lows
63d: 15.3% new highs, 3.5% new lows
126d: 11.1% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170223 Closing)
2-day: 41.3% above, 58.7% below
3-day: 36.3% above, 63.7% below
4-day: 44.9% above, 55.1% below
5-day: 48.1% above, 51.9% below
8-day: 51.8% above, 48.2% below
10-day: 56.8% above, 43.2% below
20-day: 65.5% above, 34.5% below
50-day: 67.8% above, 32.2% below
200-day: 73.5% above, 26.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170223 Closing)
ENER(93): 0.32% Top=ATW RIG REN RDC DO OAS WLL OII ….. SWN CRC NFX RRC APA BAS SM QEP=Bottom (Energy)
REAL(96): 0.31% Top=CSAL O DDR DFT DLR HCN HCP CYS ….. CBL RLJ SHO HST DRH FCH LHO OUT=Bottom (Real Estate)
INSU(30): 0.21% Top=FAF FNF MMC AFL UNM PGR L CINF ….. BRO MTG CNO XL VR SLF RDN CLGX=Bottom (Insurance)
HEAL(44): 0.18% Top=EW ACHC NUVA UNH HRC SYK VWR LH ….. HLS ZBH DXCM MD RMD CYH BSX IART=Bottom (Health)
FINA(84): -0.08% Top=EV BOFI MTB OZRK UMPQ BBT NYCB TROW ….. IVZ CFG LAZ SLM CIT RJF BX APO=Bottom (Banks/Financials)
ELEC(47): -0.12% Top=FSLR PI SPWR CSIQ FIT HIMX AYI AMKR ….. MSCC MRVL AVGO OCLR CY ON GRMN NVDA=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(81): -0.31% Top=SQ ANSS ATHM MBLY ADP INTU ORCL XRX ….. YELP SYNT PFPT NTNX CSRA GRUB TRIP SINA=Bottom (Computer Software/Internet)
DISV(45): -0.35% Top=CNDT SERV RRD TAL PAYX MYGN G MA ….. CXW AL ZTO R YY CAR ACM URI=Bottom (Diversified Services)
CONS(52): -0.38% Top=CRI OI GIL BMS CL TUP AVY CCK ….. COH VFC HAS KATE FOSL LULU FL EPC=Bottom (Consumer)
COHW(39): -0.72% Top=HPQ ACIA VZ T CCI NTAP PSTG VRSN ….. INFN TMUS PANW VIAV ANET S COMM ARRS=Bottom (Computer Hardware/Telecom)
LEIS(35): -0.85% Top=DPZ CCL GPRO SIX TXRH MCD DNKN EAT ….. LQ H WEN PK SEAS SONC BLMN JACK=Bottom (Leisure)
MATE(24): -1.10% Top=DAR MAS WCN KBH TOL DHI WM RSG ….. TPH MDR FAST SUM FLR VMC MLM EXP=Bottom (Materials & Construction)
TRAN(24): -1.10% Top=XPO CHRW KSU SAVE AAL UPS DAL CSX ….. TRN JBLU SWFT CP NSC UNP GWR WAB=Bottom (Transportation)
CHEM(27): -1.20% Top=IFF MON VSM PX APD ALB PPG DD ….. WLK HUN AGU CC POT MOS CF TROX=Bottom (Chemicals/Fertilizers)
MANU(37): -1.26% Top=ROP DHR LII ITW MHK AOS TTC SNA ….. MWA CAT MRC AGCO KMT RS FLS TEX=Bottom (Manufacturing)
RETA(60): -1.84% Top=GNC TIF TJX CPRT CVS WBA SFM M ….. GES SPLS AEO DSW SHLD URBN W LB=Bottom (Retail & Specialty Retail)
META(31): -2.85% Top=AG AGI TAHO SLW TX CDE PAAS RGLD ….. CMC CENX AA AKS X CLF SLCA FMSA=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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