daytrend

02/24/2017

Filed under: Market Stats — daytrend @ 4:52 pm

Closing Stats
by daytrend on 20170224. 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 (20170224 Closing)
19.8% of stocks are above yesterday’s high.
45.3% are above yesterday’s midpoint. (54.7% are below.)
22.7% are below yesterday’s low.
57.5% are inside yesterday’s range.
26.7% of stocks with today’s high > yesterday’s high. (73.3% less than).
72.7% of stocks with today’s low < yesterday’s low. (27.3% greater than).

EVIDENCE OF INTRADAY TREND (20170224 Closing)
72.6% of stocks are above today’s open. (26.2% are below).
49.2% of stocks are above today’s open and yesterday’s close.
25.3% are below both.
2.2% of stocks opened above yesterday’s high.
13.1% of stocks opened above yesterday’s close. (84.7% opened below yesterday’s close).
36.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170224 Closing)
36.1% of stocks are in the top 10% of today’s range.
48.6% are in the top 20%.
75.8% are in the top half. 24.2% of stocks are in the bottom half of today’s range.
7.1% are in the bottom 20%.
2.2% are in the bottom 10%.

GAIN (20170224 Closing)
51.4% of stocks are above yesterday’s close. (48.6% are below.)
1.1% are up 4.5% or more. 1.8% are down 4.5% or more.
2.0% are up 3.5% or more. 3.4% are down 3.5% or more.
59.8% are between +1% and -1%.

RSI on DAILY (20170224 Closing)
2-day: >=95:9.8%…>=90:14.7%…>=80:23.4%…>=50:46.0%…<=20:30.7%…<=10:17.4%…<=5:8.0%…
9-day: >=95:0.0%…>=90:0.9%…>=80:8.2%…>=50:62.4%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:3.5%…>=50:64.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170224 Closing)
19.8% above previous 1 highs, 22.7% below previous 1 lows
15.2% above previous 2 highs, 18.7% below previous 2 lows
13.3% above previous 3 highs, 17.2% below previous 3 lows
13.2% above previous 4 highs, 12.6% below previous 4 lows
12.5% above previous 5 highs, 12.2% below previous 5 lows
12.4% above previous 6 highs, 11.2% below previous 6 lows
12.1% above previous 7 highs, 10.2% below previous 7 lows
11.8% above previous 8 highs, 9.8% below previous 8 lows
11.5% above previous 9 highs, 8.6% below previous 9 lows
11.3% above previous 10 highs, 8.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170224 Closing)
51.4% are above or equal to 2/23 close (1 days ago), 48.6% are below.
42.6% are above or equal to 2/22 close (2 days ago), 57.4% are below.
38.9% are above or equal to 2/21 close (3 days ago), 61.1% are below.
52.0% are above or equal to 2/17 close (4 days ago), 48.0% are below.
53.5% are above or equal to 2/16 close (5 days ago), 46.5% are below.
48.2% are above or equal to 2/15 close (6 days ago), 51.8% are below.
54.2% are above or equal to 2/14 close (7 days ago), 45.8% are below.
58.0% are above or equal to 2/13 close (8 days ago), 42.0% are below.
60.5% are above or equal to 2/10 close (9 days ago), 39.5% are below.
65.1% are above or equal to 2/9 close (10 days ago), 34.9% are below.
70.2% are above or equal to 2/8 close (11 days ago), 29.8% are below.
72.5% are above or equal to 2/7 close (12 days ago), 27.5% are below.
70.2% are above or equal to 2/6 close (13 days ago), 29.8% are below.
66.8% are above or equal to 2/3 close (14 days ago), 33.2% are below.
72.1% are above or equal to 2/2 close (15 days ago), 27.9% are below.
70.9% are above or equal to 2/1 close (16 days ago), 29.1% are below.
68.0% are above or equal to 1/31 close (17 days ago), 32.0% are below.
69.3% are above or equal to 1/30 close (18 days ago), 30.7% are below.
65.2% are above or equal to 1/27 close (19 days ago), 34.8% are below.
62.0% are above or equal to 1/26 close (20 days ago), 38.0% are below.
60.6% are above or equal to 1/25 close (21 days ago), 39.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170224 Closing)
20d: 12.2% new highs, 12.4% new lows
21d: 11.3% new highs, 12.1% new lows
42d: 9.8% new highs, 8.4% new lows
63d: 8.6% new highs, 5.2% new lows
126d: 5.6% new highs, 2.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170224 Closing)
2-day: 49.9% above, 50.1% below
3-day: 45.3% above, 54.7% below
4-day: 41.2% above, 58.8% below
5-day: 45.3% above, 54.7% below
8-day: 49.6% above, 50.4% below
10-day: 52.1% above, 47.9% below
20-day: 65.2% above, 34.8% below
50-day: 67.8% above, 32.2% below
200-day: 74.4% above, 25.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170224 Closing)
RETA(59): 1.72% Top=RH JWN KSS LB TLRD MIK ANF AEO ….. AAP KMX CPRT AMZN SHLD LL GNC JCP=Bottom (Retail & Specialty Retail)
HEAL(45): 0.69% Top=THC ACHC CYH MD HRC LH DGX ALGN ….. PKI AET OPK EW BKD PRAH MOH IRWD=Bottom (Health)
TRAN(24): 0.59% Top=JBHT LUV WAB SWFT TRN EXPD CSX ALK ….. UAL AAL NSC DAL JBLU CNI CP TK=Bottom (Transportation)
CONS(52): 0.50% Top=FL PAY NWL CRI ECL HBI PBI TUP ….. CSL FOSL BERY BLL SEE CL TPX EPC=Bottom (Consumer)
REAL(97): 0.32% Top=RLGY CONE GEO OUT VTR CSAL HTA SC ….. JLL ALLY GGP PEB BAM CBL HT FCH=Bottom (Real Estate)
MANU(39): 0.28% Top=FLS BDC DCI TEX DHR ITW PH LII ….. ROK DOV PNR DDD ATKR TTC MFS MRC=Bottom (Manufacturing)
MATE(26): 0.15% Top=SUM KBH PWR DHI VMC TPH MLM FAST ….. GMS OC FLR WY TOL DAR SRCL MDR=Bottom (Materials & Construction)
DISV(43): 0.08% Top=CXW LDOS URI PAYX BAH VRSK FISV R ….. ATHN SERV ACM CNDT YY CAR AL KBR=Bottom (Diversified Services)
LEIS(35): 0.05% Top=WEN H PNRA BLMN HLT EAT YUMC MGM ….. EXPE BYD SONC PK SEAS GPRO JACK SHAK=Bottom (Leisure)
COSW(81): -0.01% Top=INTU SINA EQIX BR NCR TWLO WDAY CDNS ….. WUBA MBLY DNB VIPS SYNT SPLK BIDU HPE=Bottom (Computer Software/Internet)
ELEC(47): -0.02% Top=BRKR AMBA CGNX FSLR GRMN FIT SNPS WAT ….. AMD CAVM QRVO IDTI ON SIMO PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(29): -0.10% Top=AGO CLGX MTG WLTW AJG BRO ALL AON ….. L AIG PRU ORI SLF CNO LNC MET=Bottom (Insurance)
CHEM(27): -0.30% Top=VSM SHW PPG ALB MON PAH HUN APD ….. CE POT AGU MOS SMG OLN CF TROX=Bottom (Chemicals/Fertilizers)
COHW(39): -0.48% Top=ANET VG CCI UBNT VIAV HRS MSI VRSN ….. BBRY TU SSYS PSTG INFN ARRS TDS ACIA=Bottom (Computer Hardware/Telecom)
FINA(85): -0.61% Top=PYPL WU APO SEIC BOFI CLNS SLM ICE ….. EWBC PSEC CFG KEY C BGCP MS VOYA=Bottom (Banks/Financials)
META(31): -1.50% Top=SSRI CLF NEM AA STLD NUE AEM TECK ….. TX CCJ AGI CNX SLCA TAHO FMSA SND=Bottom (Metals & Mining)
ENER(91): -1.85% Top=PAA OII APA MDU SN PAGP PXD NOV ….. QEP ATW CPG RRC BAS RICE LPI SWN=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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