daytrend

02/27/2017

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

Closing Stats
by daytrend on 20170227. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20170227 Closing)
44.6% of stocks are above yesterday’s high.
78.5% are above yesterday’s midpoint. (21.5% are below.)
6.7% are below yesterday’s low.
48.7% are inside yesterday’s range.
69.3% of stocks with today’s high > yesterday’s high. (30.7% less than).
19.8% of stocks with today’s low < yesterday’s low. (80.2% greater than).

EVIDENCE OF INTRADAY TREND (20170227 Closing)
70.0% of stocks are above today’s open. (29.0% are below).
62.1% of stocks are above today’s open and yesterday’s close.
24.5% are below both.
12.8% of stocks opened above yesterday’s high.
41.2% of stocks opened above yesterday’s close. (51.4% opened below yesterday’s close).
3.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170227 Closing)
17.8% of stocks are in the top 10% of today’s range.
34.4% are in the top 20%.
70.3% are in the top half. 29.7% of stocks are in the bottom half of today’s range.
10.0% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20170227 Closing)
67.9% of stocks are above yesterday’s close. (32.1% are below.)
1.1% are up 4.5% or more. 1.2% are down 4.5% or more.
2.9% are up 3.5% or more. 1.6% are down 3.5% or more.
64.5% are between +1% and -1%.

RSI on DAILY (20170227 Closing)
2-day: >=95:9.1%…>=90:15.5%…>=80:27.2%…>=50:63.1%…<=20:15.1%…<=10:8.4%…<=5:5.2%…
9-day: >=95:0.0%…>=90:0.5%…>=80:7.4%…>=50:67.2%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:2.5%…>=50:68.0%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170227 Closing)
44.6% above previous 1 highs, 6.7% below previous 1 lows
23.3% above previous 2 highs, 5.9% below previous 2 lows
18.3% above previous 3 highs, 5.5% below previous 3 lows
15.9% above previous 4 highs, 5.2% below previous 4 lows
15.8% above previous 5 highs, 4.6% below previous 5 lows
14.5% above previous 6 highs, 4.3% below previous 6 lows
14.1% above previous 7 highs, 4.1% below previous 7 lows
13.5% above previous 8 highs, 3.7% below previous 8 lows
12.8% above previous 9 highs, 3.7% below previous 9 lows
12.6% above previous 10 highs, 3.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170227 Closing)
67.9% are above or equal to 2/24 close (1 days ago), 32.1% are below.
61.9% are above or equal to 2/23 close (2 days ago), 38.1% are below.
52.5% are above or equal to 2/22 close (3 days ago), 47.5% are below.
46.0% are above or equal to 2/21 close (4 days ago), 54.0% are below.
56.7% are above or equal to 2/17 close (5 days ago), 43.3% are below.
58.9% are above or equal to 2/16 close (6 days ago), 41.1% are below.
53.7% are above or equal to 2/15 close (7 days ago), 46.3% are below.
58.4% are above or equal to 2/14 close (8 days ago), 41.6% are below.
61.5% are above or equal to 2/13 close (9 days ago), 38.5% are below.
63.6% are above or equal to 2/10 close (10 days ago), 36.4% are below.
69.0% are above or equal to 2/9 close (11 days ago), 31.0% are below.
73.8% are above or equal to 2/8 close (12 days ago), 26.2% are below.
75.5% are above or equal to 2/7 close (13 days ago), 24.5% are below.
72.1% are above or equal to 2/6 close (14 days ago), 27.9% are below.
69.1% are above or equal to 2/3 close (15 days ago), 30.9% are below.
73.5% are above or equal to 2/2 close (16 days ago), 26.5% are below.
71.4% are above or equal to 2/1 close (17 days ago), 28.6% are below.
70.7% are above or equal to 1/31 close (18 days ago), 29.3% are below.
71.0% are above or equal to 1/30 close (19 days ago), 29.0% are below.
66.7% are above or equal to 1/27 close (20 days ago), 33.3% are below.
63.3% are above or equal to 1/26 close (21 days ago), 36.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170227 Closing)
20d: 20.0% new highs, 4.6% new lows
21d: 19.3% new highs, 4.3% new lows
42d: 15.9% new highs, 2.8% new lows
63d: 13.8% new highs, 2.1% new lows
126d: 9.7% new highs, 1.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170227 Closing)
2-day: 66.6% above, 33.4% below
3-day: 65.7% above, 34.3% below
4-day: 61.7% above, 38.3% below
5-day: 54.2% above, 45.8% below
8-day: 56.1% above, 43.9% below
10-day: 56.9% above, 43.1% below
20-day: 69.4% above, 30.6% below
50-day: 70.3% above, 29.7% below
200-day: 75.2% above, 24.8% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170227 Closing)
MATE(26): 1.61% Top=GMS EME KBH USG CAA EXP MLM VMC ….. PWR DAR RSG SRCL FAST WM WCN TPH=Bottom (Materials & Construction)
ENER(90): 0.99% Top=BAS HLX PTEN PE SN SWN OAS NOV ….. SEP APA DK MMP COG HFC GPOR PBF=Bottom (Energy)
RETA(60): 0.97% Top=BID LL RH WSM SHLD AEO JCP LB ….. GNC WMT DSW SIG WFM MIK SFM KR=Bottom (Retail & Specialty Retail)
MANU(39): 0.88% Top=MRC MFS DDD TEX MWA XYL ATKR CAT ….. HON EMR SWK SNA AME IR GE BDC=Bottom (Manufacturing)
TRAN(24): 0.71% Top=SAVE XPO JBLU WAB SWFT TRN NSC ALK ….. CP CHRW KSU EXPD AAL DAL LUV UNP=Bottom (Transportation)
FINA(86): 0.70% Top=OMF WETF SLM SIVB FII APO FHN JNS ….. TD NDAQ MTB VOYA BGCP CBOE PYPL ICE=Bottom (Banks/Financials)
REAL(98): 0.60% Top=FCH CBL SC PEB SNH OUT PGRE VER ….. PSA DLR ACC TWO CXP STWD RLGY DFT=Bottom (Real Estate)
DISV(43): 0.59% Top=ACM URI ZTO ATHN CAR AL BAH JEC ….. G PAYX V ALLE FISV MCO CXW CNDT=Bottom (Diversified Services)
HEAL(46): 0.52% Top=CYH THC OPK IRWD VWR UNH PRAH MD ….. BDX ACHC BCR ABT SYK VAR ALGN XRAY=Bottom (Health)
ELEC(48): 0.39% Top=AMD FIT CY NVDA CAVM CSIQ QRVO AMBA ….. GRMN MXL HIMX APH AMKR XPER PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 0.21% Top=KATE COH COLM NWL LULU WWW FBHS FL ….. KMB EL CL SEE ECL UAA GIL HBI=Bottom (Consumer)
COHW(38): 0.18% Top=WIN SSYS VG CIEN WDC COMM INFN ZAYO ….. QCOM VRSN MSI T VZ ACIA VIAV TDS=Bottom (Computer Hardware/Telecom)
LEIS(36): 0.10% Top=GPRO SHAK WYNN LVS WEN SONC SIX LQ ….. QSR DPZ EAT YUM SBUX DRI MCD ZOES=Bottom (Leisure)
CHEM(27): -0.03% Top=TROX PAH CF MON VSM HUN MOS WLK ….. SHW SMG CC PPG FMC DOW APD POT=Bottom (Chemicals/Fertilizers)
COSW(81): -0.04% Top=SQ ANSS FEYE YELP MDSO JD ATHM WUBA ….. XRX FIS SINA TEAM INTU HPE SHOP NOW=Bottom (Computer Software/Internet)
INSU(29): -0.64% Top=CNO PRU AFL SLF UNM HIG AIG ALL ….. L PGR CINF FNF AGO FAF XL AFSI=Bottom (Insurance)
META(31): -1.28% Top=AKS CENX CMC X STLD NUE SLCA CCJ ….. GG NEM AG AEM PAAS SLW SSRI 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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