daytrend

02/28/2017

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

Closing Stats
by daytrend on 20170228. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170228 Closing)
9.0% of stocks are above yesterday’s high.
31.0% are above yesterday’s midpoint. (69.0% are below.)
35.4% are below yesterday’s low.
55.6% are inside yesterday’s range.
32.5% of stocks with today’s high > yesterday’s high. (67.5% less than).
59.3% of stocks with today’s low < yesterday’s low. (40.7% greater than).

EVIDENCE OF INTRADAY TREND (20170228 Closing)
30.5% of stocks are above today’s open. (67.4% are below).
19.2% of stocks are above today’s open and yesterday’s close.
65.8% are below both.
3.6% of stocks opened above yesterday’s high.
20.1% of stocks opened above yesterday’s close. (74.3% opened below yesterday’s close).
10.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170228 Closing)
3.3% of stocks are in the top 10% of today’s range.
8.0% are in the top 20%.
29.9% are in the top half. 70.1% of stocks are in the bottom half of today’s range.
31.2% are in the bottom 20%.
16.4% are in the bottom 10%.

GAIN (20170228 Closing)
22.1% of stocks are above yesterday’s close. (77.9% are below.)
0.7% are up 4.5% or more. 2.4% are down 4.5% or more.
1.2% are up 3.5% or more. 4.9% are down 3.5% or more.
56.1% are between +1% and -1%.

RSI on DAILY (20170228 Closing)
2-day: >=95:4.3%…>=90:7.1%…>=80:10.9%…>=50:30.2%…<=20:31.3%…<=10:15.4%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.8%…>=50:56.5%…<=20:1.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.4%…>=50:61.5%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170228 Closing)
9.0% above previous 1 highs, 35.4% below previous 1 lows
7.8% above previous 2 highs, 17.6% below previous 2 lows
5.4% above previous 3 highs, 15.5% below previous 3 lows
4.5% above previous 4 highs, 14.2% below previous 4 lows
4.1% above previous 5 highs, 13.2% below previous 5 lows
4.1% above previous 6 highs, 10.9% below previous 6 lows
3.4% above previous 7 highs, 10.8% below previous 7 lows
3.3% above previous 8 highs, 10.4% below previous 8 lows
3.3% above previous 9 highs, 9.3% below previous 9 lows
3.0% above previous 10 highs, 9.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170228 Closing)
22.1% are above or equal to 2/27 close (1 days ago), 77.9% are below.
40.2% are above or equal to 2/24 close (2 days ago), 59.8% are below.
43.4% are above or equal to 2/23 close (3 days ago), 56.6% are below.
38.9% are above or equal to 2/22 close (4 days ago), 61.1% are below.
33.5% are above or equal to 2/21 close (5 days ago), 66.5% are below.
46.6% are above or equal to 2/17 close (6 days ago), 53.4% are below.
48.5% are above or equal to 2/16 close (7 days ago), 51.5% are below.
43.5% are above or equal to 2/15 close (8 days ago), 56.5% are below.
49.8% are above or equal to 2/14 close (9 days ago), 50.2% are below.
53.6% are above or equal to 2/13 close (10 days ago), 46.4% are below.
56.2% are above or equal to 2/10 close (11 days ago), 43.8% are below.
60.7% are above or equal to 2/9 close (12 days ago), 39.3% are below.
67.8% are above or equal to 2/8 close (13 days ago), 32.2% are below.
69.2% are above or equal to 2/7 close (14 days ago), 30.8% are below.
65.5% are above or equal to 2/6 close (15 days ago), 34.5% are below.
62.2% are above or equal to 2/3 close (16 days ago), 37.8% are below.
68.5% are above or equal to 2/2 close (17 days ago), 31.5% are below.
67.5% are above or equal to 2/1 close (18 days ago), 32.5% are below.
66.0% are above or equal to 1/31 close (19 days ago), 34.0% are below.
66.8% are above or equal to 1/30 close (20 days ago), 33.2% are below.
62.6% are above or equal to 1/27 close (21 days ago), 37.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170228 Closing)
20d: 10.9% new highs, 7.2% new lows
21d: 10.9% new highs, 7.2% new lows
42d: 9.4% new highs, 4.8% new lows
63d: 8.7% new highs, 3.5% new lows
126d: 6.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170228 Closing)
2-day: 21.0% above, 79.0% below
3-day: 30.3% above, 69.7% below
4-day: 33.3% above, 66.7% below
5-day: 35.3% above, 64.7% below
8-day: 38.8% above, 61.2% below
10-day: 41.9% above, 58.1% below
20-day: 58.8% above, 41.2% below
50-day: 65.7% above, 34.3% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170228 Closing)
CHEM(27): -0.11% Top=ALB HUN APD IFF CE OLN EMN SMG ….. RPM DD DOW MOS VSM POT AGU TROX=Bottom (Chemicals/Fertilizers)
INSU(29): -0.15% Top=AFSI ALL PGR FNF VR TRV WLTW UNM ….. MET AON ORI CNO LNC BRO AGO SLF=Bottom (Insurance)
META(31): -0.30% Top=TAHO SSRI TX X PAAS CDE AG FCX ….. CNX AGI ARNC CCJ ABX SLCA FMSA SND=Bottom (Metals & Mining)
LEIS(36): -0.52% Top=SEAS DPZ SIX WYNN WEN TXRH MCD EXPE ….. HLT YUMC PK SONC LQ SHAK GPRO ZOES=Bottom (Leisure)
ENER(92): -0.62% Top=DK PBF CVI HFC KOS PAA RES GEL ….. DO TSO RSPP CPG CVE HLX CPE PDCE=Bottom (Energy)
DISV(45): -0.66% Top=WTW PCLN CAR SBAC HRB MYGN TAL TRU ….. CXW YY RBA BAH CNDT KBR RRD ZTO=Bottom (Diversified Services)
MATE(26): -0.67% Top=DAR LEN RSG MLM WCN WM VMC DHI ….. EXP FLR TPH SUM MAS PWR MDR EME=Bottom (Materials & Construction)
REAL(97): -0.76% Top=ARI DFT AMT NLY TWO NRZ STWD AGNC ….. ALLY RLGY LHO HT GEO DRH O APLE=Bottom (Real Estate)
CONS(52): -0.78% Top=ENR BERY CHD GIL CL CCK COTY CLX ….. WWW LULU CRI FOSL SKX HBI COLM UAA=Bottom (Consumer)
HEAL(46): -0.82% Top=XRAY BAX CYH IRWD ALGN BCR DVA BDX ….. PKI BKD ESRX PRXL TVTY OPK PRAH THC=Bottom (Health)
TRAN(24): -0.86% Top=UNP KSU CHRW AAL ALK JBLU NSC CSX ….. LUV TK UAL SWFT SAVE CNI JBHT TRN=Bottom (Transportation)
COSW(81): -0.88% Top=WUBA HPE NTES SABR BIDU IBM EPAM XRX ….. CSRA TWLO BLKB MBLY TRIP GRUB SQ WDAY=Bottom (Computer Software/Internet)
FINA(86): -0.89% Top=APO BOFI STT LM CFG WFC BAC AMP ….. PACW OMF TD WETF WU SCHW ETFC AMTD=Bottom (Banks/Financials)
COHW(39): -1.00% Top=NTAP STX CCI WDC GOGO TMUS VIAV COMM ….. TU BBRY ACIA FNSR VG TDS WIN SSYS=Bottom (Computer Hardware/Telecom)
MANU(40): -1.19% Top=BWXT TEX ITW DE ROK DOV HON SWK ….. ATI CFX FLS MRC BDC ITT MWA DDD=Bottom (Manufacturing)
ELEC(48): -1.66% Top=CY FTV KEYS KLAC GLW XLNX APH AMKR ….. XPER CRUS JBL MSCC AYI OCLR FSLR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(60): -2.34% Top=ORLY LB AEO MELI TIF BURL KAR AAP ….. DLTR BBY JCP FINL RH GME TGT SIG=Bottom (Retail & Specialty Retail)

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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: