daytrend

03/01/2017

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

Closing Stats
by daytrend on 20170301. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 863.

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

COMPARED TO YESTERDAY’S RANGE (20170301 Closing)
54.1% of stocks are above yesterday’s high.
75.4% are above yesterday’s midpoint. (24.6% are below.)
9.8% are below yesterday’s low.
36.0% are inside yesterday’s range.
75.6% of stocks with today’s high > yesterday’s high. (24.4% less than).
24.3% of stocks with today’s low < yesterday’s low. (75.7% greater than).

EVIDENCE OF INTRADAY TREND (20170301 Closing)
65.8% of stocks are above today’s open. (33.0% are below).
63.5% of stocks are above today’s open and yesterday’s close.
16.2% are below both.
40.0% of stocks opened above yesterday’s high.
86.0% of stocks opened above yesterday’s close. (12.7% opened below yesterday’s close).
6.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170301 Closing)
9.3% of stocks are in the top 10% of today’s range.
24.7% are in the top 20%.
62.7% are in the top half. 37.3% of stocks are in the bottom half of today’s range.
11.4% are in the bottom 20%.
4.6% are in the bottom 10%.

GAIN (20170301 Closing)
81.5% of stocks are above yesterday’s close. (18.5% are below.)
4.2% are up 4.5% or more. 0.6% are down 4.5% or more.
9.8% are up 3.5% or more. 0.9% are down 3.5% or more.
32.7% are between +1% and -1%.

RSI on DAILY (20170301 Closing)
2-day: >=95:8.3%…>=90:18.3%…>=80:38.4%…>=50:74.0%…<=20:8.9%…<=10:3.8%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.9%…>=80:6.5%…>=50:70.9%…<=20:0.8%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:2.7%…>=50:71.3%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170301 Closing)
54.1% above previous 1 highs, 9.8% below previous 1 lows
44.8% above previous 2 highs, 8.1% below previous 2 lows
42.6% above previous 3 highs, 4.5% below previous 3 lows
34.1% above previous 4 highs, 3.5% below previous 4 lows
30.6% above previous 5 highs, 3.2% below previous 5 lows
27.3% above previous 6 highs, 2.8% below previous 6 lows
26.8% above previous 7 highs, 2.3% below previous 7 lows
25.6% above previous 8 highs, 2.3% below previous 8 lows
24.3% above previous 9 highs, 2.2% below previous 9 lows
24.0% above previous 10 highs, 2.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170301 Closing)
81.5% are above or equal to 2/28 close (1 days ago), 18.5% are below.
65.0% are above or equal to 2/27 close (2 days ago), 35.0% are below.
68.9% are above or equal to 2/24 close (3 days ago), 31.1% are below.
68.1% are above or equal to 2/23 close (4 days ago), 31.9% are below.
63.0% are above or equal to 2/22 close (5 days ago), 37.0% are below.
55.6% are above or equal to 2/21 close (6 days ago), 44.4% are below.
64.4% are above or equal to 2/17 close (7 days ago), 35.6% are below.
64.8% are above or equal to 2/16 close (8 days ago), 35.2% are below.
62.1% are above or equal to 2/15 close (9 days ago), 37.9% are below.
64.7% are above or equal to 2/14 close (10 days ago), 35.3% are below.
65.8% are above or equal to 2/13 close (11 days ago), 34.2% are below.
66.9% are above or equal to 2/10 close (12 days ago), 33.1% are below.
70.8% are above or equal to 2/9 close (13 days ago), 29.2% are below.
74.0% are above or equal to 2/8 close (14 days ago), 26.0% are below.
74.7% are above or equal to 2/7 close (15 days ago), 25.3% are below.
72.5% are above or equal to 2/6 close (16 days ago), 27.5% are below.
70.7% are above or equal to 2/3 close (17 days ago), 29.3% are below.
74.3% are above or equal to 2/2 close (18 days ago), 25.7% are below.
73.7% are above or equal to 2/1 close (19 days ago), 26.3% are below.
72.1% are above or equal to 1/31 close (20 days ago), 27.9% are below.
73.2% are above or equal to 1/30 close (21 days ago), 26.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170301 Closing)
20d: 30.5% new highs, 5.7% new lows
21d: 30.4% new highs, 5.4% new lows
42d: 25.5% new highs, 3.5% new lows
63d: 23.9% new highs, 2.8% new lows
126d: 21.8% new highs, 2.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170301 Closing)
2-day: 80.8% above, 19.2% below
3-day: 72.5% above, 27.5% below
4-day: 70.7% above, 29.3% below
5-day: 70.6% above, 29.4% below
8-day: 67.8% above, 32.2% below
10-day: 67.2% above, 32.8% below
20-day: 71.5% above, 28.5% below
50-day: 70.0% above, 30.0% below
200-day: 74.7% above, 25.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170301 Closing)
MATE(26): 2.67% Top=DAR GMS EME MDR SUM CAA VMC TPH ….. FAST USG KBH WY WCN RSG WM SRCL=Bottom (Materials & Construction)
META(31): 2.60% Top=AA CENX FMSA SND TECK AKS SLCA FCX ….. FNV NEM PAAS AG AEM CCJ CDE GG=Bottom (Metals & Mining)
MANU(40): 2.47% Top=DCI KMT TEX ATI FLS CFX BWXT MRC ….. DE TTC AOS EMR GE MFS ZBRA DDD=Bottom (Manufacturing)
FINA(85): 2.43% Top=SCHW CFG AMTD ETFC FITB TCB CMA CME ….. PSEC ARCC JNS NAVI OMF LM FII CLNS=Bottom (Banks/Financials)
ENER(92): 2.38% Top=RICE CRC CPE XOG REN OAS RSPP FANG ….. TLLP NFG MDU SE SU SEP PBF BAS=Bottom (Energy)
DISV(44): 1.94% Top=WTW TAL ACM URI YY RRD LDOS TRU ….. RHI MYGN SERV GPN SBAC CAR RBA FLT=Bottom (Diversified Services)
CHEM(27): 1.92% Top=TROX WLK OLN CC VSM FMC CF SHW ….. CE ALB IFF GRA PPG AGU POT MOS=Bottom (Chemicals/Fertilizers)
TRAN(24): 1.90% Top=SAVE XPO JBLU ALK FDX TRN DAL TK ….. UAL EXPD AAL WAB CSX UPS CP CHRW=Bottom (Transportation)
INSU(30): 1.54% Top=MET LNC CINF PRU RDN AXS TRV UNM ….. ORI AFL AFSI ALL SLF FAF FNF CLGX=Bottom (Insurance)
COSW(83): 1.47% Top=ATHM ATVI ZEN PTC SPLK GRUB NCR TTWO ….. TRIP FTNT VIPS SQ XRX INTU NTES FEYE=Bottom (Computer Software/Internet)
ELEC(48): 1.43% Top=HIMX OCLR PI AMD AMKR CGNX TRMB MSCC ….. WAT CRUS XPER INTC CSIQ FSLR SPWR AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CONS(52): 1.17% Top=OI COTY GIL EPC KS TPX BLL GT ….. CLX LULU UAA CRI WHR KATE PAY MAT=Bottom (Consumer)
HEAL(46): 0.97% Top=DXCM ABMD CNC IRWD WCG VAR SYK PKI ….. TVTY UHS EW OPK DVA BKD THC CYH=Bottom (Health)
LEIS(36): 0.80% Top=WYNN LVS H TXRH BYD MGM PK MAR ….. STAY WEN ZOES YUMC LQ DPZ SIX SEAS=Bottom (Leisure)
COHW(39): 0.44% Top=GOGO COMM ZAYO NTAP FNSR STX VRSN AAPL ….. VG TMUS TU CCI BCE CTL BBRY PANW=Bottom (Computer Hardware/Telecom)
RETA(61): -0.13% Top=LOW LL BID DKS SPLS SIG WSM AN ….. URBN GNC JWN GES ROST BBY AEO ETSY=Bottom (Retail & Specialty Retail)
REAL(99): -0.23% Top=FCH RLJ RLGY HST DRH CLI ALLY LHO ….. CONE KIM STOR REG EQY DDR OUT LXP=Bottom (Real Estate)

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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