daytrend

03/02/2017

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

Closing Stats
by daytrend on 20170302. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 870.

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

COMPARED TO YESTERDAY’S RANGE (20170302 Closing)
6.1% of stocks are above yesterday’s high.
27.4% are above yesterday’s midpoint. (72.6% are below.)
43.4% are below yesterday’s low.
50.5% are inside yesterday’s range.
22.9% of stocks with today’s high > yesterday’s high. (77.1% less than).
58.3% of stocks with today’s low < yesterday’s low. (41.7% greater than).

EVIDENCE OF INTRADAY TREND (20170302 Closing)
24.6% of stocks are above today’s open. (73.9% are below).
17.9% of stocks are above today’s open and yesterday’s close.
72.0% are below both.
3.1% of stocks opened above yesterday’s high.
23.9% of stocks opened above yesterday’s close. (71.3% opened below yesterday’s close).
9.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170302 Closing)
2.4% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
26.7% are in the top half. 73.3% of stocks are in the bottom half of today’s range.
50.8% are in the bottom 20%.
35.3% are in the bottom 10%.

GAIN (20170302 Closing)
21.3% of stocks are above yesterday’s close. (78.7% are below.)
0.7% are up 4.5% or more. 3.8% are down 4.5% or more.
1.0% are up 3.5% or more. 7.0% are down 3.5% or more.
44.7% are between +1% and -1%.

RSI on DAILY (20170302 Closing)
2-day: >=95:1.3%…>=90:3.6%…>=80:9.2%…>=50:34.3%…<=20:15.4%…<=10:8.5%…<=5:3.3%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.4%…>=50:57.4%…<=20:0.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:62.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170302 Closing)
6.1% above previous 1 highs, 43.4% below previous 1 lows
4.8% above previous 2 highs, 17.0% below previous 2 lows
4.0% above previous 3 highs, 14.7% below previous 3 lows
3.4% above previous 4 highs, 10.6% below previous 4 lows
2.5% above previous 5 highs, 9.2% below previous 5 lows
2.1% above previous 6 highs, 8.6% below previous 6 lows
2.1% above previous 7 highs, 7.2% below previous 7 lows
2.0% above previous 8 highs, 6.6% below previous 8 lows
2.0% above previous 9 highs, 6.4% below previous 9 lows
1.8% above previous 10 highs, 6.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170302 Closing)
21.3% are above or equal to 3/1 close (1 days ago), 78.7% are below.
63.2% are above or equal to 2/28 close (2 days ago), 36.8% are below.
42.5% are above or equal to 2/27 close (3 days ago), 57.5% are below.
50.8% are above or equal to 2/24 close (4 days ago), 49.2% are below.
51.8% are above or equal to 2/23 close (5 days ago), 48.2% are below.
46.1% are above or equal to 2/22 close (6 days ago), 53.9% are below.
40.9% are above or equal to 2/21 close (7 days ago), 59.1% are below.
52.4% are above or equal to 2/17 close (8 days ago), 47.6% are below.
52.3% are above or equal to 2/16 close (9 days ago), 47.7% are below.
49.2% are above or equal to 2/15 close (10 days ago), 50.8% are below.
54.5% are above or equal to 2/14 close (11 days ago), 45.5% are below.
57.0% are above or equal to 2/13 close (12 days ago), 43.0% are below.
60.0% are above or equal to 2/10 close (13 days ago), 40.0% are below.
63.6% are above or equal to 2/9 close (14 days ago), 36.4% are below.
68.3% are above or equal to 2/8 close (15 days ago), 31.7% are below.
70.8% are above or equal to 2/7 close (16 days ago), 29.2% are below.
67.1% are above or equal to 2/6 close (17 days ago), 32.9% are below.
64.8% are above or equal to 2/3 close (18 days ago), 35.2% are below.
71.4% are above or equal to 2/2 close (19 days ago), 28.6% are below.
69.4% are above or equal to 2/1 close (20 days ago), 30.6% are below.
67.4% are above or equal to 1/31 close (21 days ago), 32.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170302 Closing)
20d: 7.8% new highs, 4.6% new lows
21d: 7.7% new highs, 4.6% new lows
42d: 6.9% new highs, 2.8% new lows
63d: 6.1% new highs, 2.3% new lows
126d: 5.6% new highs, 1.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170302 Closing)
2-day: 19.9% above, 80.1% below
3-day: 38.6% above, 61.4% below
4-day: 38.3% above, 61.7% below
5-day: 42.2% above, 57.8% below
8-day: 43.3% above, 56.7% below
10-day: 47.8% above, 52.2% below
20-day: 60.2% above, 39.8% below
50-day: 65.5% above, 34.5% below
200-day: 72.8% above, 27.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170302 Closing)
RETA(62): 1.16% Top=ANF BURL BBY URBN AEO GES BLDR RH ….. EBAY MELI LOW TIF W GNC NFLX KR=Bottom (Retail & Specialty Retail)
CONS(52): -0.42% Top=WWW LULU UAA HBI GT VFC KMB FL ….. BMS EL KATE FOSL BLL TPX PBI COTY=Bottom (Consumer)
REAL(99): -0.51% Top=OUT CBL DRE HST REG VTR FR HR ….. HPP SLG ESRT HPT BRX SC CLI MPW=Bottom (Real Estate)
LEIS(37): -0.59% Top=PK JACK DPZ HLT DRI ARMK BLMN CCL ….. SEAS HGV MGM BYD LVS ZOES WYNN SHAK=Bottom (Leisure)
ELEC(48): -0.70% Top=CSIQ SPWR FSLR AVGO AMKR OCLR AMBA CY ….. FIT IDTI SNPS MXL SWKS QRVO NVDA AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): -0.73% Top=MOH DVA THC IRWD VAR ESRX ALGN ABT ….. PRAH A XRAY BKD CNC UHS VWR OPK=Bottom (Health)
COSW(83): -0.93% Top=TRI NTNX VIPS JD EPAM AKAM DOX INTU ….. MTCH DATA ZEN NOW GRUB TWLO ATHM NTES=Bottom (Computer Software/Internet)
MATE(26): -0.95% Top=GMS WY EME TOL RSG WCN WM PHM ….. USG MLM FLR TPH PWR VMC DAR MDR=Bottom (Materials & Construction)
DISV(45): -1.01% Top=RRD ULTA AMN SCI ALLE PCLN BAH HRB ….. LDOS MYGN ACM WTW ILG YY URI RBA=Bottom (Diversified Services)
INSU(32): -1.25% Top=CLGX FNF TRV PGR FAF MMC SLF AON ….. BRO MET AJG PRU LNC UNM MTG RDN=Bottom (Insurance)
COHW(39): -1.42% Top=PANW VZ TMUS T MSI JNPR BBRY CIEN ….. CTL ARRS VIAV WDC FNSR UBNT GOGO PSTG=Bottom (Computer Hardware/Telecom)
CHEM(27): -1.46% Top=ALB FMC DD DOW MON IFF SHW PPG ….. RPM PAH POT EMN APD TROX HUN CC=Bottom (Chemicals/Fertilizers)
MANU(41): -1.74% Top=GE ROP LII ITW BDC MHK MFS DHR ….. MRC RS DDD MIDD KMT ATKR CAT ATI=Bottom (Manufacturing)
FINA(86): -1.88% Top=BMO PYPL WETF LM WU ARCC EFX IVZ ….. ZION EWBC WBS FITB RF TCB CFG BOFI=Bottom (Banks/Financials)
ENER(92): -1.89% Top=WPZ WMB INT AR XOM ETE ETP SXL ….. PBF HLX CVI WLL CPE SN OAS CRZO=Bottom (Energy)
TRAN(24): -2.01% Top=CNI CHRW CP EXPD UPS UNP KSU NSC ….. XPO UAL AAL JBLU SWFT TRN ALK SAVE=Bottom (Transportation)
META(31): -4.95% Top=CCJ NUE NEM SLCA SLW SCCO TX ARNC ….. AGI CDE CENX CMC PAAS CLF SSRI AG=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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