daytrend

03/03/2017

Filed under: Market Stats — daytrend @ 4:01 pm

Closing Stats
by daytrend on 20170303. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 868.

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

COMPARED TO YESTERDAY’S RANGE (20170303 Closing)
10.6% of stocks are above yesterday’s high.
32.4% are above yesterday’s midpoint. (67.6% are below.)
26.6% are below yesterday’s low.
62.8% are inside yesterday’s range.
21.9% of stocks with today’s high > yesterday’s high. (78.1% less than).
70.7% of stocks with today’s low < yesterday’s low. (29.3% greater than).

EVIDENCE OF INTRADAY TREND (20170303 Closing)
51.6% of stocks are above today’s open. (47.1% are below).
44.2% of stocks are above today’s open and yesterday’s close.
41.1% are below both.
2.3% of stocks opened above yesterday’s high.
45.6% of stocks opened above yesterday’s close. (49.7% opened below yesterday’s close).
14.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170303 Closing)
12.9% of stocks are in the top 10% of today’s range.
29.3% are in the top 20%.
59.3% are in the top half. 40.7% of stocks are in the bottom half of today’s range.
12.4% are in the bottom 20%.
5.1% are in the bottom 10%.

GAIN (20170303 Closing)
52.6% of stocks are above yesterday’s close. (47.4% are below.)
0.6% are up 4.5% or more. 1.0% are down 4.5% or more.
1.3% are up 3.5% or more. 1.5% are down 3.5% or more.
69.6% are between +1% and -1%.

RSI on DAILY (20170303 Closing)
2-day: >=95:1.5%…>=90:3.9%…>=80:8.9%…>=50:40.7%…<=20:19.1%…<=10:9.0%…<=5:4.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:57.5%…<=20:1.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:62.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170303 Closing)
10.6% above previous 1 highs, 26.6% below previous 1 lows
5.1% above previous 2 highs, 20.5% below previous 2 lows
4.5% above previous 3 highs, 13.7% below previous 3 lows
3.7% above previous 4 highs, 11.8% below previous 4 lows
3.5% above previous 5 highs, 9.4% below previous 5 lows
2.6% above previous 6 highs, 8.4% below previous 6 lows
2.2% above previous 7 highs, 7.7% below previous 7 lows
1.8% above previous 8 highs, 6.8% below previous 8 lows
1.7% above previous 9 highs, 5.6% below previous 9 lows
1.7% above previous 10 highs, 5.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170303 Closing)
52.6% are above or equal to 3/2 close (1 days ago), 47.4% are below.
22.0% are above or equal to 3/1 close (2 days ago), 78.0% are below.
60.1% are above or equal to 2/28 close (3 days ago), 39.9% are below.
44.7% are above or equal to 2/27 close (4 days ago), 55.3% are below.
49.8% are above or equal to 2/24 close (5 days ago), 50.2% are below.
51.8% are above or equal to 2/23 close (6 days ago), 48.2% are below.
48.2% are above or equal to 2/22 close (7 days ago), 51.8% are below.
43.0% are above or equal to 2/21 close (8 days ago), 57.0% are below.
53.5% are above or equal to 2/17 close (9 days ago), 46.5% are below.
54.1% are above or equal to 2/16 close (10 days ago), 45.9% are below.
50.5% are above or equal to 2/15 close (11 days ago), 49.5% are below.
54.0% are above or equal to 2/14 close (12 days ago), 46.0% are below.
56.7% are above or equal to 2/13 close (13 days ago), 43.3% are below.
59.6% are above or equal to 2/10 close (14 days ago), 40.4% are below.
64.1% are above or equal to 2/9 close (15 days ago), 35.9% are below.
68.4% are above or equal to 2/8 close (16 days ago), 31.6% are below.
70.4% are above or equal to 2/7 close (17 days ago), 29.6% are below.
67.7% are above or equal to 2/6 close (18 days ago), 32.3% are below.
64.4% are above or equal to 2/3 close (19 days ago), 35.6% are below.
69.6% are above or equal to 2/2 close (20 days ago), 30.4% are below.
68.2% are above or equal to 2/1 close (21 days ago), 31.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170303 Closing)
20d: 3.3% new highs, 9.3% new lows
21d: 3.0% new highs, 9.2% new lows
42d: 2.2% new highs, 6.0% new lows
63d: 2.1% new highs, 4.6% new lows
126d: 1.8% new highs, 2.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170303 Closing)
2-day: 49.5% above, 50.5% below
3-day: 27.8% above, 72.2% below
4-day: 42.7% above, 57.3% below
5-day: 43.2% above, 56.8% below
8-day: 45.5% above, 54.5% below
10-day: 46.4% above, 53.6% below
20-day: 59.1% above, 40.9% below
50-day: 65.1% above, 34.9% below
200-day: 71.7% above, 28.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170303 Closing)
TRAN(24): 1.06% Top=UAL SAVE ALK AAL TK LUV CSX XPO ….. JBHT KSU UNP UPS FDX WAB EXPD CHRW=Bottom (Transportation)
META(31): 1.02% Top=TX FMSA SSRI SLCA AGI FNV CDE CLF ….. STLD CMC CCJ AG CNX FCX SND ARNC=Bottom (Metals & Mining)
HEAL(47): 0.47% Top=THC CYH ACHC UHS HCA MD A VAR ….. ESRX DXCM STE TVTY ABT HRC EW COO=Bottom (Health)
FINA(86): 0.30% Top=OZRK APO WBS PFG VLY ETFC FHN MS ….. COF BEN TROW AMTD BOFI LM WETF WDR=Bottom (Banks/Financials)
COHW(39): 0.29% Top=ACIA FNSR S WDC TMUS NTAP TDC VIAV ….. TDS CDW GOGO PANW ARRS CCI CIEN PSTG=Bottom (Computer Hardware/Telecom)
CHEM(27): 0.28% Top=OLN CC ALB TROX HUN CE AXTA RPM ….. PPG FMC MOS VSM IFF APD PX CF=Bottom (Chemicals/Fertilizers)
DISV(45): 0.24% Top=GPN MYGN VNTV HRB CXW FLT CAR FISV ….. CNDT BAH WTW YY JEC RRD ILG KBR=Bottom (Diversified Services)
INSU(32): 0.20% Top=MET BRO UNM L RDN CLGX LNC SLF ….. TRV FNF CINF XL AXS AGO FAF MBI=Bottom (Insurance)
MANU(41): 0.18% Top=MIDD TEX DE KMT BWXT CAT ATKR AGCO ….. ETN XYL SNA MWA BDC DDD MRC FLS=Bottom (Manufacturing)
MATE(26): 0.00% Top=FAST KBH TPH PWR DAR CAA OC GMS ….. EXP RSG WCN WM MLM MAS SRCL MDR=Bottom (Materials & Construction)
ELEC(48): -0.19% Top=OCLR MRVL CGNX AMAT HIMX KEYS JBL BRKR ….. CRUS CSIQ AMBA AYI CREE FSLR SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(82): -0.21% Top=BITA TTD TRIP PFPT CDK MBLY NTES PTC ….. GRUB VIPS YELP ADSK EPAM SYNT TWLO NTNX=Bottom (Computer Software/Internet)
REAL(99): -0.28% Top=DDR FCH UNIT OUT SNH CONE GLPI DLR ….. GEO ACC EQR BRX VTR REG APLE PEI=Bottom (Real Estate)
ENER(90): -0.29% Top=DK LPI RICE OKS WMB CVE PXD SWN ….. HLX BAS RIG SM RDC DO ATW REN=Bottom (Energy)
CONS(52): -0.31% Top=TPX CSL PBI HBI PAY BLL KS BERY ….. VFC CRI GT UAA NKE PVH WWW FOSL=Bottom (Consumer)
LEIS(37): -0.70% Top=STAY EXPE WYNN ARMK PK MGM YUMC LVS ….. H EAT CCL RCL SEAS ZOES GPRO SHAK=Bottom (Leisure)
RETA(62): -0.96% Top=BIG GNC DKS MELI LOW BURL GME KAR ….. SPLS GES URBN KR COST M ETSY ANF=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/

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