daytrend

03/06/2017

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

Closing Stats
by daytrend on 20170306. 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 (20170306 Closing)
9.9% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
31.8% are below yesterday’s low.
58.3% are inside yesterday’s range.
20.6% of stocks with today’s high > yesterday’s high. (79.4% less than).
72.1% of stocks with today’s low < yesterday’s low. (27.9% greater than).

EVIDENCE OF INTRADAY TREND (20170306 Closing)
49.8% of stocks are above today’s open. (48.7% are below).
24.5% of stocks are above today’s open and yesterday’s close.
47.8% are below both.
2.0% of stocks opened above yesterday’s high.
10.1% of stocks opened above yesterday’s close. (86.4% opened below yesterday’s close).
24.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170306 Closing)
7.9% of stocks are in the top 10% of today’s range.
22.0% are in the top 20%.
59.7% are in the top half. 40.3% of stocks are in the bottom half of today’s range.
12.2% are in the bottom 20%.
6.3% are in the bottom 10%.

GAIN (20170306 Closing)
26.5% of stocks are above yesterday’s close. (73.5% are below.)
0.0% are up 4.5% or more. 1.6% are down 4.5% or more.
0.5% are up 3.5% or more. 2.6% are down 3.5% or more.
66.4% are between +1% and -1%.

RSI on DAILY (20170306 Closing)
2-day: >=95:1.2%…>=90:2.2%…>=80:5.0%…>=50:26.6%…<=20:33.3%…<=10:15.3%…<=5:6.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:49.0%…<=20:1.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:55.4%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170306 Closing)
9.9% above previous 1 highs, 31.8% below previous 1 lows
3.5% above previous 2 highs, 27.8% below previous 2 lows
2.5% above previous 3 highs, 24.8% below previous 3 lows
2.2% above previous 4 highs, 16.7% below previous 4 lows
2.2% above previous 5 highs, 15.0% below previous 5 lows
1.8% above previous 6 highs, 12.4% below previous 6 lows
1.5% above previous 7 highs, 12.0% below previous 7 lows
1.4% above previous 8 highs, 10.9% below previous 8 lows
1.3% above previous 9 highs, 10.5% below previous 9 lows
1.3% above previous 10 highs, 8.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170306 Closing)
26.5% are above or equal to 3/3 close (1 days ago), 73.5% are below.
34.7% are above or equal to 3/2 close (2 days ago), 65.3% are below.
15.6% are above or equal to 3/1 close (3 days ago), 84.4% are below.
49.3% are above or equal to 2/28 close (4 days ago), 50.7% are below.
35.4% are above or equal to 2/27 close (5 days ago), 64.6% are below.
41.7% are above or equal to 2/24 close (6 days ago), 58.3% are below.
44.7% are above or equal to 2/23 close (7 days ago), 55.3% are below.
40.6% are above or equal to 2/22 close (8 days ago), 59.4% are below.
35.5% are above or equal to 2/21 close (9 days ago), 64.5% are below.
48.2% are above or equal to 2/17 close (10 days ago), 51.8% are below.
49.5% are above or equal to 2/16 close (11 days ago), 50.5% are below.
44.9% are above or equal to 2/15 close (12 days ago), 55.1% are below.
50.8% are above or equal to 2/14 close (13 days ago), 49.2% are below.
52.5% are above or equal to 2/13 close (14 days ago), 47.5% are below.
56.6% are above or equal to 2/10 close (15 days ago), 43.4% are below.
59.8% are above or equal to 2/9 close (16 days ago), 40.2% are below.
65.0% are above or equal to 2/8 close (17 days ago), 35.0% are below.
66.8% are above or equal to 2/7 close (18 days ago), 33.2% are below.
64.6% are above or equal to 2/6 close (19 days ago), 35.4% are below.
61.8% are above or equal to 2/3 close (20 days ago), 38.2% are below.
67.3% are above or equal to 2/2 close (21 days ago), 32.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170306 Closing)
20d: 3.1% new highs, 12.0% new lows
21d: 3.1% new highs, 11.1% new lows
42d: 2.8% new highs, 7.8% new lows
63d: 2.6% new highs, 6.2% new lows
126d: 2.3% new highs, 2.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170306 Closing)
2-day: 25.7% above, 74.3% below
3-day: 28.5% above, 71.5% below
4-day: 19.8% above, 80.2% below
5-day: 28.5% above, 71.5% below
8-day: 32.1% above, 67.9% below
10-day: 33.8% above, 66.2% below
20-day: 51.3% above, 48.7% below
50-day: 62.2% above, 37.8% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170306 Closing)
ENER(91): 0.25% Top=RICE RRC COG SWN AR SM CRZO MRO ….. NOV HLX DO PBF VVV CVI RIG ATW=Bottom (Energy)
LEIS(37): -0.38% Top=ZOES BYD SIX EXPE BLMN LVS SEAS JACK ….. YUM CMG HGV DNKN LQ SHAK SONC GPRO=Bottom (Leisure)
MANU(41): -0.44% Top=KMT DDD CAT PH SWK CMI ROK DOV ….. SNA RS ZBRA AOS BDC ATKR ATI MRC=Bottom (Manufacturing)
COHW(39): -0.47% Top=GOGO FNSR UBNT VIAV TU CDW CCI BCE ….. TMUS PSTG ZAYO S CTL BBRY TDS WIN=Bottom (Computer Hardware/Telecom)
MATE(26): -0.55% Top=MDR FAST WM LEN PHM TOL RSG SUM ….. VMC USG SRCL WY GMS MLM EXP MAS=Bottom (Materials & Construction)
FINA(86): -0.56% Top=JNS APO BGCP TD ICE PVTB NDAQ CLNS ….. FHN OZRK VOYA SLM UMPQ NAVI NYCB WDR=Bottom (Banks/Financials)
COSW(83): -0.59% Top=TWLO ATVI XRX TTWO CA SINA BITA VIPS ….. CSC MANH FEYE DATA ADSK CSRA TTD NTNX=Bottom (Computer Software/Internet)
ELEC(47): -0.60% Top=AMKR MCHP ADI TER TXN SWKS GRMN IDTI ….. XPER TEL AYI BRKR PI FSLR SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): -0.68% Top=JBHT TK CSX CNI NSC UNP SAVE SWFT ….. CHRW GWR LUV ALK DAL AAL UAL JBLU=Bottom (Transportation)
REAL(100): -0.70% Top=DRH LHO RESI AVB UDR HST PSA NYRT ….. ALLY HCP TCO CBL WRI PEI GEO WPG=Bottom (Real Estate)
CHEM(27): -0.71% Top=DOW DD CE PX APD FMC SHW MON ….. GRA CC RPM TROX VSM HUN MOS ALB=Bottom (Chemicals/Fertilizers)
CONS(52): -0.75% Top=EPC COTY WWW VFC CRI CL NKE PVH ….. PKG BERY SEE KS UAA IP WRK TPX=Bottom (Consumer)
HEAL(46): -0.82% Top=OPK CYH UHS BCR AET UNH WCG LH ….. TMO IART TVTY ESRX DXCM ACHC EW BKD=Bottom (Health)
INSU(32): -0.84% Top=SLF CLGX AFL RDN VR FAF TMK L ….. CNO WLTW TRV AXS MET MBI LNC AFSI=Bottom (Insurance)
DISV(45): -0.95% Top=TAL URI ADS V CTAS SBAC SERV SCI ….. VRSK ACM CNDT VNTV AMN CXW CAR RRD=Bottom (Diversified Services)
RETA(61): -0.97% Top=RH NFLX SIG DKS ROST MIK KORS CPRT ….. COST TGT AEO GNC M PIR WSM KSS=Bottom (Retail & Specialty Retail)
META(31): -1.94% Top=AA CNX NUE CCJ SLCA CMC X GG ….. RGLD CENX PAAS TAHO AG SSRI CDE 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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