daytrend

03/07/2017

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

Closing Stats
by daytrend on 20170307. 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 (20170307 Closing)
8.5% of stocks are above yesterday’s high.
33.3% are above yesterday’s midpoint. (66.7% are below.)
33.4% are below yesterday’s low.
58.1% are inside yesterday’s range.
36.1% of stocks with today’s high > yesterday’s high. (63.9% less than).
56.1% of stocks with today’s low < yesterday’s low. (43.9% greater than).

EVIDENCE OF INTRADAY TREND (20170307 Closing)
33.1% of stocks are above today’s open. (65.8% are below).
21.4% of stocks are above today’s open and yesterday’s close.
62.3% are below both.
5.5% of stocks opened above yesterday’s high.
27.4% of stocks opened above yesterday’s close. (67.2% opened below yesterday’s close).
10.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170307 Closing)
2.4% of stocks are in the top 10% of today’s range.
7.1% are in the top 20%.
33.2% are in the top half. 66.8% of stocks are in the bottom half of today’s range.
32.3% are in the bottom 20%.
16.7% are in the bottom 10%.

GAIN (20170307 Closing)
25.8% of stocks are above yesterday’s close. (74.2% are below.)
0.2% are up 4.5% or more. 1.3% are down 4.5% or more.
0.3% are up 3.5% or more. 3.5% are down 3.5% or more.
68.2% are between +1% and -1%.

RSI on DAILY (20170307 Closing)
2-day: >=95:0.8%…>=90:1.6%…>=80:4.4%…>=50:18.4%…<=20:46.9%…<=10:25.8%…<=5:11.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.9%…>=50:41.7%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:49.9%…<=20:0.3%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170307 Closing)
8.5% above previous 1 highs, 33.4% below previous 1 lows
4.8% above previous 2 highs, 29.3% below previous 2 lows
2.5% above previous 3 highs, 28.6% below previous 3 lows
1.7% above previous 4 highs, 26.4% below previous 4 lows
1.6% above previous 5 highs, 23.4% below previous 5 lows
1.4% above previous 6 highs, 22.1% below previous 6 lows
1.3% above previous 7 highs, 18.0% below previous 7 lows
1.3% above previous 8 highs, 17.4% below previous 8 lows
1.2% above previous 9 highs, 16.6% below previous 9 lows
1.0% above previous 10 highs, 15.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170307 Closing)
25.8% are above or equal to 3/6 close (1 days ago), 74.2% are below.
20.2% are above or equal to 3/3 close (2 days ago), 79.8% are below.
26.7% are above or equal to 3/2 close (3 days ago), 73.3% are below.
12.6% are above or equal to 3/1 close (4 days ago), 87.4% are below.
40.1% are above or equal to 2/28 close (5 days ago), 59.9% are below.
29.6% are above or equal to 2/27 close (6 days ago), 70.4% are below.
35.0% are above or equal to 2/24 close (7 days ago), 65.0% are below.
35.7% are above or equal to 2/23 close (8 days ago), 64.3% are below.
33.2% are above or equal to 2/22 close (9 days ago), 66.8% are below.
30.5% are above or equal to 2/21 close (10 days ago), 69.5% are below.
41.0% are above or equal to 2/17 close (11 days ago), 59.0% are below.
42.3% are above or equal to 2/16 close (12 days ago), 57.7% are below.
39.1% are above or equal to 2/15 close (13 days ago), 60.9% are below.
45.0% are above or equal to 2/14 close (14 days ago), 55.0% are below.
48.6% are above or equal to 2/13 close (15 days ago), 51.4% are below.
51.2% are above or equal to 2/10 close (16 days ago), 48.8% are below.
55.9% are above or equal to 2/9 close (17 days ago), 44.1% are below.
60.1% are above or equal to 2/8 close (18 days ago), 39.9% are below.
61.5% are above or equal to 2/7 close (19 days ago), 38.5% are below.
60.6% are above or equal to 2/6 close (20 days ago), 39.4% are below.
58.8% are above or equal to 2/3 close (21 days ago), 41.2% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170307 Closing)
20d: 3.3% new highs, 13.2% new lows
21d: 3.3% new highs, 13.0% new lows
42d: 2.9% new highs, 9.4% new lows
63d: 2.8% new highs, 7.5% new lows
126d: 2.4% new highs, 3.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170307 Closing)
2-day: 24.4% above, 75.6% below
3-day: 19.0% above, 81.0% below
4-day: 20.2% above, 79.8% below
5-day: 15.7% above, 84.3% below
8-day: 24.9% above, 75.1% below
10-day: 25.6% above, 74.4% below
20-day: 44.2% above, 55.8% below
50-day: 58.2% above, 41.8% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170307 Closing)
COSW(83): -0.08% Top=TTD MTCH WUBA FFIV SHOP EA JD SSNC ….. DATA NUAN SPLK ZEN MANH FEYE TWTR CA=Bottom (Computer Software/Internet)
ELEC(47): -0.16% Top=SIMO FLEX AMKR NVDA TXN JBL CAVM CRUS ….. LRCX HIMX BRKR SPWR FSLR CSIQ PI AMBA=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): -0.19% Top=ALB PX TROX WLK AGU POT MON APD ….. DD DOW AXTA EMN VSM PAH MOS CF=Bottom (Chemicals/Fertilizers)
INSU(32): -0.22% Top=CLGX MBI XL SLF VR ALL TMK CINF ….. ORI WLTW LNC RDN AFSI MTG CNO MET=Bottom (Insurance)
MATE(26): -0.31% Top=PHM LEN DHI SRCL TPH TOL KBH CAA ….. WY VMC FAST SUM MLM EXP USG MDR=Bottom (Materials & Construction)
FINA(86): -0.34% Top=LAZ FNB WETF NTRS EWBC BOFI C DFS ….. CLNS CMA LM KEY WBS SCHW CIT FRC=Bottom (Banks/Financials)
COHW(39): -0.48% Top=PSTG GOGO CIEN ANET UBNT QCOM BBRY NTAP ….. TDS LVLT ACIA TMUS CTL VSAT S WIN=Bottom (Computer Hardware/Telecom)
REAL(100): -0.49% Top=RESI BXMT CBG CXP APLE BAM AIV ARI ….. HST KIM TCO CBL DFT AKR BRX GEO=Bottom (Real Estate)
DISV(45): -0.50% Top=YY GPN MAN KBR BAH VNTV RHI PCLN ….. TAL VRSK URI AMN ULTA CXW RRD ZTO=Bottom (Diversified Services)
MANU(41): -0.58% Top=XYL TTC CAT ROK IR HON AOS DDD ….. AGCO BWXT TEX ITT DOV RS MRC ATI=Bottom (Manufacturing)
HEAL(46): -0.81% Top=OPK WCG BAX EW ALGN DXCM IART NUVA ….. BKD MOH DVA ACHC UHS ESRX THC CYH=Bottom (Health)
CONS(52): -0.88% Top=KATE LULU HAS PKG CLX EL FBHS KMB ….. BERY SEE FOSL HBI WRK KS OI GPK=Bottom (Consumer)
RETA(62): -1.00% Top=PIR MIK RH BBY JCP ORLY BABA M ….. ETSY JWN BIG BLDR SIG CASY DKS GNC=Bottom (Retail & Specialty Retail)
LEIS(36): -1.00% Top=SHAK EXPE DPZ MCD LVS ARMK H QSR ….. STAY ZOES GPRO PK LQ TXRH MGM HGV=Bottom (Leisure)
TRAN(25): -1.20% Top=CNI CP KSU CHRW UPS FDX WAB EXPD ….. ALK TK JBHT XPO DAL SAVE CSX SWFT=Bottom (Transportation)
ENER(90): -1.40% Top=GEL FANG NFG CLR EEP VVV EGN CPG ….. REN HLX OII CRZO RDC SWN CRC SPN=Bottom (Energy)
META(31): -1.87% Top=CCJ TECK PAAS TAHO SSRI NEM AEM AGI ….. FMSA SND X CENX CMC STLD CLF AKS=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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