daytrend

03/08/2017

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

Closing Stats
by daytrend on 20170308. 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 (20170308 Closing)
15.3% of stocks are above yesterday’s high.
32.5% are above yesterday’s midpoint. (67.5% are below.)
39.4% are below yesterday’s low.
45.3% are inside yesterday’s range.
42.5% of stocks with today’s high > yesterday’s high. (57.5% less than).
57.7% of stocks with today’s low < yesterday’s low. (42.3% greater than).

EVIDENCE OF INTRADAY TREND (20170308 Closing)
36.2% of stocks are above today’s open. (62.5% are below).
33.2% of stocks are above today’s open and yesterday’s close.
54.1% are below both.
10.9% of stocks opened above yesterday’s high.
54.4% of stocks opened above yesterday’s close. (41.4% opened below yesterday’s close).
15.2% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170308 Closing)
3.1% of stocks are in the top 10% of today’s range.
8.3% are in the top 20%.
28.9% are in the top half. 71.1% of stocks are in the bottom half of today’s range.
47.0% are in the bottom 20%.
30.8% are in the bottom 10%.

GAIN (20170308 Closing)
42.5% of stocks are above yesterday’s close. (57.5% are below.)
0.7% are up 4.5% or more. 4.3% are down 4.5% or more.
1.3% are up 3.5% or more. 6.4% are down 3.5% or more.
58.3% are between +1% and -1%.

RSI on DAILY (20170308 Closing)
2-day: >=95:2.2%…>=90:4.9%…>=80:9.4%…>=50:26.6%…<=20:49.5%…<=10:33.4%…<=5:19.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.3%…>=50:37.2%…<=20:3.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.3%…>=50:46.0%…<=20:0.6%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170308 Closing)
15.3% above previous 1 highs, 39.4% below previous 1 lows
10.2% above previous 2 highs, 35.1% below previous 2 lows
6.9% above previous 3 highs, 33.3% below previous 3 lows
5.3% above previous 4 highs, 31.7% below previous 4 lows
4.5% above previous 5 highs, 30.8% below previous 5 lows
4.0% above previous 6 highs, 28.3% below previous 6 lows
3.8% above previous 7 highs, 27.0% below previous 7 lows
3.8% above previous 8 highs, 24.3% below previous 8 lows
3.6% above previous 9 highs, 23.1% below previous 9 lows
3.3% above previous 10 highs, 22.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170308 Closing)
42.5% are above or equal to 3/7 close (1 days ago), 57.5% are below.
26.7% are above or equal to 3/6 close (2 days ago), 73.3% are below.
20.8% are above or equal to 3/3 close (3 days ago), 79.2% are below.
22.8% are above or equal to 3/2 close (4 days ago), 77.2% are below.
13.8% are above or equal to 3/1 close (5 days ago), 86.2% are below.
34.9% are above or equal to 2/28 close (6 days ago), 65.1% are below.
26.6% are above or equal to 2/27 close (7 days ago), 73.4% are below.
31.6% are above or equal to 2/24 close (8 days ago), 68.4% are below.
33.2% are above or equal to 2/23 close (9 days ago), 66.8% are below.
29.5% are above or equal to 2/22 close (10 days ago), 70.5% are below.
29.0% are above or equal to 2/21 close (11 days ago), 71.0% are below.
37.2% are above or equal to 2/17 close (12 days ago), 62.8% are below.
39.8% are above or equal to 2/16 close (13 days ago), 60.2% are below.
36.8% are above or equal to 2/15 close (14 days ago), 63.2% are below.
42.1% are above or equal to 2/14 close (15 days ago), 57.9% are below.
45.4% are above or equal to 2/13 close (16 days ago), 54.6% are below.
49.3% are above or equal to 2/10 close (17 days ago), 50.7% are below.
51.1% are above or equal to 2/9 close (18 days ago), 48.9% are below.
56.9% are above or equal to 2/8 close (19 days ago), 43.1% are below.
58.3% are above or equal to 2/7 close (20 days ago), 41.7% are below.
58.3% are above or equal to 2/6 close (21 days ago), 41.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170308 Closing)
20d: 4.8% new highs, 18.4% new lows
21d: 4.8% new highs, 17.9% new lows
42d: 4.4% new highs, 13.7% new lows
63d: 3.8% new highs, 11.0% new lows
126d: 3.0% new highs, 4.5% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170308 Closing)
2-day: 41.6% above, 58.4% below
3-day: 31.4% above, 68.6% below
4-day: 24.7% above, 75.3% below
5-day: 21.8% above, 78.2% below
8-day: 21.0% above, 79.0% below
10-day: 24.7% above, 75.3% below
20-day: 36.1% above, 63.9% below
50-day: 54.1% above, 45.9% below
200-day: 66.6% above, 33.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170308 Closing)
RETA(63): 0.84% Top=MIK FINL JCP M GNC RH KSS BLDR ….. COST NFLX WBA CASY MELI BID ETSY URBN=Bottom (Retail & Specialty Retail)
MATE(26): 0.55% Top=KBH LEN TPH MAS PHM DHI USG TOL ….. PWR EME DAR EXP WM FLR WCN MDR=Bottom (Materials & Construction)
COSW(83): 0.47% Top=BITA TRIP ATHM WUBA FTNT JD MDSO ADSK ….. DATA HPE NTNX MSCI CERN GRUB TTD EQIX=Bottom (Computer Software/Internet)
CONS(52): 0.43% Top=SKX COH FL GPK FOSL PVH LULU RL ….. AVY SEE CL KMB GIL EPC ENR UAA=Bottom (Consumer)
ELEC(47): 0.34% Top=HIMX CAVM SIMO SWKS AMD CRUS AMKR GRMN ….. INTC SPWR MRVL FLEX QRVO ON XPER OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(46): 0.32% Top=CYH HOLX OPK IRWD THC PRAH IART VWR ….. STE DXCM CNC TVTY NUVA RMD EW BKD=Bottom (Health)
DISV(45): 0.29% Top=HRB YY ULTA RHI MAN TRU G CAR ….. SCI KBR VNTV FLT VRSK ACM RBA URI=Bottom (Diversified Services)
LEIS(36): -0.02% Top=ZOES EXPE YUMC DRI RCL EAT BYD GPRO ….. LVS HLT H SBUX STAY SONC HGV SHAK=Bottom (Leisure)
FINA(87): -0.13% Top=YRD BOFI ICE WETF BK C LM FII ….. OZRK CFR PBCT OMF FHB CLNS FHN PSEC=Bottom (Banks/Financials)
MANU(40): -0.42% Top=MHK CFX PNR DHR TTC ETN ZBRA SNA ….. BDC AGCO MRC TEX BWXT XYL DOV CAT=Bottom (Manufacturing)
CHEM(27): -0.43% Top=PPG AXTA RPM GRA DD IFF DOW SHW ….. POT FMC CE CC MOS CF WLK TROX=Bottom (Chemicals/Fertilizers)
INSU(32): -0.45% Top=XL SLF CLGX MET AXS UNM AON LNC ….. WLTW FNF MMC FAF AGO CNO AFSI MBI=Bottom (Insurance)
TRAN(25): -0.51% Top=SAVE UAL SWFT JBLU JBHT AAL UPS ALK ….. CNI TRN XPO UNP CSX NSC GWR TK=Bottom (Transportation)
COHW(40): -0.60% Top=GOGO ANET QCOM VRSN S ZAYO UBNT MSI ….. BBRY JNPR PSTG VSAT ACIA TU WIN CIEN=Bottom (Computer Hardware/Telecom)
META(31): -1.30% Top=AGI CCJ TAHO STLD FNV AA ABX AKS ….. FCX SSRI AG CNX CLF SND FMSA SLCA=Bottom (Metals & Mining)
REAL(100): -1.75% Top=RLGY CBG EQR RLJ SC EQC HST BAM ….. WRI GPT WPG O VER UNIT DDR GEO=Bottom (Real Estate)
ENER(90): -3.74% Top=VLO TSO PBF MPC INT CVI PSX HFC ….. SN MRO OAS BAS SM WLL REN CRC=Bottom (Energy)

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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