daytrend

03/09/2017

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

Closing Stats
by daytrend on 20170309. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 866.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170309 Closing)
9.0% of stocks are above yesterday’s high.
26.1% are above yesterday’s midpoint. (73.9% are below.)
39.5% are below yesterday’s low.
51.5% are inside yesterday’s range.
28.3% of stocks with today’s high > yesterday’s high. (71.7% less than).
70.2% of stocks with today’s low < yesterday’s low. (29.8% greater than).

EVIDENCE OF INTRADAY TREND (20170309 Closing)
36.1% of stocks are above today’s open. (62.6% are below).
29.4% of stocks are above today’s open and yesterday’s close.
56.2% are below both.
2.5% of stocks opened above yesterday’s high.
42.7% of stocks opened above yesterday’s close. (51.4% opened below yesterday’s close).
19.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170309 Closing)
8.0% of stocks are in the top 10% of today’s range.
15.0% are in the top 20%.
37.2% are in the top half. 62.8% of stocks are in the bottom half of today’s range.
23.2% are in the bottom 20%.
9.9% are in the bottom 10%.

GAIN (20170309 Closing)
37.1% of stocks are above yesterday’s close. (62.9% are below.)
0.3% are up 4.5% or more. 1.4% are down 4.5% or more.
0.7% are up 3.5% or more. 2.2% are down 3.5% or more.
64.7% are between +1% and -1%.

RSI on DAILY (20170309 Closing)
2-day: >=95:1.5%…>=90:4.5%…>=80:8.5%…>=50:28.8%…<=20:45.8%…<=10:34.4%…<=5:24.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.8%…>=50:33.9%…<=20:4.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.6%…<=20:0.8%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170309 Closing)
9.0% above previous 1 highs, 39.5% below previous 1 lows
7.2% above previous 2 highs, 33.4% below previous 2 lows
5.8% above previous 3 highs, 31.6% below previous 3 lows
5.1% above previous 4 highs, 31.1% below previous 4 lows
3.7% above previous 5 highs, 30.5% below previous 5 lows
2.8% above previous 6 highs, 29.9% below previous 6 lows
2.7% above previous 7 highs, 27.7% below previous 7 lows
2.5% above previous 8 highs, 26.9% below previous 8 lows
2.5% above previous 9 highs, 24.2% below previous 9 lows
2.3% above previous 10 highs, 23.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170309 Closing)
37.1% are above or equal to 3/8 close (1 days ago), 62.9% are below.
36.6% are above or equal to 3/7 close (2 days ago), 63.4% are below.
26.6% are above or equal to 3/6 close (3 days ago), 73.4% are below.
19.2% are above or equal to 3/3 close (4 days ago), 80.8% are below.
22.4% are above or equal to 3/2 close (5 days ago), 77.6% are below.
13.4% are above or equal to 3/1 close (6 days ago), 86.6% are below.
33.8% are above or equal to 2/28 close (7 days ago), 66.2% are below.
26.2% are above or equal to 2/27 close (8 days ago), 73.8% are below.
28.3% are above or equal to 2/24 close (9 days ago), 71.7% are below.
31.2% are above or equal to 2/23 close (10 days ago), 68.8% are below.
27.3% are above or equal to 2/22 close (11 days ago), 72.7% are below.
26.9% are above or equal to 2/21 close (12 days ago), 73.1% are below.
34.4% are above or equal to 2/17 close (13 days ago), 65.6% are below.
36.6% are above or equal to 2/16 close (14 days ago), 63.4% are below.
34.1% are above or equal to 2/15 close (15 days ago), 65.9% are below.
39.5% are above or equal to 2/14 close (16 days ago), 60.5% are below.
42.8% are above or equal to 2/13 close (17 days ago), 57.2% are below.
45.3% are above or equal to 2/10 close (18 days ago), 54.7% are below.
48.4% are above or equal to 2/9 close (19 days ago), 51.6% are below.
52.8% are above or equal to 2/8 close (20 days ago), 47.2% are below.
55.5% are above or equal to 2/7 close (21 days ago), 44.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170309 Closing)
20d: 4.8% new highs, 27.0% new lows
21d: 4.6% new highs, 26.1% new lows
42d: 4.2% new highs, 19.4% new lows
63d: 4.0% new highs, 15.6% new lows
126d: 3.0% new highs, 6.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170309 Closing)
2-day: 35.5% above, 64.5% below
3-day: 34.3% above, 65.7% below
4-day: 29.9% above, 70.1% below
5-day: 26.1% above, 73.9% below
8-day: 21.9% above, 78.1% below
10-day: 22.5% above, 77.5% below
20-day: 30.9% above, 69.1% below
50-day: 51.2% above, 48.8% below
200-day: 65.4% above, 34.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170309 Closing)
COHW(41): 0.46% Top=GOGO ACIA TDS VG WIN BBRY FNSR MSI ….. NTAP TMUS S CIEN INFN PSTG WDC STX=Bottom (Computer Hardware/Telecom)
HEAL(45): 0.39% Top=EW THC CYH HRC IART ALGN IRWD BAX ….. OPK MD CNC ESRX ACHC WCG PRAH MOH=Bottom (Health)
INSU(32): 0.10% Top=MTG HIG RDN CINF TMK AON TRV ALL ….. SLF CNO ORI AIG VR MBI AGO AFSI=Bottom (Insurance)
COSW(83): 0.08% Top=EQIX BITA YELP TTD SHOP DNB SQ NTNX ….. ACN PTC CTXS IBM FEYE SINA FTNT VIPS=Bottom (Computer Software/Internet)
ELEC(47): -0.03% Top=SIMO PI ON AVGO WAT AMD OCLR AYI ….. CREE TRMB HIMX CSIQ MSCC AMBA AMKR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -0.05% Top=MRO MTDR MUR CRC WPX APA PDCE NFX ….. CVE SPN PAA REN XOG RIG RDC BAS=Bottom (Energy)
FINA(87): -0.20% Top=ICE LAZ SCHW FNB BOFI WFC C RJF ….. APO FII WETF BX EV CLNS PSEC YRD=Bottom (Banks/Financials)
LEIS(35): -0.20% Top=BLMN CCL CMG BYD HGV SEAS ARMK RCL ….. WEN PK MGM SBUX SHAK SONC STAY DPZ=Bottom (Leisure)
CONS(52): -0.29% Top=SEE FBHS BLL CCK BMS PAY CSL CLX ….. HBI TUP KS WWW TPX IP LULU FOSL=Bottom (Consumer)
CHEM(27): -0.32% Top=AXTA POT AGU MOS DD FMC DOW CE ….. RPM GRA HUN PAH PX VSM TROX PPG=Bottom (Chemicals/Fertilizers)
DISV(45): -0.47% Top=KBR SBAC CXW ADS AMN ALLE LDOS PCLN ….. JEC AL URI ACM RHI RRD HRB ZTO=Bottom (Diversified Services)
MATE(26): -0.87% Top=OC GMS MDR RSG WM SRCL WCN PHM ….. KBH SUM EME VMC PWR FLR FAST EXP=Bottom (Materials & Construction)
TRAN(25): -0.96% Top=CNI UPS EXPD CSX CHRW NSC ALK UNP ….. UAL SAVE XPO TRN JBLU TK SWFT AAL=Bottom (Transportation)
MANU(38): -1.02% Top=DHR BWXT XYL ROP WBT AOS PNR HON ….. FLS CAT MIDD ATI ITT MRC KMT TEX=Bottom (Manufacturing)
RETA(61): -1.24% Top=SIG JCP ETSY W TGT AMZN WBA KORS ….. KSS SBH WSM FINL GES SPLS PIR TLRD=Bottom (Retail & Specialty Retail)
REAL(101): -1.42% Top=GEO CONE OUT DFT ALLY MFA AGNC TWO ….. GGP REG WPG KIM CBL EXR SPG GLPI=Bottom (Real Estate)
META(31): -1.88% Top=CNX AKS TAHO FCX TX X AEM GG ….. CDE CCJ SCCO CMC SLCA CENX SND FMSA=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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Create a free website or blog at WordPress.com.

%d bloggers like this: