daytrend

03/10/2017

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

Closing Stats
by daytrend on 20170310. 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 (20170310 Closing)
28.1% of stocks are above yesterday’s high.
61.5% are above yesterday’s midpoint. (38.5% are below.)
12.6% are below yesterday’s low.
59.4% are inside yesterday’s range.
59.8% of stocks with today’s high > yesterday’s high. (40.2% less than).
31.5% of stocks with today’s low < yesterday’s low. (68.5% greater than).

EVIDENCE OF INTRADAY TREND (20170310 Closing)
44.8% of stocks are above today’s open. (53.8% are below).
44.1% of stocks are above today’s open and yesterday’s close.
29.8% are below both.
25.1% of stocks opened above yesterday’s high.
91.2% of stocks opened above yesterday’s close. (7.6% opened below yesterday’s close).
1.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170310 Closing)
10.5% of stocks are in the top 10% of today’s range.
21.0% are in the top 20%.
54.3% are in the top half. 45.7% of stocks are in the bottom half of today’s range.
11.7% are in the bottom 20%.
4.5% are in the bottom 10%.

GAIN (20170310 Closing)
69.4% of stocks are above yesterday’s close. (30.6% are below.)
0.7% are up 4.5% or more. 0.9% are down 4.5% or more.
1.4% are up 3.5% or more. 1.3% are down 3.5% or more.
67.0% are between +1% and -1%.

RSI on DAILY (20170310 Closing)
2-day: >=95:5.0%…>=90:11.2%…>=80:22.1%…>=50:50.8%…<=20:24.9%…<=10:17.4%…<=5:12.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.5%…>=50:40.4%…<=20:3.3%…<=10:0.2%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:44.9%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170310 Closing)
28.1% above previous 1 highs, 12.6% below previous 1 lows
18.1% above previous 2 highs, 11.3% below previous 2 lows
15.6% above previous 3 highs, 9.9% below previous 3 lows
12.8% above previous 4 highs, 9.2% below previous 4 lows
11.0% above previous 5 highs, 9.1% below previous 5 lows
9.1% above previous 6 highs, 9.0% below previous 6 lows
7.4% above previous 7 highs, 8.7% below previous 7 lows
7.2% above previous 8 highs, 8.1% below previous 8 lows
7.0% above previous 9 highs, 8.1% below previous 9 lows
6.8% above previous 10 highs, 7.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170310 Closing)
69.4% are above or equal to 3/9 close (1 days ago), 30.6% are below.
52.7% are above or equal to 3/8 close (2 days ago), 47.3% are below.
45.4% are above or equal to 3/7 close (3 days ago), 54.6% are below.
37.6% are above or equal to 3/6 close (4 days ago), 62.4% are below.
29.2% are above or equal to 3/3 close (5 days ago), 70.8% are below.
31.1% are above or equal to 3/2 close (6 days ago), 68.9% are below.
20.1% are above or equal to 3/1 close (7 days ago), 79.9% are below.
39.3% are above or equal to 2/28 close (8 days ago), 60.7% are below.
30.5% are above or equal to 2/27 close (9 days ago), 69.5% are below.
35.6% are above or equal to 2/24 close (10 days ago), 64.4% are below.
36.8% are above or equal to 2/23 close (11 days ago), 63.2% are below.
32.9% are above or equal to 2/22 close (12 days ago), 67.1% are below.
31.2% are above or equal to 2/21 close (13 days ago), 68.8% are below.
38.6% are above or equal to 2/17 close (14 days ago), 61.4% are below.
40.3% are above or equal to 2/16 close (15 days ago), 59.7% are below.
37.8% are above or equal to 2/15 close (16 days ago), 62.2% are below.
42.1% are above or equal to 2/14 close (17 days ago), 57.9% are below.
45.5% are above or equal to 2/13 close (18 days ago), 54.5% are below.
47.6% are above or equal to 2/10 close (19 days ago), 52.4% are below.
50.2% are above or equal to 2/9 close (20 days ago), 49.8% are below.
55.0% are above or equal to 2/8 close (21 days ago), 45.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170310 Closing)
20d: 8.4% new highs, 11.3% new lows
21d: 8.4% new highs, 10.6% new lows
42d: 7.2% new highs, 7.6% new lows
63d: 6.8% new highs, 6.0% new lows
126d: 6.1% new highs, 2.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170310 Closing)
2-day: 68.4% above, 31.6% below
3-day: 59.9% above, 40.1% below
4-day: 53.0% above, 47.0% below
5-day: 47.9% above, 52.1% below
8-day: 33.3% above, 66.7% below
10-day: 33.0% above, 67.0% below
20-day: 36.5% above, 63.5% below
50-day: 52.3% above, 47.7% below
200-day: 66.3% above, 33.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170310 Closing)
MATE(26): 1.35% Top=TPH MLM GMS FLR EME TOL CAA PHM ….. DAR RSG MAS MDR USG WY EXP SRCL=Bottom (Materials & Construction)
MANU(38): 0.87% Top=GE CMI TEX FLS PNR ITT MIDD ATKR ….. DE MWA ATI MRC AME RS WBT BWXT=Bottom (Manufacturing)
ELEC(47): 0.83% Top=AMD MRVL AMKR LRCX HIMX KEYS AMAT AVGO ….. GLW FSLR XPER AMBA PI ADI SPWR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(25): 0.79% Top=JBLU ALK XPO DAL EXPD AAL SWFT CHRW ….. FDX NSC UNP TK KSU UAL LUV WAB=Bottom (Transportation)
RETA(61): 0.72% Top=PIR RH FINL BLDR CHS SPLS ANF URBN ….. SIG WFM CVS BIG JWN DLTR AAP TLRD=Bottom (Retail & Specialty Retail)
LEIS(36): 0.72% Top=RRR HGV CCL RCL SEAS BYD STAY H ….. MGM SHAK PK MCD CMG EAT SBUX DRI=Bottom (Leisure)
META(31): 0.68% Top=AG AEM CDE AGI SLW ABX SSRI PAAS ….. CENX CNX AKS CLF AA X SND TAHO=Bottom (Metals & Mining)
CONS(52): 0.61% Top=EL COTY COH SKX CSL CRI FOSL MAT ….. PBI PVH IP HBI EPC PKG ELF PAY=Bottom (Consumer)
COSW(82): 0.55% Top=ATHM TTD SHOP ADSK FEYE VIPS ZEN SABR ….. JD SINA AZPN NTES TWTR SQ NTNX DATA=Bottom (Computer Software/Internet)
CHEM(27): 0.54% Top=FMC CE AXTA IFF SMG RPM VSM PAH ….. POT APD EMN HUN CC PX TROX PPG=Bottom (Chemicals/Fertilizers)
DISV(45): 0.48% Top=ULTA RBA ACM CAR YY HRB R RHI ….. CXW INFO MCO FLT GPN RRD ZTO WTW=Bottom (Diversified Services)
INSU(31): 0.38% Top=AON WLTW HIG FAF MMC RDN TRV CINF ….. UNM AFL LNC AFSI CNO AXS AIG CLGX=Bottom (Insurance)
COHW(42): 0.02% Top=PANW SSYS PSTG CTL TDS STX ARRS QCOM ….. VSAT VIAV S CDW WIN GOGO ACIA FNSR=Bottom (Computer Hardware/Telecom)
ENER(90): -0.02% Top=HLX BAS PSX RIG FRAC PAGP HFC NBR ….. PXD WLL AR COP BHI HES SN CRC=Bottom (Energy)
HEAL(45): -0.08% Top=PRAH PKI A OPK UNH ESRX DXCM TMO ….. HCA WCG CNC UHS CYH MOH IRWD THC=Bottom (Health)
FINA(87): -0.08% Top=SLM PSEC APO JNS YRD CBOE BX KKR ….. WBS FITB FHN KEY IVZ WETF BOFI TD=Bottom (Banks/Financials)
REAL(101): -0.13% Top=CIM NLY PEB TWO BRX MFA CONE AGNC ….. ACC EDR CUBE EXR SLG CXP OUT ARE=Bottom (Real Estate)

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

Blog at WordPress.com.

%d bloggers like this: