daytrend

03/13/2017

Filed under: Market Stats — daytrend @ 3:00 pm

Closing Stats
by daytrend on 20170313. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 859.

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

COMPARED TO YESTERDAY’S RANGE (20170313 Closing)
26.8% of stocks are above yesterday’s high.
60.1% are above yesterday’s midpoint. (39.9% are below.)
11.2% are below yesterday’s low.
62.0% are inside yesterday’s range.
50.5% of stocks with today’s high > yesterday’s high. (49.5% less than).
30.5% of stocks with today’s low < yesterday’s low. (69.5% greater than).

EVIDENCE OF INTRADAY TREND (20170313 Closing)
57.7% of stocks are above today’s open. (41.6% are below).
52.2% of stocks are above today’s open and yesterday’s close.
33.6% are below both.
7.9% of stocks opened above yesterday’s high.
49.2% of stocks opened above yesterday’s close. (43.7% opened below yesterday’s close).
3.1% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170313 Closing)
13.6% of stocks are in the top 10% of today’s range.
26.1% are in the top 20%.
55.9% are in the top half. 44.1% of stocks are in the bottom half of today’s range.
13.2% are in the bottom 20%.
5.4% are in the bottom 10%.

GAIN (20170313 Closing)
61.4% of stocks are above yesterday’s close. (38.6% are below.)
1.0% are up 4.5% or more. 0.5% are down 4.5% or more.
1.5% are up 3.5% or more. 1.0% are down 3.5% or more.
71.4% are between +1% and -1%.

RSI on DAILY (20170313 Closing)
2-day: >=95:8.1%…>=90:15.0%…>=80:29.0%…>=50:58.2%…<=20:18.0%…<=10:11.1%…<=5:7.2%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.9%…>=50:43.8%…<=20:2.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:47.0%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170313 Closing)
26.8% above previous 1 highs, 11.2% below previous 1 lows
23.2% above previous 2 highs, 7.2% below previous 2 lows
18.0% above previous 3 highs, 6.4% below previous 3 lows
15.7% above previous 4 highs, 5.8% below previous 4 lows
14.2% above previous 5 highs, 5.8% below previous 5 lows
12.0% above previous 6 highs, 5.7% below previous 6 lows
9.0% above previous 7 highs, 5.7% below previous 7 lows
8.1% above previous 8 highs, 5.4% below previous 8 lows
7.8% above previous 9 highs, 5.2% below previous 9 lows
7.7% above previous 10 highs, 5.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170313 Closing)
61.4% are above or equal to 3/10 close (1 days ago), 38.6% are below.
68.3% are above or equal to 3/9 close (2 days ago), 31.7% are below.
58.1% are above or equal to 3/8 close (3 days ago), 41.9% are below.
50.1% are above or equal to 3/7 close (4 days ago), 49.9% are below.
41.0% are above or equal to 3/6 close (5 days ago), 59.0% are below.
32.7% are above or equal to 3/3 close (6 days ago), 67.3% are below.
35.7% are above or equal to 3/2 close (7 days ago), 64.3% are below.
22.7% are above or equal to 3/1 close (8 days ago), 77.3% are below.
42.7% are above or equal to 2/28 close (9 days ago), 57.3% are below.
34.2% are above or equal to 2/27 close (10 days ago), 65.8% are below.
37.7% are above or equal to 2/24 close (11 days ago), 62.3% are below.
40.0% are above or equal to 2/23 close (12 days ago), 60.0% are below.
36.1% are above or equal to 2/22 close (13 days ago), 63.9% are below.
33.5% are above or equal to 2/21 close (14 days ago), 66.5% are below.
40.4% are above or equal to 2/17 close (15 days ago), 59.6% are below.
42.1% are above or equal to 2/16 close (16 days ago), 57.9% are below.
40.7% are above or equal to 2/15 close (17 days ago), 59.3% are below.
43.4% are above or equal to 2/14 close (18 days ago), 56.6% are below.
46.6% are above or equal to 2/13 close (19 days ago), 53.4% are below.
48.9% are above or equal to 2/10 close (20 days ago), 51.1% are below.
50.2% are above or equal to 2/9 close (21 days ago), 49.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170313 Closing)
20d: 8.7% new highs, 7.5% new lows
21d: 8.7% new highs, 6.6% new lows
42d: 7.9% new highs, 4.1% new lows
63d: 7.3% new highs, 3.3% new lows
126d: 5.8% new highs, 1.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170313 Closing)
2-day: 60.0% above, 40.0% below
3-day: 66.4% above, 33.6% below
4-day: 62.6% above, 37.4% below
5-day: 56.5% above, 43.5% below
8-day: 43.5% above, 56.5% below
10-day: 39.9% above, 60.1% below
20-day: 38.2% above, 61.8% below
50-day: 52.6% above, 47.4% below
200-day: 66.5% above, 33.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170313 Closing)
META(30): 1.15% Top=SSRI CLF AGI TECK AKS X CMC TX ….. NUE RGLD AEM ARNC SLCA CCJ FMSA AG=Bottom (Metals & Mining)
ELEC(47): 0.75% Top=AMBA PI CY NVDA AMD XPER CSIQ IDTI ….. KLAC BRKR AYI MRVL KEYS GRMN OCLR INTC=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(27): 0.62% Top=CC OLN RPM WLK HUN ALB PAH CE ….. CF SHW PX MOS SMG POT AGU APD=Bottom (Chemicals/Fertilizers)
COSW(81): 0.57% Top=CTXS BITA VEEV IT TWLO VIPS SYMC SINA ….. TSS GWRE SSNC IBM XRX NTNX TTD NCR=Bottom (Computer Software/Internet)
ENER(90): 0.53% Top=RIG ECA KOS PBF FRAC SWN MPC VVV ….. NFG CVX BAS REN SPN GPOR MRO SM=Bottom (Energy)
DISV(45): 0.46% Top=ZTO YY LDOS TAL MYGN ILG HRB CNDT ….. TRU VRSK VNTV G CAR R KBR RRD=Bottom (Diversified Services)
MANU(37): 0.43% Top=ITT AME SWK PNR MIDD DOV EMR CFX ….. DDD TEX HON ATKR DHR MRC AGCO GE=Bottom (Manufacturing)
COHW(41): 0.28% Top=SSYS ANET BBRY UBNT S VG CTL COMM ….. ZAYO PSTG INFN BCE TDC ARRS CIEN WIN=Bottom (Computer Hardware/Telecom)
FINA(86): 0.24% Top=BX LAZ APO ETFC TD FII WDR SCHW ….. CFG FITB FNB VLY PYPL CIT OMF ARCC=Bottom (Banks/Financials)
REAL(99): 0.15% Top=CONE GEO OUT RPAI REG AKR KRG CBL ….. DDR CBG VTR PSA TCO NLY UNIT EXR=Bottom (Real Estate)
INSU(31): 0.14% Top=RDN AGO AON AFSI CLGX MMC WLTW MTG ….. CNO FAF FNF ORI TRV UNM VR XL=Bottom (Insurance)
HEAL(45): 0.09% Top=ALGN CNC HRC IART SYK EW XRAY MD ….. NUVA VWR HCA DXCM BKD MOH IRWD THC=Bottom (Health)
LEIS(37): 0.06% Top=WYNN LVS HLT MGM EXPE LQ WYN HGV ….. EAT SIX SHAK PK MTN TXRH BLMN GPRO=Bottom (Leisure)
MATE(27): -0.08% Top=EXP FAST MLM PWR USG VMC SRCL GMS ….. PHM MAS EME TOL DHI LEN CAA TPH=Bottom (Materials & Construction)
CONS(52): -0.12% Top=KS PBI GT ENR HBI GPK SKX BLL ….. RL COH UAA BC FL ELF LULU FOSL=Bottom (Consumer)
TRAN(23): -0.43% Top=WAB UPS CNI CSX XPO FDX EXPD KSU ….. NSC SWFT DAL JBHT SAVE LUV UAL AAL=Bottom (Transportation)
RETA(61): -0.77% Top=ETSY W NFLX ORLY BABA BID LL BLDR ….. GPS FINL DKS BIG URBN GME DSW RH=Bottom (Retail & Specialty Retail)

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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