daytrend

03/14/2017

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

Closing Stats
by daytrend on 20170314. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 852.

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

COMPARED TO YESTERDAY’S RANGE (20170314 Closing)
8.7% of stocks are above yesterday’s high.
32.2% are above yesterday’s midpoint. (67.8% are below.)
37.9% are below yesterday’s low.
53.4% are inside yesterday’s range.
21.7% of stocks with today’s high > yesterday’s high. (78.3% less than).
74.5% of stocks with today’s low < yesterday’s low. (25.5% greater than).

EVIDENCE OF INTRADAY TREND (20170314 Closing)
45.3% of stocks are above today’s open. (53.8% are below).
22.9% of stocks are above today’s open and yesterday’s close.
52.5% are below both.
2.1% of stocks opened above yesterday’s high.
10.7% of stocks opened above yesterday’s close. (85.9% opened below yesterday’s close).
24.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170314 Closing)
10.6% of stocks are in the top 10% of today’s range.
24.6% are in the top 20%.
59.4% are in the top half. 40.6% of stocks are in the bottom half of today’s range.
13.5% are in the bottom 20%.
5.3% are in the bottom 10%.

GAIN (20170314 Closing)
25.0% of stocks are above yesterday’s close. (75.0% are below.)
0.2% are up 4.5% or more. 1.6% are down 4.5% or more.
0.5% are up 3.5% or more. 3.8% are down 3.5% or more.
68.3% are between +1% and -1%.

RSI on DAILY (20170314 Closing)
2-day: >=95:2.2%…>=90:4.9%…>=80:10.7%…>=50:33.7%…<=20:29.5%…<=10:16.1%…<=5:8.9%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:35.8%…<=20:2.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:42.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170314 Closing)
8.7% above previous 1 highs, 37.9% below previous 1 lows
6.1% above previous 2 highs, 23.7% below previous 2 lows
4.3% above previous 3 highs, 13.8% below previous 3 lows
3.8% above previous 4 highs, 12.2% below previous 4 lows
3.3% above previous 5 highs, 11.5% below previous 5 lows
3.1% above previous 6 highs, 11.0% below previous 6 lows
2.5% above previous 7 highs, 11.0% below previous 7 lows
1.8% above previous 8 highs, 10.9% below previous 8 lows
1.4% above previous 9 highs, 10.7% below previous 9 lows
1.2% above previous 10 highs, 9.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170314 Closing)
25.0% are above or equal to 3/13 close (1 days ago), 75.0% are below.
38.6% are above or equal to 3/10 close (2 days ago), 61.4% are below.
53.9% are above or equal to 3/9 close (3 days ago), 46.1% are below.
44.1% are above or equal to 3/8 close (4 days ago), 55.9% are below.
41.7% are above or equal to 3/7 close (5 days ago), 58.3% are below.
34.2% are above or equal to 3/6 close (6 days ago), 65.8% are below.
27.6% are above or equal to 3/3 close (7 days ago), 72.4% are below.
28.9% are above or equal to 3/2 close (8 days ago), 71.1% are below.
20.4% are above or equal to 3/1 close (9 days ago), 79.6% are below.
35.7% are above or equal to 2/28 close (10 days ago), 64.3% are below.
29.2% are above or equal to 2/27 close (11 days ago), 70.8% are below.
32.7% are above or equal to 2/24 close (12 days ago), 67.3% are below.
34.9% are above or equal to 2/23 close (13 days ago), 65.1% are below.
31.5% are above or equal to 2/22 close (14 days ago), 68.5% are below.
30.0% are above or equal to 2/21 close (15 days ago), 70.0% are below.
35.3% are above or equal to 2/17 close (16 days ago), 64.7% are below.
38.6% are above or equal to 2/16 close (17 days ago), 61.4% are below.
37.1% are above or equal to 2/15 close (18 days ago), 62.9% are below.
39.7% are above or equal to 2/14 close (19 days ago), 60.3% are below.
43.7% are above or equal to 2/13 close (20 days ago), 56.3% are below.
45.9% are above or equal to 2/10 close (21 days ago), 54.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170314 Closing)
20d: 3.8% new highs, 23.4% new lows
21d: 3.6% new highs, 22.4% new lows
42d: 2.9% new highs, 13.3% new lows
63d: 2.7% new highs, 10.7% new lows
126d: 2.0% new highs, 3.3% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170314 Closing)
2-day: 24.2% above, 75.8% below
3-day: 31.0% above, 69.0% below
4-day: 39.3% above, 60.7% below
5-day: 41.3% above, 58.7% below
8-day: 33.8% above, 66.2% below
10-day: 29.3% above, 70.7% below
20-day: 31.7% above, 68.3% below
50-day: 50.2% above, 49.8% below
200-day: 64.1% above, 35.9% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170314 Closing)
RETA(62): -0.08% Top=SFM RH GME GES SPLS BURL DKS WMT ….. BBY SIG URBN BLDR BIG TLRD SHLD GNC=Bottom (Retail & Specialty Retail)
INSU(31): -0.16% Top=XL AFSI CNO TRV HIG CINF PGR L ….. AIG PRU MET CLGX RDN FNF MBI SLF=Bottom (Insurance)
REAL(97): -0.20% Top=KRG REG KIM BRX AKR WRI EXR MAA ….. HTA MPW CBG RLGY HR DDR DOC UNIT=Bottom (Real Estate)
FINA(87): -0.21% Top=WU YRD SLM WETF DFS AXP WAL FHN ….. TROW RJF EV PYPL ZION TD JNS LM=Bottom (Banks/Financials)
CONS(52): -0.23% Top=GT GIL NKE SEE FOSL PVH PAY HBI ….. EPC MAT SKX TPX NWL COTY PBI ELF=Bottom (Consumer)
LEIS(37): -0.33% Top=EAT MGM TXRH LVS SONC WYNN EXPE WEN ….. RCL WYN SEAS SHAK QSR DPZ YUMC GPRO=Bottom (Leisure)
COHW(41): -0.51% Top=ARRS MSI JNPR BBRY CDW NMBL NTAP CSCO ….. PSTG S SSYS INFN CIEN STX FNSR WIN=Bottom (Computer Hardware/Telecom)
ELEC(47): -0.65% Top=CRUS ADI JBL HIMX FLEX CAVM ON QRVO ….. MRVL SPWR SNPS AYI FSLR GLW PI OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(44): -0.67% Top=ZTO RRD CNDT ROL AL PCLN MAN MCO ….. ACM JEC URI FDC KBR MYGN YY WTW=Bottom (Diversified Services)
COSW(80): -0.72% Top=MSCI VIPS TWTR VMW ORCL DOX DATA CSRA ….. SHOP YELP ATHM TRIP TWLO FEYE CTXS TTD=Bottom (Computer Software/Internet)
MANU(35): -0.75% Top=RS ATKR MWA AGCO AOS ROP KMT BWXT ….. ETN ROK AME MRC FLS EMR CFX DDD=Bottom (Manufacturing)
HEAL(44): -0.77% Top=OPK IRWD VWR EW MD VAR PKI DVA ….. HCA ABT UHS BKD MOH CYH CNC THC=Bottom (Health)
CHEM(26): -0.79% Top=RPM HUN PAH PX GRA MON SMG IFF ….. APD TROX FMC WLK MOS POT AGU CF=Bottom (Chemicals/Fertilizers)
MATE(27): -0.92% Top=USG SRCL MAS WY OC WM RSG KBH ….. SUM VMC FAST EME MLM EXP JELD MDR=Bottom (Materials & Construction)
ENER(89): -1.62% Top=REN DK GPOR APA PDCE OXY XEC INT ….. CLR WLL BAS HLX CRC SPN SN XOG=Bottom (Energy)
TRAN(23): -1.77% Top=CSX SWFT UPS JBHT FDX EXPD CHRW CP ….. CNI ALK DAL AAL LUV SAVE GWR UAL=Bottom (Transportation)
META(30): -2.26% Top=AKS STLD CLF NUE X ARNC CMC TX ….. TAHO PAAS SSRI CDE FMSA AGI AG SLCA=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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