daytrend

03/17/2017

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

Closing Stats
by daytrend on 20170317. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 836.

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

COMPARED TO YESTERDAY’S RANGE (20170317 Closing)
21.1% of stocks are above yesterday’s high.
48.0% are above yesterday’s midpoint. (52.0% are below.)
24.4% are below yesterday’s low.
54.5% are inside yesterday’s range.
45.9% of stocks with today’s high > yesterday’s high. (54.1% less than).
47.5% of stocks with today’s low < yesterday’s low. (52.5% greater than).

EVIDENCE OF INTRADAY TREND (20170317 Closing)
42.6% of stocks are above today’s open. (55.6% are below).
40.3% of stocks are above today’s open and yesterday’s close.
43.7% are below both.
9.7% of stocks opened above yesterday’s high.
71.7% of stocks opened above yesterday’s close. (22.2% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170317 Closing)
7.2% of stocks are in the top 10% of today’s range.
18.4% are in the top 20%.
47.8% are in the top half. 52.2% of stocks are in the bottom half of today’s range.
25.2% are in the bottom 20%.
15.0% are in the bottom 10%.

GAIN (20170317 Closing)
53.8% of stocks are above yesterday’s close. (46.2% are below.)
1.0% are up 4.5% or more. 0.7% are down 4.5% or more.
1.7% are up 3.5% or more. 2.5% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20170317 Closing)
2-day: >=95:8.9%…>=90:19.9%…>=80:30.6%…>=50:60.9%…<=20:11.5%…<=10:4.1%…<=5:2.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:54.1%…<=20:0.5%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:53.9%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170317 Closing)
21.1% above previous 1 highs, 24.4% below previous 1 lows
18.4% above previous 2 highs, 11.1% below previous 2 lows
17.8% above previous 3 highs, 6.3% below previous 3 lows
16.9% above previous 4 highs, 6.1% below previous 4 lows
15.4% above previous 5 highs, 5.4% below previous 5 lows
14.7% above previous 6 highs, 4.9% below previous 6 lows
13.0% above previous 7 highs, 4.9% below previous 7 lows
11.0% above previous 8 highs, 4.5% below previous 8 lows
10.3% above previous 9 highs, 4.2% below previous 9 lows
9.8% above previous 10 highs, 4.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170317 Closing)
53.8% are above or equal to 3/16 close (1 days ago), 46.2% are below.
51.8% are above or equal to 3/15 close (2 days ago), 48.2% are below.
78.2% are above or equal to 3/14 close (3 days ago), 21.8% are below.
64.2% are above or equal to 3/13 close (4 days ago), 35.8% are below.
65.9% are above or equal to 3/10 close (5 days ago), 34.1% are below.
71.3% are above or equal to 3/9 close (6 days ago), 28.7% are below.
67.0% are above or equal to 3/8 close (7 days ago), 33.0% are below.
57.4% are above or equal to 3/7 close (8 days ago), 42.6% are below.
52.4% are above or equal to 3/6 close (9 days ago), 47.6% are below.
44.5% are above or equal to 3/3 close (10 days ago), 55.5% are below.
44.1% are above or equal to 3/2 close (11 days ago), 55.9% are below.
34.8% are above or equal to 3/1 close (12 days ago), 65.2% are below.
48.3% are above or equal to 2/28 close (13 days ago), 51.7% are below.
41.0% are above or equal to 2/27 close (14 days ago), 59.0% are below.
44.7% are above or equal to 2/24 close (15 days ago), 55.3% are below.
45.3% are above or equal to 2/23 close (16 days ago), 54.7% are below.
41.9% are above or equal to 2/22 close (17 days ago), 58.1% are below.
38.3% are above or equal to 2/21 close (18 days ago), 61.7% are below.
43.1% are above or equal to 2/17 close (19 days ago), 56.9% are below.
45.2% are above or equal to 2/16 close (20 days ago), 54.8% are below.
42.6% are above or equal to 2/15 close (21 days ago), 57.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170317 Closing)
20d: 12.4% new highs, 5.7% new lows
21d: 12.1% new highs, 5.6% new lows
42d: 10.6% new highs, 1.3% new lows
63d: 9.6% new highs, 1.2% new lows
126d: 7.8% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170317 Closing)
2-day: 52.2% above, 47.8% below
3-day: 51.0% above, 49.0% below
4-day: 64.4% above, 35.6% below
5-day: 64.8% above, 35.2% below
8-day: 67.7% above, 32.3% below
10-day: 65.6% above, 34.4% below
20-day: 47.0% above, 53.0% below
50-day: 54.7% above, 45.3% below
200-day: 68.4% above, 31.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170317 Closing)
CHEM(25): 0.83% Top=IFF ALB CF TROX HUN FMC APD AXTA ….. EMN CC DOW POT MON WLK AGU OLN=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.70% Top=SHAK WYNN TXRH MGM EAT SBUX DRI DNKN ….. YUM JACK DPZ HLT H STAY LQ SEAS=Bottom (Leisure)
REAL(95): 0.48% Top=RLGY GLPI HPP KRC CIM OFC AMH STOR ….. MAC CBL SPG DDR PEI WPG ALLY SC=Bottom (Real Estate)
HEAL(42): 0.40% Top=IART PKI DXCM ZBH VAR HRC MOH EW ….. BKD IRWD CYH ACHC PRXL AET UNH OPK=Bottom (Health)
RETA(61): 0.39% Top=SFM GES FINL BBY SPLS TIF LB GNC ….. MIK JWN DSW AEO URBN AN JCP KMX=Bottom (Retail & Specialty Retail)
COHW(41): 0.29% Top=ACIA VIAV ZAYO FNSR TMUS BCE CTL VG ….. NMBL STX PANW QCOM VRSN TDC PSTG UBNT=Bottom (Computer Hardware/Telecom)
MANU(33): 0.28% Top=TEX XYL ITW HON TTC AOS BWXT EMR ….. DCI ROP ETN DE RS DDD ATI ITT=Bottom (Manufacturing)
ELEC(47): 0.16% Top=HIMX OCLR NVDA JBL AMKR XPER CRUS PI ….. AVGO AYI CREE AMD QRVO FSLR CSIQ SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(42): 0.04% Top=YY ILG VNTV G CXW VRSK BAH ULTA ….. INFO ACM FDC ZTO KBR MCO CAR WTW=Bottom (Diversified Services)
CONS(52): 0.00% Top=KS WWW MAT HAS SKX PVH LEG AVY ….. PG GPK SON EPC KMB HBI UAA PBI=Bottom (Consumer)
MATE(27): -0.14% Top=GMS DAR FAST SRCL WCN MDR MLM JELD ….. OC KBH FLR EME TOL WY CAA TPH=Bottom (Materials & Construction)
COSW(76): -0.21% Top=ADBE SHOP NTES VEEV AZPN COTV HPE ACN ….. TWLO MANH TTD VIPS MDRX BITA CSC ATHM=Bottom (Computer Software/Internet)
TRAN(23): -0.24% Top=TRN CHRW FDX JBLU EXPD UNP UPS CP ….. SWFT DAL AAL UAL XPO CSX LUV KSU=Bottom (Transportation)
META(29): -0.39% Top=AGI STLD FMSA ARNC AKS AEM NUE RGLD ….. CCJ PAAS SLCA TAHO TECK CMC SSRI CENX=Bottom (Metals & Mining)
ENER(88): -0.43% Top=BAS PE EGN REN FANG RSPP BHI MDU ….. ATW MPLX PBF RES FRAC CRC GEL CVI=Bottom (Energy)
INSU(30): -0.97% Top=CNO FNF PGR CINF XL BRO MMC CLGX ….. UNM MET MTG PRU LNC AGO MBI AFSI=Bottom (Insurance)
FINA(89): -1.00% Top=NAVI PSEC KCG PYPL SIVB WAL WU ISBC ….. ATH WETF TROW FII BEN IVZ WDR YRD=Bottom (Banks/Financials)

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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