daytrend

03/20/2017

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

Closing Stats
by daytrend on 20170320. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 853.

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

COMPARED TO YESTERDAY’S RANGE (20170320 Closing)
11.0% of stocks are above yesterday’s high.
34.3% are above yesterday’s midpoint. (65.7% are below.)
34.0% are below yesterday’s low.
55.0% are inside yesterday’s range.
31.3% of stocks with today’s high > yesterday’s high. (68.7% less than).
62.4% of stocks with today’s low < yesterday’s low. (37.6% greater than).

EVIDENCE OF INTRADAY TREND (20170320 Closing)
35.4% of stocks are above today’s open. (63.4% are below).
28.1% of stocks are above today’s open and yesterday’s close.
59.0% are below both.
4.1% of stocks opened above yesterday’s high.
40.3% of stocks opened above yesterday’s close. (51.3% opened below yesterday’s close).
14.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170320 Closing)
8.1% of stocks are in the top 10% of today’s range.
16.8% are in the top 20%.
41.6% are in the top half. 58.4% of stocks are in the bottom half of today’s range.
22.7% are in the bottom 20%.
12.0% are in the bottom 10%.

GAIN (20170320 Closing)
34.1% of stocks are above yesterday’s close. (65.9% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
0.7% are up 3.5% or more. 1.6% are down 3.5% or more.
67.9% are between +1% and -1%.

RSI on DAILY (20170320 Closing)
2-day: >=95:6.1%…>=90:11.7%…>=80:18.6%…>=50:42.4%…<=20:23.8%…<=10:10.1%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:48.9%…<=20:0.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:49.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170320 Closing)
11.0% above previous 1 highs, 34.0% below previous 1 lows
8.3% above previous 2 highs, 27.1% below previous 2 lows
8.1% above previous 3 highs, 17.4% below previous 3 lows
7.9% above previous 4 highs, 12.4% below previous 4 lows
7.4% above previous 5 highs, 12.3% below previous 5 lows
7.2% above previous 6 highs, 11.1% below previous 6 lows
6.8% above previous 7 highs, 10.6% below previous 7 lows
5.9% above previous 8 highs, 10.0% below previous 8 lows
5.7% above previous 9 highs, 9.7% below previous 9 lows
5.4% above previous 10 highs, 9.6% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170320 Closing)
34.1% are above or equal to 3/17 close (1 days ago), 65.9% are below.
42.8% are above or equal to 3/16 close (2 days ago), 57.2% are below.
41.4% are above or equal to 3/15 close (3 days ago), 58.6% are below.
70.7% are above or equal to 3/14 close (4 days ago), 29.3% are below.
58.1% are above or equal to 3/13 close (5 days ago), 41.9% are below.
61.0% are above or equal to 3/10 close (6 days ago), 39.0% are below.
65.7% are above or equal to 3/9 close (7 days ago), 34.3% are below.
60.8% are above or equal to 3/8 close (8 days ago), 39.2% are below.
52.1% are above or equal to 3/7 close (9 days ago), 47.9% are below.
46.1% are above or equal to 3/6 close (10 days ago), 53.9% are below.
40.9% are above or equal to 3/3 close (11 days ago), 59.1% are below.
41.9% are above or equal to 3/2 close (12 days ago), 58.1% are below.
31.2% are above or equal to 3/1 close (13 days ago), 68.8% are below.
44.5% are above or equal to 2/28 close (14 days ago), 55.5% are below.
38.8% are above or equal to 2/27 close (15 days ago), 61.2% are below.
41.7% are above or equal to 2/24 close (16 days ago), 58.3% are below.
42.8% are above or equal to 2/23 close (17 days ago), 57.2% are below.
38.9% are above or equal to 2/22 close (18 days ago), 61.1% are below.
36.7% are above or equal to 2/21 close (19 days ago), 63.3% are below.
41.7% are above or equal to 2/17 close (20 days ago), 58.3% are below.
43.7% are above or equal to 2/16 close (21 days ago), 56.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170320 Closing)
20d: 8.0% new highs, 10.4% new lows
21d: 8.0% new highs, 10.3% new lows
42d: 6.8% new highs, 4.1% new lows
63d: 6.3% new highs, 3.0% new lows
126d: 5.2% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170320 Closing)
2-day: 32.6% above, 67.4% below
3-day: 37.5% above, 62.5% below
4-day: 37.6% above, 62.4% below
5-day: 50.3% above, 49.7% below
8-day: 58.3% above, 41.7% below
10-day: 59.0% above, 41.0% below
20-day: 44.9% above, 55.1% below
50-day: 53.2% above, 46.8% below
200-day: 67.8% above, 32.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170320 Closing)
META(30): 0.49% Top=CNX SSRI CENX NEM AEM TAHO AG ARNC ….. NUE AKS X CCJ CMC SLCA AGI FMSA=Bottom (Metals & Mining)
ELEC(47): 0.38% Top=AMD XPER MXL NVDA HIMX AMBA CY SIMO ….. BRKR TXN KEYS FTV AYI CSIQ FSLR SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(25): 0.20% Top=CF IFF TROX PPG MON DOW HUN VSM ….. EMN WLK APD POT RPM AGU PAH AXTA=Bottom (Chemicals/Fertilizers)
COSW(76): 0.15% Top=FEYE SHOP EQIX ATHM WUBA GRUB COTV YELP ….. TRI ORCL FIS PTC OTEX BR SABR TTD=Bottom (Computer Software/Internet)
COHW(41): 0.03% Top=VG PSTG ANET WIN COMM CCI ZAYO AAPL ….. S PANW CDW BCE STX ACIA JNPR INFN=Bottom (Computer Hardware/Telecom)
ENER(90): -0.07% Top=SPN CPE BHI CVI RICE OKS COG HLX ….. OII TSO VVV MDU ATW RIG RDC BAS=Bottom (Energy)
CONS(52): -0.08% Top=SON PKG GPK NKE IP KS WRK UAA ….. MAT COTY COH RL FOSL SKX CRI FL=Bottom (Consumer)
MANU(34): -0.28% Top=CAT DDD MHK DE IR TTC ETN DOV ….. RS EMR ITT TEX PNR CFX MRC ATI=Bottom (Manufacturing)
TRAN(24): -0.31% Top=ALK UAL DAL JBLU LUV SAVE NSC CHRW ….. UNP UPS ODFL XPO JBHT FDX TRN SWFT=Bottom (Transportation)
MATE(28): -0.31% Top=TPH SUM JELD WY RYN PHM CAA USG ….. MAS WM FLR TOL SRCL VMC MDR EME=Bottom (Materials & Construction)
REAL(100): -0.35% Top=UNIT PLD DLR HCN NLY DRE PSA GEO ….. RHP PGRE CBG RLJ BRX KRG DDR DRH=Bottom (Real Estate)
LEIS(36): -0.45% Top=YUMC WYNN GPRO MAR LVS YUM DNKN DRI ….. ARMK SIX CMG LQ EAT SEAS SONC MGM=Bottom (Leisure)
HEAL(43): -0.72% Top=ALGN DXCM IRWD DGX VAR ZBH SYK LH ….. CNC PRXL OPK ACHC VWR THC MOH CYH=Bottom (Health)
DISV(43): -0.79% Top=CNDT SBAC ZTO INFO MCO ILG MYGN JEC ….. R ACM CAR VNTV FDC HRB YY RRD=Bottom (Diversified Services)
FINA(94): -0.84% Top=YRD APO KCG ARCC TWNK KKR JNS PYPL ….. EWBC PACW PB NAVI CFR WAL SYF SIVB=Bottom (Banks/Financials)
INSU(30): -0.91% Top=CNO FAF WLTW XL UNM ORI AJG AIG ….. AXS CINF LNC RDN MTG AGO AFSI MBI=Bottom (Insurance)
RETA(60): -1.29% Top=W BABA TIF SHLD WFM AMZN NFLX CPRT ….. GME FINL TLRD BLDR M DSW PIR KSS=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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