daytrend

03/21/2017

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

Closing Stats
by daytrend on 20170321. 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 (20170321 Closing)
2.9% of stocks are above yesterday’s high.
10.0% are above yesterday’s midpoint. (90.0% are below.)
73.4% are below yesterday’s low.
23.7% are inside yesterday’s range.
44.6% of stocks with today’s high > yesterday’s high. (55.4% less than).
85.2% of stocks with today’s low < yesterday’s low. (14.8% greater than).

EVIDENCE OF INTRADAY TREND (20170321 Closing)
5.3% of stocks are above today’s open. (94.0% are below).
5.0% of stocks are above today’s open and yesterday’s close.
90.5% are below both.
19.4% of stocks opened above yesterday’s high.
85.9% of stocks opened above yesterday’s close. (9.4% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170321 Closing)
0.2% of stocks are in the top 10% of today’s range.
1.4% are in the top 20%.
9.5% are in the top half. 90.5% of stocks are in the bottom half of today’s range.
65.0% are in the bottom 20%.
44.8% are in the bottom 10%.

GAIN (20170321 Closing)
9.3% of stocks are above yesterday’s close. (90.7% are below.)
0.0% are up 4.5% or more. 7.5% are down 4.5% or more.
0.1% are up 3.5% or more. 14.6% are down 3.5% or more.
29.8% are between +1% and -1%.

RSI on DAILY (20170321 Closing)
2-day: >=95:1.5%…>=90:3.2%…>=80:5.2%…>=50:11.5%…<=20:64.6%…<=10:40.4%…<=5:20.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:24.1%…<=20:4.8%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:31.3%…<=20:0.2%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170321 Closing)
2.9% above previous 1 highs, 73.4% below previous 1 lows
1.5% above previous 2 highs, 66.8% below previous 2 lows
1.1% above previous 3 highs, 62.3% below previous 3 lows
1.1% above previous 4 highs, 48.4% below previous 4 lows
1.1% above previous 5 highs, 38.0% below previous 5 lows
0.9% above previous 6 highs, 36.9% below previous 6 lows
0.9% above previous 7 highs, 34.3% below previous 7 lows
0.9% above previous 8 highs, 30.5% below previous 8 lows
0.9% above previous 9 highs, 29.1% below previous 9 lows
0.8% above previous 10 highs, 28.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170321 Closing)
9.3% are above or equal to 3/20 close (1 days ago), 90.7% are below.
12.1% are above or equal to 3/17 close (2 days ago), 87.9% are below.
17.5% are above or equal to 3/16 close (3 days ago), 82.5% are below.
17.6% are above or equal to 3/15 close (4 days ago), 82.4% are below.
41.4% are above or equal to 3/14 close (5 days ago), 58.6% are below.
31.7% are above or equal to 3/13 close (6 days ago), 68.3% are below.
36.9% are above or equal to 3/10 close (7 days ago), 63.1% are below.
45.2% are above or equal to 3/9 close (8 days ago), 54.8% are below.
39.6% are above or equal to 3/8 close (9 days ago), 60.4% are below.
33.1% are above or equal to 3/7 close (10 days ago), 66.9% are below.
30.5% are above or equal to 3/6 close (11 days ago), 69.5% are below.
25.9% are above or equal to 3/3 close (12 days ago), 74.1% are below.
25.6% are above or equal to 3/2 close (13 days ago), 74.4% are below.
21.5% are above or equal to 3/1 close (14 days ago), 78.5% are below.
30.5% are above or equal to 2/28 close (15 days ago), 69.5% are below.
26.5% are above or equal to 2/27 close (16 days ago), 73.5% are below.
26.4% are above or equal to 2/24 close (17 days ago), 73.6% are below.
28.8% are above or equal to 2/23 close (18 days ago), 71.2% are below.
28.1% are above or equal to 2/22 close (19 days ago), 71.9% are below.
26.6% are above or equal to 2/21 close (20 days ago), 73.4% are below.
31.7% are above or equal to 2/17 close (21 days ago), 68.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170321 Closing)
20d: 7.5% new highs, 26.9% new lows
21d: 7.4% new highs, 25.8% new lows
42d: 6.3% new highs, 12.8% new lows
63d: 5.8% new highs, 10.7% new lows
126d: 4.7% new highs, 2.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170321 Closing)
2-day: 8.7% above, 91.3% below
3-day: 9.6% above, 90.4% below
4-day: 12.0% above, 88.0% below
5-day: 13.6% above, 86.4% below
8-day: 22.9% above, 77.1% below
10-day: 26.2% above, 73.8% below
20-day: 24.6% above, 75.4% below
50-day: 40.8% above, 59.2% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170321 Closing)
REAL(102): -0.53% Top=STOR TWO O AIV WRI NNN ARE AMT ….. HST RLJ CBL PEB ALLY CYS LHO SC=Bottom (Real Estate)
LEIS(36): -1.03% Top=CMG DNKN MAR WYNN CCL DPZ BLMN MCD ….. WYN WEN MTN LVS STAY H LQ GPRO=Bottom (Leisure)
HEAL(43): -1.42% Top=BAX PKI TVTY SYK UNH STE ANTM ABT ….. DVA HLS ACHC MD IRWD DXCM THC CYH=Bottom (Health)
CONS(51): -1.46% Top=CHD CLX EL PG CRI KMB CL NWL ….. BERY SON UAA PKG WRK WWW COTY KATE=Bottom (Consumer)
MATE(27): -1.62% Top=JELD WM VMC OC MLM WY RSG SUM ….. MAS DAR TPH LEN USG EME PWR MDR=Bottom (Materials & Construction)
COHW(40): -1.64% Top=BCE WIN VRSN VZ CCI VSAT MSI COMM ….. BBRY CDW PANW STX SSYS INFN UBNT WDC=Bottom (Computer Hardware/Telecom)
INSU(30): -1.64% Top=AFSI FNF PGR AON TRV FAF WLTW AXS ….. AGO TMK MBI RDN PRU MTG UNM LNC=Bottom (Insurance)
RETA(59): -1.71% Top=SFM GME CASY TIF WFM TJX WMT BURL ….. PIR M BBY CHS AN BLDR TSCO TLRD=Bottom (Retail & Specialty Retail)
ENER(90): -1.74% Top=FTI GEL DO OII NFG CVX MDU MMP ….. QEP PBF LPI CRC CRZO WLL CVI REN=Bottom (Energy)
MANU(34): -1.80% Top=BWXT DHR MWA HON PH ROP ROK MHK ….. RS ATI CFX ITT KMT DDD TEX CAT=Bottom (Manufacturing)
DISV(43): -1.86% Top=SBAC G CNDT RBA INFO CTAS FISV RHI ….. AL ACM CXW WTW URI RRD YY CAR=Bottom (Diversified Services)
COSW(77): -2.13% Top=MDRX CERN DOX ACN TRI CMCM EQIX CHKP ….. NTES SQ WDAY JD NOW ATHM VIPS TWLO=Bottom (Computer Software/Internet)
TRAN(24): -2.14% Top=FDX UPS CHRW CNI EXPD SWFT UNP JBHT ….. DAL ALK NSC LUV AAL UAL GWR XPO=Bottom (Transportation)
CHEM(25): -2.18% Top=IFF MON PPG PX VSM AGU POT SHW ….. RPM CF FMC WLK OLN HUN PAH CC=Bottom (Chemicals/Fertilizers)
META(30): -2.48% Top=PAAS AGI AEM GG RGLD ABX SSRI NEM ….. AA NUE STLD FMSA X CLF AKS SND=Bottom (Metals & Mining)
ELEC(47): -2.65% Top=WAT PI OCLR BRKR FTV KLAC INTC SNPS ….. AMD FSLR AMBA MXL KEYS SPWR AMKR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(94): -3.53% Top=APO EFX WU CLNS TWNK KCG TROW CBOE ….. PB EWBC TCB BOFI OZRK WAL PACW SIVB=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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