daytrend

03/22/2017

Filed under: Market Stats — daytrend @ 3:14 pm

Closing Stats
by daytrend on 20170322. 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 (20170322 Closing)
4.7% of stocks are above yesterday’s high.
21.2% are above yesterday’s midpoint. (78.8% are below.)
23.8% are below yesterday’s low.
71.5% are inside yesterday’s range.
10.0% of stocks with today’s high > yesterday’s high. (90.0% less than).
80.8% of stocks with today’s low < yesterday’s low. (19.2% greater than).

EVIDENCE OF INTRADAY TREND (20170322 Closing)
64.4% of stocks are above today’s open. (34.7% are below).
54.3% of stocks are above today’s open and yesterday’s close.
30.0% are below both.
1.5% of stocks opened above yesterday’s high.
34.0% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
25.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170322 Closing)
21.0% of stocks are in the top 10% of today’s range.
39.6% are in the top 20%.
75.4% are in the top half. 24.6% of stocks are in the bottom half of today’s range.
3.8% are in the bottom 20%.
0.7% are in the bottom 10%.

GAIN (20170322 Closing)
59.9% of stocks are above yesterday’s close. (40.1% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.7% are up 3.5% or more. 1.2% are down 3.5% or more.
67.4% are between +1% and -1%.

RSI on DAILY (20170322 Closing)
2-day: >=95:2.5%…>=90:3.6%…>=80:7.3%…>=50:25.9%…<=20:41.2%…<=10:26.5%…<=5:14.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.2%…>=50:30.9%…<=20:4.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:36.3%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170322 Closing)
4.7% above previous 1 highs, 23.8% below previous 1 lows
3.5% above previous 2 highs, 22.1% below previous 2 lows
3.1% above previous 3 highs, 20.8% below previous 3 lows
2.5% above previous 4 highs, 20.1% below previous 4 lows
2.5% above previous 5 highs, 17.3% below previous 5 lows
2.5% above previous 6 highs, 13.3% below previous 6 lows
2.3% above previous 7 highs, 12.6% below previous 7 lows
2.2% above previous 8 highs, 11.9% below previous 8 lows
2.1% above previous 9 highs, 10.7% below previous 9 lows
1.6% above previous 10 highs, 10.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170322 Closing)
59.9% are above or equal to 3/21 close (1 days ago), 40.1% are below.
16.0% are above or equal to 3/20 close (2 days ago), 84.0% are below.
15.5% are above or equal to 3/17 close (3 days ago), 84.5% are below.
21.4% are above or equal to 3/16 close (4 days ago), 78.6% are below.
22.2% are above or equal to 3/15 close (5 days ago), 77.8% are below.
42.5% are above or equal to 3/14 close (6 days ago), 57.5% are below.
34.9% are above or equal to 3/13 close (7 days ago), 65.1% are below.
40.4% are above or equal to 3/10 close (8 days ago), 59.6% are below.
47.2% are above or equal to 3/9 close (9 days ago), 52.8% are below.
42.5% are above or equal to 3/8 close (10 days ago), 57.5% are below.
36.6% are above or equal to 3/7 close (11 days ago), 63.4% are below.
32.9% are above or equal to 3/6 close (12 days ago), 67.1% are below.
28.8% are above or equal to 3/3 close (13 days ago), 71.2% are below.
28.6% are above or equal to 3/2 close (14 days ago), 71.4% are below.
23.1% are above or equal to 3/1 close (15 days ago), 76.9% are below.
33.7% are above or equal to 2/28 close (16 days ago), 66.3% are below.
28.3% are above or equal to 2/27 close (17 days ago), 71.7% are below.
29.8% are above or equal to 2/24 close (18 days ago), 70.2% are below.
31.7% are above or equal to 2/23 close (19 days ago), 68.3% are below.
30.0% are above or equal to 2/22 close (20 days ago), 70.0% are below.
29.6% are above or equal to 2/21 close (21 days ago), 70.4% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170322 Closing)
20d: 1.6% new highs, 33.2% new lows
21d: 1.6% new highs, 32.4% new lows
42d: 1.6% new highs, 17.8% new lows
63d: 1.6% new highs, 15.1% new lows
126d: 1.4% new highs, 4.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170322 Closing)
2-day: 58.7% above, 41.3% below
3-day: 26.4% above, 73.6% below
4-day: 19.7% above, 80.3% below
5-day: 20.3% above, 79.7% below
8-day: 25.0% above, 75.0% below
10-day: 29.1% above, 70.9% below
20-day: 29.3% above, 70.7% below
50-day: 42.6% above, 57.4% below
200-day: 64.8% above, 35.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170322 Closing)
META(30): 1.05% Top=SLW TECK AKS STLD X FCX SND CENX ….. NEM CDE ARNC TAHO AG AGI SSRI FNV=Bottom (Metals & Mining)
ELEC(47): 0.72% Top=HIMX CAVM NVDA AMD SIMO AMKR GLW OCLR ….. IDTI GRMN AMBA CY XPER KEYS PI CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
TRAN(24): 0.56% Top=UAL FDX XPO CSX LUV ALK SAVE CNI ….. ODFL JBHT UPS WAB AAL CHRW GWR TRN=Bottom (Transportation)
LEIS(36): 0.54% Top=MAR BLMN CMG STAY WEN HLT RCL H ….. SIX MGM EAT YUM GPRO HGV BYD SEAS=Bottom (Leisure)
CHEM(25): 0.45% Top=CC FMC PAH HUN OLN IFF SHW ALB ….. RPM WLK PPG DOW DD CF AXTA TROX=Bottom (Chemicals/Fertilizers)
COSW(77): 0.44% Top=TWTR TTD CMCM SYMC TTWO CHKP VIPS RHT ….. TRIP ATHM SABR BIDU BITA NUAN TWLO MDRX=Bottom (Computer Software/Internet)
RETA(59): 0.40% Top=RH PIR CHS BBY TLRD AEO SIG BURL ….. CASY BLDR GNC SPLS GES LB ANF FINL=Bottom (Retail & Specialty Retail)
COHW(39): 0.36% Top=ACIA WDC UBNT ANET FNSR INFN VIAV BCE ….. T TDS PSTG LVLT GOGO CTL VG SSYS=Bottom (Computer Hardware/Telecom)
MATE(27): 0.36% Top=MDR MLM SUM PWR FAST DAR VMC EME ….. TPH USG PHM TOL SRCL DHI LEN CAA=Bottom (Materials & Construction)
MANU(34): 0.25% Top=XYL ATI MRC BWXT SWK DCI ETN CMI ….. CAT HON DOV TEX MHK KMT MWA DDD=Bottom (Manufacturing)
HEAL(43): 0.25% Top=CYH PRAH CNC PRXL A IRWD ALGN RMD ….. BKD THC MOH AET MD ACHC DVA TVTY=Bottom (Health)
DISV(44): 0.18% Top=WTW CXW VNTV TAL MYGN FLT ACM RBA ….. AL SCI INFO MAN CAR FDC AMN RRD=Bottom (Diversified Services)
FINA(94): -0.01% Top=BOFI YRD FII KKR APO KEY LAZ EFX ….. SBNY OMF BKU MS CBSH TWNK VOYA ATH=Bottom (Banks/Financials)
CONS(51): -0.15% Top=SKX WRK OI BC KATE SON PKG TUP ….. FL FOSL PBI WHR PAY PVH TPX NKE=Bottom (Consumer)
REAL(102): -0.16% Top=GEO VTR DFT PEB HCP MPW OHI AMH ….. GGP AKR OUT DDR KRG WPG PEI CBL=Bottom (Real Estate)
INSU(30): -0.17% Top=FNF AFSI XL MMC AFL TRV AJG HIG ….. AGO RDN L PGR AIG CNO MTG MBI=Bottom (Insurance)
ENER(90): -0.60% Top=CVE ETP ATW VVV DK SXL PBF MDU ….. CLR RES NBR QEP RICE OAS WLL CRC=Bottom (Energy)

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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