daytrend

03/23/2017

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

Closing Stats
by daytrend on 20170323. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 855.

CAUTION: Refresh the browser if the time on the top line of this post is not current.

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

COMPARED TO YESTERDAY’S RANGE (20170323 Closing)
29.6% of stocks are above yesterday’s high.
72.0% are above yesterday’s midpoint. (28.0% are below.)
8.0% are below yesterday’s low.
62.5% are inside yesterday’s range.
76.4% of stocks with today’s high > yesterday’s high. (23.6% less than).
18.5% of stocks with today’s low < yesterday’s low. (81.5% greater than).

EVIDENCE OF INTRADAY TREND (20170323 Closing)
60.9% of stocks are above today’s open. (37.7% are below).
54.6% of stocks are above today’s open and yesterday’s close.
33.3% are below both.
8.2% of stocks opened above yesterday’s high.
34.6% of stocks opened above yesterday’s close. (58.4% opened below yesterday’s close).
2.3% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170323 Closing)
2.0% of stocks are in the top 10% of today’s range.
5.6% are in the top 20%.
40.6% are in the top half. 59.4% of stocks are in the bottom half of today’s range.
19.5% are in the bottom 20%.
8.1% are in the bottom 10%.

GAIN (20170323 Closing)
60.7% of stocks are above yesterday’s close. (39.3% are below.)
0.4% are up 4.5% or more. 0.5% are down 4.5% or more.
1.1% are up 3.5% or more. 0.9% are down 3.5% or more.
74.5% are between +1% and -1%.

RSI on DAILY (20170323 Closing)
2-day: >=95:2.3%…>=90:4.3%…>=80:9.0%…>=50:42.0%…<=20:23.4%…<=10:14.5%…<=5:8.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.9%…>=50:34.5%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:38.7%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170323 Closing)
29.6% above previous 1 highs, 8.0% below previous 1 lows
6.1% above previous 2 highs, 7.0% below previous 2 lows
4.8% above previous 3 highs, 6.5% below previous 3 lows
4.2% above previous 4 highs, 6.2% below previous 4 lows
4.0% above previous 5 highs, 6.0% below previous 5 lows
4.0% above previous 6 highs, 5.4% below previous 6 lows
3.9% above previous 7 highs, 4.3% below previous 7 lows
3.9% above previous 8 highs, 4.3% below previous 8 lows
3.9% above previous 9 highs, 4.2% below previous 9 lows
3.6% above previous 10 highs, 3.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170323 Closing)
60.7% are above or equal to 3/22 close (1 days ago), 39.3% are below.
63.7% are above or equal to 3/21 close (2 days ago), 36.3% are below.
20.8% are above or equal to 3/20 close (3 days ago), 79.2% are below.
19.6% are above or equal to 3/17 close (4 days ago), 80.4% are below.
25.6% are above or equal to 3/16 close (5 days ago), 74.4% are below.
26.1% are above or equal to 3/15 close (6 days ago), 73.9% are below.
46.9% are above or equal to 3/14 close (7 days ago), 53.1% are below.
37.8% are above or equal to 3/13 close (8 days ago), 62.2% are below.
41.4% are above or equal to 3/10 close (9 days ago), 58.6% are below.
48.2% are above or equal to 3/9 close (10 days ago), 51.8% are below.
43.4% are above or equal to 3/8 close (11 days ago), 56.6% are below.
38.6% are above or equal to 3/7 close (12 days ago), 61.4% are below.
34.4% are above or equal to 3/6 close (13 days ago), 65.6% are below.
30.2% are above or equal to 3/3 close (14 days ago), 69.8% are below.
30.1% are above or equal to 3/2 close (15 days ago), 69.9% are below.
24.3% are above or equal to 3/1 close (16 days ago), 75.7% are below.
33.1% are above or equal to 2/28 close (17 days ago), 66.9% are below.
29.1% are above or equal to 2/27 close (18 days ago), 70.9% are below.
31.0% are above or equal to 2/24 close (19 days ago), 69.0% are below.
33.1% are above or equal to 2/23 close (20 days ago), 66.9% are below.
31.1% are above or equal to 2/22 close (21 days ago), 68.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170323 Closing)
20d: 4.3% new highs, 6.3% new lows
21d: 4.2% new highs, 6.0% new lows
42d: 3.5% new highs, 3.5% new lows
63d: 3.4% new highs, 2.9% new lows
126d: 2.5% new highs, 0.8% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170323 Closing)
2-day: 59.4% above, 40.6% below
3-day: 63.7% above, 36.3% below
4-day: 38.1% above, 61.9% below
5-day: 30.4% above, 69.6% below
8-day: 31.0% above, 69.0% below
10-day: 33.3% above, 66.7% below
20-day: 31.7% above, 68.3% below
50-day: 43.9% above, 56.1% below
200-day: 64.6% above, 35.4% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170323 Closing)
CHEM(25): 0.64% Top=CC HUN DD DOW PAH OLN TROX MOS ….. EMN VSM CE RPM ALB MON SHW IFF=Bottom (Chemicals/Fertilizers)
CONS(51): 0.64% Top=PVH NKE TUP FOSL WWW VFC RL PAY ….. GT KATE PG EPC SKX NWL KS UAA=Bottom (Consumer)
REAL(103): 0.52% Top=CBL PEI KRG QTS SLG MPW KIM GOV ….. STOR LHO SRC ALLY UNIT NRZ IVR SC=Bottom (Real Estate)
LEIS(36): 0.43% Top=BYD HGV LQ SONC HLT MAR EAT MTN ….. CMG MGM DRI LVS EXPE WYNN DNKN YUMC=Bottom (Leisure)
FINA(94): 0.36% Top=YRD HBAN SLM UMBF STI ATH LAZ SIVB ….. TWNK KCG APO FII CLNS TROW EFX WETF=Bottom (Banks/Financials)
INSU(30): 0.32% Top=AFSI MTG ORI LNC MBI CNO UNM MET ….. ALL AON BRO XL HIG FNF PGR TRV=Bottom (Insurance)
RETA(60): 0.24% Top=FINL PIR SHLD GES BABA ANF KORS URBN ….. JWN BBY ROST AN W ETSY GNC WFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.24% Top=KBH MAS WY DHI DAR USG CAA MLM ….. JELD EXP SRCL RYN WM RSG MDR FAST=Bottom (Materials & Construction)
MANU(34): 0.18% Top=DDD MRC TEX DCI MHK AOS SWK KMT ….. EMR ITW AGCO ROK ATI ROP XYL RS=Bottom (Manufacturing)
COHW(39): 0.04% Top=ARRS S SSYS INFN WDC COMM CCI BBRY ….. CSCO CIEN ZAYO JNPR CTL VG ACIA GOGO=Bottom (Computer Hardware/Telecom)
DISV(44): 0.02% Top=WTW RBA CTAS RRD KBR SBAC AL MCO ….. YY MAN ULTA PAYX SERV HRB CAR AMN=Bottom (Diversified Services)
COSW(77): -0.02% Top=FEYE TRIP BITA JD CSC VEEV CSRA CTXS ….. NTNX GRUB MTCH YELP PTC TTD ACN PFPT=Bottom (Computer Software/Internet)
ELEC(47): -0.03% Top=KEYS CREE CY MXL CGNX AMKR GRMN SPWR ….. ADI NVDA FSLR MCHP OCLR AYI AMD CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(44): -0.08% Top=THC CYH BKD EW VWR DVA HCA PKI ….. TVTY ZBH UNH DXCM IART MOH OPK CNC=Bottom (Health)
TRAN(24): -0.10% Top=AAL ALK TRN CNI UAL CP JBLU DAL ….. CHRW CSX UPS JBHT SWFT NSC XPO FDX=Bottom (Transportation)
ENER(90): -0.17% Top=EEP RICE COG SWN EGN WPZ SPN BAS ….. FANG HFC QEP CRC FTI BHI MRO SN=Bottom (Energy)
META(30): -0.21% Top=CMC SLCA CNX CCJ CDE FNV SND FMSA ….. TECK NUE X AKS SSRI CLF CENX SLW=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/

Advertisements

Leave a Comment »

No comments yet.

RSS feed for comments on this post. TrackBack URI

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Blog at WordPress.com.

%d bloggers like this: