daytrend

03/24/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170324. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 854.

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

COMPARED TO YESTERDAY’S RANGE (20170324 Closing)
11.8% of stocks are above yesterday’s high.
41.1% are above yesterday’s midpoint. (58.9% are below.)
20.7% are below yesterday’s low.
67.4% are inside yesterday’s range.
46.1% of stocks with today’s high > yesterday’s high. (53.9% less than).
42.5% of stocks with today’s low < yesterday’s low. (57.5% greater than).

EVIDENCE OF INTRADAY TREND (20170324 Closing)
31.1% of stocks are above today’s open. (66.9% are below).
29.0% of stocks are above today’s open and yesterday’s close.
50.9% are below both.
6.4% of stocks opened above yesterday’s high.
76.9% of stocks opened above yesterday’s close. (17.6% opened below yesterday’s close).
2.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170324 Closing)
0.9% of stocks are in the top 10% of today’s range.
4.2% are in the top 20%.
26.5% are in the top half. 73.5% of stocks are in the bottom half of today’s range.
21.8% are in the bottom 20%.
7.3% are in the bottom 10%.

GAIN (20170324 Closing)
46.7% of stocks are above yesterday’s close. (53.3% are below.)
1.1% are up 4.5% or more. 0.5% are down 4.5% or more.
1.4% are up 3.5% or more. 1.1% are down 3.5% or more.
78.2% are between +1% and -1%.

RSI on DAILY (20170324 Closing)
2-day: >=95:2.5%…>=90:5.4%…>=80:13.8%…>=50:42.2%…<=20:27.2%…<=10:14.9%…<=5:8.3%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:34.4%…<=20:1.9%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:37.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170324 Closing)
11.8% above previous 1 highs, 20.7% below previous 1 lows
10.7% above previous 2 highs, 12.2% below previous 2 lows
5.3% above previous 3 highs, 11.6% below previous 3 lows
4.7% above previous 4 highs, 11.0% below previous 4 lows
3.9% above previous 5 highs, 10.7% below previous 5 lows
3.3% above previous 6 highs, 10.3% below previous 6 lows
3.3% above previous 7 highs, 9.4% below previous 7 lows
3.3% above previous 8 highs, 7.7% below previous 8 lows
3.2% above previous 9 highs, 7.4% below previous 9 lows
2.9% above previous 10 highs, 7.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20170324 Closing)
46.7% are above or equal to 3/23 close (1 days ago), 53.3% are below.
53.7% are above or equal to 3/22 close (2 days ago), 46.3% are below.
56.7% are above or equal to 3/21 close (3 days ago), 43.3% are below.
23.9% are above or equal to 3/20 close (4 days ago), 76.1% are below.
23.1% are above or equal to 3/17 close (5 days ago), 76.9% are below.
26.2% are above or equal to 3/16 close (6 days ago), 73.8% are below.
26.1% are above or equal to 3/15 close (7 days ago), 73.9% are below.
46.4% are above or equal to 3/14 close (8 days ago), 53.6% are below.
36.1% are above or equal to 3/13 close (9 days ago), 63.9% are below.
40.5% are above or equal to 3/10 close (10 days ago), 59.5% are below.
47.4% are above or equal to 3/9 close (11 days ago), 52.6% are below.
43.7% are above or equal to 3/8 close (12 days ago), 56.3% are below.
37.2% are above or equal to 3/7 close (13 days ago), 62.8% are below.
33.7% are above or equal to 3/6 close (14 days ago), 66.3% are below.
29.2% are above or equal to 3/3 close (15 days ago), 70.8% are below.
29.6% are above or equal to 3/2 close (16 days ago), 70.4% are below.
25.2% are above or equal to 3/1 close (17 days ago), 74.8% are below.
33.3% are above or equal to 2/28 close (18 days ago), 66.7% are below.
29.3% are above or equal to 2/27 close (19 days ago), 70.7% are below.
30.7% are above or equal to 2/24 close (20 days ago), 69.3% are below.
32.0% are above or equal to 2/23 close (21 days ago), 68.0% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170324 Closing)
20d: 5.9% new highs, 8.8% new lows
21d: 5.3% new highs, 8.7% new lows
42d: 4.0% new highs, 5.0% new lows
63d: 3.7% new highs, 4.3% new lows
126d: 3.0% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170324 Closing)
2-day: 44.6% above, 55.4% below
3-day: 51.9% above, 48.1% below
4-day: 55.2% above, 44.8% below
5-day: 40.3% above, 59.7% below
8-day: 28.6% above, 71.4% below
10-day: 34.1% above, 65.9% below
20-day: 32.0% above, 68.0% below
50-day: 42.7% above, 57.3% below
200-day: 64.5% above, 35.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170324 Closing)
HEAL(44): 1.49% Top=CYH DXCM THC ACHC CNC MOH HCA PRAH ….. PKI VAR UNH A TMO AET VWR ANTM=Bottom (Health)
ELEC(47): 0.37% Top=OCLR CY HIMX XPER CREE LRCX ON FTV ….. WAT AMD GRMN FSLR KEYS AYI SPWR CSIQ=Bottom (Electronics/Semis/Equip/Materials/Solar)
COSW(76): 0.29% Top=MDRX BITA SINA CERN SHOP WDAY ZEN COTV ….. ATHM SYMC BIDU ANSS TSS YELP ACN TTD=Bottom (Computer Software/Internet)
LEIS(36): 0.13% Top=SEAS SBUX SIX BLMN JACK YUM EXPE EAT ….. LQ H YUMC GPRO DPZ RCL MGM DNKN=Bottom (Leisure)
COHW(39): 0.11% Top=WDC FNSR COMM TMUS ANET ACIA CCI S ….. HRS VIAV BBRY VSAT CDW VG PSTG GOGO=Bottom (Computer Hardware/Telecom)
REAL(103): 0.06% Top=CBL RLGY HR PEI WPG HTA AKR GLPI ….. BXP CLI OFC DLR VNO IVR PSA CBG=Bottom (Real Estate)
CONS(51): -0.01% Top=SKX UAA PVH NKE GIL KATE LULU ELF ….. BLL IP WRK CCK SEE PKG KS GPK=Bottom (Consumer)
INSU(30): -0.07% Top=AFSI MBI WLTW AJG BRO FNF TMK AON ….. TRV HIG ORI UNM L MTG AIG CINF=Bottom (Insurance)
FINA(93): -0.09% Top=CIT WFC PBCT CLNS YRD TCB HBAN WAL ….. BKU KCG NTRS EV WBS WDR GS OMF=Bottom (Banks/Financials)
TRAN(24): -0.13% Top=SAVE AAL ALK UAL LUV CSX KSU DAL ….. CHRW UPS FDX JBHT ODFL TRN XPO SWFT=Bottom (Transportation)
ENER(90): -0.21% Top=ETE WPX RICE GPOR RRC OKS OAS COG ….. VLO NBR PTEN REN SPN FRAC DK BAS=Bottom (Energy)
DISV(45): -0.23% Top=TAL ZTO MYGN ILG FDC SERV MA ADS ….. CNDT RHI JEC ACM HRB KBR LKSD CXW=Bottom (Diversified Services)
MANU(34): -0.42% Top=XYL DDD GE TEX ETN DOV AME AOS ….. IR BWXT AGCO FLS MWA CMI MHK CFX=Bottom (Manufacturing)
MATE(27): -0.50% Top=KBH TPH LEN CAA RYN PHM TOL SRCL ….. PWR WY WCN EXP SUM VMC FLR MLM=Bottom (Materials & Construction)
RETA(60): -0.62% Top=SHLD TLRD KORS JWN MIK DLTR ANF DSW ….. WFM LL WSM CASY LB PIR GME FINL=Bottom (Retail & Specialty Retail)
META(30): -0.74% Top=TAHO SND FMSA SLCA SCCO TECK AGI CNX ….. STLD AA NUE CLF PAAS X CMC AKS=Bottom (Metals & Mining)
CHEM(25): -0.86% Top=MON VSM SHW OLN POT ALB FMC PAH ….. EMN DOW DD HUN IFF AXTA APD TROX=Bottom (Chemicals/Fertilizers)

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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