daytrend

03/27/2017

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

Closing Stats
by daytrend on 20170327. 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 (20170327 Closing)
12.4% of stocks are above yesterday’s high.
32.2% are above yesterday’s midpoint. (67.8% are below.)
29.7% are below yesterday’s low.
57.8% are inside yesterday’s range.
22.0% of stocks with today’s high > yesterday’s high. (78.0% less than).
88.9% of stocks with today’s low < yesterday’s low. (11.1% greater than).

EVIDENCE OF INTRADAY TREND (20170327 Closing)
80.1% of stocks are above today’s open. (19.1% are below).
41.5% of stocks are above today’s open and yesterday’s close.
17.8% are below both.
2.6% of stocks opened above yesterday’s high.
5.7% of stocks opened above yesterday’s close. (93.4% opened below yesterday’s close).
71.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170327 Closing)
23.0% of stocks are in the top 10% of today’s range.
51.3% are in the top 20%.
82.1% are in the top half. 17.9% of stocks are in the bottom half of today’s range.
5.2% are in the bottom 20%.
1.8% are in the bottom 10%.

GAIN (20170327 Closing)
44.7% of stocks are above yesterday’s close. (55.3% are below.)
0.7% are up 4.5% or more. 0.4% are down 4.5% or more.
1.5% are up 3.5% or more. 0.7% are down 3.5% or more.
69.1% are between +1% and -1%.

RSI on DAILY (20170327 Closing)
2-day: >=95:3.4%…>=90:7.5%…>=80:16.6%…>=50:40.3%…<=20:34.0%…<=10:19.8%…<=5:9.7%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:33.6%…<=20:2.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:36.5%…<=20:0.1%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170327 Closing)
12.4% above previous 1 highs, 29.7% below previous 1 lows
9.7% above previous 2 highs, 21.2% below previous 2 lows
8.5% above previous 3 highs, 13.3% below previous 3 lows
5.0% above previous 4 highs, 13.0% below previous 4 lows
4.1% above previous 5 highs, 12.8% below previous 5 lows
3.6% above previous 6 highs, 12.3% below previous 6 lows
3.3% above previous 7 highs, 11.9% below previous 7 lows
3.2% above previous 8 highs, 11.0% below previous 8 lows
3.2% above previous 9 highs, 8.9% below previous 9 lows
3.0% above previous 10 highs, 8.7% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170327 Closing)
44.7% are above or equal to 3/24 close (1 days ago), 55.3% are below.
41.7% are above or equal to 3/23 close (2 days ago), 58.3% are below.
47.9% are above or equal to 3/22 close (3 days ago), 52.1% are below.
51.8% are above or equal to 3/21 close (4 days ago), 48.2% are below.
24.1% are above or equal to 3/20 close (5 days ago), 75.9% are below.
22.4% are above or equal to 3/17 close (6 days ago), 77.6% are below.
26.0% are above or equal to 3/16 close (7 days ago), 74.0% are below.
25.9% are above or equal to 3/15 close (8 days ago), 74.1% are below.
44.6% are above or equal to 3/14 close (9 days ago), 55.4% are below.
37.0% are above or equal to 3/13 close (10 days ago), 63.0% are below.
39.5% are above or equal to 3/10 close (11 days ago), 60.5% are below.
44.7% are above or equal to 3/9 close (12 days ago), 55.3% are below.
40.3% are above or equal to 3/8 close (13 days ago), 59.7% are below.
38.1% are above or equal to 3/7 close (14 days ago), 61.9% are below.
34.8% are above or equal to 3/6 close (15 days ago), 65.2% are below.
30.4% are above or equal to 3/3 close (16 days ago), 69.6% are below.
29.5% are above or equal to 3/2 close (17 days ago), 70.5% are below.
24.8% are above or equal to 3/1 close (18 days ago), 75.2% are below.
34.3% are above or equal to 2/28 close (19 days ago), 65.7% are below.
28.7% are above or equal to 2/27 close (20 days ago), 71.3% are below.
31.1% are above or equal to 2/24 close (21 days ago), 68.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170327 Closing)
20d: 3.0% new highs, 34.7% new lows
21d: 2.8% new highs, 33.3% new lows
42d: 2.3% new highs, 21.0% new lows
63d: 2.2% new highs, 16.6% new lows
126d: 1.4% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170327 Closing)
2-day: 42.6% above, 57.4% below
3-day: 41.2% above, 58.8% below
4-day: 43.0% above, 57.0% below
5-day: 46.3% above, 53.7% below
8-day: 30.0% above, 70.0% below
10-day: 30.3% above, 69.7% below
20-day: 32.4% above, 67.6% below
50-day: 42.2% above, 57.8% below
200-day: 64.3% above, 35.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170327 Closing)
HEAL(43): 0.96% Top=HCA ACHC BKD OPK UHS MOH PRAH CNC ….. DGX HRC UNH ZBH ANTM BAX AET STE=Bottom (Health)
META(30): 0.70% Top=TECK CENX CDE SSRI AG FNV TAHO RGLD ….. AKS CMC FMSA SLCA X SCCO SND FCX=Bottom (Metals & Mining)
CHEM(26): 0.51% Top=PAH DOW PX DD HUN EMN AXTA TROX ….. POT VSM OLN PPG SHW MOS IFF WLK=Bottom (Chemicals/Fertilizers)
RETA(59): 0.41% Top=SHLD DSW BBY FINL ETSY W ANF SIG ….. ROST KMX AAP SPLS SBH WFM DKS BID=Bottom (Retail & Specialty Retail)
COSW(76): 0.29% Top=MDRX SQ TTD VEEV CERN SHOP PFPT ATHM ….. AKAM MSCI EQIX TWTR INTU ADSK CSRA CMCM=Bottom (Computer Software/Internet)
ELEC(47): 0.20% Top=PI CY AMBA AMKR HIMX CSIQ SPWR QRVO ….. AYI XLNX KEYS MRVL ON XPER BRKR OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
LEIS(37): 0.16% Top=BYD MGM WYNN LVS GPRO SONC PNRA YUMC ….. TXRH HLT HGV JACK DRI STAY BLMN LQ=Bottom (Leisure)
TRAN(24): 0.09% Top=JBLU KSU UAL SAVE LUV GWR CNI NSC ….. CSX UPS EXPD FDX CHRW SWFT WAB TRN=Bottom (Transportation)
COHW(39): -0.09% Top=VIAV SSYS ACIA FNSR WDC MSI TDC ANET ….. TDS CTL VSAT STX GOGO VZ CDW S=Bottom (Computer Hardware/Telecom)
INSU(30): -0.10% Top=FAF AON MBI XL HIG TRV AJG AIG ….. TMK AXS LNC CLGX MET UNM PRU AGO=Bottom (Insurance)
CONS(51): -0.12% Top=COH WWW FOSL KATE VFC UAA PAY RL ….. COTY BERY KS PKG BC WRK ELF SEE=Bottom (Consumer)
MATE(27): -0.18% Top=WY USG MDR SUM DAR EME RYN TPH ….. SRCL WM RSG OC MAS KBH FAST JELD=Bottom (Materials & Construction)
ENER(90): -0.22% Top=SM RICE NFX CVI PBF OAS GPOR MUR ….. SPN NBR REN ETE HAL BAS PTEN FRAC=Bottom (Energy)
DISV(45): -0.39% Top=AMN WTW HRB SERV KBR R SCI CNDT ….. MCO YY PAYX LDOS BAH RHI RRD TAL=Bottom (Diversified Services)
MANU(35): -0.39% Top=FLS CFX DDD PNR AOS MHK AME SWK ….. KMT MWA RS AGCO TEX ATI DE MRC=Bottom (Manufacturing)
FINA(93): -0.47% Top=SLM PVTB STT TWNK BOFI LM WDR NYCB ….. CFR SYF WAL FHB WBS COF MS KKR=Bottom (Banks/Financials)
REAL(102): -0.78% Top=ARI CYS SNH NLY STWD CIM HCN TWO ….. DFT KRC ALLY PLD RLGY KIM BRX WRI=Bottom (Real Estate)

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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