daytrend

03/28/2017

Filed under: Market Stats — daytrend @ 3:11 pm

Closing Stats
by daytrend on 20170328. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 850.

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

COMPARED TO YESTERDAY’S RANGE (20170328 Closing)
61.2% of stocks are above yesterday’s high.
86.9% are above yesterday’s midpoint. (13.1% are below.)
2.1% are below yesterday’s low.
36.7% are inside yesterday’s range.
78.1% of stocks with today’s high > yesterday’s high. (21.9% less than).
16.8% of stocks with today’s low < yesterday’s low. (83.2% greater than).

EVIDENCE OF INTRADAY TREND (20170328 Closing)
83.4% of stocks are above today’s open. (15.4% are below).
79.8% of stocks are above today’s open and yesterday’s close.
13.5% are below both.
7.6% of stocks opened above yesterday’s high.
35.4% of stocks opened above yesterday’s close. (56.6% opened below yesterday’s close).
1.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170328 Closing)
15.6% of stocks are in the top 10% of today’s range.
40.8% are in the top 20%.
84.5% are in the top half. 15.5% of stocks are in the bottom half of today’s range.
3.3% are in the bottom 20%.
1.5% are in the bottom 10%.

GAIN (20170328 Closing)
82.6% of stocks are above yesterday’s close. (17.4% are below.)
2.0% are up 4.5% or more. 0.1% are down 4.5% or more.
4.1% are up 3.5% or more. 0.2% are down 3.5% or more.
54.0% are between +1% and -1%.

RSI on DAILY (20170328 Closing)
2-day: >=95:8.1%…>=90:18.7%…>=80:41.4%…>=50:76.5%…<=20:7.9%…<=10:2.9%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.6%…>=50:47.1%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:45.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170328 Closing)
61.2% above previous 1 highs, 2.1% below previous 1 lows
32.1% above previous 2 highs, 1.4% below previous 2 lows
24.6% above previous 3 highs, 1.2% below previous 3 lows
23.1% above previous 4 highs, 1.1% below previous 4 lows
12.1% above previous 5 highs, 1.1% below previous 5 lows
10.1% above previous 6 highs, 0.8% below previous 6 lows
8.0% above previous 7 highs, 0.6% below previous 7 lows
6.9% above previous 8 highs, 0.6% below previous 8 lows
6.9% above previous 9 highs, 0.4% below previous 9 lows
6.7% above previous 10 highs, 0.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170328 Closing)
82.6% are above or equal to 3/27 close (1 days ago), 17.4% are below.
74.2% are above or equal to 3/24 close (2 days ago), 25.8% are below.
67.2% are above or equal to 3/23 close (3 days ago), 32.8% are below.
67.8% are above or equal to 3/22 close (4 days ago), 32.2% are below.
70.4% are above or equal to 3/21 close (5 days ago), 29.6% are below.
36.2% are above or equal to 3/20 close (6 days ago), 63.8% are below.
33.9% are above or equal to 3/17 close (7 days ago), 66.1% are below.
36.0% are above or equal to 3/16 close (8 days ago), 64.0% are below.
34.7% are above or equal to 3/15 close (9 days ago), 65.3% are below.
55.5% are above or equal to 3/14 close (10 days ago), 44.5% are below.
46.8% are above or equal to 3/13 close (11 days ago), 53.2% are below.
50.1% are above or equal to 3/10 close (12 days ago), 49.9% are below.
54.9% are above or equal to 3/9 close (13 days ago), 45.1% are below.
49.9% are above or equal to 3/8 close (14 days ago), 50.1% are below.
44.7% are above or equal to 3/7 close (15 days ago), 55.3% are below.
38.6% are above or equal to 3/6 close (16 days ago), 61.4% are below.
34.6% are above or equal to 3/3 close (17 days ago), 65.4% are below.
34.7% are above or equal to 3/2 close (18 days ago), 65.3% are below.
28.7% are above or equal to 3/1 close (19 days ago), 71.3% are below.
38.9% are above or equal to 2/28 close (20 days ago), 61.1% are below.
32.9% are above or equal to 2/27 close (21 days ago), 67.1% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170328 Closing)
20d: 7.3% new highs, 4.5% new lows
21d: 6.8% new highs, 4.5% new lows
42d: 5.4% new highs, 2.1% new lows
63d: 5.4% new highs, 2.0% new lows
126d: 4.1% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170328 Closing)
2-day: 81.6% above, 18.4% below
3-day: 78.7% above, 21.3% below
4-day: 75.6% above, 24.4% below
5-day: 72.1% above, 27.9% below
8-day: 57.5% above, 42.5% below
10-day: 46.9% above, 53.1% below
20-day: 42.8% above, 57.2% below
50-day: 45.1% above, 54.9% below
200-day: 66.0% above, 34.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170328 Closing)
ENER(90): 2.11% Top=REN CRC LPI QEP SM HLX ECA WLL ….. ETP WMB GPOR WPZ PBF MDU CVI DK=Bottom (Energy)
TRAN(24): 1.93% Top=UAL SWFT XPO JBLU TRN KSU LUV CSX ….. EXPD UNP GWR ALK UPS WAB DAL CHRW=Bottom (Transportation)
FINA(93): 1.47% Top=NAVI SLM TCB AMG SYF SCHW FRC WAL ….. APO NDAQ PYPL BX CBOE ARCC ATH YRD=Bottom (Banks/Financials)
CHEM(26): 1.44% Top=CC HUN TROX CF EMN WLK MOS PAH ….. POT ALB AGU GRA VSM MON CE IFF=Bottom (Chemicals/Fertilizers)
RETA(59): 1.32% Top=SHLD GME RH FINL JWN ANF KSS TLRD ….. AEO ORLY BABA CASY SBH ETSY TSCO W=Bottom (Retail & Specialty Retail)
LEIS(36): 1.27% Top=DRI CMG SONC SHAK BLMN MGM TXRH EAT ….. WYNN WYN YUMC SBUX MCD PK SIX SEAS=Bottom (Leisure)
MANU(34): 1.27% Top=ATI MRC PNR KMT RS DDD DOV PH ….. DCI HON GE FLS MHK AOS DHR MWA=Bottom (Manufacturing)
MATE(27): 1.13% Top=MDR JELD KBH TPH VMC FAST TOL MLM ….. DHI WM RSG OC EME WY DAR SRCL=Bottom (Materials & Construction)
DISV(45): 1.07% Top=FDC INFO URI ILG R AMN SERV WTW ….. LKSD G LDOS MCO SCI PAYX CXW MYGN=Bottom (Diversified Services)
INSU(30): 1.03% Top=CLGX AFSI MTG UNM MET AIG WLTW AGO ….. TRV AON HIG MMC CNO MBI FAF BRO=Bottom (Insurance)
CONS(51): 0.81% Top=SKX WRK COH ELF HBI PKG COTY TPX ….. WWW CLX WHR NWL CHD EL LULU KATE=Bottom (Consumer)
META(30): 0.50% Top=FMSA CMC SLCA SND AKS FCX STLD X ….. AG FNV ABX NEM CDE SSRI AEM GG=Bottom (Metals & Mining)
REAL(102): 0.49% Top=RLJ RLGY STOR SC PEB ALLY LHO BAM ….. STAG EQC ESRT VER SRC AMH LXP CBL=Bottom (Real Estate)
COSW(74): 0.41% Top=RHT XRX SHOP TSS ACN NCR CSRA CSC ….. MDRX CDNS SINA GRUB TWLO YELP CMCM TTD=Bottom (Computer Software/Internet)
ELEC(47): 0.33% Top=OCLR PI CSIQ AYI ON CGNX TRMB ADI ….. IDTI XLNX BRKR AMBA SPWR NVDA CY XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
COHW(39): 0.26% Top=WDC AAPL ANET TDC QCOM GOGO TDS SSYS ….. VIAV CIEN VSAT BBRY ZAYO ACIA PSTG INFN=Bottom (Computer Hardware/Telecom)
HEAL(43): 0.14% Top=OPK IRWD PRAH ANTM VWR DVA BKD CNC ….. HOLX STE IART HCA ACHC THC EW CYH=Bottom (Health)

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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