daytrend

03/29/2017

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

Closing Stats
by daytrend on 20170329. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 846.

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

COMPARED TO YESTERDAY’S RANGE (20170329 Closing)
38.9% of stocks are above yesterday’s high.
76.5% are above yesterday’s midpoint. (23.5% are below.)
6.0% are below yesterday’s low.
55.1% are inside yesterday’s range.
58.4% of stocks with today’s high > yesterday’s high. (41.6% less than).
19.5% of stocks with today’s low < yesterday’s low. (80.5% greater than).

EVIDENCE OF INTRADAY TREND (20170329 Closing)
68.9% of stocks are above today’s open. (30.0% are below).
56.6% of stocks are above today’s open and yesterday’s close.
27.8% are below both.
4.7% of stocks opened above yesterday’s high.
23.8% of stocks opened above yesterday’s close. (70.4% opened below yesterday’s close).
3.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170329 Closing)
14.8% of stocks are in the top 10% of today’s range.
32.7% are in the top 20%.
69.6% are in the top half. 30.4% of stocks are in the bottom half of today’s range.
9.3% are in the bottom 20%.
4.3% are in the bottom 10%.

GAIN (20170329 Closing)
60.2% of stocks are above yesterday’s close. (39.8% are below.)
2.2% are up 4.5% or more. 0.5% are down 4.5% or more.
4.6% are up 3.5% or more. 0.8% are down 3.5% or more.
66.5% are between +1% and -1%.

RSI on DAILY (20170329 Closing)
2-day: >=95:14.8%…>=90:26.8%…>=80:42.4%…>=50:70.8%…<=20:8.5%…<=10:3.3%…<=5:1.4%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:54.0%…<=20:0.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:50.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170329 Closing)
38.9% above previous 1 highs, 6.0% below previous 1 lows
36.2% above previous 2 highs, 2.2% below previous 2 lows
29.1% above previous 3 highs, 2.0% below previous 3 lows
26.8% above previous 4 highs, 1.9% below previous 4 lows
25.7% above previous 5 highs, 1.8% below previous 5 lows
17.7% above previous 6 highs, 1.8% below previous 6 lows
16.0% above previous 7 highs, 1.5% below previous 7 lows
14.1% above previous 8 highs, 1.5% below previous 8 lows
12.5% above previous 9 highs, 1.5% below previous 9 lows
12.4% above previous 10 highs, 1.4% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170329 Closing)
60.2% are above or equal to 3/28 close (1 days ago), 39.8% are below.
78.3% are above or equal to 3/27 close (2 days ago), 21.7% are below.
72.6% are above or equal to 3/24 close (3 days ago), 27.4% are below.
70.0% are above or equal to 3/23 close (4 days ago), 30.0% are below.
70.4% are above or equal to 3/22 close (5 days ago), 29.6% are below.
71.9% are above or equal to 3/21 close (6 days ago), 28.1% are below.
44.8% are above or equal to 3/20 close (7 days ago), 55.2% are below.
40.8% are above or equal to 3/17 close (8 days ago), 59.2% are below.
42.3% are above or equal to 3/16 close (9 days ago), 57.7% are below.
41.7% are above or equal to 3/15 close (10 days ago), 58.3% are below.
58.5% are above or equal to 3/14 close (11 days ago), 41.5% are below.
51.3% are above or equal to 3/13 close (12 days ago), 48.7% are below.
54.1% are above or equal to 3/10 close (13 days ago), 45.9% are below.
59.6% are above or equal to 3/9 close (14 days ago), 40.4% are below.
54.4% are above or equal to 3/8 close (15 days ago), 45.6% are below.
48.8% are above or equal to 3/7 close (16 days ago), 51.2% are below.
43.4% are above or equal to 3/6 close (17 days ago), 56.6% are below.
38.7% are above or equal to 3/3 close (18 days ago), 61.3% are below.
37.6% are above or equal to 3/2 close (19 days ago), 62.4% are below.
31.8% are above or equal to 3/1 close (20 days ago), 68.2% are below.
41.7% are above or equal to 2/28 close (21 days ago), 58.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170329 Closing)
20d: 9.3% new highs, 2.7% new lows
21d: 9.3% new highs, 2.7% new lows
42d: 6.0% new highs, 0.9% new lows
63d: 5.8% new highs, 0.7% new lows
126d: 3.5% new highs, 0.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170329 Closing)
2-day: 58.6% above, 41.4% below
3-day: 72.9% above, 27.1% below
4-day: 73.9% above, 26.1% below
5-day: 72.3% above, 27.7% below
8-day: 67.5% above, 32.5% below
10-day: 58.4% above, 41.6% below
20-day: 52.8% above, 47.2% below
50-day: 47.2% above, 52.8% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170329 Closing)
ENER(88): 2.28% Top=ECA HFC WLL SPN XOG CRC HES OAS ….. SLB NFG XOM PAA REN VVV CRZO BAS=Bottom (Energy)
RETA(60): 2.08% Top=RH LL JWN JCP KSS URBN WSM GNC ….. CVS MIK BID WBA HD KORS CPRT LOW=Bottom (Retail & Specialty Retail)
DISV(45): 0.49% Top=ZTO RRD KBR CNDT ILG CAR JEC YY ….. FDC BAH RBA MA HRB PAYX AMN FLT=Bottom (Diversified Services)
COSW(75): 0.47% Top=CSC FTNT TTD MTCH YELP HPE SPLK ZEN ….. XRX ADP VIPS TWLO NTES CMCM FFIV NTNX=Bottom (Computer Software/Internet)
MANU(34): 0.42% Top=DDD TEX KMT ITT AGCO CFX ETN MHK ….. BWXT RS SNA DHR ROK XYL ITW AOS=Bottom (Manufacturing)
META(30): 0.40% Top=SND CNX FMSA TECK SLCA RGLD TAHO FCX ….. CMC CLF NUE STLD SLW X ARNC AKS=Bottom (Metals & Mining)
CONS(49): 0.38% Top=LULU UAA FL TPX FOSL PBI PAY RL ….. BLL CLX SEE PKG GT KS WRK SKX=Bottom (Consumer)
MATE(27): 0.30% Top=VMC SUM MDR MLM FLR TPH WCN FAST ….. TOL RSG WM WY OC SRCL RYN USG=Bottom (Materials & Construction)
LEIS(36): 0.30% Top=SONC LQ CMG GPRO QSR SHAK H WEN ….. HGV YUM PNRA TXRH DPZ RCL PK DNKN=Bottom (Leisure)
COHW(39): 0.22% Top=CTL SSYS S ACIA TDS LVLT NTAP WDC ….. HRS ANET COMM CIEN CSCO ARRS INFN FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.20% Top=CC TROX CF AXTA MOS EMN PPG IFF ….. SHW PX APD FMC GRA DOW CE OLN=Bottom (Chemicals/Fertilizers)
REAL(102): 0.18% Top=WPG PEI IVR DLR INN GLPI GGP CYS ….. PSA STWD ARI STOR CIM LXP NLY TWO=Bottom (Real Estate)
ELEC(46): -0.05% Top=MXL SIMO AYI PI BRKR OCLR CGNX SNPS ….. CAVM MSCC FSLR KEYS CRUS CY HIMX XPER=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.17% Top=DXCM IRWD STE BKD HRC DVA PRAH RMD ….. IART UHS AET UNH MOH THC OPK CYH=Bottom (Health)
TRAN(24): -0.36% Top=WAB SWFT GWR FDX CP TRN UNP CNI ….. JBLU SAVE UAL DAL JBHT LUV AAL ALK=Bottom (Transportation)
FINA(92): -0.40% Top=TCB YRD MS TD COF WU BMO SBNY ….. BX VOYA BEN NYCB CFG CLNS USB BOFI=Bottom (Banks/Financials)
INSU(30): -0.51% Top=MBI FNF CLGX ORI AIG UNM L AFSI ….. TMK AON MTG AFL RDN TRV CINF PGR=Bottom (Insurance)

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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