daytrend

03/30/2017

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

Closing Stats
by daytrend on 20170330. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 842.

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

COMPARED TO YESTERDAY’S RANGE (20170330 Closing)
38.6% of stocks are above yesterday’s high.
74.0% are above yesterday’s midpoint. (26.0% are below.)
6.9% are below yesterday’s low.
54.5% are inside yesterday’s range.
68.1% of stocks with today’s high > yesterday’s high. (31.9% less than).
25.5% of stocks with today’s low < yesterday’s low. (74.5% greater than).

EVIDENCE OF INTRADAY TREND (20170330 Closing)
66.7% of stocks are above today’s open. (31.7% are below).
60.3% of stocks are above today’s open and yesterday’s close.
27.3% are below both.
9.3% of stocks opened above yesterday’s high.
39.4% of stocks opened above yesterday’s close. (53.6% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170330 Closing)
16.9% of stocks are in the top 10% of today’s range.
33.3% are in the top 20%.
63.8% are in the top half. 36.2% of stocks are in the bottom half of today’s range.
16.7% are in the bottom 20%.
8.4% are in the bottom 10%.

GAIN (20170330 Closing)
66.2% of stocks are above yesterday’s close. (33.8% are below.)
0.5% are up 4.5% or more. 0.7% are down 4.5% or more.
1.9% are up 3.5% or more. 1.2% are down 3.5% or more.
63.8% are between +1% and -1%.

RSI on DAILY (20170330 Closing)
2-day: >=95:15.0%…>=90:27.0%…>=80:44.3%…>=50:74.8%…<=20:8.2%…<=10:3.4%…<=5:1.3%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.2%…>=50:61.9%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:55.1%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170330 Closing)
38.6% above previous 1 highs, 6.9% below previous 1 lows
32.7% above previous 2 highs, 3.8% below previous 2 lows
30.6% above previous 3 highs, 2.0% below previous 3 lows
26.7% above previous 4 highs, 2.0% below previous 4 lows
24.7% above previous 5 highs, 1.8% below previous 5 lows
24.0% above previous 6 highs, 1.4% below previous 6 lows
12.8% above previous 7 highs, 1.4% below previous 7 lows
11.3% above previous 8 highs, 1.2% below previous 8 lows
9.7% above previous 9 highs, 1.2% below previous 9 lows
8.6% above previous 10 highs, 1.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170330 Closing)
66.2% are above or equal to 3/29 close (1 days ago), 33.8% are below.
70.7% are above or equal to 3/28 close (2 days ago), 29.3% are below.
80.0% are above or equal to 3/27 close (3 days ago), 20.0% are below.
76.5% are above or equal to 3/24 close (4 days ago), 23.5% are below.
71.7% are above or equal to 3/23 close (5 days ago), 28.3% are below.
74.6% are above or equal to 3/22 close (6 days ago), 25.4% are below.
75.2% are above or equal to 3/21 close (7 days ago), 24.8% are below.
50.7% are above or equal to 3/20 close (8 days ago), 49.3% are below.
45.1% are above or equal to 3/17 close (9 days ago), 54.9% are below.
47.7% are above or equal to 3/16 close (10 days ago), 52.3% are below.
44.8% are above or equal to 3/15 close (11 days ago), 55.2% are below.
60.7% are above or equal to 3/14 close (12 days ago), 39.3% are below.
53.8% are above or equal to 3/13 close (13 days ago), 46.2% are below.
57.8% are above or equal to 3/10 close (14 days ago), 42.2% are below.
61.3% are above or equal to 3/9 close (15 days ago), 38.7% are below.
57.4% are above or equal to 3/8 close (16 days ago), 42.6% are below.
51.1% are above or equal to 3/7 close (17 days ago), 48.9% are below.
46.8% are above or equal to 3/6 close (18 days ago), 53.2% are below.
41.8% are above or equal to 3/3 close (19 days ago), 58.2% are below.
40.0% are above or equal to 3/2 close (20 days ago), 60.0% are below.
33.3% are above or equal to 3/1 close (21 days ago), 66.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170330 Closing)
20d: 11.0% new highs, 1.3% new lows
21d: 10.6% new highs, 1.3% new lows
42d: 5.9% new highs, 0.6% new lows
63d: 5.5% new highs, 0.5% new lows
126d: 4.4% new highs, 0.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170330 Closing)
2-day: 64.8% above, 35.2% below
3-day: 70.0% above, 30.0% below
4-day: 75.5% above, 24.5% below
5-day: 76.0% above, 24.0% below
8-day: 75.9% above, 24.1% below
10-day: 69.6% above, 30.4% below
20-day: 59.3% above, 40.7% below
50-day: 49.9% above, 50.1% below
200-day: 67.9% above, 32.1% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170330 Closing)
FINA(91): 1.93% Top=PVTB PACW WAL CFR SIVB UMPQ SNV BKU ….. CME ARCC TD KCG PSEC SEIC ATH BMO=Bottom (Banks/Financials)
INSU(30): 0.82% Top=LNC MBI PRU MET UNM CNO AIG TMK ….. PGR FNF WLTW AFSI AJG XL MMC BRO=Bottom (Insurance)
TRAN(24): 0.74% Top=FDX GWR TRN AAL UAL KSU UNP SAVE ….. XPO CHRW JBLU CNI CSX CP SWFT ALK=Bottom (Transportation)
MANU(34): 0.63% Top=ATI TEX IR FLS CFX ITT BWXT KMT ….. DOV HON EMR DHR AME PNR DDD MHK=Bottom (Manufacturing)
COHW(39): 0.58% Top=STX WDC COMM HPQ TDS CIEN CTL GOGO ….. INFN BCE QCOM ZAYO ANET VIAV UBNT BBRY=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.47% Top=TROX HUN CC VSM CE PAH AGU EMN ….. GRA DD DOW PPG MOS MON APD CF=Bottom (Chemicals/Fertilizers)
LEIS(36): 0.39% Top=CMG BLMN SIX BYD TXRH SBUX SEAS DNKN ….. YUMC QSR LVS SONC GPRO LQ WYNN STAY=Bottom (Leisure)
DISV(46): 0.39% Top=KBR CNDT ILG GPN G MAN ACM HRB ….. LAUR SBAC RRD BAH TAL LDOS ZTO FLT=Bottom (Diversified Services)
REAL(101): 0.30% Top=ALLY SC APLE HST CBL LHO INN SHO ….. SNH NYRT HTA CYS BAM EQC CLI CUBE=Bottom (Real Estate)
HEAL(43): 0.29% Top=ESRX BKD CNC MOH THC ANTM CYH VWR ….. ALGN ABT BCR XRAY EW BSX RMD OPK=Bottom (Health)
ELEC(45): 0.28% Top=AMD CSIQ NVDA QRVO TRMB CGNX ON FLEX ….. AYI OCLR AVGO SPWR MRVL CY FSLR HIMX=Bottom (Electronics/Semis/Equip/Materials/Solar)
RETA(59): 0.25% Top=RH GME SHLD SPLS BBY MIK BBBY DSW ….. GES W ORLY GNC GPS TIF LB SFM=Bottom (Retail & Specialty Retail)
MATE(27): 0.19% Top=EME PWR WY WM SRCL RSG JELD FLR ….. USG LEN VMC MAS DAR TPH EXP MLM=Bottom (Materials & Construction)
META(30): 0.00% Top=FCX X AKS CENX AA ARNC CMC TECK ….. FNV PAAS CNX GG FMSA ABX AGI AEM=Bottom (Metals & Mining)
COSW(75): -0.37% Top=NTNX NCR XRX NUAN AZPN MTCH BIDU COTV ….. CSC WUBA ATHM VIPS TTD BITA AKAM SHOP=Bottom (Computer Software/Internet)
CONS(49): -0.68% Top=ELF OI KS PKG PBI TPX WRK KATE ….. RL WWW HBI COTY UAA SKX VFC LULU=Bottom (Consumer)
ENER(87): -0.72% Top=COP XOM PTEN VVV RDC OII DO NFX ….. TSO CRZO ECA PXD SN COG QEP CVE=Bottom (Energy)

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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