daytrend

04/03/2017

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

Closing Stats
by daytrend on 20170403. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 840.

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

COMPARED TO YESTERDAY’S RANGE (20170403 Closing)
12.1% of stocks are above yesterday’s high.
35.2% are above yesterday’s midpoint. (64.8% are below.)
39.8% are below yesterday’s low.
48.1% are inside yesterday’s range.
42.7% of stocks with today’s high > yesterday’s high. (57.3% less than).
71.2% of stocks with today’s low < yesterday’s low. (28.8% greater than).

EVIDENCE OF INTRADAY TREND (20170403 Closing)
28.0% of stocks are above today’s open. (71.7% are below).
25.1% of stocks are above today’s open and yesterday’s close.
65.7% are below both.
5.1% of stocks opened above yesterday’s high.
60.4% of stocks opened above yesterday’s close. (30.1% opened below yesterday’s close).
4.5% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170403 Closing)
5.8% of stocks are in the top 10% of today’s range.
12.7% are in the top 20%.
46.8% are in the top half. 53.2% of stocks are in the bottom half of today’s range.
16.0% are in the bottom 20%.
6.2% are in the bottom 10%.

GAIN (20170403 Closing)
31.8% of stocks are above yesterday’s close. (68.2% are below.)
0.4% are up 4.5% or more. 0.7% are down 4.5% or more.
0.8% are up 3.5% or more. 1.9% are down 3.5% or more.
65.5% are between +1% and -1%.

RSI on DAILY (20170403 Closing)
2-day: >=95:6.7%…>=90:11.7%…>=80:19.4%…>=50:40.8%…<=20:23.9%…<=10:9.6%…<=5:3.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.0%…>=50:50.4%…<=20:0.6%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.1%…>=80:0.5%…>=50:48.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170403 Closing)
12.1% above previous 1 highs, 39.8% below previous 1 lows
9.8% above previous 2 highs, 26.7% below previous 2 lows
9.6% above previous 3 highs, 18.5% below previous 3 lows
8.3% above previous 4 highs, 11.3% below previous 4 lows
7.3% above previous 5 highs, 5.5% below previous 5 lows
6.7% above previous 6 highs, 5.0% below previous 6 lows
6.2% above previous 7 highs, 4.8% below previous 7 lows
6.2% above previous 8 highs, 4.0% below previous 8 lows
5.7% above previous 9 highs, 4.0% below previous 9 lows
5.5% above previous 10 highs, 4.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170403 Closing)
31.8% are above or equal to 3/31 close (1 days ago), 68.2% are below.
38.6% are above or equal to 3/30 close (2 days ago), 61.4% are below.
52.9% are above or equal to 3/29 close (3 days ago), 47.1% are below.
55.8% are above or equal to 3/28 close (4 days ago), 44.2% are below.
70.2% are above or equal to 3/27 close (5 days ago), 29.8% are below.
68.2% are above or equal to 3/24 close (6 days ago), 31.8% are below.
66.3% are above or equal to 3/23 close (7 days ago), 33.7% are below.
66.9% are above or equal to 3/22 close (8 days ago), 33.1% are below.
69.4% are above or equal to 3/21 close (9 days ago), 30.6% are below.
44.0% are above or equal to 3/20 close (10 days ago), 56.0% are below.
39.2% are above or equal to 3/17 close (11 days ago), 60.8% are below.
42.0% are above or equal to 3/16 close (12 days ago), 58.0% are below.
40.7% are above or equal to 3/15 close (13 days ago), 59.3% are below.
56.2% are above or equal to 3/14 close (14 days ago), 43.8% are below.
49.3% are above or equal to 3/13 close (15 days ago), 50.7% are below.
52.6% are above or equal to 3/10 close (16 days ago), 47.4% are below.
56.3% are above or equal to 3/9 close (17 days ago), 43.7% are below.
51.8% are above or equal to 3/8 close (18 days ago), 48.2% are below.
46.1% are above or equal to 3/7 close (19 days ago), 53.9% are below.
41.7% are above or equal to 3/6 close (20 days ago), 58.3% are below.
37.3% are above or equal to 3/3 close (21 days ago), 62.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170403 Closing)
20d: 10.5% new highs, 7.3% new lows
21d: 9.8% new highs, 7.1% new lows
42d: 5.8% new highs, 3.0% new lows
63d: 5.2% new highs, 2.3% new lows
126d: 3.9% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170403 Closing)
2-day: 30.7% above, 69.3% below
3-day: 35.2% above, 64.8% below
4-day: 39.9% above, 60.1% below
5-day: 45.8% above, 54.2% below
8-day: 60.5% above, 39.5% below
10-day: 64.4% above, 35.6% below
20-day: 52.3% above, 47.7% below
50-day: 45.7% above, 54.3% below
200-day: 68.3% above, 31.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170403 Closing)
META(30): 0.85% Top=TECK SSRI CDE AG NEM AEM ABX AGI ….. CCJ AA ARNC FCX AKS CENX SLCA SND=Bottom (Metals & Mining)
LEIS(36): 0.01% Top=PNRA CMG WYNN MGM DPZ PK LVS JACK ….. RRR SONC SIX GPRO STAY HLT MAR LQ=Bottom (Leisure)
HEAL(43): -0.01% Top=MOH ALGN HRC HOLX UNH AET BCR BAX ….. DXCM PRXL IRWD THC ACHC CYH BKD OPK=Bottom (Health)
REAL(100): -0.07% Top=SNH GGP DDR EXR DRE SPG GPT SKT ….. OUT LHO RLGY INN RLJ DRH SC CBG=Bottom (Real Estate)
TRAN(24): -0.13% Top=NSC UAL DAL LUV AAL KSU GWR SAVE ….. XPO SWFT CHRW EXPD UPS CNI ODFL JBHT=Bottom (Transportation)
ENER(87): -0.43% Top=REN FRAC KOS CRC QEP MPLX WMB CPE ….. RRC BAS HFC DO HES NBR SWN ATW=Bottom (Energy)
FINA(90): -0.54% Top=YRD APO ATH JNS TWNK CFG FII ARCC ….. SYF PB KKR WETF OZRK HOMB WU BOFI=Bottom (Banks/Financials)
COHW(37): -0.59% Top=PSTG ACIA VZ BBRY VRSN LVLT CTL ZAYO ….. PANW HPQ TMUS MSI TDC CIEN ARRS VIAV=Bottom (Computer Hardware/Telecom)
MANU(34): -0.64% Top=DOV AGCO GE TTC ETN DE EMR IR ….. AOS KMT XYL MWA DCI ITT ATI TEX=Bottom (Manufacturing)
INSU(30): -0.67% Top=AFL PGR AGO HIG L TRV PRU ALL ….. AFSI MTG AIG ORI CLGX XL FAF MBI=Bottom (Insurance)
CHEM(27): -0.74% Top=FMC MON ASH PPG CE APD POT AGU ….. HUN MOS GRA EMN VSM OLN TROX CF=Bottom (Chemicals/Fertilizers)
COSW(76): -0.74% Top=JD ATHM CMCM WUBA SHOP BIDU MTCH GOOG ….. COTV NCR MANH AKAM NUAN NTNX CSRA HPE=Bottom (Computer Software/Internet)
CONS(49): -0.81% Top=GPK LEG AVY ECL CRI CCK CL CHD ….. PBI GT COTY WWW BC SKX TPX FOSL=Bottom (Consumer)
ELEC(45): -0.81% Top=KLAC AMBA AMD HIMX INTC KEYS MXL SNPS ….. MRVL GRMN CY ON OCLR FSLR XPER PI=Bottom (Electronics/Semis/Equip/Materials/Solar)
MATE(26): -0.96% Top=DHI JELD RYN FAST PHM WM EME RSG ….. SRCL FLR USG MAS PWR MLM MDR SUM=Bottom (Materials & Construction)
RETA(60): -1.01% Top=LL SHLD W DKS FINL EBAY AMZN WSM ….. DSW LB AN TLRD ORLY KMX GNC ANF=Bottom (Retail & Specialty Retail)
DISV(46): -1.41% Top=YY ADS V FISV ALLE MCO MA WTW ….. G AMN ROL KBR RHI RRD CAR ZTO=Bottom (Diversified Services)

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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