daytrend

04/04/2017

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

Closing Stats
by daytrend on 20170404. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 837.

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

COMPARED TO YESTERDAY’S RANGE (20170404 Closing)
17.8% of stocks are above yesterday’s high.
44.7% are above yesterday’s midpoint. (55.3% are below.)
21.0% are below yesterday’s low.
61.2% are inside yesterday’s range.
30.1% of stocks with today’s high > yesterday’s high. (69.9% less than).
43.6% of stocks with today’s low < yesterday’s low. (56.4% greater than).

EVIDENCE OF INTRADAY TREND (20170404 Closing)
54.6% of stocks are above today’s open. (43.2% are below).
43.1% of stocks are above today’s open and yesterday’s close.
40.9% are below both.
3.2% of stocks opened above yesterday’s high.
26.4% of stocks opened above yesterday’s close. (68.2% opened below yesterday’s close).
8.0% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170404 Closing)
14.5% of stocks are in the top 10% of today’s range.
24.1% are in the top 20%.
52.7% are in the top half. 47.3% of stocks are in the bottom half of today’s range.
17.4% are in the bottom 20%.
6.7% are in the bottom 10%.

GAIN (20170404 Closing)
48.5% of stocks are above yesterday’s close. (51.5% are below.)
0.7% are up 4.5% or more. 1.0% are down 4.5% or more.
1.3% are up 3.5% or more. 2.3% are down 3.5% or more.
67.5% are between +1% and -1%.

RSI on DAILY (20170404 Closing)
2-day: >=95:7.4%…>=90:12.5%…>=80:21.4%…>=50:41.5%…<=20:29.7%…<=10:16.7%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:0.8%…>=50:48.7%…<=20:1.2%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.5%…>=50:47.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170404 Closing)
17.8% above previous 1 highs, 21.0% below previous 1 lows
13.5% above previous 2 highs, 18.6% below previous 2 lows
11.7% above previous 3 highs, 17.0% below previous 3 lows
11.5% above previous 4 highs, 14.7% below previous 4 lows
10.3% above previous 5 highs, 11.6% below previous 5 lows
9.9% above previous 6 highs, 8.5% below previous 6 lows
9.1% above previous 7 highs, 8.1% below previous 7 lows
8.7% above previous 8 highs, 7.8% below previous 8 lows
8.4% above previous 9 highs, 6.0% below previous 9 lows
7.5% above previous 10 highs, 6.0% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170404 Closing)
48.5% are above or equal to 4/3 close (1 days ago), 51.5% are below.
36.0% are above or equal to 3/31 close (2 days ago), 64.0% are below.
38.6% are above or equal to 3/30 close (3 days ago), 61.4% are below.
50.5% are above or equal to 3/29 close (4 days ago), 49.5% are below.
51.9% are above or equal to 3/28 close (5 days ago), 48.1% are below.
65.5% are above or equal to 3/27 close (6 days ago), 34.5% are below.
63.7% are above or equal to 3/24 close (7 days ago), 36.3% are below.
62.0% are above or equal to 3/23 close (8 days ago), 38.0% are below.
64.9% are above or equal to 3/22 close (9 days ago), 35.1% are below.
66.7% are above or equal to 3/21 close (10 days ago), 33.3% are below.
42.7% are above or equal to 3/20 close (11 days ago), 57.3% are below.
38.6% are above or equal to 3/17 close (12 days ago), 61.4% are below.
41.2% are above or equal to 3/16 close (13 days ago), 58.8% are below.
41.0% are above or equal to 3/15 close (14 days ago), 59.0% are below.
52.8% are above or equal to 3/14 close (15 days ago), 47.2% are below.
47.2% are above or equal to 3/13 close (16 days ago), 52.8% are below.
50.8% are above or equal to 3/10 close (17 days ago), 49.2% are below.
55.7% are above or equal to 3/9 close (18 days ago), 44.3% are below.
51.9% are above or equal to 3/8 close (19 days ago), 48.1% are below.
45.5% are above or equal to 3/7 close (20 days ago), 54.5% are below.
40.1% are above or equal to 3/6 close (21 days ago), 59.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170404 Closing)
20d: 8.5% new highs, 8.0% new lows
21d: 7.6% new highs, 8.0% new lows
42d: 3.7% new highs, 4.1% new lows
63d: 2.9% new highs, 3.2% new lows
126d: 2.2% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170404 Closing)
2-day: 45.9% above, 54.1% below
3-day: 38.1% above, 61.9% below
4-day: 37.0% above, 63.0% below
5-day: 41.2% above, 58.8% below
8-day: 52.8% above, 47.2% below
10-day: 56.9% above, 43.1% below
20-day: 50.3% above, 49.7% below
50-day: 46.0% above, 54.0% below
200-day: 67.7% above, 32.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170404 Closing)
INSU(30): 1.12% Top=AFSI MBI AGO ORI AXS XL L AIG ….. LNC AFL PGR MET PRU UNM HIG CLGX=Bottom (Insurance)
ENER(87): 1.08% Top=SWN REN NBR RRC WLL JAG KOS FANG ….. ETP CRC VLO SPN TSO CVE ETE VVV=Bottom (Energy)
META(30): 1.06% Top=CLF CNX SLCA AG TAHO FCX AEM RGLD ….. GG SCCO FMSA X FNV AA CMC SND=Bottom (Metals & Mining)
MANU(34): 0.28% Top=ATI CAT KMT XYL ETN PNR RS MRC ….. CFX TTC ITT SWK MWA AOS FLS DDD=Bottom (Manufacturing)
CHEM(27): 0.22% Top=CE HUN FMC PX WLK MOS AXTA ALB ….. IFF PPG RPM AGU GRA VSM TROX OLN=Bottom (Chemicals/Fertilizers)
COHW(36): 0.19% Top=BBRY PSTG TDS INFN CTL STX ANET WDC ….. PANW NTAP UBNT ZAYO CIEN ACIA VG FNSR=Bottom (Computer Hardware/Telecom)
REAL(98): 0.09% Top=SRC AMH HPT CUBE LXP PGRE OUT MPW ….. VTR GGP KRG SPG DDR ALLY CBG SC=Bottom (Real Estate)
MATE(25): -0.05% Top=SUM FAST WY MLM JELD RYN FLR RSG ….. PWR MAS EXP PHM LEN TOL SRCL KBH=Bottom (Materials & Construction)
FINA(91): -0.16% Top=CIT CLNS WETF UMPQ PSEC CFR ARCC KKR ….. SCHW KCG FII DFS YRD TWNK JNS BOFI=Bottom (Banks/Financials)
TRAN(24): -0.19% Top=JBHT UNP NSC CSX CP CNI EXPD GWR ….. JBLU WAB LUV UAL ALK DAL SAVE AAL=Bottom (Transportation)
LEIS(37): -0.36% Top=YUMC HGV DRI STAY YUM RCL WYNN MGM ….. BLMN SIX WEN DNKN GPRO SEAS EAT PNRA=Bottom (Leisure)
DISV(46): -0.56% Top=LAUR ZTO ROL RBA TRU INFO CXW HRB ….. MAN VNTV SERV RHI YY RRD LKSD FLT=Bottom (Diversified Services)
COSW(76): -0.57% Top=IAC AKAM HPE COTV CRM YELP PFPT DATA ….. MANH ZEN TRIP NTNX CMCM VIPS NTES TWLO=Bottom (Computer Software/Internet)
ELEC(45): -0.81% Top=CRUS SPWR FSLR SWKS CSIQ TER XPER KLAC ….. HIMX AMBA BRKR AMD OCLR NVDA CREE AYI=Bottom (Electronics/Semis/Equip/Materials/Solar)
HEAL(43): -0.87% Top=ACHC BAX MD ESRX PRAH OPK CYH VAR ….. EW UHS HCA VWR DXCM THC MOH CNC=Bottom (Health)
RETA(59): -0.88% Top=SPLS LL RH WFM AMZN BLDR GNC TSCO ….. SHLD DSW KSS ANF AEO LB CHS JWN=Bottom (Retail & Specialty Retail)
CONS(49): -1.42% Top=EL IP OI PBI WRK KMB CL PKG ….. BC FL COH FOSL WHR COTY RL KATE=Bottom (Consumer)

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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