daytrend

04/06/2017

Filed under: Market Stats — daytrend @ 3:01 pm

Closing Stats
by daytrend on 20170406. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 834.

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

COMPARED TO YESTERDAY’S RANGE (20170406 Closing)
10.9% of stocks are above yesterday’s high.
46.4% are above yesterday’s midpoint. (53.6% are below.)
10.1% are below yesterday’s low.
79.0% are inside yesterday’s range.
22.2% of stocks with today’s high > yesterday’s high. (77.8% less than).
61.5% of stocks with today’s low < yesterday’s low. (38.5% greater than).

EVIDENCE OF INTRADAY TREND (20170406 Closing)
77.0% of stocks are above today’s open. (21.3% are below).
75.1% of stocks are above today’s open and yesterday’s close.
15.8% are below both.
0.6% of stocks opened above yesterday’s high.
58.9% of stocks opened above yesterday’s close. (33.1% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170406 Closing)
18.2% of stocks are in the top 10% of today’s range.
36.8% are in the top 20%.
77.5% are in the top half. 22.5% of stocks are in the bottom half of today’s range.
4.8% are in the bottom 20%.
1.9% are in the bottom 10%.

GAIN (20170406 Closing)
82.3% of stocks are above yesterday’s close. (17.7% are below.)
1.0% are up 4.5% or more. 0.4% are down 4.5% or more.
1.9% are up 3.5% or more. 0.5% are down 3.5% or more.
60.2% are between +1% and -1%.

RSI on DAILY (20170406 Closing)
2-day: >=95:6.2%…>=90:11.4%…>=80:22.9%…>=50:65.6%…<=20:13.2%…<=10:7.9%…<=5:4.6%…
9-day: >=95:0.0%…>=90:0.0%…>=80:1.1%…>=50:55.3%…<=20:0.5%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.2%…>=50:53.5%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170406 Closing)
10.9% above previous 1 highs, 10.1% below previous 1 lows
9.1% above previous 2 highs, 8.0% below previous 2 lows
7.4% above previous 3 highs, 7.0% below previous 3 lows
7.0% above previous 4 highs, 6.5% below previous 4 lows
6.6% above previous 5 highs, 6.0% below previous 5 lows
6.4% above previous 6 highs, 5.4% below previous 6 lows
6.4% above previous 7 highs, 4.8% below previous 7 lows
6.0% above previous 8 highs, 4.2% below previous 8 lows
5.5% above previous 9 highs, 4.2% below previous 9 lows
5.4% above previous 10 highs, 4.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170406 Closing)
82.3% are above or equal to 4/5 close (1 days ago), 17.7% are below.
57.4% are above or equal to 4/4 close (2 days ago), 42.6% are below.
50.6% are above or equal to 4/3 close (3 days ago), 49.4% are below.
40.4% are above or equal to 3/31 close (4 days ago), 59.6% are below.
43.2% are above or equal to 3/30 close (5 days ago), 56.8% are below.
51.3% are above or equal to 3/29 close (6 days ago), 48.7% are below.
56.1% are above or equal to 3/28 close (7 days ago), 43.9% are below.
68.5% are above or equal to 3/27 close (8 days ago), 31.5% are below.
65.7% are above or equal to 3/24 close (9 days ago), 34.3% are below.
63.7% are above or equal to 3/23 close (10 days ago), 36.3% are below.
65.9% are above or equal to 3/22 close (11 days ago), 34.1% are below.
67.3% are above or equal to 3/21 close (12 days ago), 32.7% are below.
46.2% are above or equal to 3/20 close (13 days ago), 53.8% are below.
42.7% are above or equal to 3/17 close (14 days ago), 57.3% are below.
44.5% are above or equal to 3/16 close (15 days ago), 55.5% are below.
42.9% are above or equal to 3/15 close (16 days ago), 57.1% are below.
55.5% are above or equal to 3/14 close (17 days ago), 44.5% are below.
49.8% are above or equal to 3/13 close (18 days ago), 50.2% are below.
52.4% are above or equal to 3/10 close (19 days ago), 47.6% are below.
57.3% are above or equal to 3/9 close (20 days ago), 42.7% are below.
53.2% are above or equal to 3/8 close (21 days ago), 46.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170406 Closing)
20d: 7.2% new highs, 11.3% new lows
21d: 6.7% new highs, 10.7% new lows
42d: 2.8% new highs, 5.6% new lows
63d: 2.3% new highs, 4.4% new lows
126d: 1.7% new highs, 1.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170406 Closing)
2-day: 81.3% above, 18.7% below
3-day: 69.7% above, 30.3% below
4-day: 61.2% above, 38.8% below
5-day: 53.8% above, 46.2% below
8-day: 52.0% above, 48.0% below
10-day: 57.6% above, 42.4% below
20-day: 53.6% above, 46.4% below
50-day: 48.9% above, 51.1% below
200-day: 68.5% above, 31.5% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170406 Closing)
RETA(58): 1.63% Top=LB KSS GPS BID W BBBY DKS FINL ….. NFLX BBY CVS AAP ORLY WMT AMZN TLRD=Bottom (Retail & Specialty Retail)
ENER(89): 1.27% Top=LPI CRC FRAC REN DVN RDC OII PTEN ….. CVE VVV DK INT PSX PBF HFC CVI=Bottom (Energy)
META(29): 1.12% Top=FMSA TAHO AKS CLF TECK SLCA CNX CCJ ….. FNV SLW SSRI GG NEM ABX AA AGI=Bottom (Metals & Mining)
MANU(34): 1.03% Top=MRC TEX FLS ITT CAT AGCO ATI DCI ….. DHR RS PH HON EMR ETN CMI GE=Bottom (Manufacturing)
LEIS(36): 1.00% Top=YUMC LQ MGM EAT BYD DNKN PK SHAK ….. SIX QSR HGV MCD MAR CMG SBUX SEAS=Bottom (Leisure)
FINA(90): 0.84% Top=SLM SIVB LAZ PACW TCB FHN WETF KEY ….. CBOE EFX WU YRD TWNK WDR TD CLNS=Bottom (Banks/Financials)
ELEC(44): 0.77% Top=PI OCLR JBL CSIQ CGNX HIMX ON CREE ….. AVGO FSLR TXN SNPS INTC XLNX CY AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
DISV(46): 0.74% Top=LKSD TAL HRB WTW URI FLT RRD CAR ….. CNDT YY PAYX CTAS MYGN G AL ZTO=Bottom (Diversified Services)
MATE(25): 0.73% Top=MDR SUM KBH MAS MLM CAA WY EXP ….. SRCL USG DHI RSG WCN WM FAST JELD=Bottom (Materials & Construction)
INSU(29): 0.69% Top=MBI AGO CNO MTG LNC RDN MET XL ….. PGR MMC WLTW FAF TRV FNF ORI AFSI=Bottom (Insurance)
REAL(99): 0.68% Top=PDM ALLY STOR SC PGRE PEB RLJ LHO ….. STWD UDR SPG OHI OUT AGNC KIM KRG=Bottom (Real Estate)
CONS(51): 0.64% Top=UAA ENR LULU FBHS TPX KS HBI COH ….. PAY KMB CL ELF PG CLX EL SKX=Bottom (Consumer)
TRAN(24): 0.56% Top=TRN WAB SAVE JBLU XPO CSX NSC AAL ….. LUV FDX GWR UPS JBHT CHRW ALK SWFT=Bottom (Transportation)
COHW(36): 0.55% Top=VIAV INFN PANW PSTG ARRS WDC GOGO CDW ….. S AAPL TMUS VRSN TDS HPQ VZ T=Bottom (Computer Hardware/Telecom)
CHEM(26): 0.52% Top=CF WLK OLN PAH FMC PX IFF HUN ….. DD CE APD POT AGU AXTA GRA RPM=Bottom (Chemicals/Fertilizers)
COSW(76): 0.50% Top=VIPS NTNX COTV SABR JD DATA TTD SQ ….. FTNT ORCL ACN DOX TWTR ZEN BITA ATHM=Bottom (Computer Software/Internet)
HEAL(42): 0.29% Top=XRAY MOH AET CNC PKI STE BKD A ….. THC RMD ABT ACHC HOLX ESRX CYH IRWD=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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