daytrend

04/10/2017

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

Closing Stats
by daytrend on 20170410. 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 (20170410 Closing)
30.5% of stocks are above yesterday’s high.
64.8% are above yesterday’s midpoint. (35.2% are below.)
12.0% are below yesterday’s low.
57.5% are inside yesterday’s range.
66.8% of stocks with today’s high > yesterday’s high. (33.2% less than).
35.4% of stocks with today’s low < yesterday’s low. (64.6% greater than).

EVIDENCE OF INTRADAY TREND (20170410 Closing)
63.7% of stocks are above today’s open. (35.2% are below).
60.7% of stocks are above today’s open and yesterday’s close.
29.9% are below both.
5.1% of stocks opened above yesterday’s high.
61.2% of stocks opened above yesterday’s close. (31.9% opened below yesterday’s close).
3.9% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170410 Closing)
6.5% of stocks are in the top 10% of today’s range.
16.0% are in the top 20%.
51.4% are in the top half. 48.6% of stocks are in the bottom half of today’s range.
16.2% are in the bottom 20%.
8.0% are in the bottom 10%.

GAIN (20170410 Closing)
67.3% of stocks are above yesterday’s close. (32.7% are below.)
1.4% are up 4.5% or more. 0.5% are down 4.5% or more.
2.6% are up 3.5% or more. 0.8% are down 3.5% or more.
68.5% are between +1% and -1%.

RSI on DAILY (20170410 Closing)
2-day: >=95:10.0%…>=90:16.0%…>=80:30.4%…>=50:67.5%…<=20:13.2%…<=10:5.2%…<=5:2.4%…
9-day: >=95:0.0%…>=90:0.2%…>=80:1.9%…>=50:58.1%…<=20:0.4%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:56.9%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170410 Closing)
30.5% above previous 1 highs, 12.0% below previous 1 lows
23.8% above previous 2 highs, 6.5% below previous 2 lows
14.6% above previous 3 highs, 5.5% below previous 3 lows
12.6% above previous 4 highs, 4.4% below previous 4 lows
11.5% above previous 5 highs, 3.8% below previous 5 lows
11.2% above previous 6 highs, 3.7% below previous 6 lows
10.4% above previous 7 highs, 3.6% below previous 7 lows
10.0% above previous 8 highs, 3.6% below previous 8 lows
9.6% above previous 9 highs, 3.1% below previous 9 lows
9.4% above previous 10 highs, 2.3% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170410 Closing)
67.3% are above or equal to 4/7 close (1 days ago), 32.7% are below.
59.6% are above or equal to 4/6 close (2 days ago), 40.4% are below.
75.4% are above or equal to 4/5 close (3 days ago), 24.6% are below.
57.9% are above or equal to 4/4 close (4 days ago), 42.1% are below.
54.3% are above or equal to 4/3 close (5 days ago), 45.7% are below.
46.9% are above or equal to 3/31 close (6 days ago), 53.1% are below.
48.9% are above or equal to 3/30 close (7 days ago), 51.1% are below.
53.1% are above or equal to 3/29 close (8 days ago), 46.9% are below.
57.3% are above or equal to 3/28 close (9 days ago), 42.7% are below.
67.7% are above or equal to 3/27 close (10 days ago), 32.3% are below.
66.1% are above or equal to 3/24 close (11 days ago), 33.9% are below.
64.4% are above or equal to 3/23 close (12 days ago), 35.6% are below.
66.8% are above or equal to 3/22 close (13 days ago), 33.2% are below.
66.9% are above or equal to 3/21 close (14 days ago), 33.1% are below.
48.9% are above or equal to 3/20 close (15 days ago), 51.1% are below.
45.6% are above or equal to 3/17 close (16 days ago), 54.4% are below.
46.5% are above or equal to 3/16 close (17 days ago), 53.5% are below.
46.2% are above or equal to 3/15 close (18 days ago), 53.8% are below.
56.9% are above or equal to 3/14 close (19 days ago), 43.1% are below.
52.4% are above or equal to 3/13 close (20 days ago), 47.6% are below.
53.5% are above or equal to 3/10 close (21 days ago), 46.5% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170410 Closing)
20d: 13.0% new highs, 4.0% new lows
21d: 12.9% new highs, 3.9% new lows
42d: 6.2% new highs, 2.3% new lows
63d: 5.8% new highs, 1.7% new lows
126d: 4.8% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170410 Closing)
2-day: 66.4% above, 33.6% below
3-day: 63.9% above, 36.1% below
4-day: 69.5% above, 30.5% below
5-day: 66.2% above, 33.8% below
8-day: 55.0% above, 45.0% below
10-day: 55.4% above, 44.6% below
20-day: 56.7% above, 43.3% below
50-day: 51.3% above, 48.7% below
200-day: 70.4% above, 29.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170410 Closing)
TRAN(24): 1.79% Top=SWFT XPO JBHT CP CNI KSU ODFL UPS ….. CSX FDX TRN SAVE ALK NSC DAL LUV=Bottom (Transportation)
ENER(91): 1.35% Top=CRC FRAC WLL BAS HES HLX OAS ECA ….. ETE OKS SWN VVV ETP MPLX SXL NFG=Bottom (Energy)
RETA(60): 0.98% Top=WFM GNC SHLD JCP W ANF BABA PAG ….. AEO TIF BBBY KORS BURL LL FINL TLRD=Bottom (Retail & Specialty Retail)
REAL(98): 0.63% Top=KIM RLJ PEB GGP PGRE HR DRH QTS ….. ACC ARI OUT NYRT UNIT AMH SC EDR=Bottom (Real Estate)
DISV(47): 0.59% Top=WTW KBR ZTO CAR LAUR R ACM URI ….. MCO VNTV GPN ADS MYGN TAL AMN RBA=Bottom (Diversified Services)
CONS(51): 0.51% Top=LULU SKX MAT RL PAY GIL BERY TPX ….. PKG IP HBI PVH BC NKE UAA KATE=Bottom (Consumer)
MATE(25): 0.48% Top=MDR JELD KBH FLR LEN TPH WCN SRCL ….. PWR RSG SUM WY WM MLM EXP VMC=Bottom (Materials & Construction)
INSU(29): 0.46% Top=MTG CINF MBI RDN ORI AFL TRV PGR ….. AFSI MMC TMK PRU UNM AGO LNC WLTW=Bottom (Insurance)
MANU(35): 0.41% Top=CAT MRC ETN DCI FLS ITT AOS TEX ….. GE DHR SNA XYL CMI PH TTC RS=Bottom (Manufacturing)
LEIS(37): 0.33% Top=STAY MLCO HGV GPRO CMG EXPE LQ SHAK ….. CCL WYNN EAT DPZ LVS JACK MGM SEAS=Bottom (Leisure)
ELEC(44): 0.32% Top=SPWR FSLR CSIQ SIMO PI CY AYI IDTI ….. XPER MXL QRVO AMBA MSCC NVDA HIMX AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
META(29): 0.31% Top=CCJ CDE SLCA FMSA ABX TECK AEM FNV ….. PAAS CMC AG NUE STLD SSRI CLF AKS=Bottom (Metals & Mining)
COSW(78): 0.24% Top=ATHM BITA JD MTCH WUBA SQ YHOO ZEN ….. MSCI WDAY ATVI PFPT YELP VEEV NTES MDSO=Bottom (Computer Software/Internet)
HEAL(41): 0.17% Top=CYH DVA ACHC HLS MOH THC CNC AET ….. BSX ABT HOLX DXCM PRXL VWR PRAH IRWD=Bottom (Health)
CHEM(26): -0.02% Top=CF ASH PAH AXTA PX APD IFF GRA ….. MON PPG SHW CC RPM ALB OLN TROX=Bottom (Chemicals/Fertilizers)
COHW(36): -0.08% Top=STX CTL TDS GOGO ARRS LVLT BCE ANET ….. MSI NTAP VIAV BBRY COMM ACIA PSTG INFN=Bottom (Computer Hardware/Telecom)
FINA(89): -0.32% Top=KKR IVZ TD APO TROW CLNS LM LAZ ….. WAL SIVB TCB ZION SCHW RF ETFC TWNK=Bottom (Banks/Financials)

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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