daytrend

04/11/2017

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

Closing Stats
by daytrend on 20170411. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 835.

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

COMPARED TO YESTERDAY’S RANGE (20170411 Closing)
28.9% of stocks are above yesterday’s high.
56.3% are above yesterday’s midpoint. (43.7% are below.)
14.5% are below yesterday’s low.
56.6% are inside yesterday’s range.
38.4% of stocks with today’s high > yesterday’s high. (61.6% less than).
59.2% of stocks with today’s low < yesterday’s low. (40.8% greater than).

EVIDENCE OF INTRADAY TREND (20170411 Closing)
69.7% of stocks are above today’s open. (29.6% are below).
58.0% of stocks are above today’s open and yesterday’s close.
27.7% are below both.
5.4% of stocks opened above yesterday’s high.
27.2% of stocks opened above yesterday’s close. (65.3% opened below yesterday’s close).
14.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170411 Closing)
35.8% of stocks are in the top 10% of today’s range.
52.0% are in the top 20%.
83.7% are in the top half. 16.3% of stocks are in the bottom half of today’s range.
3.4% are in the bottom 20%.
0.8% are in the bottom 10%.

GAIN (20170411 Closing)
61.1% of stocks are above yesterday’s close. (38.9% are below.)
0.5% are up 4.5% or more. 0.5% are down 4.5% or more.
1.3% are up 3.5% or more. 0.8% are down 3.5% or more.
68.4% are between +1% and -1%.

RSI on DAILY (20170411 Closing)
2-day: >=95:11.5%…>=90:22.4%…>=80:38.2%…>=50:66.1%…<=20:14.3%…<=10:6.5%…<=5:3.2%…
9-day: >=95:0.0%…>=90:0.2%…>=80:2.5%…>=50:61.0%…<=20:0.4%…<=10:0.1%…<=5:0.1%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:58.1%…<=20:0.1%…<=10:0.1%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170411 Closing)
28.9% above previous 1 highs, 14.5% below previous 1 lows
25.4% above previous 2 highs, 9.7% below previous 2 lows
24.1% above previous 3 highs, 7.1% below previous 3 lows
18.3% above previous 4 highs, 6.8% below previous 4 lows
16.3% above previous 5 highs, 6.1% below previous 5 lows
13.9% above previous 6 highs, 5.6% below previous 6 lows
13.2% above previous 7 highs, 4.8% below previous 7 lows
12.7% above previous 8 highs, 4.8% below previous 8 lows
12.7% above previous 9 highs, 4.6% below previous 9 lows
12.3% above previous 10 highs, 3.8% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170411 Closing)
61.1% are above or equal to 4/10 close (1 days ago), 38.9% are below.
68.5% are above or equal to 4/7 close (2 days ago), 31.5% are below.
64.4% are above or equal to 4/6 close (3 days ago), 35.6% are below.
74.7% are above or equal to 4/5 close (4 days ago), 25.3% are below.
61.8% are above or equal to 4/4 close (5 days ago), 38.2% are below.
58.0% are above or equal to 4/3 close (6 days ago), 42.0% are below.
50.4% are above or equal to 3/31 close (7 days ago), 49.6% are below.
52.9% are above or equal to 3/30 close (8 days ago), 47.1% are below.
57.0% are above or equal to 3/29 close (9 days ago), 43.0% are below.
59.3% are above or equal to 3/28 close (10 days ago), 40.7% are below.
70.3% are above or equal to 3/27 close (11 days ago), 29.7% are below.
67.3% are above or equal to 3/24 close (12 days ago), 32.7% are below.
66.2% are above or equal to 3/23 close (13 days ago), 33.8% are below.
68.4% are above or equal to 3/22 close (14 days ago), 31.6% are below.
69.1% are above or equal to 3/21 close (15 days ago), 30.9% are below.
52.6% are above or equal to 3/20 close (16 days ago), 47.4% are below.
48.5% are above or equal to 3/17 close (17 days ago), 51.5% are below.
48.1% are above or equal to 3/16 close (18 days ago), 51.9% are below.
48.3% are above or equal to 3/15 close (19 days ago), 51.7% are below.
59.2% are above or equal to 3/14 close (20 days ago), 40.8% are below.
54.1% are above or equal to 3/13 close (21 days ago), 45.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170411 Closing)
20d: 12.7% new highs, 8.9% new lows
21d: 12.5% new highs, 8.7% new lows
42d: 6.3% new highs, 5.1% new lows
63d: 5.9% new highs, 3.2% new lows
126d: 4.3% new highs, 0.7% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170411 Closing)
2-day: 60.0% above, 40.0% below
3-day: 65.3% above, 34.7% below
4-day: 64.0% above, 36.0% below
5-day: 69.3% above, 30.7% below
8-day: 63.0% above, 37.0% below
10-day: 60.7% above, 39.3% below
20-day: 60.6% above, 39.4% below
50-day: 52.3% above, 47.7% below
200-day: 70.8% above, 29.2% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170411 Closing)
META(29): 2.01% Top=CDE AG SSRI AGI RGLD CENX TAHO ABX ….. SCCO NUE FCX ARNC SLCA TECK FMSA CNX=Bottom (Metals & Mining)
REAL(98): 0.80% Top=GPT SNH WPG CLI CBL KRC GEO SRC ….. DLR RLGY HCN EXR HCP AIV BAM GGP=Bottom (Real Estate)
MANU(34): 0.53% Top=DDD ATI MWA DE RS TTC MRC CMI ….. CAT CFX AME FLS XYL ETN AGCO ROP=Bottom (Manufacturing)
LEIS(35): 0.50% Top=YUMC GPRO STAY SHAK BYD EAT DNKN JACK ….. MGM CMG HGV MLCO SEAS SONC CCL RCL=Bottom (Leisure)
MATE(25): 0.43% Top=TOL DHI USG PHM EXP MAS LEN CAA ….. WM VMC FAST WY MLM PWR SRCL JELD=Bottom (Materials & Construction)
DISV(47): 0.32% Top=WTW CXW LKSD AMN ZTO MMS SBAC RHI ….. LAUR R CNDT KBR TAL YY RRD ADS=Bottom (Diversified Services)
CONS(51): 0.23% Top=ELF FOSL MAT KS GT CRI GIL COH ….. GPK WRK SKX LULU NWL PAY UAA EPC=Bottom (Consumer)
FINA(86): 0.16% Top=BOFI TWNK JNS NAVI SEIC HOMB SIVB TCB ….. WFC RJF MS OZRK PYPL SCHW BEN WETF=Bottom (Banks/Financials)
COSW(78): -0.00% Top=TWLO YELP TTD ZEN COTV AZPN MTCH GRUB ….. TSS JD ACN FEYE NTES TRIP SINA NTNX=Bottom (Computer Software/Internet)
HEAL(41): -0.03% Top=MOH HLS PRXL HRC STE RMD CNC IART ….. BKD OPK IRWD EW THC DXCM CYH ACHC=Bottom (Health)
COHW(36): -0.05% Top=STX WDC GOGO HPQ PANW VRSN CCI BCE ….. S AAPL ACIA PSTG VIAV INFN QCOM FNSR=Bottom (Computer Hardware/Telecom)
CHEM(26): -0.15% Top=GRA ALB APD AXTA IFF CC SHW FMC ….. HUN TROX CF MOS DD PAH OLN DOW=Bottom (Chemicals/Fertilizers)
RETA(62): -0.16% Top=SHLD GNC GES ANF TLRD JWN BIG URBN ….. BZUN SIG BABA TIF BID WFM KR CPRT=Bottom (Retail & Specialty Retail)
ENER(90): -0.21% Top=HES RSPP HFC NBR FRAC PDCE EGN REN ….. RDC RIG CRC CVE KOS WPX EEP SWN=Bottom (Energy)
TRAN(24): -0.26% Top=AAL SAVE LUV JBLU TRN DAL WAB CP ….. CNI GWR CSX UAL FDX JBHT XPO SWFT=Bottom (Transportation)
INSU(29): -0.41% Top=MTG RDN CLGX XL FAF ORI FNF BRO ….. ALL PGR PRU WLTW L AGO AIG AFSI=Bottom (Insurance)
ELEC(44): -0.72% Top=PI AYI TRMB JBL FSLR NVDA KEYS GLW ….. AMBA MRVL ADI AMAT CRUS ON HIMX SPWR=Bottom (Electronics/Semis/Equip/Materials/Solar)

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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