daytrend

04/12/2017

Filed under: Market Stats — daytrend @ 4:43 pm

Closing Stats
by daytrend on 20170412. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 832.

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

COMPARED TO YESTERDAY’S RANGE (20170412 Closing)
12.0% of stocks are above yesterday’s high.
37.0% are above yesterday’s midpoint. (63.0% are below.)
30.2% are below yesterday’s low.
57.8% are inside yesterday’s range.
46.2% of stocks with today’s high > yesterday’s high. (53.8% less than).
50.1% of stocks with today’s low < yesterday’s low. (49.9% greater than).

EVIDENCE OF INTRADAY TREND (20170412 Closing)
24.0% of stocks are above today’s open. (74.8% are below).
16.8% of stocks are above today’s open and yesterday’s close.
70.8% are below both.
13.5% of stocks opened above yesterday’s high.
34.7% of stocks opened above yesterday’s close. (60.2% opened below yesterday’s close).
2.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170412 Closing)
4.0% of stocks are in the top 10% of today’s range.
8.5% are in the top 20%.
27.3% are in the top half. 72.7% of stocks are in the bottom half of today’s range.
39.3% are in the bottom 20%.
16.9% are in the bottom 10%.

GAIN (20170412 Closing)
21.8% of stocks are above yesterday’s close. (78.2% are below.)
0.2% are up 4.5% or more. 2.3% are down 4.5% or more.
0.2% are up 3.5% or more. 5.6% are down 3.5% or more.
57.7% are between +1% and -1%.

RSI on DAILY (20170412 Closing)
2-day: >=95:6.0%…>=90:10.1%…>=80:17.3%…>=50:31.9%…<=20:37.9%…<=10:19.8%…<=5:9.5%…
9-day: >=95:0.0%…>=90:0.1%…>=80:2.3%…>=50:43.4%…<=20:1.1%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:45.3%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170412 Closing)
12.0% above previous 1 highs, 30.2% below previous 1 lows
9.6% above previous 2 highs, 26.1% below previous 2 lows
9.0% above previous 3 highs, 23.0% below previous 3 lows
8.2% above previous 4 highs, 18.5% below previous 4 lows
6.7% above previous 5 highs, 16.9% below previous 5 lows
6.3% above previous 6 highs, 15.1% below previous 6 lows
6.0% above previous 7 highs, 13.2% below previous 7 lows
5.9% above previous 8 highs, 12.6% below previous 8 lows
5.6% above previous 9 highs, 12.3% below previous 9 lows
5.4% above previous 10 highs, 11.1% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170412 Closing)
21.8% are above or equal to 4/11 close (1 days ago), 78.2% are below.
34.4% are above or equal to 4/10 close (2 days ago), 65.6% are below.
45.8% are above or equal to 4/7 close (3 days ago), 54.2% are below.
42.7% are above or equal to 4/6 close (4 days ago), 57.3% are below.
55.2% are above or equal to 4/5 close (5 days ago), 44.8% are below.
45.7% are above or equal to 4/4 close (6 days ago), 54.3% are below.
42.4% are above or equal to 4/3 close (7 days ago), 57.6% are below.
36.5% are above or equal to 3/31 close (8 days ago), 63.5% are below.
38.2% are above or equal to 3/30 close (9 days ago), 61.8% are below.
41.8% are above or equal to 3/29 close (10 days ago), 58.2% are below.
47.8% are above or equal to 3/28 close (11 days ago), 52.2% are below.
58.3% are above or equal to 3/27 close (12 days ago), 41.7% are below.
57.1% are above or equal to 3/24 close (13 days ago), 42.9% are below.
57.1% are above or equal to 3/23 close (14 days ago), 42.9% are below.
58.9% are above or equal to 3/22 close (15 days ago), 41.1% are below.
60.5% are above or equal to 3/21 close (16 days ago), 39.5% are below.
44.4% are above or equal to 3/20 close (17 days ago), 55.6% are below.
40.7% are above or equal to 3/17 close (18 days ago), 59.3% are below.
43.3% are above or equal to 3/16 close (19 days ago), 56.7% are below.
42.5% are above or equal to 3/15 close (20 days ago), 57.5% are below.
52.3% are above or equal to 3/14 close (21 days ago), 47.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170412 Closing)
20d: 12.6% new highs, 8.8% new lows
21d: 12.6% new highs, 8.4% new lows
42d: 6.6% new highs, 5.5% new lows
63d: 5.8% new highs, 3.0% new lows
126d: 4.7% new highs, 0.2% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170412 Closing)
2-day: 20.4% above, 79.6% below
3-day: 28.1% above, 71.9% below
4-day: 34.9% above, 65.1% below
5-day: 36.3% above, 63.7% below
8-day: 41.2% above, 58.8% below
10-day: 39.4% above, 60.6% below
20-day: 46.8% above, 53.2% below
50-day: 44.6% above, 55.4% below
200-day: 67.4% above, 32.6% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170412 Closing)
COHW(36): -0.02% Top=BBRY HPQ PSTG CTL BCE TDS LVLT ZAYO ….. CDW STX INFN UBNT WDC NTAP QCOM VIAV=Bottom (Computer Hardware/Telecom)
REAL(96): -0.17% Top=WPG AKR UNIT DDR DRE MPW PLD CBL ….. MAA DRH HST AIV SC RLJ PEB RLGY=Bottom (Real Estate)
LEIS(35): -0.34% Top=HGV WYN CMG MLCO LVS EAT H YUMC ….. TXRH WEN SEAS SONC JACK SHAK BYD GPRO=Bottom (Leisure)
COSW(77): -0.38% Top=WDAY SQ PFPT GRUB JD TEAM SSNC MTCH ….. CERN NUAN MDSO NTNX NCR WUBA YELP ATHM=Bottom (Computer Software/Internet)
HEAL(40): -0.43% Top=THC OPK BAX HCA EW UHS DGX SYK ….. BKD HRC XRAY MOH CYH RMD CNC IRWD=Bottom (Health)
INSU(29): -0.49% Top=AFSI MTG RDN CLGX TRV FNF MBI ALL ….. ORI TMK BRO PRU MET UNM LNC CNO=Bottom (Insurance)
CONS(51): -0.50% Top=TUP BERY COTY HBI NKE LULU PG CL ….. FOSL OI PBI WRK BC GT KS TPX=Bottom (Consumer)
RETA(62): -0.85% Top=WFM W KR SHLD EBAY BABA KAR URBN ….. BLDR GNC BIG WSM TLRD BID BZUN TSCO=Bottom (Retail & Specialty Retail)
FINA(86): -0.92% Top=WETF CBOE TWNK LM FII JNS TROW APO ….. WFC PACW SLM HOMB OZRK PB LAZ BKU=Bottom (Banks/Financials)
DISV(47): -1.11% Top=VNTV AMN ADS HRB INFO ALLE LAUR ILG ….. ACM MYGN JEC KBR R AL URI WTW=Bottom (Diversified Services)
ELEC(44): -1.51% Top=PI SPWR MRVL KLAC INTC SIMO FTV SNPS ….. MSCC AMD AMBA CAVM HIMX CY AVGO OCLR=Bottom (Electronics/Semis/Equip/Materials/Solar)
ENER(90): -1.57% Top=BAS OII XEC PAA MMP FANG CXO SU ….. REN NBR HLX SN OAS WLL ATW CRC=Bottom (Energy)
MATE(26): -1.57% Top=PHM SUM KBH WY DAR OC RSG SRCL ….. USG PWR EXP VMC FLR MLM MDR FAST=Bottom (Materials & Construction)
CHEM(26): -1.58% Top=MON SHW OLN AGU IFF APD POT RPM ….. MOS PAH HUN WLK FMC CF TROX CC=Bottom (Chemicals/Fertilizers)
TRAN(24): -1.62% Top=SAVE LUV AAL ALK EXPD DAL CNI KSU ….. WAB ODFL GWR NSC XPO FDX TRN SWFT=Bottom (Transportation)
MANU(34): -2.19% Top=SWK DHR DDD ROP MWA GE HON BWXT ….. ITT AGCO PH TEX ROK ATI MRC KMT=Bottom (Manufacturing)
META(29): -2.59% Top=AGI AEM GG PAAS ABX FNV TAHO SLW ….. NUE FCX TECK AA AKS CLF CENX X=Bottom (Metals & Mining)

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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