daytrend

04/13/2017

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

Closing Stats
by daytrend on 20170413. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 821.

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

COMPARED TO YESTERDAY’S RANGE (20170413 Closing)
3.9% of stocks are above yesterday’s high.
15.7% are above yesterday’s midpoint. (84.3% are below.)
61.4% are below yesterday’s low.
34.7% are inside yesterday’s range.
22.5% of stocks with today’s high > yesterday’s high. (77.5% less than).
74.1% of stocks with today’s low < yesterday’s low. (25.9% greater than).

EVIDENCE OF INTRADAY TREND (20170413 Closing)
16.4% of stocks are above today’s open. (82.8% are below).
12.4% of stocks are above today’s open and yesterday’s close.
80.1% are below both.
3.3% of stocks opened above yesterday’s high.
29.5% of stocks opened above yesterday’s close. (64.3% opened below yesterday’s close).
16.6% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170413 Closing)
0.7% of stocks are in the top 10% of today’s range.
2.1% are in the top 20%.
11.9% are in the top half. 88.1% of stocks are in the bottom half of today’s range.
62.4% are in the bottom 20%.
43.1% are in the bottom 10%.

GAIN (20170413 Closing)
16.1% of stocks are above yesterday’s close. (83.9% are below.)
0.1% are up 4.5% or more. 1.7% are down 4.5% or more.
0.4% are up 3.5% or more. 3.2% are down 3.5% or more.
57.1% are between +1% and -1%.

RSI on DAILY (20170413 Closing)
2-day: >=95:3.3%…>=90:4.6%…>=80:6.8%…>=50:16.7%…<=20:59.9%…<=10:38.5%…<=5:18.4%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.3%…>=50:31.2%…<=20:1.7%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.1%…>=50:32.8%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170413 Closing)
3.9% above previous 1 highs, 61.4% below previous 1 lows
2.9% above previous 2 highs, 49.0% below previous 2 lows
2.8% above previous 3 highs, 45.7% below previous 3 lows
2.7% above previous 4 highs, 42.0% below previous 4 lows
2.7% above previous 5 highs, 36.7% below previous 5 lows
2.4% above previous 6 highs, 35.0% below previous 6 lows
2.3% above previous 7 highs, 32.3% below previous 7 lows
1.9% above previous 8 highs, 30.2% below previous 8 lows
1.9% above previous 9 highs, 29.4% below previous 9 lows
1.8% above previous 10 highs, 28.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170413 Closing)
16.1% are above or equal to 4/12 close (1 days ago), 83.9% are below.
13.9% are above or equal to 4/11 close (2 days ago), 86.1% are below.
22.9% are above or equal to 4/10 close (3 days ago), 77.1% are below.
32.4% are above or equal to 4/7 close (4 days ago), 67.6% are below.
31.4% are above or equal to 4/6 close (5 days ago), 68.6% are below.
41.7% are above or equal to 4/5 close (6 days ago), 58.3% are below.
35.1% are above or equal to 4/4 close (7 days ago), 64.9% are below.
32.9% are above or equal to 4/3 close (8 days ago), 67.1% are below.
28.9% are above or equal to 3/31 close (9 days ago), 71.1% are below.
29.8% are above or equal to 3/30 close (10 days ago), 70.2% are below.
32.8% are above or equal to 3/29 close (11 days ago), 67.2% are below.
37.1% are above or equal to 3/28 close (12 days ago), 62.9% are below.
48.2% are above or equal to 3/27 close (13 days ago), 51.8% are below.
48.2% are above or equal to 3/24 close (14 days ago), 51.8% are below.
47.9% are above or equal to 3/23 close (15 days ago), 52.1% are below.
49.1% are above or equal to 3/22 close (16 days ago), 50.9% are below.
52.0% are above or equal to 3/21 close (17 days ago), 48.0% are below.
36.2% are above or equal to 3/20 close (18 days ago), 63.8% are below.
33.5% are above or equal to 3/17 close (19 days ago), 66.5% are below.
36.3% are above or equal to 3/16 close (20 days ago), 63.7% are below.
35.2% are above or equal to 3/15 close (21 days ago), 64.8% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170413 Closing)
20d: 6.0% new highs, 15.2% new lows
21d: 6.0% new highs, 15.1% new lows
42d: 3.7% new highs, 11.3% new lows
63d: 2.9% new highs, 7.3% new lows
126d: 2.2% new highs, 1.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170413 Closing)
2-day: 15.0% above, 85.0% below
3-day: 12.7% above, 87.3% below
4-day: 16.1% above, 83.9% below
5-day: 19.4% above, 80.6% below
8-day: 28.6% above, 71.4% below
10-day: 28.4% above, 71.6% below
20-day: 35.2% above, 64.8% below
50-day: 37.3% above, 62.7% below
200-day: 62.7% above, 37.3% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170413 Closing)
REAL(93): -0.27% Top=PEB UNIT DRH GEO AGNC NRZ NLY RLJ ….. STAG BAM PGRE SC RLGY OUT ALLY CBG=Bottom (Real Estate)
HEAL(40): -0.31% Top=CYH MOH EW IRWD IART ZBH PRAH VWR ….. THC ANTM DGX ACHC DXCM UHS PRXL ABT=Bottom (Health)
DISV(47): -0.35% Top=TAL LKSD MYGN ZTO AMN SBAC RBA CXW ….. BAH MMS KBR R FLT URI ADS RRD=Bottom (Diversified Services)
COHW(33): -0.37% Top=VIAV INFN HPQ TDC ACIA CIEN TMUS CDW ….. T S WDC PANW QCOM ARRS TDS BBRY=Bottom (Computer Hardware/Telecom)
COSW(77): -0.48% Top=TWLO SHOP ZEN RHT VEEV NOW SSNC WDAY ….. MDSO BITA MDRX NUAN ATHM SPLK SQ NTNX=Bottom (Computer Software/Internet)
LEIS(35): -0.59% Top=CMG SEAS YUMC SIX SHAK WYN SBUX MAR ….. TXRH WEN JACK MGM BYD EAT WYNN SONC=Bottom (Leisure)
MATE(25): -0.62% Top=LEN SRCL DHI JELD TOL KBH USG DAR ….. CAA MLM SUM FAST PWR FLR EXP MDR=Bottom (Materials & Construction)
CONS(50): -0.70% Top=COTY WHR HBI BERY GPK ELF EL EPC ….. PAY TUP LULU CRI SON WWW MAT TPX=Bottom (Consumer)
ELEC(44): -0.79% Top=PI XLNX AVGO IDTI KLAC MCHP HIMX SNPS ….. CREE MXL FSLR AMBA NVDA CGNX SPWR AMD=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(28): -1.09% Top=WLTW PGR HIG FNF AON AFL ALL AJG ….. L CNO MET CLGX RDN MTG MBI AFSI=Bottom (Insurance)
TRAN(23): -1.13% Top=KSU CSX NSC CHRW UPS CP CNI EXPD ….. FDX AAL XPO LUV JBLU DAL ALK TRN=Bottom (Transportation)
RETA(61): -1.15% Top=GME GNC KR MIK JWN WSM EBAY FINL ….. AEO GPS W BURL ANF TLRD BZUN PIR=Bottom (Retail & Specialty Retail)
MANU(34): -1.25% Top=DHR BWXT ROP PNR ITW HON IR AME ….. RS CAT ITT TEX KMT CFX MRC ATI=Bottom (Manufacturing)
CHEM(25): -1.32% Top=MON IFF FMC ALB PPG PX CF APD ….. HUN CE OLN TROX MOS CC RPM WLK=Bottom (Chemicals/Fertilizers)
FINA(86): -1.38% Top=CLNS ATH BOFI SEIC TWNK PYPL NAVI PNC ….. BKU SBNY WAL EWBC PACW OZRK WFC WETF=Bottom (Banks/Financials)
META(30): -1.44% Top=HL PAAS TAHO AG CDE ARNC RGLD SLW ….. AKS CLF AA CENX AGI X SLCA FMSA=Bottom (Metals & Mining)
ENER(90): -2.16% Top=NS CVI NOV ETP SXL MMP BPL PAGP ….. PTEN CPE SN GPOR ATW SWN NBR CRC=Bottom (Energy)

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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