daytrend

04/21/2017

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

Closing Stats
by daytrend on 20170421. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 820.

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

COMPARED TO YESTERDAY’S RANGE (20170421 Closing)
16.3% of stocks are above yesterday’s high.
51.3% are above yesterday’s midpoint. (48.7% are below.)
16.1% are below yesterday’s low.
67.6% are inside yesterday’s range.
44.4% of stocks with today’s high > yesterday’s high. (55.6% less than).
36.6% of stocks with today’s low < yesterday’s low. (63.4% greater than).

EVIDENCE OF INTRADAY TREND (20170421 Closing)
38.2% of stocks are above today’s open. (60.5% are below).
30.5% of stocks are above today’s open and yesterday’s close.
55.9% are below both.
8.2% of stocks opened above yesterday’s high.
37.3% of stocks opened above yesterday’s close. (56.6% opened below yesterday’s close).
5.4% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20170421 Closing)
4.8% of stocks are in the top 10% of today’s range.
14.4% are in the top 20%.
44.4% are in the top half. 55.6% of stocks are in the bottom half of today’s range.
21.3% are in the bottom 20%.
9.1% are in the bottom 10%.

GAIN (20170421 Closing)
36.3% of stocks are above yesterday’s close. (63.7% are below.)
0.4% are up 4.5% or more. 0.6% are down 4.5% or more.
0.6% are up 3.5% or more. 0.9% are down 3.5% or more.
72.4% are between +1% and -1%.

RSI on DAILY (20170421 Closing)
2-day: >=95:12.0%…>=90:19.4%…>=80:28.8%…>=50:56.8%…<=20:15.2%…<=10:8.3%…<=5:5.1%…
9-day: >=95:0.0%…>=90:0.0%…>=80:2.6%…>=50:61.6%…<=20:1.2%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:57.8%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20170421 Closing)
16.3% above previous 1 highs, 16.1% below previous 1 lows
13.5% above previous 2 highs, 12.0% below previous 2 lows
12.6% above previous 3 highs, 8.2% below previous 3 lows
12.4% above previous 4 highs, 6.2% below previous 4 lows
11.7% above previous 5 highs, 5.6% below previous 5 lows
10.2% above previous 6 highs, 5.4% below previous 6 lows
9.5% above previous 7 highs, 4.9% below previous 7 lows
8.5% above previous 8 highs, 4.9% below previous 8 lows
7.8% above previous 9 highs, 4.8% below previous 9 lows
7.7% above previous 10 highs, 4.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20170421 Closing)
36.3% are above or equal to 4/20 close (1 days ago), 63.7% are below.
67.9% are above or equal to 4/19 close (2 days ago), 32.1% are below.
63.5% are above or equal to 4/18 close (3 days ago), 36.5% are below.
60.9% are above or equal to 4/17 close (4 days ago), 39.1% are below.
75.6% are above or equal to 4/13 close (5 days ago), 24.4% are below.
65.7% are above or equal to 4/12 close (6 days ago), 34.3% are below.
52.9% are above or equal to 4/11 close (7 days ago), 47.1% are below.
55.6% are above or equal to 4/10 close (8 days ago), 44.4% are below.
58.4% are above or equal to 4/7 close (9 days ago), 41.6% are below.
58.3% are above or equal to 4/6 close (10 days ago), 41.7% are below.
64.6% are above or equal to 4/5 close (11 days ago), 35.4% are below.
57.2% are above or equal to 4/4 close (12 days ago), 42.8% are below.
55.2% are above or equal to 4/3 close (13 days ago), 44.8% are below.
50.5% are above or equal to 3/31 close (14 days ago), 49.5% are below.
48.5% are above or equal to 3/30 close (15 days ago), 51.5% are below.
52.7% are above or equal to 3/29 close (16 days ago), 47.3% are below.
54.9% are above or equal to 3/28 close (17 days ago), 45.1% are below.
64.9% are above or equal to 3/27 close (18 days ago), 35.1% are below.
62.8% are above or equal to 3/24 close (19 days ago), 37.2% are below.
61.8% are above or equal to 3/23 close (20 days ago), 38.2% are below.
63.4% are above or equal to 3/22 close (21 days ago), 36.6% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20170421 Closing)
20d: 13.5% new highs, 6.2% new lows
21d: 13.5% new highs, 5.9% new lows
42d: 7.8% new highs, 4.6% new lows
63d: 6.6% new highs, 3.8% new lows
126d: 5.7% new highs, 1.1% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20170421 Closing)
2-day: 35.0% above, 65.0% below
3-day: 58.4% above, 41.6% below
4-day: 60.0% above, 40.0% below
5-day: 59.5% above, 40.5% below
8-day: 63.7% above, 36.3% below
10-day: 62.8% above, 37.2% below
20-day: 60.9% above, 39.1% below
50-day: 49.8% above, 50.2% below
200-day: 67.3% above, 32.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20170421 Closing)
LEIS(35): 0.20% Top=WEN SONC SEAS DPZ EAT HGV SBUX MLCO ….. HLT CCL LVS H YUMC BYD GPRO SHAK=Bottom (Leisure)
TRAN(24): 0.13% Top=CSX SWFT JBHT ODFL ALK JBLU EXPD NSC ….. UAL WAB CP LUV FDX DAL TRN KSU=Bottom (Transportation)
ENER(87): -0.00% Top=PBF HFC DK GPOR CVE TSO VLO MTDR ….. MPLX RES ETE SLB HLX VVV NOV BHI=Bottom (Energy)
MATE(25): -0.06% Top=MAS VMC WM MLM RSG FAST SRCL SUM ….. OC TPH PWR WY DHI MDR EXP USG=Bottom (Materials & Construction)
DISV(44): -0.08% Top=TAL RHI ZTO CXW R AMN KBR PAYX ….. FDC RRD WTW FLT URI AL HRB MAN=Bottom (Diversified Services)
COSW(76): -0.10% Top=PFPT FTNT IAC SINA VIPS FEYE MSFT FIS ….. VMW IBM SQ VEEV PTC TWLO NCR MANH=Bottom (Computer Software/Internet)
MANU(34): -0.12% Top=SWK HON MWA SNA XYL AOS IR DCI ….. AGCO FLS KMT DE DHR DDD CFX GE=Bottom (Manufacturing)
REAL(95): -0.32% Top=RLGY BDN SLG STAG CYS AGNC CBG CBL ….. DFT SPG MAC KIM SKT RESI SC DDR=Bottom (Real Estate)
META(28): -0.37% Top=NEM STLD CMC TECK AEM SSRI CCJ GG ….. AGI TAHO AA CENX CLF AKS FCX SLCA=Bottom (Metals & Mining)
RETA(61): -0.37% Top=AEO RH NFLX TSCO ORLY HD KR GPS ….. SHLD SIG AN GES KORS FINL ETSY GNC=Bottom (Retail & Specialty Retail)
ELEC(44): -0.38% Top=OCLR PI IDTI AMBA LRCX NVDA INTC TER ….. QRVO AMKR ADI JBL MCHP KEYS HIMX ON=Bottom (Electronics/Semis/Equip/Materials/Solar)
CHEM(24): -0.42% Top=CC RPM DD DOW APD IFF SHW OLN ….. AXTA TROX FMC CE HUN MOS POT CF=Bottom (Chemicals/Fertilizers)
HEAL(40): -0.42% Top=THC MZOR ACHC PRXL RMD A SYK HOLX ….. IRWD ABT DVA HLS CYH CNC LH OPK=Bottom (Health)
FINA(87): -0.55% Top=WBS EWBC BOFI SLM NYCB FII PB PSEC ….. BEN MS BBT OZRK SEIC AMTD APO LAZ=Bottom (Banks/Financials)
COHW(36): -0.61% Top=FNSR HRS TU ANET CSCO TDS BCE JNPR ….. SSYS HPQ WDC COMM NTAP VZ TDC ACIA=Bottom (Computer Hardware/Telecom)
INSU(29): -0.71% Top=AFSI FAF FNF TMK TRV XL PGR PRU ….. CLGX AGO WLTW AON MMC MBI MTG RDN=Bottom (Insurance)
CONS(51): -0.85% Top=FBHS BC SON BMS GPK CCK BLL NWL ….. COH KATE HBI UAA FOSL SKX PVH MAT=Bottom (Consumer)

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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