daytrend

10/31/2019

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

Closing Stats
by daytrend on 20191031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 805.

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

COMPARED TO YESTERDAY’S RANGE (20191031 Closing)
15.5% of stocks are above yesterday’s high.
39.3% are above yesterday’s midpoint. (60.7% are below.)
30.7% are below yesterday’s low.
53.8% are inside yesterday’s range.
35.8% of stocks with today’s high > yesterday’s high. (64.2% less than).
60.1% of stocks with today’s low < yesterday’s low. (39.9% greater than).

EVIDENCE OF INTRADAY TREND (20191031 Closing)
30.3% of stocks are above today’s open. (69.1% are below).
23.5% of stocks are above today’s open and yesterday’s close.
64.7% are below both.
13.5% of stocks opened above yesterday’s high.
30.2% of stocks opened above yesterday’s close. (66.0% opened below yesterday’s close).
8.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20191031 Closing)
12.2% of stocks are in the top 10% of today’s range.
19.3% are in the top 20%.
49.2% are in the top half. 50.8% of stocks are in the bottom half of today’s range.
14.2% are in the bottom 20%.
6.6% are in the bottom 10%.

GAIN (20191031 Closing)
28.2% of stocks are above yesterday’s close. (71.8% are below.)
2.1% are up 4.5% or more. 4.2% are down 4.5% or more.
3.4% are up 3.5% or more. 7.7% are down 3.5% or more.
46.0% are between +1% and -1%.

RSI on DAILY (20191031 Closing)
2-day: >=95:4.8%…>=90:8.3%…>=80:16.0%…>=50:35.9%…<=20:34.2%…<=10:15.9%…<=5:7.6%…
9-day: >=95:0.0%…>=90:0.1%…>=80:3.2%…>=50:59.4%…<=20:2.1%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.7%…>=50:62.6%…<=20:0.4%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20191031 Closing)
15.5% above previous 1 highs, 30.7% below previous 1 lows
11.7% above previous 2 highs, 26.5% below previous 2 lows
9.2% above previous 3 highs, 23.9% below previous 3 lows
7.7% above previous 4 highs, 17.0% below previous 4 lows
6.7% above previous 5 highs, 13.4% below previous 5 lows
6.5% above previous 6 highs, 11.9% below previous 6 lows
6.2% above previous 7 highs, 10.2% below previous 7 lows
6.2% above previous 8 highs, 8.9% below previous 8 lows
6.2% above previous 9 highs, 6.6% below previous 9 lows
6.2% above previous 10 highs, 6.5% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (boiling frog) (20191031 Closing)
28.2% are above or equal to 10/30 close (1 days ago), 71.8% are below.
40.1% are above or equal to 10/29 close (2 days ago), 59.9% are below.
39.9% are above or equal to 10/28 close (3 days ago), 60.1% are below.
48.1% are above or equal to 10/25 close (4 days ago), 51.9% are below.
53.0% are above or equal to 10/24 close (5 days ago), 47.0% are below.
51.6% are above or equal to 10/23 close (6 days ago), 48.4% are below.
56.1% are above or equal to 10/22 close (7 days ago), 43.9% are below.
57.4% are above or equal to 10/21 close (8 days ago), 42.6% are below.
64.8% are above or equal to 10/18 close (9 days ago), 35.2% are below.
62.2% are above or equal to 10/17 close (10 days ago), 37.8% are below.
64.3% are above or equal to 10/16 close (11 days ago), 35.7% are below.
61.5% are above or equal to 10/15 close (12 days ago), 38.5% are below.
67.2% are above or equal to 10/14 close (13 days ago), 32.8% are below.
64.5% are above or equal to 10/11 close (14 days ago), 35.5% are below.
72.4% are above or equal to 10/10 close (15 days ago), 27.6% are below.
74.7% are above or equal to 10/9 close (16 days ago), 25.3% are below.
77.9% are above or equal to 10/8 close (17 days ago), 22.1% are below.
70.6% are above or equal to 10/7 close (18 days ago), 29.4% are below.
68.0% are above or equal to 10/4 close (19 days ago), 32.0% are below.
72.7% are above or equal to 10/3 close (20 days ago), 27.3% are below.
77.1% are above or equal to 10/2 close (21 days ago), 22.9% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20191031 Closing)
20d: 13.0% new highs, 8.2% new lows
21d: 13.0% new highs, 8.1% new lows
42d: 9.3% new highs, 5.7% new lows
63d: 8.6% new highs, 4.8% new lows
126d: 6.5% new highs, 3.6% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20191031 Closing)
2-day: 27.8% above, 72.2% below
3-day: 33.2% above, 66.8% below
4-day: 36.6% above, 63.4% below
5-day: 39.6% above, 60.4% below
8-day: 48.1% above, 51.9% below
10-day: 51.8% above, 48.2% below
20-day: 66.3% above, 33.7% below
50-day: 62.4% above, 37.6% below
200-day: 59.3% above, 40.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20191031 Closing)
META(21): 0.11% Top=KL AG WPM AEM EGO FNV PAAS NEM ….. STLD CLF CNX CCJ AA FCX TECK X=Bottom (Metals & Mining)
COHW(34): -0.17% Top=MAXR VIAV MRCY AAPL KN ATUS CIEN T ….. VRSN QCOM HPQ COMM TDC TDS VCRA WDC=Bottom (Computer Hardware/Telecom)
REAL(99): -0.25% Top=AGNC SBRA HCP MAA TWO SUI STOR EXR ….. ALLY QTS RWT SC REG CONE UNIT RLGY=Bottom (Real Estate)
LEIS(38): -0.34% Top=DNKN TSG H WH SBUX CMG DPZ CAKE ….. WYND PK YUM WING MLCO WYNN YUMC EAT=Bottom (Leisure)
HEAL(39): -0.41% Top=ABMD NUVA NTRA HRC RMD IART HOLX ZBH ….. VAR ANTM CNC PKI THC MD MOH PINC=Bottom (Health)
ELEC(44): -0.43% Top=CRUS SPWR ENPH AMD TRMB IPHI QRVO AVGO ….. KEYS LRCX GLW TER GRMN ON SIMO AMKR=Bottom (Electronics/Semis/Equip/Materials/Solar)
INSU(32): -0.44% Top=EHTH RDN ALL MET TRV CLGX AIG PGR ….. AGO CNO PRU PFG WLTW BHF FG LNC=Bottom (Insurance)
MANU(32): -0.62% Top=ATI DDD CFX GNRC AGCO WBT AME DE ….. CAT ROK RXN KMT TEX EAF PH XYL=Bottom (Manufacturing)
DISV(45): -0.67% Top=AVYA TNET REZI GPN MCO TRU MYGN R ….. SERV VRSK AAN WW ADS GDOT ULTA KBR=Bottom (Diversified Services)
ENER(58): -0.84% Top=MUR OII CLR ET FANG CVI HES APA ….. MPC DCP HFC CRZO WES WLL PUMP VET=Bottom (Energy)
COSW(94): -0.96% Top=SABR CDAY IT FEYE FB ZEN SNAP BKI ….. MDB HQY TTD MANH AVLR PLAN AYX TWLO=Bottom (Computer Software/Internet)
MATE(26): -1.17% Top=SRCL TREX TMHC TPH DHI UFPI PWR DAR ….. VMC RSG MLM GVA WY SUM MDC FLR=Bottom (Materials & Construction)
FINA(89): -1.18% Top=LM EFX ICE SMPL FII ESNT APO CME ….. EWBC CIT LAZ AMTD OZK JEF WBS PB=Bottom (Banks/Financials)
TRAN(25): -1.25% Top=WAB SNDR JBHT DAL SAVE CP AAL JBLU ….. LUV NSC ODFL CHRW FDX DHT XPO STNG=Bottom (Transportation)
CONS(53): -1.43% Top=TPX FNKO IP DECK GPK CL VFC GIII ….. EL YETI HBI TUP BLL BOOT CHD CROX=Bottom (Consumer)
CHEM(21): -1.49% Top=ESI FMC GRA AXTA PPG CE RPM CC ….. POL HUN NTR SHW WLK ALB CF OLN=Bottom (Chemicals/Fertilizers)
RETA(55): -1.87% Top=BJ SFM JWN BLDR LB TIF LOW M ….. SIG GPS SFIX MIK HOME SBH ETSY W=Bottom (Retail & Specialty Retail)

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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