Nov
21
End-of-Day DataSheet for November 19th, 2010
By******************************************************************************
November 19th, 2010 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg 1wk/1mo Chg
------------------------------------------------------------------------------
S&P500 1196.12 1199.97 1189.44 1199.73 3.04/0% 0%/1%
S&P100 538.87 540.12 535.72 539.99 0.95/0% 0%/1%
VIX 19.15 19.72 17.76 18.04 -0.71/-4% -11%/-4%
Nasdaq100 2129.61 2138.88 2121.11 2135.27 0.5/0% 0%/1%
VXN 20.38 20.89 19.43 19.78 -0.48/-2% -9%/-3%
NYSE TICK -177 1068 -988 818 ---- ----
PreCloseTICK-278
TICKscore 4
CumAdj TICK 466
NYSE TRIN 1.01 1.01 1.01 1.01 ---- ----
Dow Indus 11206.2 11119.2 11203.6 22.32/0% 0%/1%
DJIA@10:30 11142.3
DJIA@3:00 11184.0
LstHour Ind 58.5
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
OEX 539.99 539.04 530.81 531.42 539.62 540.22
Upper Band 554.53 554.48 554.48 554.38 554.80 554.69
Lower Band 525.76 525.22 524.67 524.94 524.07 523.74
VIX 18.04 18.75 21.76 22.58 20.20 20.61
Upper Band 22.76 22.71 22.70 22.47 22.07 22.03
Lower Band 17.14 17.27 17.33 17.36 17.56 17.49
NDX 2135.27 2134.77 2100.00 2093.63 2131.48 2137.95
Upper Band 2204.80 2205.76 2207.74 2209.10 2211.96 2212.15
Lower Band 2083.74 2079.68 2073.23 2070.44 2065.19 2062.27
VXN 19.78 20.26 23.25 23.73 21.69 22.55
Upper Band 24.29 24.29 24.31 24.08 23.75 23.71
Lower Band 17.80 17.87 17.94 18.01 18.16 18.15
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
NYSE Comp 7641.08 7619.94 7488.76 7472.63 7617.51 7623.24
Tot Issues 3142 3130 3082 3145 3113 3111
Advancers 1794 2471 1836 424 1406 521
% of Total 57.1% 78.9% 59.6% 13.5% 45.2% 16.7%
Decliners 1240 595 1213 2666 1615 2509
% of Total 39.5% 19.0% 39.4% 84.8% 51.9% 80.6%
Unchanged 108 64 93 55 92 81
New Highs 85 96 20 20 58 49
New Lows 21 12 19 139 48 18
Adv Volume 638904 1062753 503025 88439 422527 104404
% of Total 57.8% 87.6% 52.7% 6.5% 48.0% 10.3%
Decl Volume 444543 142930 439692 1262384 445839 902317
% of Total 40.2% 11.8% 46.1% 93.2% 50.7% 89.1%
Total Vol 1104609 1213756 954658 1354223 879838 1012964
Unch Volume 21162 8073 11940 3400 11472 6243
ARMS Index 1.01 0.56 1.34 2.27 0.92 1.79
5 Day ARMS 6.1 6.88 7.21 6.57 5.86 5.94
McClellanOs -63 -96 -212 -273 -176 -179
McClellanSm 2555 2618 2714 2926 3199 3375
Cumul TICK 43694 25712 -21063 -78102 2095 -59508
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Nasdaq Comp 2518.12 2514.4 2476.01 2469.84 25.13 2518.21
Tot Issues 2789 2769 2759 2771 2790 2756
Advancers 1471 2003 1381 561 1436 516
% of Total 52.7% 72.3% 50.1% 20.2% 51.5% 18.7%
Decliners 1192 665 1250 2113 1205 2143
% of Total 42.7% 24.0% 45.3% 76.3% 43.2% 77.8%
Unchanged 126 101 128 97 149 97
New Highs 93 86 40 33 93 54
New Lows 50 41 48 69 45 40
Adv Volume 1008080 1605175 918623 204781 753879 386145
% of Total 54.8% 78.4% 50.6% 9.2% 40.7% 17.6%
Decl Volume 716441 423441 865396 2014200 1082793 1778283
% of Total 38.9% 20.7% 47.6% 90.2% 58.5% 81.1%
Total Vol 1839671 2046668 1816261 2234098 1852216 2191792
Unch Volume 115150 18052 41084 15117 15544 27364
ARMS Index 0.88 0.79 1.03 2.61 1.71 1.11
5 Day ARMS 7.02 7.25 7.58 7.85 6.1 5.21
McClellanOs -34 -54 -139 -167 -100 -125
McClellanSm 1354 1388 1442 1581 1747 1847
Cumul TICK -30856 146973 -12609 -187346 27342 -192155
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 19-Nov 12-Nov 5-Nov 29-Oct 15-Oct 8-Oct
------------------------------------------------------------------------------
AAII Bull 40 58 48 51 50 47
AAII Bear 33 29 30 22 25 27
Market Vane 53 58 56 57 55 56
II Bull 56.2 48.4 46.7 45.6 45.1 47.2
II Bear 20.2 23.1 24.4 24.4 22 24.7
OddLot ShRt 42.3 43.9 43.5 56.2 32.3 32.3
******************************************************************************
DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL
PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
******************************************************************************
(C) 2010 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION.
