Nov
29

End-of-Day DataSheet for November 29th, 2010

By on Monday, November 29th, 2010 at 8:30 pm
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                 November 29th, 2010 Market Tells DataSheet
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Cash Prices Open       High       Low        Close      Chg        1wk/1mo Chg
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S&P500      1189.08    1190.34    1173.64    1187.76    -1.64/0%   -1%/0%
S&P100      533.41     534.62     527.01     533.43     -0.16/0%   -1%/0%
VIX         23.15      23.84      21.38      21.53      -0.69/-3%  17%/2%
Nasdaq100   2144.04    2150.71    2118.94    2144.56    -9.35/0%   0%/1%
VXN         20.84      25.51      20.84      23.28      2.44/12%   18%/5%
NYSE TICK   -705       1183       -1413      -87        ----       ----
PreCloseTICK76
TICKscore   7
CumAdj TICK -32
NYSE TRIN   0.78       0.78       0.78       0.78       ----       ----
Dow Indus              11083.8    10929.3    11052.5    -39.51/0%  -1%/-1%
DJIA@10:30                                   10956.4
DJIA@3:00                                    11048.7
LstHour Ind                                  139.4

New Highs/Lows
NYSE Common Today      1d back    2d back    3d back    4d back    5d back
----------- ------------------------------------------------------------------
New 20d Hi  133        135        254        79         192        138
New 20d Lo  325        123        48         281        125        99
New 52wk Hi 58         74         142        37         102        75
New 52wk Lo 16         9          7          15         14         13

SPX Only
New 20d Hi  14         21         75         19         52         36
New 20d Lo  132        36         11         90         31         29
New 52wk Hi 8          19         45         8          31         22
New 52wk Lo 6          5          1          6          4          7

S&P500
Components  Today      1d back    2d back    3d back    4d back    5d back
----------- ------------------------------------------------------------------
Advancers   182        61         467        30         257        313
Decliners   309        434        28         465        234        181
A/D Ratio   0.59       0.14       16.68      0.06       1.10       1.73
Up Volume   1482128    187041     2495257    230856     1209016    1706997
Up Vol %    51.5%      16.4%      94.1%      7.0%       37.8%      55.8%
Dn Volume   1396170    956871     155788     3083255    1993693    1354198
Dn Vol %    48.5%      83.7%      5.9%       93.0%      62.3%      44.2%
Tot Volume  2914545    1149569    2678213    3360420    3232056    3204383
> Upr Bband 1          7          29         6          15         13
< Lwr Bband 6          6          5          24         3          11

BandWatch   Today      1d back    2d back    3d back    4d back    5d back
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OEX         533.43     533.59     537.80     530.65     538.17     539.99
Upper Band  554.72     554.73     554.70     554.77     554.51     554.53
Lower Band  525.82     525.77     525.87     525.37     526.10     525.76
VIX         21.53      22.22      19.56      20.63      18.37      18.04
Upper Band  23.01      22.96      22.73      22.81      22.77      22.76
Lower Band  16.84      16.86      16.95      16.98      16.98      17.14
NDX         2144.56    2153.91    2160.52    2116.61    2150.86    2135.27
Upper Band  2206.90    2206.99    2206.35    2205.08    2204.96    2204.80
Lower Band  2093.03    2090.92    2089.14    2086.95    2087.32    2083.74
VXN         23.28      20.84      20.85      21.77      19.73      19.78
Upper Band  24.31      24.14      24.20      24.25      24.25      24.29
Lower Band  17.55      17.62      17.65      17.67      17.67      17.80

NYSE        Today      1d back    2d back    3d back    4d back    5d back
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NYSE Comp   7483.34    7500.54    7579.26    7470.77    7610.3     7641.08
Tot Issues  3131       3005       3139       3130       3136       3142
Advancers   1275       949        2527       681        1527       1794
% of Total  40.7%      31.6%      80.5%      21.8%      48.7%      57.1%
Decliners   1747       1966       520        2379       1500       1240
% of Total  55.8%      65.4%      16.6%      76.0%      47.8%      39.5%
Unchanged   109        90         92         70         109        108
New Highs   64         73         144        37         113        85
New Lows    25         13         10         31         20         21
Adv Volume  439161     78173      745897     83921      359311     638904
% of Total  47.5%      18.2%      89.9%      8.2%       39.1%      57.8%
Decl Volume 467471     345689     73144      926607     544055     444543
% of Total  50.6%      80.7%      8.8%       90.9%      59.2%      40.2%
Total Vol   924450     428500     829820     1019388    918784     1104609
Unch Volume 17818      4638       10779      8860       15418      21162
ARMS Index  0.78       2.13       0.48       3.16       1.54       1.01
5 Day ARMS  8.09       8.32       6.75       7.61       6.72       6.1
McClellanOs -100       -82        -29        -144       -60        -63
McClellanSm 2140       2240       2322       2352       2495       2555
Cumul TICK  -8537      5604       73488      -13030     29419      43694

NASDAQ      Today      1d back    2d back    3d back    4d back    5d back
------------------------------------------------------------------------------
Nasdaq Comp 2525.22    2534.56    2543.12    2494.95    2532.02    2518.12
Tot Issues  2773       2642       2758       2770       2792       2789
Advancers   1205       915        2105       671        1349       1471
% of Total  43.5%      34.6%      76.3%      24.2%      48.3%      52.7%
Decliners   1455       1585       555        1996       1310       1192
% of Total  52.5%      60.0%      20.1%      72.1%      46.9%      42.7%
Unchanged   113        142        98         103        133        126
New Highs   91         112        185        57         122        93
New Lows    52         42         43         62         50         50
Adv Volume  664861     204784     1423262    305485     1198939    1008080
% of Total  39.5%      32.8%      87.1%      16.1%      64.8%      54.8%
Decl Volume 970476     399473     177596     1537003    631426     716441
% of Total  57.7%      64.0%      10.9%      81.2%      34.1%      38.9%
Total Vol   1683269    623984     1634644    1892262    1850573    1839671
Unch Volume 47932      19727      33786      49774      20208      115150
ARMS Index  1.21       1.13       0.47       1.69       0.54       0.88
5 Day ARMS  5.04       4.71       4.37       4.93       5.85       7.02
McClellanOs -45        -37        -3         -93        -29        -34
McClellanSm 1147       1192       1229       1232       1325       1354
Cumul TICK  -163171    -60522     251324     -153861    -85122     -30856

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                              Weekly Sentiment
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Sentiment   26-Nov     19-Nov     12-Nov     5-Nov      29-Oct     15-Oct
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AAII Bull   47         40         58         48         51         50
AAII Bear   25         33         29         30         22         25
Market Vane 53         53         58         56         57         55
II Bull     55.7       56.2       48.4       46.7       45.6       45.1
II Bear     21.6       20.2       23.1       24.4       24.4       22
OddLot ShRt 58.4       42.3       43.9       43.5       56.2       32.3

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PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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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.