Nov
30
End-of-Day DataSheet for November 30th, 2010
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November 30th, 2010 Market Tells DataSheet
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Cash Prices Open High Low Close Chg 1wk/1mo Chg
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S&P500 1182.96 1187.4 1174.14 1180.55 -7.21/-1% 0%/0%
S&P100 531.30 532.92 527.41 529.73 -3.7/-1% 0%/-1%
VIX 23.27 23.79 22.42 23.54 2.01/9% 14%/8%
Nasdaq100 2119.47 2131.5 2110.24 2117.33 -27.23/-1% 0%/-1%
VXN 24.82 25.55 24.29 25.39 2.11/9% 17%/11%
NYSE TICK -839 1208 -1186 148 ---- ----
PreCloseTICK-203
TICKscore -1
CumAdj TICK -23
NYSE TRIN 0.87 0.87 0.87 0.87 ---- ----
Dow Indus 11062.6 10943.0 11006.0 -46.47/0% 0%/-1%
DJIA@10:30 10994.7
DJIA@3:00 11039.3
LstHour Ind 24.5
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 142 133 135 254 79 192
New 20d Lo 270 325 123 48 281 125
New 52wk Hi 72 58 74 142 37 102
New 52wk Lo 15 16 9 7 15 14
SPX Only
New 20d Hi 27 14 21 75 19 52
New 20d Lo 76 132 36 11 90 31
New 52wk Hi 14 8 19 45 8 31
New 52wk Lo 7 6 5 1 6 4
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 146 182 61 467 30 257
Decliners 345 309 434 28 465 234
A/D Ratio 0.42 0.59 0.14 16.68 0.06 1.10
Up Volume 1482473 1482128 187041 2495257 230856 1209016
Up Vol % 38.0% 51.5% 16.4% 94.1% 7.0% 37.8%
Dn Volume 2416351 1396170 956871 155788 3083255 1993693
Dn Vol % 62.0% 48.5% 83.7% 5.9% 93.0% 62.3%
Tot Volume 3949744 2914545 1149569 2678213 3360420 3232056
> Upr Bband 2 1 7 29 6 15
< Lwr Bband 18 6 6 5 24 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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OEX 529.73 533.43 533.59 537.80 530.65 538.17
Upper Band 555.00 554.72 554.73 554.70 554.77 554.51
Lower Band 525.12 525.82 525.77 525.87 525.37 526.10
VIX 23.54 21.53 22.22 19.56 20.63 18.37
Upper Band 23.39 23.01 22.96 22.73 22.81 22.77
Lower Band 16.62 16.84 16.86 16.95 16.98 16.98
NDX 2117.33 2144.56 2153.91 2160.52 2116.61 2150.86
Upper Band 2207.43 2206.90 2206.99 2206.35 2205.08 2204.96
Lower Band 2091.38 2093.03 2090.92 2089.14 2086.95 2087.32
VXN 25.39 23.28 20.84 20.85 21.77 19.73
Upper Band 24.89 24.31 24.14 24.20 24.25 24.25
Lower Band 17.22 17.55 17.62 17.65 17.67 17.67
NYSE Today 1d back 2d back 3d back 4d back 5d back
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NYSE Comp 7430.94 7483.34 7500.54 7579.26 7470.77 7610.3
Tot Issues 3118 3131 3005 3139 3130 3136
Advancers 1003 1275 949 2527 681 1527
% of Total 32.2% 40.7% 31.6% 80.5% 21.8% 48.7%
Decliners 1994 1747 1966 520 2379 1500
% of Total 64.0% 55.8% 65.4% 16.6% 76.0% 47.8%
Unchanged 121 109 90 92 70 109
New Highs 74 64 73 144 37 113
New Lows 28 25 13 10 31 20
Adv Volume 558600 439161 78173 745897 83921 359311
% of Total 36.4% 47.5% 18.2% 89.9% 8.2% 39.1%
Decl Volume 961621 467471 345689 73144 926607 544055
% of Total 62.6% 50.6% 80.7% 8.8% 90.9% 59.2%
Total Vol 1536185 924450 428500 829820 1019388 918784
Unch Volume 15964 17818 4638 10779 8860 15418
ARMS Index 0.87 0.78 2.13 0.48 3.16 1.54
5 Day ARMS 7.42 8.09 8.32 6.75 7.61 6.72
McClellanOs -141 -100 -82 -29 -144 -60
McClellanSm 1999 2140 2240 2322 2352 2495
Cumul TICK 7361 -8537 5604 73488 -13030 29419
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Nasdaq Comp 2498.23 2525.22 2534.56 2543.12 2494.95 2532.02
Tot Issues 2774 2773 2642 2758 2770 2792
Advancers 871 1205 915 2105 671 1349
% of Total 31.4% 43.5% 34.6% 76.3% 24.2% 48.3%
Decliners 1791 1455 1585 555 1996 1310
% of Total 64.6% 52.5% 60.0% 20.1% 72.1% 46.9%
Unchanged 112 113 142 98 103 133
New Highs 82 91 112 185 57 122
New Lows 75 52 42 43 62 50
Adv Volume 576700 664861 204784 1423262 305485 1198939
% of Total 24.9% 39.5% 32.8% 87.1% 16.1% 64.8%
Decl Volume 1690693 970476 399473 177596 1537003 631426
% of Total 73.0% 57.7% 64.0% 10.9% 81.2% 34.1%
Total Vol 2317486 1683269 623984 1634644 1892262 1850573
Unch Volume 50093 47932 19727 33786 49774 20208
ARMS Index 1.43 1.21 1.13 0.47 1.69 0.54
5 Day ARMS 5.93 5.04 4.71 4.37 4.93 5.85
McClellanOs -85 -45 -37 -3 -93 -29
McClellanSm 1061 1147 1192 1229 1232 1325
Cumul TICK -124932 -163171 -60522 251324 -153861 -85122
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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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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.
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