Dec
19
End-of-Day DataSheet for December 17th, 2010
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December 17th, 2010 Market Tells DataSheet
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Cash Prices Open High Low Close Chg 1wk/1mo Chg
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S&P500 1243.63 1245.81 1239.87 1243.91 1.04/0% 0%/4%
S&P100 559.89 560.28 557.75 559.49 0.09/0% 0%/4%
VIX 17.62 17.64 15.46 16.11 -1.28/-7% -8%/-14%
Nasdaq100 2222.01 2227.04 2217.11 2218.29 0.27/0% 0%/4%
VXN 17.94 17.97 16.4 17.31 -0.94/-5% -5%/-15%
NYSE TICK -22 947 -791 243 ---- ----
PreCloseTICK204
TICKscore 1
CumAdj TICK 445
NYSE TRIN 0.83 0.83 0.83 0.83 ---- ----
Dow Indus 11503.2 11451.0 11491.9 -7.34/0% 1%/3%
DJIA@10:30 11473.0
DJIA@3:00 11497.6
LstHour Ind 20.5
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 410 314 367 439 663 522
New 20d Lo 106 109 91 65 38 46
New 52wk Hi 171 120 153 179 263 186
New 52wk Lo 7 6 6 4 5 4
SPX Only
New 20d Hi 120 96 85 125 187 141
New 20d Lo 15 30 15 11 7 6
New 52wk Hi 55 42 39 50 74 49
New 52wk Lo 1 2 2 2 1 1
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 290 398 129 271 216 381
Decliners 207 98 364 223 273 112
A/D Ratio 1.40 4.06 0.35 1.22 0.79 3.40
Up Volume 2965808 2257889 818653 1281338 1916718 3130954
Up Vol % 61.9% 62.4% 22.6% 36.8% 51.6% 86.2%
Dn Volume 1825615 1361089 2807188 2198499 1799622 502266
Dn Vol % 38.1% 37.6% 77.4% 63.2% 48.4% 13.8%
Tot Volume 4839933 3625578 3640601 3519450 3742752 3709820
> Upr Bband 35 46 25 45 44 73
< Lwr Bband 8 9 10 3 2 0
S&P500 Up/Down Volume Thrust (SPX component volume)
SPX Today 1d back 2d back 3d back 4d back 5d back
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UDT2 62.11 42.47 29.55 44.44 68.68 81.65
UDT3 50.20 40.63 37.12 58.44 71.40 79.41
UDT5 48.05 52.04 54.89 65.52 71.46 71.67
UDT10 59.69 60.37 63.17 70.67 70.41 70.84
UDT20 59.23 60.19 59.05 57.61 58.27 56.16
NYSE Up/Down Volume Thrust (All NYSE issues)
NYSE Today 1d back 2d back 3d back 4d back 5d back
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UDT2 64.96 48.16 32.86 50.10 66.98 73.97
UDT3 54.08 46.47 40.68 58.97 68.52 69.10
UDT5 52.82 54.35 53.78 61.83 66.21 65.20
UDT10 58.69 59.43 60.76 68.06 65.88 65.17
UDT20 57.63 59.17 58.16 56.58 56.87 54.57
S&P500 Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 69.28 53.29 40.53 49.54 60.79 70.10
ADT3 54.98 53.81 41.73 58.81 61.47 64.52
ADT5 52.81 56.59 53.05 58.53 57.92 56.65
ADT10 54.73 55.17 55.96 63.08 60.58 59.87
ADT20 54.55 56.16 54.97 53.87 53.49 51.66
NYSE Advance/Decline Thrust (All NYSE issues)
NYSE Today 1d back 2d back 3d back 4d back 5d back
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ADT2 61.87 51.17 39.17 45.71 55.79 59.90
ADT3 52.68 48.82 41.88 51.90 55.70 52.90
ADT5 49.90 51.61 49.09 50.02 51.22 51.74
ADT10 50.81 51.46 51.71 56.13 55.10 54.60
ADT20 52.17 53.42 53.03 51.97 52.10 50.60
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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OEX 559.49 559.40 556.23 558.64 557.81 557.27
Upper Band 567.15 565.45 563.95 562.64 560.28 557.82
Lower Band 526.09 525.74 524.38 523.21 523.67 524.37
VIX 16.11 17.39 17.94 17.61 17.55 17.61
Upper Band 22.81 22.72 23.04 23.50 23.54 23.60
Lower Band 14.98 15.33 15.44 15.45 15.67 15.92
NDX 2218.29 2218.02 2202.45 2212.59 2207.45 2215.34
Upper Band 2245.31 2241.15 2239.78 2239.87 2233.35 2226.79
Lower Band 2112.08 2107.88 2097.45 2086.48 2084.89 2084.50
VXN 17.31 18.25 18.86 18.40 18.26 18.77
Upper Band 24.20 24.10 24.42 24.81 24.81 24.84
Lower Band 16.26 16.66 16.84 16.93 17.26 17.66
NYSE Today 1d back 2d back 3d back 4d back 5d back
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NYSE Comp 7835.31 7840.24 7798.78 7855.22 7850.02 7823.3
Tot Issues 3145 3152 3143 3158 3150 3154
Advancers 1706 2088 1040 1352 1443 1969
% of Total 54.2% 66.2% 33.1% 42.8% 45.8% 62.4%
Decliners 1357 981 2004 1711 1608 1096
% of Total 43.1% 31.1% 63.8% 54.2% 51.0% 34.7%
Unchanged 82 83 99 95 99 89
New Highs 176 120 156 179 271 203
New Lows 22 25 89 113 87 49
Adv Volume 1198594 743257 272602 396362 545469 725529
% of Total 59.6% 73.4% 24.3% 41.4% 56.6% 76.0%
Decl Volume 787266 260300 833048 533586 404584 222000
% of Total 39.1% 25.7% 74.3% 55.7% 42.0% 23.3%
Total Vol 2010929 1012203 1121130 957707 963079 954632
Unch Volume 25069 8646 15480 27759 13026 7103
ARMS Index 0.83 0.75 1.59 1.06 0.67 0.55
5 Day ARMS 4.9 4.62 4.37 3.19 2.65 3.07
McClellanOs 10 -2 -61 -8 18 37
McClellanSm 2084 2074 2076 2137 2145 2127
Cumul TICK 45284 23936 -39442 -39828 -126490 19013
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Nasdaq Comp 2642.97 2637.31 2617.22 2627.72 2624.91 2637.54
Tot Issues 2785 2784 2785 2785 2783 2778
Advancers 1385 1823 1053 1343 1064 1823
% of Total 49.7% 65.5% 37.8% 48.2% 38.2% 65.6%
Decliners 1262 828 1608 1301 1589 830
% of Total 45.3% 29.7% 57.7% 46.7% 57.1% 29.9%
Unchanged 138 133 124 141 130 125
New Highs 212 171 167 158 279 243
New Lows 33 24 32 24 19 28
Adv Volume 1323020 1284870 562460 817431 503549 1288637
% of Total 54.6% 74.0% 30.2% 44.1% 27.4% 74.2%
Decl Volume 1054995 407579 1253398 1020213 1315383 355767
% of Total 43.6% 23.5% 67.2% 55.0% 71.7% 20.5%
Total Vol 2421839 1735295 1863986 1853273 1835331 1736733
Unch Volume 43824 42846 48128 15629 16399 92329
ARMS Index 0.88 0.7 1.46 1.29 1.75 0.61
5 Day ARMS 6.08 5.81 5.91 5.12 5.12 4.33
McClellanOs 54 59 15 53 63 108
McClellanSm 1729 1675 1616 1601 1547 1484
Cumul TICK -22360 19358 -42251 59275 -35332 -123168
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Weekly Sentiment
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Sentiment 17-Dec 10-Dec 26-Nov 19-Nov 12-Nov 5-Nov
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AAII Bull 50 53 50 47 40 58
AAII Bear 27 23 26 25 33 29
Market Vane 59 58 52 53 53 58
II Bull 56.8 56.2 55.4 55.7 56.2 48.4
II Bear 20.5 21.3 21.8 21.6 20.2 23.1
OddLot ShRt 42 42.4 59.6 58.4 42.3 43.9
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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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