Dec
30
End-of-Day DataSheet for December 29th, 2010
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December 29th, 2010 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1258.78 1262.6 1258.78 1259.78 1.27 0.1%
S&P100 566.66 568.25 566.66 566.78 0.28 0.0%
VIX 17.49 17.49 17.02 17.28 -0.24 -1.4%
Nasdaq100 2232.33 2236.19 2229.87 2231.64 4.22 0.2%
VXN 18.87 18.91 18.19 18.27 -0.62 -3.3%
NYSE TICK 490 490 -841 -313 ---- ----
PreCloseTICK16
TICKscore 0
CumAdj TICK -541
NYSE TRIN 0.90 0.90 0.90 0.90 ----
Dow Indus 11585.4 9.8 0.1%
DJIA@10:00 11617.1
DJIA@3:00 11613.6
Last Hour -69.8
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 397 330 273 366 554 550
New 20d Lo 33 50 55 35 36 37
New 52wk Hi 176 122 96 141 213 237
New 52wk Lo 1 2 2 2 2 5
SPX Only
New 20d Hi 92 79 58 74 159 174
New 20d Lo 7 8 18 11 12 10
New 52wk Hi 39 29 24 36 70 83
New 52wk Lo 0 0 0 0 0 0
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 267 234 248 159 312 359
Decliners 218 257 240 331 181 135
A/D Ratio 1.22 0.91 1.03 0.48 1.72 2.66
Up Volume 624586 978552 1098002 543903 1669122 2233920
Up Vol % 42.7% 60.3% 68.5% 28.9% 59.3% 79.9%
Dn Volume 838959 643634 505702 1336344 1144460 562888
Dn Vol % 57.3% 39.7% 31.5% 71.1% 40.7% 20.1%
Tot Volume 1506568 1645646 1640383 1931793 2860581 2817893
> Upr Bband 12 5 7 14 36 35
< Lwr Bband 1 2 1 4 4 2
Up/Down Volume Thrust (SPX component volume)
SPX Today 1d back 2d back 3d back 4d back 5d back
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UDT2 51.95 64.37 47.13 47.15 69.57 74.18
UDT3 57.60 51.32 52.58 59.37 69.21 67.92
UDT5 52.37 60.87 62.74 61.42 65.31 57.39
UDT10 55.64 54.01 53.40 56.37 59.95 61.55
UDT20 64.32 63.26 62.85 61.93 64.11 61.52
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.53 55.05 45.16 49.65 69.59 71.13
UDT3 57.16 48.19 51.32 60.51 67.44 65.18
UDT5 53.60 58.78 60.59 60.89 66.06 58.89
UDT10 57.11 55.38 55.66 57.63 60.19 60.25
UDT20 63.10 61.14 60.77 59.99 61.91 59.38
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 51.33 49.23 41.62 47.91 67.98 65.96
ADT3 51.16 43.64 48.88 56.19 65.07 63.27
ADT5 49.86 53.42 55.74 57.15 66.72 59.26
ADT10 54.58 54.54 54.19 56.90 59.92 58.90
ADT20 58.85 57.59 57.08 55.15 58.25 55.37
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.88 51.88 51.91 54.82 65.40 59.41
ADT3 55.79 50.66 55.09 59.72 60.06 58.17
ADT5 55.41 56.60 56.83 56.84 60.78 55.38
ADT10 55.39 53.44 53.35 54.22 54.95 52.70
ADT20 55.76 54.27 53.97 52.87 54.60 52.64
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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OEX 566.78 565.65 565.43 565.96 563.69 560.54
Upper Band na 573.46 573.46 572.01 570.76 568.83
Lower Band na 530.68 530.68 529.36 527.08 526.46
VXO 15.96 15.98 15.53 15.45 16.49 16.41
Upper Band na 22.17 22.17 22.78 22.90 22.87
Lower Band na 12.71 12.71 14.13 14.53 14.76
NDX 2231.64 2229.86 2230.27 2235.91 2234.57 2223.04
Upper Band na 2259.56 2259.56 2255.97 2255.38 2249.21
Lower Band na 2133.88 2133.88 2130.49 2119.15 2116.95
VXN 18.27 18.94 17.43 16.57 16.83 17.18
Upper Band na 24.20 24.20 24.29 24.40 24.29
Lower Band na 14.85 14.85 15.10 15.51 15.91
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3147 3147 3117 3128 3160 3155
Advancers 1950 1460 1679 1455 1876 2126
% of Total 62.0% 46.4% 53.9% 46.5% 59.4% 67.4%
Decliners 1121 1571 1340 1563 1182 935
% of Total 35.6% 49.9% 43.0% 50.0% 37.4% 29.6%
Unchanged 76 116 98 110 102 94
New Highs 189 130 107 146 215 258
New Lows 17 15 13 11 15 35
Adv Volume 313256 297961 257324 220378 461298 635944
% of Total 60.2% 53.2% 55.0% 35.7% 58.8% 78.5%
Decl Volume 197556 253718 199644 380516 310690 168743
% of Total 38.0% 45.3% 42.7% 61.7% 39.6% 20.8%
Total Vol 520069 560199 467547 616473 784449 810452
Unch Volume na 8520 10578 15579 12461 5765
ARMS Index 0.90 0.77 0.97 1.62 1.07 0.6
5 Day ARMS 5.33 5.03 4.83 4.69 3.82 4.34
McClellanOs 66 36 57 54 76 55
McClellanSm 2429 2364 2327 2271 2217 2141
Cumul TICK -54641 29227 67709 24559 27757 -9317
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2780 2777 2781 2780 2796 2806
Advancers 1451 1088 1551 1181 1409 1935
% of Total 52.2% 39.2% 55.8% 42.5% 50.4% 69.0%
Decliners 1202 1555 1110 1481 1259 748
% of Total 43.2% 56.0% 39.9% 53.3% 45.0% 26.7%
Unchanged 127 134 120 118 128 123
New Highs 139 136 147 127 211 213
New Lows 18 13 15 15 26 26
Adv Volume 631573 513471 630462 651190 952362 1165606
% of Total 56.3% 45.4% 57.5% 51.3% 59.0% 70.7%
Decl Volume 447816 587632 432727 600221 637186 451493
% of Total 39.9% 52.0% 39.4% 47.3% 39.5% 27.4%
Total Vol 1122157 1130205 1097107 1270294 1614048 1647555
Unch Volume na 29101 33917 18883 24500 30456
ARMS Index 0.84 0.79 0.94 0.73 0.75 1
5 Day ARMS 4.05 4.21 4.16 4.1 4.07 4.78
McClellanOs 25 21 57 47 78 87
McClellanSm 2081 2057 2036 1979 1932 1853
Cumul TICK 36725 4163 -10297 -62801 17825 58989
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Weekly Sentiment
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Sentiment 24-Dec 17-Dec 10-Dec 26-Nov 19-Nov 12-Nov
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AAII Bull 50 50 53 50 47 40
AAII Bear 27 27 23 26 25 33
Market Vane 59 59 58 52 53 53
II Bull 56.8 56.8 56.2 55.4 55.7 56.2
II Bear 20.5 20.5 21.3 21.8 21.6 20.2
OddLot ShRt 42 42 42.4 59.6 58.4 42.3
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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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