Dec
30
End-of-Day DataSheet for December 30th, 2010
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December 30th, 2010 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1259.44 1261.09 1256.32 1257.88 -1.9 -0.2%
S&P100 566.63 567.17 564.78 565.62 -1.16 -0.2%
VIX 17.65 17.89 17.46 17.52 0.24 1.4%
Nasdaq100 2230.39 2232.38 2222.77 2225.72 -5.92 -0.3%
VXN 18.27 18.83 18.27 18.66 0.39 2.1%
NYSE TICK -210 750 -888 -775 ---- ----
PreCloseTICK225
TICKscore 0
CumAdj TICK 61
NYSE TRIN 1.15 1.15 1.15 1.15 ----
Dow Indus 11585.3 11594.4 11551.9 11569.7 -15.7 -0.1%
DJIA@10:00 11578.3
DJIA@3:00 11577.5
Last Hour -0.7
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 330 397 330 273 366 554
New 20d Lo 50 33 50 55 35 36
New 52wk Hi 122 176 122 96 141 213
New 52wk Lo 2 1 2 2 2 2
SPX Only
New 20d Hi 53 92 79 58 74 159
New 20d Lo 10 7 8 18 11 12
New 52wk Hi 26 39 29 24 36 70
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 195 267 234 248 159 312
Decliners 291 218 257 240 331 181
A/D Ratio 0.67 1.22 0.91 1.03 0.48 1.72
Up Volume 446063 624586 978552 1098002 543903 1669122
Up Vol % 32.6% 42.7% 60.3% 68.5% 28.9% 59.3%
Dn Volume 921712 838959 643634 505702 1336344 1144460
Dn Vol % 67.4% 57.3% 39.7% 31.5% 71.1% 40.7%
Tot Volume 1398260 1506568 1645646 1640383 1931793 2860581
> Upr Bband 6 12 5 7 14 36
< Lwr Bband 1 1 2 1 4 4
Up/Down Volume Thrust (SPX component volume)
SPX Today 1d back 2d back 3d back 4d back 5d back
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UDT2 37.81 51.95 64.37 47.13 47.15 69.57
UDT3 46.01 57.60 51.32 52.58 59.37 69.21
UDT5 46.50 52.37 60.87 62.74 61.42 65.31
UDT10 59.26 55.64 54.01 53.40 56.37 59.95
UDT20 61.58 64.32 63.26 62.85 61.93 64.11
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 54.02 57.53 55.05 45.16 49.65 69.59
UDT3 54.01 57.16 48.19 51.32 60.51 67.44
UDT5 50.44 53.60 58.78 60.59 60.89 66.06
UDT10 60.94 57.11 55.38 55.66 57.63 60.19
UDT20 60.84 63.10 61.14 60.77 59.99 61.91
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 47.58 51.33 49.23 41.62 47.91 67.98
ADT3 47.61 51.16 43.64 48.88 56.19 65.07
ADT5 45.20 49.86 53.42 55.74 57.15 66.72
ADT10 56.04 54.58 54.54 54.19 56.90 59.92
ADT20 55.99 58.85 57.59 57.08 55.15 58.25
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 57.21 55.88 51.88 51.91 54.82 65.40
ADT3 54.20 55.79 50.66 55.09 59.72 60.06
ADT5 53.29 55.41 56.60 56.83 56.84 60.78
ADT10 57.06 55.39 53.44 53.35 54.22 54.95
ADT20 54.39 55.76 54.27 53.97 52.87 54.60
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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OEX 565.62 566.78 566.50 565.65 565.43 565.96
Upper Band 571.85 573.46 573.46 572.01 570.76 568.83
Lower Band 544.95 530.68 530.68 529.36 527.08 526.46
VXO 16.31 15.96 16.07 15.98 15.53 14.37
Upper Band 18.42 22.17 22.17 22.78 22.90 22.87
Lower Band 14.31 12.71 12.71 14.13 14.53 14.76
NDX 2225.72 2231.64 2227.42 2229.86 2230.27 2235.91
Upper Band 2246.64 2259.56 2259.56 2255.97 2255.38 2249.21
Lower Band 2180.40 2133.88 2133.88 2130.49 2119.15 2116.95
VXN 18.66 18.27 18.89 18.94 17.43 16.57
Upper Band 21.05 24.20 24.20 24.29 24.40 24.29
Lower Band 16.21 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 3117 3147 3147 3117 3128 3160
Advancers 1526 1950 1460 1679 1455 1876
% of Total 49.0% 62.0% 46.4% 53.9% 46.5% 59.4%
Decliners 1479 1121 1571 1340 1563 1182
% of Total 47.4% 35.6% 49.9% 43.0% 50.0% 37.4%
Unchanged 112 76 116 98 110 102
New Highs 149 189 130 107 146 215
New Lows 7 17 15 13 11 15
Adv Volume 231700 313256 297961 257324 220378 461298
% of Total 45.6% 60.2% 53.2% 55.0% 35.7% 58.8%
Decl Volume 266384 197556 253718 199644 380516 310690
% of Total 52.4% 38.0% 45.3% 42.7% 61.7% 39.6%
Total Vol 508014 520069 560199 467547 616473 784449
Unch Volume 9928 na 8520 10578 15579 12461
ARMS Index 1.15 0.90 0.77 0.97 1.62 1.07
5 Day ARMS 5.41 5.33 5.03 4.83 4.69 3.82
McClellanOs 51 66 36 57 54 76
McClellanSm 2480 2429 2364 2327 2271 2217
Cumul TICK 3450 -54641 29227 67709 24559 27757
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2780 2780 2777 2781 2780 2796
Advancers 1226 1451 1088 1551 1181 1409
% of Total 44.1% 52.2% 39.2% 55.8% 42.5% 50.4%
Decliners 1400 1202 1555 1110 1481 1259
% of Total 50.4% 43.2% 56.0% 39.9% 53.3% 45.0%
Unchanged 154 127 134 120 118 128
New Highs 132 139 136 147 127 211
New Lows 18 18 13 15 15 26
Adv Volume 509614 631573 513471 630462 651190 952362
% of Total 47.4% 56.3% 45.4% 57.5% 51.3% 59.0%
Decl Volume 532570 447816 587632 432727 600221 637186
% of Total 49.6% 39.9% 52.0% 39.4% 47.3% 39.5%
Total Vol 1074350 1122157 1130205 1097107 1270294 1614048
Unch Volume 32165 na 29101 33917 18883 24500
ARMS Index 0.9 0.84 0.79 0.94 0.73 0.75
5 Day ARMS 4.2 4.05 4.21 4.16 4.1 4.07
McClellanOs 7 25 21 57 47 78
McClellanSm 2088 2081 2057 2036 1979 1932
Cumul TICK 898 36725 4163 -10297 -62801 17825
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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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