Jan
31
End-of-Day DataSheet for January 31st, 2011
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January 31st, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1276.5 1287.17 1276.5 1286.12 9.78 0.8%
S&P100 575.71 579.52 575.27 579.23 3.59 0.6%
VIX 19.61 19.96 17.1 19.53 -0.51 -2.5%
Nasdaq100 2274.22 2287.5 2258.05 2281.91 11.4 0.5%
VXN 21.59 22.72 21.49 21.79 0.13 0.6%
NYSE TICK 879 966 -1017 123 ---- ----
PreCloseTICK-156
TICKscore -3
CumAdj TICK 291
NYSE TRIN 1.01 1.01 1.01 1.01 ----
Dow Indus 11824.39 11891.9 11817.9 11891.9 68.2 0.6%
DJIA@10:00 11827.6
DJIA@3:00 11854.5
Last Hour 33.5
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 174 242 435 424 201 245
New 20d Lo 262 333 93 84 265 222
New 52wk Hi 113 138 230 225 98 116
New 52wk Lo 12 14 6 5 7 7
SPX Only
New 20d Hi 46 90 138 121 81 78
New 20d Lo 70 91 31 31 59 43
New 52wk Hi 35 58 77 75 39 43
New 52wk Lo 2 2 1 1 3 2
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 364 30 312 310 233 359
Decliners 126 469 182 186 259 140
A/D Ratio 2.89 0.06 1.71 1.67 0.90 2.56
Up Volume 2321582 201454 2506887 1742799 1444319 1971770
Up Vol % 66.3% 4.4% 70.8% 47.6% 38.0% 59.9%
Dn Volume 1056237 4368194 960874 1900515 2314860 1314015
Dn Vol % 30.2% 95.5% 27.1% 51.9% 60.9% 39.9%
Tot Volume 3500343 4576327 3541936 3660969 3799879 3291874
> Upr Bband 37 14 74 53 39 40
< Lwr Bband 37 55 8 13 16 15
Up/Down Volume Thrust (SPX component volume)
SPX Today Today 1d back 2d back 3d back 4d back
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UDT2 31.75 33.70 59.76 43.05 48.49 59.65
UDT3 44.06 38.11 52.38 48.27 52.44 57.85
UDT5 43.67 42.01 55.30 52.02 44.33 42.15
UDT10 42.89 44.30 48.02 49.26 50.27 50.56
UDT20 50.31 49.49 52.09 50.87 51.27 52.45
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 38.64 32.65 60.82 50.41 51.93 61.00
UDT3 44.72 41.73 53.57 55.23 54.00 55.90
UDT5 46.86 45.47 56.66 53.79 43.89 44.66
UDT10 45.75 45.86 49.45 51.41 51.56 52.23
UDT20 51.13 50.17 52.64 52.48 52.02 52.86
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 39.84 34.44 62.83 54.96 59.74 61.83
ADT3 47.61 43.79 57.69 60.66 57.04 56.46
ADT5 50.55 50.16 59.35 55.86 45.96 48.73
ADT10 49.64 49.36 53.28 55.04 54.99 55.07
ADT20 53.19 51.54 53.28 52.89 52.17 52.34
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 42.71 35.98 62.86 61.75 62.14 61.49
ADT3 47.18 47.13 59.88 64.62 58.97 53.55
ADT5 52.99 53.11 60.53 56.83 47.44 47.50
ADT10 50.24 49.01 51.99 53.53 52.49 52.26
ADT20 52.09 51.32 53.08 53.45 52.38 52.47
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 17.00 18.50 14.59 14.71 15.26 15.18
Upper Band 17.63 17.69 17.11 17.11 17.10 17.12
Lower Band 13.82 13.79 14.14 14.29 14.43 14.48
vs 10d Avg 6.97% 18.37% -4.80% -4.31% -1.17% -2.14%
VIX 19.53 20.04 16.15 16.64 17.59 17.65
Upper Band 19.57 19.24 18.63 18.62 18.65 18.66
Lower Band 15.06 15.21 15.57 15.69 15.75 15.75
vs 10d Avg 10.19% 15.72% -4.73% -1.89% 3.56% 3.94%
VXV 20.15 20.59 18.48 18.82 19.34 19.58
Upper Band 21.22 21.34 21.42 21.49 21.62 21.74
Lower Band 18.20 18.15 18.12 18.29 18.39 18.44
vs 10d Avg 3.41% 6.65% -3.59% -2.20% -0.18% 0.47%
VIX/VXV Rati0.969 0.973 0.874 0.884 0.910 0.901
Upper Band 0.960 0.942 0.919 0.919 0.917 0.909
Lower Band 0.797 0.802 0.812 0.807 0.803 0.804
vs 10d Avg 6.68% 8.65% -1.12% 0.38% 3.79% 3.49%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3133 3149 3134 3148 3135 3141
Advancers 2111 498 1706 2119 1629 2143
% of Total 67.4% 15.8% 54.4% 67.3% 52.0% 68.2%
Decliners 909 2590 1332 928 1394 904
% of Total 29.0% 82.2% 42.5% 29.5% 44.5% 28.8%
New Highs 125 148 255 241 106 130
New Lows 18 19 9 11 19 17
Adv Volume 806241 168756 592365 663755 398782 627846
% of Total 67.3% 12.5% 59.8% 57.3% 38.1% 65.3%
Decl Volume 367512 1180713 389024 420214 624969 325232
% of Total 30.7% 87.3% 39.2% 36.3% 59.8% 33.8%
Total Vol 1197941 1351914 991377 1159198 1045922 961605
ARMS Index 1.01 1.29 0.8 1.39 1.81 1.21
5 Day ARMS 6.3 6.5 6.03 5.94 6.86 6.58
McClellanOs -14 -77 42 37 -16 -23
McClellanSm 2516 2530 2607 2565 2528 2544
Cumul TICK 31770 -105681 14350 32589 49596 59199
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2766 2752 2769 2761 2760 2774
Advancers 1545 435 1367 2014 1218 1730
% of Total 55.9% 15.8% 49.4% 72.9% 44.1% 62.4%
Decliners 1095 2239 1288 654 1433 943
% of Total 39.6% 81.4% 46.5% 23.7% 51.9% 34.0%
New Highs 68 101 159 160 63 81
New Lows 39 26 14 14 22 18
Adv Volume 1115907 242452 1390898 1383094 844846 1414517
% of Total 57.2% 10.2% 68.8% 68.1% 43.6% 75.6%
Decl Volume 626617 2120826 558485 627165 1026767 440651
% of Total 32.1% 89.4% 27.6% 30.9% 53.0% 23.5%
Total Vol 1952313 2371140 2020554 2031415 1936124 1871305
ARMS Index 0.79 1.64 0.42 1.39 1.01 0.58
5 Day ARMS 5.25 5.04 4.64 5.33 5.17 4.79
McClellanOs -68 -101 -8 -9 -85 -81
McClellanSm 1557 1625 1726 1734 1743 1828
Cumul TICK 70391 -193255 -17498 88678 -101098 61295
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 149106650 295509330 123202443 141136637 167376110 113643048
Upper Band 224322709 224547163 178024610 184169984 187270805 183872058
SPX Vol 3500343029 4576327394 3541935876 3660968864 3799879046 3291873825
Upper Band 4615229795 5056851838 5193554961 5333400266 5397111271 5416163445
NYSE Vol 1197941000 1351914000 991377000 1159198000 1045922000 961605000
Upper Band 1319038037 1370388779 1382462973 1419930597 1422492544 1440803656
Consolidated4514181147 5765820900 4418790826 4894747016 4771986455 4105195412
Upper Band 5677853635 6214312665 6339358043 6499366916 6555315080 6602516272
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Weekly Sentiment
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Sentiment 28-Jan 21-Jan 14-Jan 7-Jan 31-Dec 24-Dec
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AAII Bull 42 51 52 56 52 63.3
AAII Bear 34 29 23 18 20 16.5
Market Vane 61 65 63 63 62 n.a
II Bull 55.1 56 57.3 54.5 55.6 58.8
II Bear 19.1 20.9 19.1 20.5 20 20
OddLot ShRt 42.1 56.5 41.9 43 58.6 n.a
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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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