Jan
09
End-of-Day DataSheet for January 7th, 2011
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January 7th, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1274.41 1276.83 1261.7 1271.5 -2.35 -0.2%
S&P100 574.84 575.81 569.09 573.38 -1.35 -0.2%
VIX 17.31 18.07 16.57 17.14 -0.26 -1.5%
Nasdaq100 2280.13 2282.87 2254.22 2276.7 -0.81 0.0%
VXN 18.14 19.91 18.03 18.72 0.31 1.7%
NYSE TICK 441 1143 -1269 678 ---- ----
PreCloseTICK179
TICKscore -2
CumAdj TICK -119
NYSE TRIN 1.16 1.16 1.16 1.16 ----
Dow Indus 11696.86 11726.9 11599.7 11674.8 -22.5 -0.2%
DJIA@10:00 11690.2
DJIA@3:00 11656.7
Last Hour 25.2
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 301 395 341 436 762 271
New 20d Lo 258 159 122 135 31 55
New 52wk Hi 122 165 140 171 346 112
New 52wk Lo 5 2 3 3 0 0
SPX Only
New 20d Hi 97 139 121 124 226 46
New 20d Lo 61 52 50 41 12 25
New 52wk Hi 36 50 47 48 102 23
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 208 197 318 155 407 194
Decliners 285 296 175 339 88 285
A/D Ratio 0.73 0.67 1.82 0.46 4.63 0.68
Up Volume 1412104 1494233 2993568 1629634 3145660 694206
Up Vol % 33.5% 35.8% 76.4% 43.3% 87.3% 49.2%
Dn Volume 2770818 2640022 893359 1529139 419507 646948
Dn Vol % 65.8% 63.3% 22.8% 40.6% 11.6% 45.9%
Tot Volume 4209420 4170678 3916278 3764732 3601892 1410678
> Upr Bband 59 72 76 45 58 3
< Lwr Bband 43 43 25 19 2 3
Up/Down Volume Thrust (SPX component volume)
SPX Today Today 1d back 2d back 3d back 4d back
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UDT2 34.94 55.95 65.62 71.02 78.27 42.09
UDT3 48.34 54.72 73.22 67.82 68.32 42.30
UDT5 56.40 61.90 66.89 60.03 62.93 51.92
UDT10 55.14 56.82 60.89 60.46 62.84 58.28
UDT20 55.84 58.67 61.30 60.96 60.72 59.58
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 36.64 51.19 55.61 62.79 73.05 49.78
UDT3 47.52 47.72 65.32 60.59 66.79 53.52
UDT5 53.50 56.39 61.32 58.76 63.69 54.12
UDT10 53.70 54.27 58.14 58.77 62.08 58.58
UDT20 55.90 57.72 59.41 59.37 59.94 59.07
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 41.08 52.23 47.92 56.83 61.81 40.31
ADT3 48.88 45.27 59.38 51.57 54.66 45.24
ADT5 52.07 51.83 51.94 50.06 53.41 46.85
ADT10 49.58 48.61 50.96 51.81 54.62 52.04
ADT20 53.27 54.30 54.95 54.31 54.67 53.64
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 41.80 49.70 48.06 55.44 64.52 52.61
ADT3 47.77 45.28 56.85 55.12 59.96 56.30
ADT5 50.84 52.94 55.17 55.96 58.32 54.53
ADT10 52.68 53.12 55.29 56.28 57.57 55.69
ADT20 53.45 54.03 53.99 53.51 54.19 53.57
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.05 16.22 15.47 15.70 15.84 17.29
Upper Band 17.69 17.70 17.73 17.85 17.90 18.02
Lower Band 14.42 14.43 14.43 14.48 14.53 14.55
vs 10d Avg -0.24% 1.14% -2.41% -0.73% 0.72% 10.16%
VIX 17.14 17.40 17.02 17.38 17.61 17.75
Upper Band 18.46 18.47 18.50 18.60 18.67 18.72
Lower Band 15.87 15.88 15.87 15.88 15.87 15.85
vs 10d Avg -1.66% 0.22% -0.86% 1.55% 3.48% 5.24%
VXV 20.29 20.35 20.05 20.61 20.62 20.90
Upper Band 21.34 21.35 21.35 21.40 21.46 21.50
Lower Band 19.60 19.56 19.56 19.60 19.59 19.59
vs 10d Avg -1.93% -1.71% -2.79% -0.01% 0.29% 1.81%
VIX/VXV Rati0.845 0.855 0.849 0.843 0.854 0.849
Upper Band 0.887 0.889 0.891 0.892 0.893 0.894
Lower Band 0.790 0.790 0.789 0.789 0.789 0.789
vs 10d Avg 0.26% 1.96% 2.02% 1.60% 3.23% 3.40%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3146 3136 3130 3127 3139 3106
Advancers 1334 1211 1821 1107 2277 1624
% of Total 42.4% 38.6% 58.2% 35.4% 72.5% 52.3%
Decliners 1706 1837 1231 1933 787 1358
% of Total 54.2% 58.6% 39.3% 61.8% 25.1% 43.7%
New Highs 141 199 176 200 375 105
New Lows 9 6 9 9 2 4
Adv Volume 434258 355297 722145 402001 881415 297810
% of Total 39.9% 32.5% 69.3% 36.9% 83.1% 50.3%
Decl Volume 641831 723258 304136 593253 167198 267907
% of Total 58.9% 66.1% 29.2% 54.4% 15.8% 45.2%
Total Vol 1089480 1094053 1042801 1090364 1060350 592430
ARMS Index 1.16 1.30 0.63 0.85 0.54 1.06
5 Day ARMS 4.48 4.38 4.23 4.5 4.42 4.85
McClellanOs -23 5 54 39 104 50
McClellanSm 2709 2732 2727 2673 2634 2530
Cumul TICK -8173 -38939 27360 10573 51368 72854
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2755 2754 2776 2762 2790 2794
Advancers 979 1157 1885 853 2058 1125
% of Total 35.5% 42.0% 67.9% 30.9% 73.8% 40.3%
Decliners 1653 1477 781 1806 648 1543
% of Total 60.0% 53.6% 28.1% 65.4% 23.2% 55.2%
New Highs 148 189 150 146 296 86
New Lows 11 9 7 3 5 8
Adv Volume 770616 1205174 1420270 936498 1521171 436347
% of Total 39.0% 57.5% 68.9% 46.5% 79.2% 42.5%
Decl Volume 1180765 842515 616504 1046196 379706 551753
% of Total 59.7% 40.2% 29.9% 51.9% 19.8% 53.7%
Total Vol 1976225 2095493 2060750 2015448 1919662 1026602
ARMS Index 0.89 0.55 1.05 0.53 0.8 0.91
5 Day ARMS 3.82 3.84 4.19 3.98 4.24 4.38
McClellanOs -34 7 34 -18 42 -20
McClellanSm 2099 2133 2126 2092 2110 2068
Cumul TICK -936 -54245 9652 -66064 206885 36725
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Weekly Sentiment
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Sentiment 7-Jan 31-Dec 24-Dec 17-Dec 10-Dec 26-Nov
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AAII Bull 56 52 63.3 50 53 50
AAII Bear 18 20 16.5 27 23 26
Market Vane 63 62 n.a 59 58 52
II Bull 54.5 55.6 58.8 56.8 56.2 55.4
II Bear 20.5 20 20 20.5 21.3 21.8
OddLot ShRt 43 58.6 n.a 42 42.4 59.6
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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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