Feb
19
End-of-Day DataSheet for February 18th, 2011
By******************************************************************************
February 18th, 2011 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 1340.38 1344.07 1338.12 1343.01 2.58 0.2%
S&P100 601.34 602.77 600.33 602.49 1.17 0.2%
VIX 16.59 16.91 15.54 16.43 -0.16 -1.0%
Nasdaq100 2396.75 2400.47 2382.39 2392.47 -5.1 -0.2%
VXN 18.29 18.47 17.6 17.9 -0.32 -1.8%
NYSE TICK 267 867 -887 833 ---- ----
PreCloseTICK561
TICKscore 0
CumAdj TICK 160
NYSE TRIN 1.35 1.35 1.35 1.35 ----
Dow Indus 12318.67 12391.3 12303.2 12391.3 73.1 0.6%
DJIA@10:00 12336.4
DJIA@3:00 12370.8
Last Hour 2.1
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
New 20d Hi 539 518 502 324 483 434
New 20d Lo 57 56 64 86 70 99
New 52wk Hi 315 315 302 184 294 275
New 52wk Lo 2 4 6 7 5 5
SPX Only
New 20d Hi 164 141 161 83 148 148
New 20d Lo 17 18 19 24 20 14
New 52wk Hi 105 85 90 43 99 92
New 52wk Lo 1 0 2 1 0 1
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 292 321 354 191 243 358
Decliners 199 172 139 297 250 130
A/D Ratio 1.47 1.87 2.55 0.64 0.97 2.75
Up Volume 1427667 2085244 2141798 938221 1759949 2314435
Up Vol % 45.6% 68.7% 63.7% 30.4% 60.6% 70.0%
Dn Volume 1662727 919361 1186048 1650223 1129198 890423
Dn Vol % 53.1% 30.3% 35.3% 53.5% 38.9% 26.9%
Tot Volume 3132437 3037094 3360608 3085079 2903584 3304074
> Upr Bband 45 51 34 14 38 56
< Lwr Bband 9 4 4 9 11 9
Up/Down Volume Thrust (SPX component volume)
SPX Today Today 1d back 2d back 3d back 4d back
----------- ------------------------------------------------------------------
UDT2 57.64 66.75 52.06 49.26 66.86 54.37
UDT3 60.01 57.90 54.96 57.74 56.28 49.73
UDT5 56.06 61.53 54.70 49.56 52.25 55.30
UDT10 55.66 57.51 56.87 53.61 58.87 59.69
UDT20 53.94 54.61 53.97 51.04 50.22 51.36
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 58.17 71.18 58.35 50.56 66.74 59.64
UDT3 62.98 61.78 58.76 58.65 59.64 52.28
UDT5 58.50 63.76 59.14 51.66 55.95 58.96
UDT10 58.73 59.13 58.37 54.49 59.54 60.64
UDT20 55.98 56.40 55.28 52.10 52.00 52.73
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
ADT2 62.30 68.46 55.56 44.24 61.26 67.78
ADT3 65.47 58.75 53.46 53.91 61.61 58.69
ADT5 57.00 59.76 59.19 52.93 58.44 62.99
ADT10 60.00 60.44 60.26 56.42 61.38 63.87
ADT20 58.72 58.33 57.35 54.41 55.51 56.61
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 60.12 68.66 56.78 46.82 64.85 63.83
ADT3 65.08 58.66 56.27 56.07 60.97 55.16
ADT5 57.81 61.14 59.30 51.83 56.88 59.57
ADT10 58.69 57.82 56.97 54.14 58.53 59.99
ADT20 57.72 57.46 56.22 53.60 54.38 54.49
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 14.37 15.09 14.63 14.87 14.55 14.27
Upper Band 17.15 17.26 17.44 17.55 17.54 17.55
Lower Band 12.92 12.98 12.95 13.00 12.99 12.97
vs 10d Avg -0.68% 4.08% 0.93% 1.93% -0.66% -4.17%
VIX 16.43 16.59 16.72 16.37 15.95 15.69
Upper Band 19.20 19.40 19.51 19.54 19.55 19.58
Lower Band 14.49 14.50 14.53 14.56 14.50 14.42
vs 10d Avg 1.55% 2.85% 3.59% 1.06% -2.29% -5.95%
VXV 18.90 18.63 18.32 18.27 17.94 17.86
Upper Band 20.23 20.39 20.52 20.61 20.61 20.59
Lower Band 17.19 17.15 17.14 17.18 17.20 17.26
vs 10d Avg 3.85% 2.69% 0.82% 0.12% -2.06% -3.66%
VIX/VXV Rati0.869 0.890 0.913 0.896 0.889 0.878
Upper Band 0.957 0.959 0.959 0.958 0.959 0.962
Lower Band 0.842 0.846 0.847 0.844 0.840 0.833
vs 10d Avg -2.22% 0.16% 2.75% 0.95% -0.21% -2.27%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3156 3158 3162 3141 3156 3144
Advancers 1752 1907 2291 1151 1678 2268
% of Total 55.5% 60.4% 72.5% 36.6% 53.2% 72.1%
Decliners 1277 1150 766 1854 1359 780
% of Total 40.5% 36.4% 24.2% 59.0% 43.1% 24.8%
New Highs 350 365 337 213 355 321
New Lows 8 9 13 13 11 10
Adv Volume 569554 597018 673997 352265 481082 687204
% of Total 49.0% 67.8% 72.6% 37.9% 58.9% 70.7%
Decl Volume 567519 271505 243014 489655 325393 256893
% of Total 48.8% 30.8% 26.2% 52.7% 39.8% 26.4%
Total Vol 1162319 880424 928893 929136 816747 972239
ARMS Index 1.35 0.74 1.07 0.86 0.83 0.88
5 Day ARMS 4.85 4.38 4.83 4.76 4.85 4.75
McClellanOs 95 98 83 22 79 87
McClellanSm 3395 3300 3202 3119 3097 3018
Cumul TICK 35237 62572 13924 -9474 33261 16520
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2778 2764 2782 2766 2793 2763
Advancers 1357 1587 1762 1016 1450 1797
% of Total 48.8% 57.4% 63.3% 36.7% 51.9% 65.0%
Decliners 1286 1055 909 1635 1234 843
% of Total 46.3% 38.2% 32.7% 59.1% 44.2% 30.5%
New Highs 248 212 202 144 286 236
New Lows 14 22 31 23 23 25
Adv Volume 1112994 1177058 1625799 639692 1156524 1279227
% of Total 52.8% 60.7% 71.4% 31.9% 58.9% 61.9%
Decl Volume 966863 740779 616389 1344925 789824 763872
% of Total 45.8% 38.2% 27.1% 67.0% 40.2% 37.0%
Total Vol 2109463 1939323 2276980 2006226 1964788 2066706
ARMS Index 0.91 0.93 0.73 1.31 0.8 1.27
5 Day ARMS 4.68 5.04 5.4 5.67 5.46 5.75
McClellanOs 48 57 41 3 44 43
McClellanSm 1828 1780 1723 1682 1679 1635
Cumul TICK -50419 21655 54778 -76517 -1704 4569
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 129820939 109761713 130038726 119454089 101524279 137665186
Upper Band 223895878 224968268 228216096 229064895 229180089 228510397
SPX Vol 3132437108 3037093763 3360608185 3085078517 2903583748 3304073576
Upper Band 4184706770 4268230896 4349586537 4381146830 4568272195 4588734286
NYSE Vol 1162319000 880424000 928893000 929136000 816747000 972239000
Upper Band 1266811925 1288668573 1308976616 1314437120 1337522390 1328170604
Consolidated4100427686 3890532288 4122570523 4100512416 3682639903 4372072006
Upper Band 5300812530 5364108014 5444524665 5489815810 5646683256 5626929304
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 18-Feb 11-Feb 4-Feb 28-Jan 21-Jan 14-Jan
------------------------------------------------------------------------------
AAII Bull 47 49 52 42 51 52
AAII Bear 26 27 27 34 29 23
Market Vane 67 67 63 61 65 63
II Bull 52.2 53.4 52.7 55.1 56 57.3
II Bear 19.6 23.3 22 19.1 20.9 19.1
OddLot ShRt 43 57.1 42.9 42.1 56.5 41.9
******************************************************************************
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.
******************************************************************************
(C) 2011 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION.
