Feb
01
End-of-Day DataSheet for February 1st, 2011
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February 1st, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1289.14 1308.86 1289.14 1307.59 21.47 1.7%
S&P100 580.52 590.15 580.52 589.54 10.31 1.8%
VIX 18.59 18.63 17.4 17.63 -1.9 -9.7%
Nasdaq100 2298.37 2329.34 2296.74 2324.95 43.04 1.9%
VXN 21.79 21.79 19.68 19.96 -1.83 -8.4%
NYSE TICK 784 1193 -614 950 ---- ----
PreCloseTICK350
TICKscore 18
CumAdj TICK 1003
NYSE TRIN 0.61 0.61 0.61 0.61 ----
Dow Indus 11892.5 12050.8 11892.5 12040.2 148.2 1.2%
DJIA@10:00 11969.6
DJIA@3:00 12035.3
Last Hour -72.8
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 462 174 242 435 424 201
New 20d Lo 77 262 333 93 84 265
New 52wk Hi 285 113 138 230 225 98
New 52wk Lo 7 12 14 6 5 7
SPX Only
New 20d Hi 144 46 90 138 121 81
New 20d Lo 24 70 91 31 31 59
New 52wk Hi 98 35 58 77 75 39
New 52wk Lo 0 2 2 1 1 3
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 441 364 30 312 310 233
Decliners 55 126 469 182 186 259
A/D Ratio 8.02 2.89 0.06 1.71 1.67 0.90
Up Volume 3296314 2321582 201454 2506887 1742799 1444319
Up Vol % 86.7% 66.3% 4.4% 70.8% 47.6% 38.0%
Dn Volume 470939 1056237 4368194 960874 1900515 2314860
Dn Vol % 12.4% 30.2% 95.5% 27.1% 51.9% 60.9%
Tot Volume 3800340 3500343 4576327 3541936 3660969 3799879
> Upr Bband 81 37 14 74 53 39
< Lwr Bband 9 37 55 8 13 16
Up/Down Volume Thrust (SPX component volume)
SPX Today Today 1d back 2d back 3d back 4d back
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UDT2 78.63 31.75 33.70 59.76 43.05 48.49
UDT3 49.68 44.06 38.11 52.38 48.27 52.44
UDT5 53.49 43.67 42.01 55.30 52.02 44.33
UDT10 48.89 42.89 44.30 48.02 49.26 50.27
UDT20 50.38 50.31 49.49 52.09 50.87 51.27
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 78.03 38.64 32.65 60.82 50.41 51.93
UDT3 53.53 44.72 41.73 53.57 55.23 54.00
UDT5 56.18 46.86 45.47 56.66 53.79 43.89
UDT10 50.14 45.75 45.86 49.45 51.41 51.56
UDT20 51.39 51.13 50.17 52.64 52.48 52.02
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 81.64 39.84 34.44 62.83 54.96 59.74
ADT3 56.23 47.61 43.79 57.69 60.66 57.04
ADT5 58.87 50.55 50.16 59.35 55.86 45.96
ADT10 52.41 49.64 49.36 53.28 55.04 54.99
ADT20 53.54 53.19 51.54 53.28 52.89 52.17
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 75.99 42.71 35.98 62.86 61.75 62.14
ADT3 55.86 47.18 47.13 59.88 64.62 58.97
ADT5 58.65 52.99 53.11 60.53 56.83 47.44
ADT10 53.06 50.24 49.01 51.99 53.53 52.49
ADT20 52.48 52.09 51.32 53.08 53.45 52.38
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.44 17.00 18.50 14.59 14.71 15.26
Upper Band 17.61 17.63 17.69 17.11 17.11 17.10
Lower Band 13.80 13.82 13.79 14.14 14.29 14.43
vs 10d Avg -3.26% 6.97% 18.37% -4.80% -4.31% -1.17%
VIX 17.63 19.53 20.04 16.15 16.64 17.59
Upper Band 19.57 19.57 19.24 18.63 18.62 18.65
Lower Band 15.06 15.06 15.21 15.57 15.69 15.75
vs 10d Avg -1.51% 10.19% 15.72% -4.73% -1.89% 3.56%
VXV 18.97 20.15 20.59 18.48 18.82 19.34
Upper Band 21.11 21.22 21.34 21.42 21.49 21.62
Lower Band 18.14 18.20 18.15 18.12 18.29 18.39
vs 10d Avg -2.94% 3.41% 6.65% -3.59% -2.20% -0.18%
VIX/VXV Rati0.929 0.969 0.973 0.874 0.884 0.910
Upper Band 0.966 0.960 0.942 0.919 0.919 0.917
Lower Band 0.799 0.797 0.802 0.812 0.807 0.803
vs 10d Avg 1.56% 6.68% 8.65% -1.12% 0.38% 3.79%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3146 3133 3149 3134 3148 3135
Advancers 2520 2111 498 1706 2119 1629
% of Total 80.1% 67.4% 15.8% 54.4% 67.3% 52.0%
Decliners 554 909 2590 1332 928 1394
% of Total 17.6% 29.0% 82.2% 42.5% 29.5% 44.5%
New Highs 330 125 148 255 241 106
New Lows 8 18 19 9 11 19
Adv Volume 956430 806241 168756 592365 663755 398782
% of Total 87.4% 67.3% 12.5% 59.8% 57.3% 38.1%
Decl Volume 128707 367512 1180713 389024 420214 624969
% of Total 11.8% 30.7% 87.3% 39.2% 36.3% 59.8%
Total Vol 1094417 1197941 1351914 991377 1159198 1045922
ARMS Index 0.61 1.01 1.29 0.8 1.39 1.81
5 Day ARMS 5.1 6.3 6.5 6.03 5.94 6.86
McClellanOs 78 -14 -77 42 37 -16
McClellanSm 2594 2516 2530 2607 2565 2528
Cumul TICK 103741 31770 -105681 14350 32589 49596
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2767 2766 2752 2769 2761 2760
Advancers 2048 1545 435 1367 2014 1218
% of Total 74.0% 55.9% 15.8% 49.4% 72.9% 44.1%
Decliners 632 1095 2239 1288 654 1433
% of Total 22.8% 39.6% 81.4% 46.5% 23.7% 51.9%
New Highs 185 68 101 159 160 63
New Lows 25 39 26 14 14 22
Adv Volume 1765125 1115907 242452 1390898 1383094 844846
% of Total 78.2% 57.2% 10.2% 68.8% 68.1% 43.6%
Decl Volume 469188 626617 2120826 558485 627165 1026767
% of Total 20.8% 32.1% 89.4% 27.6% 30.9% 53.0%
Total Vol 2255992 1952313 2371140 2020554 2031415 1936124
ARMS Index 0.94 0.79 1.64 0.42 1.39 1.01
5 Day ARMS 5.18 5.25 5.04 4.64 5.33 5.17
McClellanOs 9 -68 -101 -8 -9 -85
McClellanSm 1566 1557 1625 1726 1734 1743
Cumul TICK 183762 70391 -193255 -17498 88678 -101098
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 166921316 149097725 295509330 123202443 141136637 167376110
Upper Band 226411650 224322042 224547105 178024529 184169950 187270807
SPX Vol 3800340338 3500343029 4576327394 3541935876 3660968864 3799879046
Upper Band 4618239388 4615229795 5056851838 5193554961 5333400266 5397111271
NYSE Vol 1094417000 1197941000 1351914000 991377000 1159198000 1045922000
Upper Band 1320456110 1319038037 1370388779 1382462973 1419930597 1422492544
Consolidated5001273623 4514181147 5765820900 4418790826 4894747016 4771986455
Upper Band 5695127567 5677853635 6214312665 6339358043 6499366916 6555315080
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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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