Feb
28
End-of-Day DataSheet for February 28th, 2011
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February 28th, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1321.61 1329.38 1320.55 1327.22 7.34 0.6%
S&P100 593.03 597.03 593.03 595.96 3.71 0.6%
VIX 19.12 19.27 18.14 18.35 -0.87 -4.5%
Nasdaq100 2354.87 2362.79 2338.21 2350.99 4.7 0.2%
VXN 20.86 21.35 20.19 20.55 -0.09 -0.4%
NYSE TICK 726 755 -969 404 ---- ----
PreCloseTICK286
TICKscore -3
CumAdj TICK 223
NYSE TRIN 1.06 1.06 1.06 1.06 ----
Dow Indus 12130.45 12235.0 12130.2 12226.3 95.9 0.8%
DJIA@10:00 12207.0
DJIA@3:00 12210.6
Last Hour -60.8
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 423 223 123 97 214 539
New 20d Lo 55 64 312 414 218 57
New 52wk Hi 243 125 61 51 125 315
New 52wk Lo 7 5 9 15 8 2
SPX Only
New 20d Hi 83 36 22 25 52 164
New 20d Lo 9 12 79 107 51 17
New 52wk Hi 51 17 9 12 33 105
New 52wk Lo 0 0 2 3 1 1
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 331 447 259 90 30 292
Decliners 163 51 232 400 469 199
A/D Ratio 2.03 8.76 1.12 0.23 0.06 1.47
Up Volume 1819412 2578779 1630125 1385788 218698 1427667
Up Vol % 55.5% 86.9% 41.1% 30.4% 5.0% 45.6%
Dn Volume 1434047 378352 2289685 3069107 4124622 1662727
Dn Vol % 43.7% 12.7% 57.7% 67.2% 94.9% 53.1%
Tot Volume 3279653 2968141 3968063 4564957 4344429 3132437
> Upr Bband 33 22 14 15 8 45
< Lwr Bband 3 9 39 54 32 9
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
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UDT2 71.03 61.20 36.01 18.24 22.15 57.64
UDT3 59.65 49.37 25.43 25.50 35.75 60.01
UDT5 40.41 38.59 35.87 39.84 41.65 56.06
UDT10 47.31 48.79 44.47 44.33 46.89 55.66
UDT20 53.45 50.03 49.56 49.92 50.52 53.94
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 74.88 61.46 37.94 21.32 27.84 58.17
UDT3 63.20 51.09 27.88 30.00 38.52 62.98
UDT5 44.88 41.45 38.27 43.24 45.38 58.50
UDT10 50.76 50.93 47.36 47.03 50.39 58.73
UDT20 55.48 52.00 50.82 51.89 52.40 55.98
NYSE Common Up/Dn Vol Thrust (Common Stocks Only)
UDT2 27.44 27.44 27.44 27.44 27.44 57.78
UDT3 38.34 38.34 38.34 38.34 38.34 62.43
UDT5 44.86 44.86 44.86 44.86 44.86 57.85
UDT10 49.97 49.97 49.97 49.97 49.97 58.46
UDT20 52.38 52.38 52.38 52.38 52.38 55.96
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 78.53 71.39 35.58 12.13 32.53 62.30
ADT3 69.99 53.82 25.61 27.84 43.36 65.47
ADT5 46.80 45.28 40.26 44.08 48.21 57.00
ADT10 51.95 52.50 49.72 48.50 53.33 60.00
ADT20 57.92 54.81 53.46 53.95 55.39 58.72
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 74.34 67.23 44.49 23.40 34.35 60.12
ADT3 67.43 56.64 33.36 34.74 43.67 65.08
ADT5 49.73 47.71 44.00 48.28 48.88 57.81
ADT10 53.75 54.40 51.62 50.05 52.87 58.69
ADT20 56.86 54.24 53.00 53.80 54.72 57.72
NYSE Common Adv/Dec Thrust (Common Stocks Only)
ADT2 31.42 31.42 31.42 31.42 31.42 61.16
ADT3 43.26 43.26 43.26 43.26 43.26 65.95
ADT5 47.98 47.98 47.98 47.98 47.98 57.44
ADT10 52.19 52.19 52.19 52.19 52.19 59.04
ADT20 54.32 54.32 54.32 54.32 54.32 57.61
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.54 17.81 19.91 20.26 18.74 14.37
Upper Band 19.69 19.96 19.73 18.97 17.90 17.15
Lower Band 11.88 11.80 11.71 11.95 12.52 12.92
vs 10d Avg -0.82% 8.27% 23.42% 30.26% 25.69% -0.68%
VIX 18.35 19.22 21.32 22.13 20.80 16.43
Upper Band 21.55 21.77 21.60 20.95 19.94 19.20
Lower Band 13.52 13.47 13.34 13.51 14.07 14.49
vs 10d Avg -0.21% 6.06% 19.71% 28.19% 25.06% 1.55%
VXV 20.00 20.57 22.26 22.47 21.32 18.90
Upper Band 22.11 22.18 22.02 21.45 20.68 20.23
Lower Band 16.30 16.28 16.23 16.46 16.92 17.19
vs 10d Avg 0.66% 4.66% 14.70% 18.47% 15.21% 3.85%
VIX/VXV Rati0.918 0.934 0.958 0.985 0.976 0.869
Upper Band 0.983 0.991 0.989 0.983 0.970 0.957
Lower Band 0.839 0.836 0.832 0.831 0.836 0.842
vs 10d Avg -0.57% 1.69% 4.75% 8.54% 8.70% -2.22%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3151 3132 3137 3160 3162 3156
Advancers 2080 2478 1631 1088 356 1752
% of Total 66.0% 79.1% 52.0% 34.4% 11.3% 55.5%
Decliners 986 587 1416 1976 2751 1277
% of Total 31.3% 18.7% 45.1% 62.5% 87.0% 40.5%
New Highs 259 135 83 60 133 350
New Lows 15 12 18 27 14 8
Adv Volume 813535 816337 509700 446482 114641 569554
% of Total 64.9% 85.5% 41.7% 33.6% 8.7% 49.0%
Decl Volume 414088 132614 698932 865428 1205798 567519
% of Total 33.1% 13.9% 57.2% 65.1% 91.2% 48.8%
Total Vol 1252848 955051 1222898 1330347 1322782 1162319
ARMS Index 1.06 0.62 1.48 1.03 1.37 1.35
5 Day ARMS 5.56 5.85 5.97 5.56 5.39 4.85
McClellanOs 51 9 -87 -100 -51 95
McClellanSm 3217 3166 3157 3244 3344 3395
Cumul TICK 33221 36404 -20475 -13927 -94664 35237
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2785 2756 2768 2757 2799 2778
Advancers 1337 2118 1601 637 392 1357
% of Total 48.0% 76.9% 57.8% 23.1% 14.0% 48.8%
Decliners 1339 530 1059 2011 2330 1286
% of Total 48.1% 19.2% 38.3% 72.9% 83.2% 46.3%
New Highs 144 88 49 44 85 248
New Lows 21 22 41 54 39 14
Adv Volume 908594 1590824 1353283 301394 110834 1112994
% of Total 45.2% 85.2% 65.5% 12.2% 4.9% 52.8%
Decl Volume 1073244 268943 678922 2103475 2147931 966863
% of Total 53.4% 14.4% 32.9% 84.8% 95.0% 45.8%
Total Vol 2009502 1867823 2065291 2479152 2262105 2109463
ARMS Index 1.17 0.67 0.75 2.22 3.23 0.91
5 Day ARMS 8.04 7.78 8.04 8.02 7.11 4.68
McClellanOs 0 5 -84 -125 -61 48
McClellanSm 1563 1563 1558 1642 1767 1828
Cumul TICK -23306 74900 11521 -100583 -355955 -50419
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 141424236 141488975 260123340 227029106 232808933 129820939
Upper Band 236103824 265607664 265503355 247929929 238430095 223895673
SPX Vol 3279652946 2968141117 3968062623 4564956874 4344429137 3132437108
Upper Band 4337020567 4533691318 4533630348 4498597067 4339919764 4184706770
NYSE Vol 1252848000 955051000 1222898000 1330347000 1322782000 1162319000
Upper Band 1351391381 1373363440 1373657309 1364292657 1319751411 1266811925
Consolidated4344732754 4025484706 5295282031 5945669297 5655003466 4100427686
Upper Band 5621545569 5832228439 5833657101 5775623344 5531558125 5300812530
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Weekly Sentiment
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Sentiment 25-Feb 18-Feb 11-Feb 4-Feb 28-Jan 21-Jan
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AAII Bull 37 47 49 52 42 51
AAII Bear 36 26 27 27 34 29
Market Vane 64 67 67 63 61 65
II Bull 53.3 52.2 53.4 52.7 55.1 56
II Bear 18.9 19.6 23.3 22 19.1 20.9
OddLot ShRt 44.3 43 57.1 42.9 42.1 56.5
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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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