Feb
09
End-of-Day DataSheet for February 9th, 2011
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February 9th, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1322.48 1324.54 1314.89 1320.88 -3.69 -0.3%
S&P100 595.49 596.31 591.89 594.86 -1.41 -0.2%
VIX 16.27 16.52 15.86 15.87 0.06 0.4%
Nasdaq100 2359.81 2367.19 2352.46 2360.95 -2.66 -0.1%
VXN 17.68 18.3 17.66 17.72 0.04 0.2%
NYSE TICK -702 1037 -1032 189 ---- ----
PreCloseTICK-191
TICKscore -8
CumAdj TICK -284
NYSE TRIN 1.00 1.00 1.00 1.00 ----
Dow Indus 12229.29 12254.2 12188.2 12239.9 6.7 0.1%
DJIA@10:00 12235.7
DJIA@3:00 12196.4
Last Hour 40.9
New Highs/Lows
NYSE Common Today 1d back 2d back 3d back 4d back 5d back
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New 20d Hi 348 402 505 285 261 370
New 20d Lo 98 64 52 98 126 96
New 52wk Hi 189 228 292 176 155 241
New 52wk Lo 5 5 4 5 6 7
SPX Only
New 20d Hi 109 125 164 106 84 103
New 20d Lo 7 8 4 15 30 34
New 52wk Hi 49 69 104 60 52 70
New 52wk Lo 0 0 0 0 1 3
S&P500
Components Today 1d back 2d back 3d back 4d back 5d back
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Advancers 201 329 357 316 313 166
Decliners 294 163 139 179 181 330
A/D Ratio 0.68 2.02 2.57 1.77 1.73 0.50
Up Volume 1234449 1544367 2410622 2057421 2128129 1064472
Up Vol % 39.2% 51.6% 74.1% 63.9% 60.5% 32.7%
Dn Volume 1902011 1399302 773754 1125106 1307541 2181604
Dn Vol % 60.5% 46.8% 23.8% 35.0% 37.2% 67.0%
Tot Volume 3145557 2992264 3252083 3217993 3515747 3253897
> Upr Bband 48 79 79 66 56 49
< Lwr Bband 6 3 4 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 45.70 64.54 70.18 63.24 47.78 62.18
UDT3 56.01 64.58 67.29 53.22 62.10 64.31
UDT5 59.03 57.56 65.16 63.89 48.99 50.96
UDT10 54.69 55.36 53.81 52.43 52.13 51.50
UDT20 51.83 52.70 52.14 50.10 48.71 49.57
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 50.37 70.11 63.40 56.40 48.28 63.79
UDT3 58.46 63.85 62.40 49.44 62.75 65.60
UDT5 57.61 57.33 62.99 62.17 51.71 51.67
UDT10 54.37 56.69 54.26 53.57 54.14 52.73
UDT20 52.85 54.09 53.24 51.67 50.71 51.20
Advance/Decline Thrust (SPX component breadth)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 53.70 69.43 67.91 63.60 48.38 61.19
ADT3 59.81 67.57 66.40 53.54 61.91 65.52
ADT5 61.33 59.89 64.31 64.75 53.09 53.05
ADT10 57.19 59.38 57.44 57.44 56.22 54.46
ADT20 56.11 57.18 56.25 54.78 53.58 53.63
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 50.73 66.16 58.92 51.50 50.33 64.52
ADT3 56.72 60.50 57.25 49.92 61.01 66.30
ADT5 54.64 56.44 60.17 60.41 53.67 54.11
ADT10 54.38 57.55 56.58 56.74 57.09 55.47
ADT20 53.95 55.02 54.42 53.18 52.70 52.99
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.13 13.82 14.33 14.67 15.05 15.57
Upper Band 17.56 17.55 17.54 17.56 17.60 17.60
Lower Band 13.12 13.26 13.49 13.64 13.75 13.79
vs 10d Avg -7.71% -10.07% -7.62% -5.94% -4.39% -2.05%
VIX 15.87 15.81 16.28 15.93 16.69 17.30
Upper Band 19.56 19.55 19.56 19.57 19.56 19.57
Lower Band 14.53 14.64 14.80 14.88 15.03 15.06
vs 10d Avg -7.32% -8.08% -6.32% -9.05% -6.07% -3.35%
VXV 17.86 17.85 18.26 18.33 18.92 19.09
Upper Band 20.58 20.67 20.77 20.86 20.93 20.98
Lower Band 17.51 17.66 17.81 17.93 18.06 18.13
vs 10d Avg -5.25% -5.78% -4.37% -4.67% -2.43% -2.05%
VIX/VXV Rati0.889 0.886 0.892 0.869 0.882 0.906
Upper Band 0.965 0.967 0.967 0.967 0.967 0.967
Lower Band 0.823 0.816 0.813 0.808 0.807 0.803
vs 10d Avg -2.02% -2.29% -1.90% -4.48% -3.64% -1.24%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3138 3146 3140 3132 3137 3125
Advancers 1141 1934 2093 1481 1627 1413
% of Total 36.4% 61.5% 66.7% 47.3% 51.9% 45.2%
Decliners 1883 1104 956 1536 1391 1609
% of Total 60.0% 35.1% 30.4% 49.0% 44.3% 51.5%
New Highs 200 266 343 221 192 261
New Lows 13 11 12 12 7 9
Adv Volume 353488 564355 653278 470448 594326 325523
% of Total 36.9% 63.6% 74.3% 51.1% 59.5% 34.7%
Decl Volume 597316 306990 212103 436630 386327 598978
% of Total 62.3% 34.6% 24.1% 47.4% 38.6% 63.9%
Total Vol 959149 887828 879536 920380 999653 936829
ARMS Index 1.00 0.95 0.73 0.91 0.75 1.61
5 Day ARMS 4.34 4.95 4.61 4.89 5.27 5.32
McClellanOs 31 92 70 26 44 48
McClellanSm 2905 2874 2782 2712 2686 2642
Cumul TICK -21205 25484 32748 -4994 23815 14248
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2760 2762 2774 2756 2763 2743
Advancers 970 1539 1817 1282 1317 1160
% of Total 35.1% 55.7% 65.5% 46.5% 47.7% 42.3%
Decliners 1682 1111 864 1357 1315 1475
% of Total 60.9% 40.2% 31.1% 49.2% 47.6% 53.8%
New Highs 163 168 260 167 139 165
New Lows 21 19 19 25 23 17
Adv Volume 689309 991564 1147817 1334737 1162186 1162523
% of Total 35.7% 55.0% 64.9% 68.2% 59.9% 57.4%
Decl Volume 1217305 796802 606148 609471 754599 847058
% of Total 63.0% 44.2% 34.3% 31.1% 38.9% 41.8%
Total Vol 1930824 1803016 1768095 1956712 1941264 2024604
ARMS Index 1 1.1 1.09 0.43 0.64 0.56
5 Day ARMS 4.26 3.82 3.66 3.36 4.57 4.35
McClellanOs -3 43 29 -18 -13 -11
McClellanSm 1593 1596 1553 1524 1542 1555
Cumul TICK -57258 -22475 89587 -81339 -27674 -21651
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 146291974 98856842 112329373 134579137 145724127 117645178
Upper Band 226906965 226342546 225690788 226846405 226724720 226245856
SPX Vol 3145556639 2992263629 3252083200 3217992529 3515746895 3253897042
Upper Band 4574536495 4569408105 4541198555 4592212965 4622954908 4634703565
NYSE Vol 959149000 887828000 879536000 920380000 999653000 936829000
Upper Band 1329476593 1329928172 1326220993 1323301765 1322295514 1322307407
Consolidated4080208424 4025252738 4148601047 4158810294 4588170335 4243410212
Upper Band 5626615363 5617953542 5598938489 5655191469 5680507007 5695467733
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Weekly Sentiment
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Sentiment 4-Feb 28-Jan 21-Jan 14-Jan 7-Jan 31-Dec
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AAII Bull 52 42 51 52 56 52
AAII Bear 27 34 29 23 18 20
Market Vane 63 61 65 63 63 62
II Bull 52.7 55.1 56 57.3 54.5 55.6
II Bear 22 19.1 20.9 19.1 20.5 20
OddLot ShRt 42.9 42.1 56.5 41.9 43 58.6
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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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