Mar
19
End-of-Day DataSheet for March 18th, 2011
By******************************************************************************
March 18th, 2011 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 1276.71 1288.88 1276.18 1279.2 5.48 0.4%
S&P100 571.99 577.44 571.77 572.93 2.21 0.4%
VIX 23.9 24.85 23.09 24.44 -1.93 -7.3%
Nasdaq100 2249.18 2249.39 2217.95 2221.07 -4.17 -0.2%
VXN 27.33 27.46 26.11 26.6 -1.81 -6.4%
NYSE TICK 433 998 -1090 144 ---- ----
PreCloseTICK-166
TICKscore -1
CumAdj TICK 393
NYSE TRIN 1.07 1.07 1.07 1.07 ----
Dow Indus 11777.23 11927.1 11777.2 11858.5 83.9 0.7%
DJIA@10:00 11904.2
DJIA@3:00 11837.5
Last Hour -108.6
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 357 424 34 67 103 400
Decliners 141 74 464 430 393 95
A/D Ratio 2.53 5.73 0.07 0.16 0.26 4.21
Up Volume 3230451 2877017 228425 575860 877283 2485195
Up Vol % 74.5% 83.5% 4.8% 13.4% 26.2% 83.7%
Dn Volume 1094556 560504 4519964 3725325 2452051 462816
Dn Vol % 25.2% 16.3% 95.1% 86.4% 73.1% 15.6%
Tot Volume 4335516 3445387 4751237 4311956 3352338 2970678
> Upr Bband 8 3 2 1 4 11
< Lwr Bband 12 31 175 58 24 9
New 20d Hi 17 9 5 4 10 20
New 20d Lo 29 50 192 273 103 125
New 52wk Hi 12 4 1 2 6 7
New 52wk Lo 1 4 4 8 2 4
NYSE Common Stock
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 1355 1361 263 337 487 1274
Decliners 480 472 1583 1498 1334 548
A/D Ratio 2.82 2.88 0.17 0.22 0.37 2.32
Up Volume 1297.35 800.34 120.6 213.43 258.43 693.57
Up Vol % 70.15% 81.19% 8.63% 17.49% 28.13% 79.79%
Dn Volume 541.31 178.07 1272.98 998.2 652.28 164.99
Dn Vol % 29.27% 18.06% 91.11% 81.82% 70.99% 18.98%
Tot Volume 1849.43 985.73 1397.18 1220.03 918.85 869.21
New 20d Hi 116 59 52 36 54 55
New 20d Lo 137 197 527 1003 452 502
New 52wk Hi 54 27 25 22 33 31
New 52wk Lo 14 17 25 38 14 9
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 78.68 37.94 8.89 19.04 53.57 42.04
UDT3 50.64 29.48 13.58 37.23 36.83 44.20
UDT5 38.67 37.54 23.57 33.07 48.74 46.50
UDT10 42.18 35.56 36.62 43.26 43.01 46.08
UDT20 42.10 41.28 40.32 42.60 45.25 47.47
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 74.19 38.69 13.26 23.23 54.19 40.96
UDT3 52.50 31.76 17.58 39.60 37.44 42.83
UDT5 42.64 39.20 25.92 34.31 47.25 44.76
UDT10 43.54 36.87 37.79 44.25 43.65 47.58
UDT20 44.57 43.28 42.78 45.07 47.28 49.24
NYSE Common Up/Dn Vol Thrust (Common Stocks Only)
UDT2 74.46 38.83 12.82 22.23 53.81 40.08
UDT3 52.68 31.65 16.85 39.10 36.32 42.16
UDT5 42.48 38.98 25.06 33.43 46.88 44.61
UDT10 43.38 36.52 37.36 43.81 43.19 47.19
UDT20 44.28 42.95 42.35 44.61 46.84 48.83
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
ADT2 78.41 45.98 10.15 17.12 50.76 42.86
ADT3 54.55 35.16 13.68 38.31 35.50 45.06
ADT5 39.61 41.38 25.35 33.88 47.81 46.80
ADT10 43.20 38.02 38.98 44.50 43.82 48.45
ADT20 45.43 45.11 44.44 46.06 47.87 50.51
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 72.64 48.05 22.57 27.13 48.54 40.37
ADT3 56.02 39.42 25.75 39.68 37.63 42.67
ADT5 44.48 43.05 31.58 36.45 47.23 45.56
ADT10 45.02 41.34 42.17 46.22 46.39 49.97
ADT20 48.03 47.56 47.65 48.42 50.08 52.18
NYSE Common Adv/Dec Thrust (Common Stocks Only)
ADT2 74.05 44.14 16.30 22.54 48.34 37.50
ADT3 54.03 35.56 19.76 38.30 33.93 40.51
ADT5 41.47 40.65 26.85 33.31 45.68 43.66
ADT10 42.57 37.94 39.40 44.11 43.54 47.13
ADT20 45.32 44.97 45.03 46.06 47.88 50.31
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 23.55 25.49 28.90 23.48 20.71 20.62
Upper Band 26.73 26.49 25.75 23.50 22.78 22.58
Lower Band 13.66 13.06 12.71 13.55 13.38 12.94
vs 10d Avg 6.12% 17.73% 38.82% 18.04% 6.27% 8.12%
VIX 24.44 26.37 29.40 24.32 21.13 20.08
Upper Band 27.21 26.98 26.20 24.02 23.36 23.31
Lower Band 15.38 14.83 14.64 15.52 15.35 14.85
vs 10d Avg 7.04% 18.28% 36.64% 17.79% 4.01% 0.21%
VXV 24.34 25.44 26.91 24.03 22.49 21.87
Upper Band 25.91 25.79 25.37 24.27 23.95 23.87
Lower Band 18.42 17.97 17.68 17.91 17.63 17.25
vs 10d Avg 4.48% 10.89% 19.91% 9.63% 3.61% 1.92%
VIX/VXV Rati1.004 1.037 1.093 1.012 0.940 0.918
Upper Band 1.058 1.054 1.041 1.004 0.991 0.991
Lower Band 0.856 0.848 0.849 0.867 0.868 0.861
vs 10d Avg 2.87% 7.16% 14.45% 7.57% 0.42% -1.63%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3124 3136 3122 3126 3123 3120
Advancers 2181 2232 704 675 973 1958
% of Total 69.8% 71.2% 22.5% 21.6% 31.2% 62.8%
Decliners 843 819 2355 2375 2052 1055
% of Total 27.0% 26.1% 75.4% 76.0% 65.7% 33.8%
New Highs 50 30 32 29 37 37
New Lows 20 28 40 77 30 21
Adv Volume 1336519 830683 130314 231140 285571 723537
% of Total 70.2% 80.2% 8.9% 18.0% 29.6% 78.5%
Decl Volume 556432 197366 1325225 1038390 669068 184044
% of Total 29.2% 19.0% 90.8% 80.8% 69.4% 20.0%
Total Vol 1905192 1036188 1459737 1284460 963906 921942
ARMS Index 1.07 0.64 2.89 1.22 1.08 0.38
5 Day ARMS 6.9 6.21 7.13 5.2 4.89 5.07
McClellanOs -82 -167 -270 -209 -134 -82
McClellanSm 2042 2124 2291 2561 2770 2904
Cumul TICK 28621 11518 -60249 28121 -17034 -41460
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2736 2721 2705 2726 2731 2722
Advancers 1793 1581 734 648 794 1385
% of Total 65.5% 58.1% 27.1% 23.8% 29.1% 50.9%
Decliners 847 1011 1894 2014 1844 1239
% of Total 31.0% 37.2% 70.0% 73.9% 67.5% 45.5%
New Highs 49 35 31 23 33 34
New Lows 44 56 74 134 75 76
Adv Volume 1507898 1236124 333870 415600 594295 1267853
% of Total 58.3% 62.0% 12.9% 17.6% 33.3% 68.5%
Decl Volume 1047453 732339 2248845 1919908 1174282 553857
% of Total 40.5% 36.7% 86.6% 81.4% 65.9% 29.9%
Total Vol 2585937 1994366 2596003 2359834 1782075 1851815
ARMS Index 1.54 0.93 2.61 1.47 0.84 0.48
5 Day ARMS 7.39 6.33 6.29 4.91 4.72 5.34
McClellanOs -87 -160 -223 -194 -147 -110
McClellanSm 225 312 472 695 889 1036
Cumul TICK 74241 15343 -152678 -200065 -127127 -71544
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 229679841 253963153 465982680 357941760 234938636 225392332
Upper Band 391881796 395163117 393821005 338268511 311614829 307052920
SPX Vol 4335516468 3445387039 4751237467 4311956188 3352337576 2970678004
Upper Band 4757782181 4675980744 4674699983 4462457240 4346515567 4345192925
NYSE Vol 1905192000 1036188000 1459737000 1284460000 963906000 921942000
Upper Band 1628480687 1437044109 1439952199 1376484018 1357405727 1357337459
Consolidated5476005420 4319445520 5942423256 5452418257 4271730807 3902081174
Upper Band 6085520880 6008566543 6011720165 5793590951 5686773752 5689316832
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 18-Mar 11-Mar 4-Mar 25-Feb 18-Feb 11-Feb
------------------------------------------------------------------------------
AAII Bull 29 36 37 37 47 49
AAII Bear 40 32 33 36 26 27
Market Vane 56 62 61 64 67 67
II Bull 52.2 52.2 50.6 53.3 52.2 53.4
II Bear 22.3 21.1 19.5 18.9 19.6 23.3
OddLot ShRt 54.3 56.1 42.5 44.3 43 57.1
******************************************************************************
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.
