Mar
29
End-of-Day DataSheet for March 29th, 2011
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March 29th, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1309.37 1319.45 1305.26 1319.44 9.25 0.7%
S&P100 586.71 590.83 585.04 590.82 3.77 0.6%
VIX 19.17 19.78 18 18.16 -1.28 -6.6%
Nasdaq100 2299.27 2325.54 2291.78 2325.54 22.44 1.0%
VXN 22.31 22.85 21.34 21.34 -0.89 -4.0%
NYSE TICK -124 920 -881 656 ---- ----
PreCloseTICK-126
TICKscore 1
CumAdj TICK -122
NYSE TRIN 0.93 0.93 0.93 0.93 ----
Dow Indus 12194.48 12285.4 12173.5 12279.0 81.1 0.7%
DJIA@10:00 12177.8
DJIA@3:00 12281.7
Last Hour 17.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 410 150 329 433 285 149
Decliners 88 341 160 64 208 350
A/D Ratio 4.66 0.44 2.06 6.77 1.37 0.43
Up Volume 1805752 807128 1697491 2619781 1522050 840268
Up Vol % 68.6% 32.8% 61.3% 83.8% 49.2% 29.6%
Dn Volume 826016 1571016 1044760 496504 1542449 1994699
Dn Vol % 31.4% 63.9% 37.7% 15.9% 49.9% 70.3%
Tot Volume 2633793 2460438 2767885 3127686 3091557 2838536
> Upr Bband 29 14 32 38 16 13
< Lwr Bband 1 3 2 2 1 6
New 20d Hi 71 82 107 78 29 36
New 20d Lo 9 3 4 11 24 9
New 52wk Hi 33 41 51 31 14 22
New 52wk Lo 0 0 1 2 1 1
S&P500 Sector
Analysis Today 1d back 2d back 3d back 4d back 5d back
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Industrials 0.80% -0.34% 0.41% 0.87% 0.49% -0.78%
Adv 55 15 46 54 34 12
Dec 6 44 15 8 27 50
Financials 0.45% -0.20% 0.28% 0.73% -0.25% -0.53%
Adv 62 31 58 71 26 22
Dec 19 50 19 9 53 59
Utilities 0.88% -0.46% 0.12% 0.46% -0.02% -0.12%
Adv 32 6 22 30 14 15
Dec 3 29 12 5 21 20
Materials 1.21% -0.44% 0.69% 0.65% 1.10% -0.48%
Adv 28 7 23 24 27 8
Dec 2 23 7 6 3 22
Telecom -0.19% 1.10% 0.40% 0.55% 0.20% 1.17%
Adv 6 8 6 6 6 7
Dec 3 1 3 3 2 2
Healthcare 0.78% -0.03% 0.41% 1.26% -0.18% -0.02%
Adv 46 22 32 49 17 20
Dec 5 27 18 3 35 32
Discretionar0.90% -1.03% 0.41% 1.06% 0.66% -0.88%
Adv 62 16 56 71 59 18
Dec 18 64 24 8 20 62
Technology 0.64% -0.41% -0.03% 2.30% 0.96% -0.56%
Adv 56 19 31 67 60 19
Dec 15 50 40 4 10 52
Staples 0.44% -0.12% 0.38% 0.89% 0.20% -0.27%
Adv 29 18 20 34 21 16
Dec 12 22 18 6 20 25
Energy 1.40% -0.75% 1.26% 0.58% 0.22% -0.16%
Adv 34 8 35 27 21 12
Dec 5 31 4 12 17 26
NYSE Common Stock
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 1393 621 1231 1307 927 599
Decliners 428 1192 596 496 874 1217
A/D Ratio 3.25 0.52 2.07 2.64 1.06 0.49
Up Volume 519.04 272.32 507.79 645.99 417.56 235.5
Up Vol % 68.30% 36.72% 64.90% 78.48% 50.33% 30.39%
Dn Volume 236.06 454.29 265.28 171.14 399.28 532.65
Dn Vol % 31.07% 61.26% 33.91% 20.79% 48.12% 68.73%
Tot Volume 759.89 741.6 782.41 823.08 829.71 775.04
New 20d Hi 256 250 400 270 148 187
New 20d Lo 58 28 28 45 84 37
New 52wk Hi 110 111 190 121 76 92
New 52wk Lo 7 7 4 9 10 5
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 52.15 48.91 73.69 67.01 40.04 45.82
UDT3 55.60 62.21 65.44 55.26 47.04 57.25
UDT5 60.66 52.96 57.10 60.77 61.13 48.98
UDT10 53.90 47.77 46.69 48.62 41.50 41.43
UDT20 48.49 45.43 46.39 47.55 45.59 44.51
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 53.23 51.71 71.76 64.96 42.46 57.25
UDT3 57.26 61.03 64.98 54.55 55.42 64.30
UDT5 60.50 53.46 61.89 64.52 65.43 53.82
UDT10 56.52 51.07 50.16 51.51 45.25 44.90
UDT20 50.37 47.45 48.89 49.93 48.38 47.39
NYSE Common Up/Dn Vol Thrust (Common Stocks Only)
UDT2 53.41 52.02 72.56 65.09 41.20 54.38
UDT3 57.62 61.55 65.28 54.08 53.33 62.74
UDT5 60.76 53.29 60.74 63.48 64.45 53.17
UDT10 56.18 50.71 49.68 51.04 44.60 44.30
UDT20 50.02 47.07 48.47 49.51 47.94 46.94
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 56.62 48.88 77.28 72.53 43.75 60.08
ADT3 60.15 61.75 70.79 58.23 59.33 63.95
ADT5 65.11 54.52 66.48 67.36 66.98 56.76
ADT10 60.92 54.01 53.01 54.38 46.17 45.34
ADT20 52.71 48.91 50.73 51.88 50.15 48.20
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.08 52.84 65.50 60.44 48.58 61.91
ADT3 58.29 57.29 61.88 54.48 59.48 65.30
ADT5 59.14 53.82 61.89 63.36 64.75 58.38
ADT10 58.76 54.04 53.17 53.19 48.15 47.43
ADT20 52.49 50.21 51.57 52.38 51.75 50.79
NYSE Common Adv/Dec Thrust (Common Stocks Only)
ADT2 55.42 50.88 69.92 61.99 42.19 61.82
ADT3 59.42 58.04 63.80 52.27 58.41 65.83
ADT5 60.44 51.71 63.00 64.31 64.69 57.14
ADT10 58.78 52.95 52.19 52.44 45.73 45.26
ADT20 51.44 48.24 49.66 50.82 49.86 48.36
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 17.25 18.00 17.66 17.78 18.54 19.49
Upper Band 26.35 26.31 26.39 26.39 26.38 26.40
Lower Band 14.17 14.43 14.20 14.22 14.44 14.59
vs 10d Avg -16.39% -15.31% -17.96% -18.52% -16.62% -12.58%
VIX 18.16 19.44 17.91 18.00 19.17 20.21
Upper Band 26.97 26.96 26.99 26.94 26.91 26.97
Lower Band 15.05 15.34 15.20 15.39 15.75 15.98
vs 10d Avg -15.03% -11.58% -19.16% -19.55% -15.78% -11.62%
VXV 19.97 20.86 20.03 20.08 20.93 21.70
Upper Band 25.76 25.73 25.77 25.74 25.72 25.74
Lower Band 18.38 18.60 18.48 18.56 18.80 18.94
vs 10d Avg -10.13% -7.81% -12.11% -12.60% -9.95% -6.99%
VIX/VXV Rati0.909 0.932 0.894 0.896 0.916 0.931
Upper Band 1.050 1.051 1.051 1.050 1.049 1.052
Lower Band 0.846 0.850 0.849 0.854 0.860 0.865
vs 10d Avg -4.79% -3.47% -7.45% -7.45% -6.07% -4.59%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3135 3159 3141 3135 3128 3126
Advancers 2107 1253 1966 2004 1644 1290
% of Total 67.2% 39.7% 62.6% 63.9% 52.6% 41.3%
Decliners 938 1802 1071 1020 1368 1738
% of Total 29.9% 57.0% 34.1% 32.5% 43.7% 55.6%
New Highs 117 114 204 135 91 104
New Lows 12 16 8 14 18 9
Adv Volume 544964 288721 529234 673786 448133 265239
% of Total 67.7% 36.8% 64.2% 77.5% 51.0% 32.2%
Decl Volume 253527 479068 284818 188694 416471 550444
% of Total 31.5% 61.1% 34.5% 21.7% 47.4% 66.8%
Total Vol 804613 784374 824732 869822 878512 823828
ARMS Index 0.93 1.13 1.03 0.53 1.13 1.48
5 Day ARMS 4.75 5.3 5.75 5.79 5.9 7.66
McClellanOs 77 29 74 41 -3 -12
McClellanSm 2267 2190 2161 2087 2046 2049
Cumul TICK -13623 2797 42312 34169 54417 -14925
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2737 2740 2739 2708 2718 2722
Advancers 1765 1104 1525 1673 1398 1060
% of Total 64.5% 40.3% 55.7% 61.8% 51.4% 38.9%
Decliners 870 1516 1099 936 1225 1550
% of Total 31.8% 55.3% 40.1% 34.6% 45.1% 56.9%
New Highs 114 109 145 110 72 72
New Lows 27 22 21 23 42 33
Adv Volume 1169754 629945 1054493 1597235 1158208 630946
% of Total 71.6% 37.7% 56.8% 81.7% 65.4% 38.1%
Decl Volume 441823 946168 742605 340157 588656 1006316
% of Total 27.1% 56.7% 40.0% 17.4% 33.3% 60.7%
Total Vol 1632953 1669264 1857571 1954187 1769954 1657436
ARMS Index 0.75 0.84 0.99 0.38 0.57 1.08
5 Day ARMS 3.53 3.86 3.86 4.41 4.96 7
McClellanOs 73 30 56 37 -4 -19
McClellanSm 401 328 298 242 205 209
Cumul TICK 24633 -21668 80049 98126 26166 20314
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 129656941 108871196 155633394 158313879 148208740 129568159
Upper Band 387117702 390081181 387879333 388442668 391847457 391833359
SPX Vol 2633792653 2460437519 2767884731 3127685622 3091557334 2838535533
Upper Band 4569344740 4575736847 4522830655 4507437523 4555450604 4704427448
NYSE Vol 804613000 784374000 824732000 869822000 878512000 823828000
Upper Band 1561271494 1572824588 1588040807 1584495688 1595853063 1617580874
Consolidated3624089646 3357860694 3629268136 4032095532 3968085071 3752240590
Upper Band 5725859494 5764985947 5715431093 5689108396 5780487367 5990772815
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Weekly Sentiment
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Sentiment 25-Mar 18-Mar 11-Mar 4-Mar 25-Feb 18-Feb
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AAII Bull 38 29 36 37 37 47
AAII Bear 35 40 32 33 36 26
Market Vane 58 56 62 61 64 67
II Bull 50.6 52.2 52.2 50.6 53.3 52.2
II Bear 22.4 22.3 21.1 19.5 18.9 19.6
OddLot ShRt 42.7 54.3 56.1 42.5 44.3 43
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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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