Mar
31
End-of-Day DataSheet for March 31st, 2011
By******************************************************************************
March 31st, 2011 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 1327.44 1329.77 1325.03 1325.83 -2.43 -0.2%
S&P100 594.05 595.10 592.72 592.72 -1.6 -0.3%
VIX 17.9 17.95 17.41 17.74 0.03 0.2%
Nasdaq100 2332.74 2342.24 2329.62 2338.99 2.47 0.1%
VXN 20.74 20.79 19.66 19.74 -0.64 -3.1%
NYSE TICK -1 890 -806 445 ---- ----
PreCloseTICK-210
TICKscore 0
CumAdj TICK 428
NYSE TRIN 2.00 2.00 2.00 2.00 ----
Dow Indus 12350.76 12381.7 12319.0 12319.7 -30.9 -0.3%
DJIA@10:00 12354.6
DJIA@3:00 12352.7
Last Hour -36.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 218 389 410 150 329 433
Decliners 278 102 88 341 160 64
A/D Ratio 0.78 3.81 4.66 0.44 2.06 6.77
Up Volume 884398 1890616 1805752 807128 1697491 2619781
Up Vol % 29.0% 63.9% 68.6% 32.8% 61.3% 83.8%
Dn Volume 2156264 693208 826016 1571016 1044760 496504
Dn Vol % 70.8% 23.4% 31.4% 63.9% 37.7% 15.9%
Tot Volume 3044761 2957522 2633793 2460438 2767885 3127686
> Upr Bband 39 55 29 14 32 38
< Lwr Bband 2 1 1 3 2 2
New 20d Hi 112 156 71 82 107 78
New 20d Lo 3 2 9 3 4 11
New 52wk Hi 52 73 33 41 51 31
New 52wk Lo 1 0 0 0 1 2
S&P500 Sector
Analysis Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Industrials 0.30% 0.57% 0.80% -0.34% 0.41% 0.87%
Adv 41 43 55 15 46 54
Dec 20 19 6 44 15 8
Financials -0.05% 0.80% 0.45% -0.20% 0.28% 0.73%
Adv 40 66 62 31 58 71
Dec 41 11 19 50 19 9
Utilities -0.21% 1.25% 0.88% -0.46% 0.12% 0.46%
Adv 8 34 32 6 22 30
Dec 24 1 3 29 12 5
Materials 0.22% 0.90% 1.21% -0.44% 0.69% 0.65%
Adv 19 24 28 7 23 24
Dec 11 6 2 23 7 6
Telecom 0.40% 1.03% -0.19% 1.10% 0.40% 0.55%
Adv 5 8 6 8 6 6
Dec 4 1 3 1 3 3
Healthcare 0.15% 1.34% 0.78% -0.03% 0.41% 1.26%
Adv 28 40 46 22 32 49
Dec 24 10 5 27 18 3
Discretionar-0.53% 1.24% 0.90% -1.03% 0.41% 1.06%
Adv 24 71 62 16 56 71
Dec 56 9 18 64 24 8
Technology -0.23% 0.35% 0.64% -0.41% -0.03% 2.30%
Adv 27 46 56 19 31 67
Dec 44 22 15 50 40 4
Staples -0.25% 0.37% 0.44% -0.12% 0.38% 0.89%
Adv 13 29 29 18 20 34
Dec 28 12 12 22 18 6
Energy -0.33% 0.75% 1.40% -0.75% 1.26% 0.58%
Adv 13 28 34 8 35 27
Dec 26 11 5 31 4 12
NYSE Common Stock
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 1036 1471 1393 621 1231 1307
Decliners 777 354 428 1192 596 496
A/D Ratio 1.33 4.16 3.25 0.52 2.07 2.64
Up Volume 395.4 611.06 519.04 272.32 507.79 645.99
Up Vol % 39.03% 72.26% 68.30% 36.72% 64.90% 78.48%
Dn Volume 607.04 175.11 236.06 454.29 265.28 171.14
Dn Vol % 59.92% 20.71% 31.07% 61.26% 33.91% 20.79%
Tot Volume 1013.16 845.6 759.89 741.6 782.41 823.08
New 20d Hi 547 588 256 250 400 270
New 20d Lo 39 35 58 28 28 45
New 52wk Hi 225 263 110 111 190 121
New 52wk Lo 10 6 7 7 4 9
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 49.34 70.87 52.15 48.91 73.69 67.01
UDT3 55.48 59.31 55.60 62.21 65.44 55.26
UDT5 52.97 65.57 60.66 52.96 57.10 60.77
UDT10 57.35 63.06 53.90 47.77 46.69 48.62
UDT20 45.58 48.85 48.49 45.43 46.39 47.55
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.25 72.74 53.23 51.71 71.76 64.96
UDT3 60.48 61.61 57.26 61.03 64.98 54.55
UDT5 57.25 65.76 60.50 53.46 61.89 64.52
UDT10 61.27 65.57 56.52 51.07 50.16 51.51
UDT20 48.45 50.92 50.37 47.45 48.89 49.93
NYSE Common Up/Dn Vol Thrust (Common Stocks Only)
UDT2 56.27 73.32 53.41 52.02 72.56 65.09
UDT3 59.97 61.84 57.62 61.55 65.28 54.08
UDT5 57.02 66.26 60.76 53.29 60.74 63.48
UDT10 60.65 65.21 56.18 50.71 49.68 51.04
UDT20 48.02 50.59 50.02 47.07 48.47 49.51
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
ADT2 61.50 80.79 56.62 48.88 77.28 72.53
ADT3 68.48 64.12 60.15 61.75 70.79 58.23
ADT5 60.69 69.38 65.11 54.52 66.48 67.36
ADT10 64.04 68.17 60.92 54.01 53.01 54.38
ADT20 51.00 53.55 52.71 48.91 50.73 51.88
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 65.66 71.04 55.08 52.84 65.50 60.44
ADT3 66.84 61.02 58.29 57.29 61.88 54.48
ADT5 61.24 62.81 59.14 53.82 61.89 63.36
ADT10 62.30 63.78 58.76 54.04 53.17 53.19
ADT20 51.81 52.97 52.49 50.21 51.57 52.38
NYSE Common Adv/Dec Thrust (Common Stocks Only)
ADT2 68.91 78.55 55.42 50.88 69.92 61.99
ADT3 71.44 63.84 59.42 58.04 63.80 52.27
ADT5 63.22 66.27 60.44 51.71 63.00 64.31
ADT10 63.76 65.48 58.78 52.95 52.19 52.44
ADT20 50.82 52.41 51.44 48.24 49.66 50.82
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 16.45 16.41 17.25 18.00 17.66 17.78
Upper Band 26.47 26.43 26.35 26.31 26.39 26.39
Lower Band 13.66 13.78 14.17 14.43 14.20 14.22
vs 10d Avg -10.98% -15.34% -16.39% -15.31% -17.96% -18.52%
VIX 17.74 17.71 18.16 19.44 17.91 18.00
Upper Band 27.04 27.00 26.97 26.96 26.99 26.94
Lower Band 14.60 14.72 15.05 15.34 15.20 15.39
vs 10d Avg -8.27% -12.34% -15.03% -11.58% -19.16% -19.55%
VXV 19.84 19.75 19.97 20.86 20.03 20.08
Upper Band 25.84 25.81 25.76 25.73 25.77 25.74
Lower Band 18.05 18.14 18.38 18.60 18.48 18.56
vs 10d Avg -5.28% -8.16% -10.13% -7.81% -12.11% -12.60%
VIX/VXV Rati0.894 0.897 0.909 0.932 0.894 0.896
Upper Band 1.050 1.049 1.050 1.051 1.051 1.050
Lower Band 0.839 0.841 0.846 0.850 0.849 0.854
vs 10d Avg -2.95% -4.15% -4.79% -3.47% -7.45% -7.45%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3141 3149 3135 3159 3141 3135
Advancers 1768 2226 2107 1253 1966 2004
% of Total 56.3% 70.7% 67.2% 39.7% 62.6% 63.9%
Decliners 1261 828 938 1802 1071 1020
% of Total 40.1% 26.3% 29.9% 57.0% 34.1% 32.5%
New Highs 237 263 117 114 204 135
New Lows 15 12 12 16 8 14
Adv Volume 440740 659714 544964 288721 529234 673786
% of Total 40.9% 71.8% 67.7% 36.8% 64.2% 77.5%
Decl Volume 623987 197878 253527 479068 284818 188694
% of Total 57.9% 21.5% 31.5% 61.1% 34.5% 21.7%
Total Vol 1077123 919035 804613 784374 824732 869822
ARMS Index 2.00 0.73 0.93 1.13 1.03 0.53
5 Day ARMS 5.82 4.35 4.75 5.3 5.75 5.79
McClellanOs 128 129 77 29 74 41
McClellanSm 2524 2396 2267 2190 2161 2087
Cumul TICK 43775 33608 -13623 2797 42312 34169
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2752 2742 2737 2740 2739 2708
Advancers 1506 1837 1765 1104 1525 1673
% of Total 54.7% 67.0% 64.5% 40.3% 55.7% 61.8%
Decliners 1124 788 870 1516 1099 936
% of Total 40.8% 28.7% 31.8% 55.3% 40.1% 34.6%
New Highs 195 192 114 109 145 110
New Lows 33 23 27 22 21 23
Adv Volume 862207 1133866 1169754 629945 1054493 1597235
% of Total 45.5% 62.4% 71.6% 37.7% 56.8% 81.7%
Decl Volume 1003306 653606 441823 946168 742605 340157
% of Total 52.9% 35.9% 27.1% 56.7% 40.0% 17.4%
Total Vol 1896420 1818417 1632953 1669264 1857571 1954187
ARMS Index 1.58 1.35 0.75 0.84 0.99 0.38
5 Day ARMS 5.51 4.31 3.53 3.86 3.86 4.41
McClellanOs 121 117 73 30 56 37
McClellanSm 639 518 401 328 298 242
Cumul TICK 20314 73468 24633 -21668 80049 98126
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 132560432 135671621 129252673 108871196 155633394 158313879
Upper Band 387809182 387228760 387137987 390081181 387879333 388442668
SPX Vol 3044761228 2957522377 2633792653 2460437519 2767884731 3127685622
Upper Band 4552580110 4569734075 4569344740 4575736847 4522830655 4507437523
NYSE Vol 1077123000 919035000 804613000 784374000 824732000 869822000
Upper Band 1558840584 1558350704 1561271494 1572824588 1588040807 1584495688
Consolidated4074913501 3961464030 3624089646 3357860694 3629268136 4032095532
Upper Band 5687927770 5720504764 5725859494 5764985947 5715431093 5689108396
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 25-Mar 18-Mar 11-Mar 4-Mar 25-Feb 18-Feb
------------------------------------------------------------------------------
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
******************************************************************************
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.
