Mar
09
End-of-Day DataSheet for March 9th, 2011
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March 9th, 2011 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 1319.92 1323.21 1312.27 1320.02 -1.8 -0.1%
S&P100 592.87 594.39 589.65 592.80 -0.57 -0.1%
VIX 20.05 20.96 19.41 20.22 0.4 2.0%
Nasdaq100 2328.8 2330.68 2309.28 2322.69 -14.86 -0.6%
VXN 23.07 24.03 22.99 23.43 0.69 3.0%
NYSE TICK -454 1184 -962 4 ---- ----
PreCloseTICK-131
TICKscore -9
CumAdj TICK -183
NYSE TRIN 0.96 0.96 0.96 0.96 ----
Dow Indus 12211.16 12257.8 12156.6 12213.1 -1.3 0.0%
DJIA@10:00 12182.7
DJIA@3:00 12223.2
Last Hour 21.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 245 413 79 98 472 307
Decliners 250 85 419 397 26 188
A/D Ratio 0.98 4.86 0.19 0.25 18.15 1.63
Up Volume 1432758 2848184 510606 570368 3281785 1914967
Up Vol % 48.1% 83.1% 15.3% 15.6% 93.2% 59.4%
Dn Volume 1481461 569021 2818980 3067298 228900 1221219
Dn Vol % 49.8% 16.6% 84.5% 84.0% 6.5% 37.9%
Tot Volume 2976357 3426727 3334650 3649658 3520886 3223189
> Upr Bband 31 24 8 25 46 5
< Lwr Bband 11 3 13 5 4 11
New 20d Hi 68 54 47 51 82 12
New 20d Lo 43 31 70 36 8 78
New 52wk Hi 39 25 26 32 55 9
New 52wk Lo 1 1 2 1 0 4
NYSE Common Stock
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 843 1462 311 502 1630 1113
Decliners 966 363 1529 1317 210 706
A/D Ratio 0.87 4.03 0.20 0.38 7.76 1.58
Up Volume 378.2 742.54 190.46 227.66 898.4 582.2
Up Vol % 46.14% 77.38% 19.15% 23.00% 88.42% 59.89%
Dn Volume 423.83 208.25 800.44 750.39 114.01 367.11
Dn Vol % 51.71% 21.70% 80.46% 75.80% 11.22% 37.76%
Tot Volume 819.66 959.55 994.82 989.94 1016.08 972.11
New 20d Hi 246 230 256 243 363 117
New 20d Lo 112 150 264 121 48 215
New 52wk Hi 142 119 138 138 198 58
New 52wk Lo 6 5 11 5 2 10
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 67.61 49.78 15.52 53.89 78.18 31.28
UDT3 49.60 37.84 41.64 56.08 52.50 39.88
UDT5 51.42 53.58 37.57 45.68 59.77 48.60
UDT10 50.00 47.68 39.20 42.02 47.05 44.08
UDT20 47.17 47.32 46.84 49.24 51.71 48.59
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 63.22 47.52 21.75 56.97 75.58 34.38
UDT3 47.46 39.68 44.54 58.56 52.14 45.87
UDT5 51.47 54.20 40.36 50.09 61.27 51.92
UDT10 51.71 49.94 42.76 45.61 49.34 47.58
UDT20 49.41 50.15 49.93 51.56 53.37 50.69
NYSE Common Up/Dn Vol Thrust (Common Stocks Only)
UDT2 63.94 48.05 21.24 56.57 75.47 33.66
UDT3 47.79 39.75 44.16 58.11 51.69 45.14
UDT5 51.48 54.11 39.85 49.48 60.95 51.59
UDT10 51.54 49.66 42.41 45.19 49.04 47.16
UDT20 49.12 49.80 49.56 51.28 53.17 50.45
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
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ADT2 66.26 49.40 17.82 57.40 78.45 34.27
ADT3 49.43 39.57 43.53 58.94 54.50 45.22
ADT5 52.62 55.11 39.83 50.10 64.14 55.68
ADT10 54.14 51.06 43.28 47.68 52.24 49.93
ADT20 51.38 52.24 51.69 54.10 56.29 53.20
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 61.55 49.84 29.56 58.39 72.46 43.58
ADT3 48.99 44.99 46.88 60.07 56.19 51.69
ADT5 52.75 55.96 45.56 54.36 63.47 57.90
ADT10 55.33 54.14 47.65 51.03 53.73 53.09
ADT20 52.69 53.51 53.15 54.41 55.34 53.61
NYSE Common Adv/Dec Thrust (Common Stocks Only)
ADT2 63.43 48.38 22.22 58.27 74.97 36.89
ADT3 47.79 41.48 44.43 59.24 54.16 45.48
ADT5 51.99 54.88 41.41 50.59 63.11 55.96
ADT10 53.98 51.46 44.23 48.06 51.98 50.65
ADT20 50.88 51.82 51.60 53.26 54.66 52.10
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 19.12 18.68 19.45 18.14 17.17 19.63
Upper Band 21.63 21.47 21.29 20.93 20.73 20.63
Lower Band 12.52 12.14 11.88 11.77 11.67 11.60
vs 10d Avg 2.85% -0.13% 3.96% -0.34% -4.06% 11.26%
VIX 20.22 19.82 20.66 19.06 18.60 20.70
Upper Band 22.94 22.82 22.68 22.39 22.27 22.20
Lower Band 14.22 13.90 13.69 13.50 13.38 13.33
vs 10d Avg 1.63% -1.33% 2.35% -3.55% -4.69% 7.10%
VXV 21.82 21.45 21.85 20.80 20.44 21.68
Upper Band 23.52 23.37 23.21 22.94 22.81 22.72
Lower Band 16.72 16.48 16.32 16.23 16.18 16.13
vs 10d Avg 2.55% 0.51% 2.44% -1.11% -1.81% 5.22%
VIX/VXV Rati0.927 0.924 0.946 0.916 0.910 0.955
Upper Band 0.988 0.988 0.987 0.985 0.985 0.984
Lower Band 0.854 0.850 0.848 0.842 0.839 0.839
vs 10d Avg -0.85% -1.75% -0.01% -2.31% -2.72% 2.04%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3135 3142 3140 3143 3145 3129
Advancers 1434 2312 734 1064 2485 1920
% of Total 45.7% 73.6% 23.4% 33.9% 79.0% 61.4%
Decliners 1599 741 2324 1961 568 1106
% of Total 51.0% 23.6% 74.0% 62.4% 18.1% 35.3%
New Highs 160 149 160 155 228 73
New Lows 10 10 22 14 4 18
Adv Volume 402421 760887 198430 248379 943017 619208
% of Total 46.2% 76.2% 19.2% 23.9% 88.1% 60.4%
Decl Volume 448209 228447 830883 776552 123473 381248
% of Total 51.5% 22.9% 80.3% 74.8% 11.5% 37.2%
Total Vol 871010 999109 1034558 1038320 1069997 1024995
ARMS Index 0.96 0.91 1.26 1.65 0.57 1.05
5 Day ARMS 5.35 5.44 7 6.8 5.77 6.68
McClellanOs -25 -6 -85 7 74 -12
McClellanSm 3122 3147 3153 3238 3231 3157
Cumul TICK -16447 75752 -65968 -51916 57177 12165
NASDAQ Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 2752 2748 2759 2756 2746 2768
Advancers 1089 1909 607 920 2043 1470
% of Total 39.6% 69.5% 22.0% 33.4% 74.4% 53.1%
Decliners 1546 745 2043 1707 617 1166
% of Total 56.2% 27.1% 74.0% 61.9% 22.5% 42.1%
New Highs 92 95 107 111 160 62
New Lows 34 34 39 21 24 50
Adv Volume 713404 1201315 360907 613242 1724292 1151925
% of Total 35.7% 65.4% 16.5% 32.3% 86.6% 58.0%
Decl Volume 1266649 608398 1805836 1257324 251989 811207
% of Total 63.4% 33.1% 82.5% 66.2% 12.7% 40.8%
Total Vol 1996705 1835545 2189978 1897904 1990389 1986904
ARMS Index 1.23 1.28 1.46 1.18 0.49 0.89
5 Day ARMS 5.64 5.3 5.57 5.28 4.77 5.03
McClellanOs -45 -23 -93 -21 25 -51
McClellanSm 1281 1326 1349 1442 1463 1438
Cumul TICK -1045 -41656 -63803 -118939 156438 -52024
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 153743090 174433269 216583217 276988550 175902028 200066732
Upper Band 282157013 284365695 284369950 278959194 259618762 257911501
SPX Vol 2976357240 3426726676 3334649940 3649657767 3520885760 3223189210
Upper Band 4346075962 4345199992 4340275583 4338476161 4326754971 4314800434
NYSE Vol 871010000 999109000 1034558000 1038320000 1069997000 1024995000
Upper Band 1348363071 1347188360 1350166904 1349395201 1347934800 1343906873
Consolidated3834283942 4450937585 4241382888 4574663210 4666894456 4312737039
Upper Band 5639106307 5630847587 5623877858 5623286816 5624303842 5601146526
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Weekly Sentiment
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Sentiment 4-Mar 25-Feb 18-Feb 11-Feb 4-Feb 28-Jan
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AAII Bull 37 37 47 49 52 42
AAII Bear 33 36 26 27 27 34
Market Vane 61 64 67 67 63 61
II Bull 50.6 53.3 52.2 53.4 52.7 55.1
II Bear 19.5 18.9 19.6 23.3 22 19.1
OddLot ShRt 42.5 44.3 43 57.1 42.9 42.1
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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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