End of Day Data Sample

 

Below is a recent sample of our nightly datasheet, containing many of the various indicators we track. Subscribers also have access to historical datasheets, and can always request additional historical data for any indicator in excel format. Note in particular the many unique indicators based on SPX component data, such as the number of components closing in the top/bottom 10% of the day’s range or the number of components posting an inside or outside day. These types of indicators are found nowhere else and therefore offer unique insights. Datasheet is updated nightly, usually by 8pm ET.

End of Day Data for June 22nd, 2015

Cash Prices         Close
S&P500              2122.85
S&P100              933.43
VIX                 12.74
Nasdaq100           4544.04
VXN                 13.83
NYSE TICK           348
PreCloseTICK        471
Lead TICK           -1125
CumAdj TICK         48
NYSE TRIN           0.76
Dow Indus           18119.78

S&P500 Component Internals
Advancers           374
Decliners           124
Unchanged           3
A/D Ratio           3.02
A/D Thrust          75.10
Up Volume           1437360
Up Vol %            78.3%
Dn Volume           396134
Dn Vol %            21.6%
Tot Volume          1835764
UpDn  Thrust        78.39
> Upr Bband         61
< Lwr Bband         8
New 20d Hi          120
New 20d Lo          24
New 52wk Hi         51
New 52wk Lo         1

SPX Up/Down Volume Thrust
UDT2                44.37
UDT3                56.75
UDT5                61.41
UDT10               54.24
UDT20               46.83

NYSE Up/Down Volume Thrust
UDT2                44.22
UDT3                53.25
UDT5                56.51
UDT10               52.57
UDT20               47.02

SPX Advance/Decline Thrust
ADT2                50.30
ADT3                62.97
ADT5                67.42
ADT10               57.24
ADT20               48.12

NYSE Advance/Decline Thrust
ADT2                50.35
ADT3                55.82
ADT5                56.73
ADT10               52.40
ADT20               47.53

RSI for SPX Components
2-day >98           31
2-day <2            0

14-day >70          25
14-day <30          6

Volume for SPX Components
2x 50d Avg          11

>50d Avg            123
<50d Avg            377
Spread              -254

Price Indicators (SPX Components)
Inside Day          73
Outside Day         29
Spread              44

Gap Up              31
Gap Down            4
Spread              27

Top10%Range         28
Bot10%Range         51
Spread              -23

>UpperBand          61
<LowerBand          8
Spread              53

WR20                13
NR20                52
Spread              -39

1% up               105
1% down             23
Spread              82

2% up               22
2% down             5
Spread              17

5% up 5days         26
5% dn 5days         5
Spread              21

+10% 5days          3
-10% 5days          1
Spread              2

+10% 20days         9
-10% 20days         14
Spread              -5

Close>Open          232
Close<Open          261
Spread              -29

+1%fromOpen         39
-1%fromOpen         42
Spread              -3

+2%fromOpen         7
-2%fromOpen         7
Spread              0

Close>Midp          224
Close<Midp          269
Spread              -45

+1% vs Midp         10
-1% vs Midp         10
Spread              0

+2% vs Midp         0
-2% vs Midp         2
Spread              -2

>Yest High          153
<Yest Low           72
Spread              81

1%>YestHigh         28
1%<YestLow          13
Spread              15

>Yest Midp          294
<Yest Midp          204
Spread              90

1%>YestMidp         100
1%<YestMidp         46
Spread              54

SPX Components vs Highs/Lows
1%of52wkHi          94
1%of52wkLo          6
S;pread             88

50%<52wkHi          30
50%<52wkLo          6
Spread              24

1%of20dHi           217
1%of20dLo           62
Spread              155

10%<20dHi           15
10%<20dLo           12
Spread              3

SPX Components vs. Moving Averages
>10d Avg            394
<10d Avg            106
Spread              288

5% >10d Avg         10
5% <10d Avg         4
Spread              6

>20d Avg            323
<20d Avg            177
Spread              146

5% >20d Avg         16
5% <20d Avg         12
Spread              4

>50d Avg            264
<50d Avg            236
Spread              28

5% >50d Avg         66
5% <50d Avg         55
Spread              11

10%>50dAvg          12
10%<50dAvg          11
Spread              1

>200d Avg           297
<200d Avg           203
Spread              94

10%>200dAvg         121
10%<200dAvg         43
Spread              78

25%>200dAvg         10
25%<200dAvg         6
Spread              4

SPX Components Historical Volatility
10d HV <10          46
10d HV >50          5

20d HV <10          16
20d HV >50          6

SPX Components RSI Values
RSI2 >90            114
RSI2 <10            12
Spread              102

RSI2 >98            31
RSI2 <2             0
Spread              31

RSI14 >70           25
RSI14 <30           6
Spread              19

RSI14 >80           1
RSI14 <20           0
Spread              1

VolWatch            Close
VXO                 12.41
Upper Band          16.51
Lower Band          12.39
vs 10d Avg          -13.14%
VIX                 12.74
Upper Band          15.47
Lower Band          12.47
vs 10d Avg          -8.29%

NYSE                Close
Tot Issues          3271
Advancers           1890
% of Total          57.8%
Decliners           1285
% of Total          39.3%
Unchanged           96
New Highs           171
New Lows            47
Adv Volume          2006429
% of Total          66.0%
Decl Volume         980155
% of Total          32.2%
Total Vol           3040477
ARMS Index          0.76
McClellanOs         35
Cumul TICK          -6235

NASDAQ              Close
Tot Issues          2924
Advancers           1832
% of Total          62.7%
Decliners           1004
% of Total          34.3%
Unchanged           88
New Highs           227
New Lows            40
Adv Volume          1134951
% of Total          69.8%
Decl Volume         469287
% of Total          28.9%
Total Vol           1626038
ARMS Index          0.98
5 Day ARMS          0.98
McClellanOs         69
Cumul TICK          41050

Volume              Close
SPY Vol             70696027
Upper Band          164801228
SPX Vol             1835764152
Upper Band          2547746346
NYSE Vol            3040477000
Upper Band          4013300604

Sentiment           Close
AAII Bull           25
AAII Bear           34
Market Vane         61
II Bull             49.3
II Bear             16.2
OddLot ShRt         46.6