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March 5th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2098.54 2104.25 2095.22 2101.04 2.51 0.1%
S&P100 924.14 926.16 921.77 924.22 0.08 0.0%
VIX 14.01 14.58 13.88 14.04 -0.19 -1.3%
Nasdaq100 4454.89 4464.48 4433.94 4452.06 6.7 0.2%
VXN 15.38 15.65 15.04 15.22 -0.37 -2.4%
NYSE TICK 216 826 -1028 23 ---- ----
PreCloseTICK-299
Lead TICK 1954
CumAdj TICK -124
NYSE TRIN 1.24 1.24 1.24 1.24 ----
Dow Indus 18096.90 18160.35 18087.65 18135.72 38.8 0.2%
DJIA@10:00 18143.9
DJIA@3:00 18133.5
Last Hour -44.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 310 114 138 370 170 175
Decliners 186 382 360 129 320 323
Unchanged 5 5 3 2 11 3
A/D Ratio 1.67 0.30 0.38 2.87 0.53 0.54
A/D Thrust 62.50 22.98 27.71 74.15 34.69 35.14
Up Volume 997230 550016 685853 1451581 811094 793737
Up Vol % 53.7% 27.0% 35.4% 70.2% 37.7% 36.3%
Dn Volume 831743 1472639 1232953 613490 1314956 1374966
Dn Vol % 44.8% 72.4% 63.7% 29.7% 61.1% 62.9%
Tot Volume 1855778 2033842 1935879 2066486 2151956 2184981
UpDn Thrust54.52 27.19 35.74 70.29 38.15 36.60
> Upr Bband 12 8 9 20 12 17
< Lwr Bband 7 16 10 10 5 9
New 20d Hi 43 27 43 106 64 83
New 20d Lo 20 46 36 32 21 28
New 52wk Hi 22 17 15 57 26 41
New 52wk Lo 2 3 1 4 2 3
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 40.17 31.36 53.65 53.99 37.37 42.85
UDT3 38.70 44.74 48.26 48.06 41.28 49.66
UDT5 45.13 41.67 46.05 51.40 45.05 52.22
UDT10 48.72 47.63 49.59 51.97 50.97 55.85
UDT20 54.05 53.06 56.76 59.41 56.11 58.06
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 39.30 35.48 47.23 49.57 40.01 43.84
UDT3 39.63 41.73 46.62 44.57 44.40 49.75
UDT5 43.78 41.02 45.52 49.68 46.10 50.60
UDT10 47.15 46.31 48.21 49.84 51.12 55.38
UDT20 52.38 51.52 54.89 57.01 55.31 56.01
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 42.74 61.99 37.20 23.27 54.89 61.03
ADT3 37.72 45.72 35.77 41.07 51.62 57.56
ADT5 44.45 38.98 43.91 50.83 44.27 52.47
ADT10 48.47 46.89 50.02 53.07 52.13 57.10
ADT20 53.65 52.21 55.61 58.54 55.59 57.89
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 46.76 39.97 50.73 55.71 48.69 50.61
ADT3 44.91 46.73 50.90 52.53 50.82 54.32
ADT5 49.25 47.52 50.78 54.88 52.79 56.16
ADT10 52.71 52.02 53.62 53.84 54.06 56.62
ADT20 53.51 52.53 54.57 56.15 54.73 55.53
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 221 113 170 345 155 198
2-day <50 280 388 331 156 346 303
2-day >98 1 4 7 17 11 17
2-day <2 12 18 7 9 6 10
5-day >50 208
5-day <50 293
5-day >90 1
5-day <10 2
9-day >50 263 242 313 357 319 342
9-day <50 238 259 188 144 182 159
9-day >80 8 10 12 22 13 23
9-day <20 2 2 1 3 2 2
14-day >50 314 297 340 367 342 354
14-day <50 187 204 161 134 159 147
14-day >70 23 26 33 68 39 58
14-day <30 6 7 5 5 5 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 11 10 8 9 13
>50d Avg 117 164 139 181 153 144
<50d Avg 383 336 361 319 347 356
Spread -266 -172 -222 -138 -194 -212
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 108 52 125 39 87 54
Outside Day 34 42 26 74 40 47
Spread 74 10 99 -35 47 7
Gap Up 14 0 4 10 5 3
Gap Down 3 35 6 11 3 9
Spread 11 -35 -2 -1 2 -6
Top10%Range 65 49 60 171 22 34
Bot10%Range 41 28 32 6 119 41
Spread 24 21 28 165 -97 -7
>UpperBand 12 8 9 20 12 17
<LowerBand 7 16 10 10 5 9
Spread 5 -8 -1 10 7 8
WR20 9 21 14 18 9 12
NR20 56 32 27 23 58 31
Spread -47 -11 -13 -5 -49 -19
1% up 80 30 43 176 42 42
1% down 55 145 136 53 80 123
Spread 25 -115 -93 123 -38 -81
2% up 17 10 14 48 18 14
2% down 14 29 30 29 13 41
Spread 3 -19 -16 19 5 -27
5% up 5days 14 12 16 16 15 18
5% dn 5days 14 20 20 22 19 16
Spread 0 -8 -4 -6 -4 2
+10% 5days 1 2 3 4 4 3
-10% 5days 1 3 4 4 5 7
Spread 0 -1 -1 0 -1 -4
+10% 20days 49 46 85 138 92 120
-10% 20days 11 26 15 18 21 15
Spread 38 20 70 120 71 105
Close>Open 266 186 212 368 167 179
Close<Open 228 313 282 130 328 315
Spread 38 -127 -70 238 -161 -136
+1%fromOpen 51 52 48 176 34 40
-1%fromOpen 50 79 86 47 85 106
Spread 1 -27 -38 129 -51 -66
+2%fromOpen 10 17 21 41 9 15
-2%fromOpen 9 14 18 19 16 31
Spread 1 3 3 22 -7 -16
Close>Midp 276 262 256 368 165 198
Close<Midp 220 232 242 132 335 299
Spread 56 30 14 236 -170 -101
+1% vs Midp 17 30 17 57 8 16
-1% vs Midp 11 14 21 11 25 34
Spread 6 16 -4 46 -17 -18
+2% vs Midp 3 3 1 5 1 2
-2% vs Midp 1 1 0 0 3 7
Spread 2 2 1 5 -2 -5
>Yest High 150 34 67 217 56 70
<Yest Low 63 221 107 76 153 186
Spread 87 -187 -40 141 -97 -116
1%>YestHigh 27 12 16 59 11 19
1%<YestLow 11 45 29 41 20 60
Spread 16 -33 -13 18 -9 -41
>Yest Midp 299 150 226 347 163 170
<Yest Midp 201 348 274 153 337 328
Spread 98 -198 -48 194 -174 -158
1%>YestMidp 100 35 63 154 39 54
1%<YestMidp 52 153 81 68 118 148
Spread 48 -118 -18 86 -79 -94
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 81 66 108 133 103 127
1%of52wkLo 8 5 3 4 3 4
S;pread 73 61 105 129 100 123
50%<52wkHi 29 29 27 28 25 25
50%<52wkLo 7 7 6 6 6 6
Spread 22 22 21 22 19 19
1%of20dHi 126 119 191 231 194 240
1%of20dLo 95 104 75 58 52 48
Spread 31 15 116 173 142 192
10%<20dHi 35 35 38 36 31 28
10%<20dLo 41 41 64 108 128 134
Spread -6 -6 -26 -72 -97 -106
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 169 143 217 306 204 265
<10d Avg 331 357 283 193 296 235
Spread -162 -214 -66 113 -92 30
5% >10d Avg 7 8 7 8 8 10
5% <10d Avg 8 9 8 13 9 10
Spread -1 -1 -1 -5 -1 0
>20d Avg 259 249 320 359 345 359
<20d Avg 241 251 180 141 155 141
Spread 18 -2 140 218 190 218
5% >20d Avg 22 24 27 57 43 64
5% <20d Avg 19 23 17 29 18 16
Spread 3 1 10 28 25 48
>50d Avg 329 321 346 361 349 354
<50d Avg 171 179 154 139 151 146
Spread 158 142 192 222 198 208
5% >50d Avg 124 126 139 165 136 153
5% <50d Avg 52 50 43 42 43 38
Spread 72 76 96 123 93 115
10%>50dAvg 29 27 33 48 40 48
10%<50dAvg 7 10 9 7 6 6
Spread 22 17 24 41 34 42
>200d Avg 354 356 369 370 367 370
<200d Avg 146 144 131 130 133 130
Spread 208 212 238 240 234 240
10%>200dAvg 172 168 183 196 182 186
10%<200dAvg 57 56 48 50 50 50
Spread 115 112 135 146 132 136
25%>200dAvg 19 19 20 28 21 24
25%<200dAvg 13 12 12 12 14 16
Spread 6 7 8 16 7 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 59 61 63 76 79 65
10d HV >50 9 8 12 15 16 18
20d HV <10 16 15 15 10 6 6
20d HV >50 15 18 20 21 21 23
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 22 14 27 74 33 54
RSI2 <10 53 91 46 61 70 59
Spread -31 -77 -19 13 -37 -5
RSI2 >98 1 4 7 17 11 17
RSI2 <2 12 18 7 9 6 10
Spread -11 -14 0 8 5 7
RSI14 >70 23 26 33 68 39 58
RSI14 <30 6 7 5 5 5 5
Spread 17 19 28 63 34 53
RSI14 >80 3 4 7 8 8 7
RSI14 <20 0 0 0 0 0 0
Spread 3 4 7 8 8 7
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.76 13.83 13.34 12.36 13.28 13.44
Upper Band 17.62 18.03 18.17 18.73 19.76 20.11
Lower Band 11.60 11.56 11.65 11.62 11.45 11.65
vs 10d Avg 3.10% 2.66% -2.20% -10.65% -5.45% -5.43%
VIX 14.04 14.23 13.86 13.04 13.34 13.91
Upper Band 18.20 18.69 18.91 19.53 20.36 20.56
Lower Band 12.02 11.97 12.05 12.00 11.95 12.29
vs 10d Avg 1.15% 1.60% -1.90% -8.95% -7.92% -5.29%
VXV 16.64 16.91 16.78 16.46 16.89 16.85
Upper Band 20.58 20.91 21.03 21.37 21.83 21.89
Lower Band 15.39 15.44 15.58 15.65 15.73 15.97
vs 10d Avg -1.50% -0.71% -2.48% -5.22% -3.67% -4.68%
VIX/VXV Rati0.844 0.842 0.826 0.792 0.790 0.826
Upper Band 0.894 0.903 0.909 0.924 0.943 0.951
Lower Band 0.783 0.780 0.779 0.774 0.772 0.779
vs 10d Avg 2.70% 2.36% 0.64% -3.87% -4.37% -0.61%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3240 3239 3258 3262 3257 3252
Advancers 1707 1214 1303 1906 1621 1455
% of Total 52.7% 37.5% 40.0% 58.4% 49.8% 44.7%
Decliners 1402 1924 1856 1261 1543 1699
% of Total 43.3% 59.4% 57.0% 38.7% 47.4% 52.2%
Unchanged 131 101 99 95 93 98
New Highs 117 107 126 191 123 139
New Lows 38 37 25 33 31 20
Adv Volume 1479154 1033467 1289250 1822158 1587472 1150672
% of Total 47.6% 30.2% 39.5% 53.4% 44.7% 33.7%
Decl Volume 1568780 2312349 1911560 1564813 1903681 2202499
% of Total 50.5% 67.5% 58.5% 45.8% 53.6% 64.5%
Total Vol 3106337 3426082 3267022 3413712 3552104 3415242
ARMS Index 1.24 1.44 1.06 1.28 1.21 1.64
5 Day ARMS 6.23 6.63 6.26 6.14 6.64 6.41
McClellanOs -34 -45 1 46 27 39
McClellanSm 2910 2944 2989 2988 2942 2915
Cumul TICK 10,614 31764 10958 22277 33232 -6333
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2850 2844 2858 2865 2860 2863
Advancers 1578 1130 960 1813 1059 1549
% of Total 55.4% 39.7% 33.6% 63.3% 37.0% 54.1%
Decliners 1170 1600 1800 975 1709 1216
% of Total 41.1% 56.3% 63.0% 34.0% 59.8% 42.5%
Unchanged 102 114 98 77 92 98
New Highs 101 84 73 163 113 156
New Lows 43 55 34 34 31 24
Adv Volume 1013036 842051 783252 1373200 752074 1111864
% of Total 58.7% 46.0% 38.7% 71.0% 38.4% 58.1%
Decl Volume 697872 968369 1211039 535070 1152798 788451
% of Total 40.4% 52.9% 59.9% 27.7% 58.8% 41.2%
Total Vol 1726651 1830263 2022942 1934196 1960283 1914031
ARMS Index 1.1 0.44 0.85 0.82 0.96 0.94
5 Day ARMS 4.17 4.01 3.69 4.31 4.14 3.84
McClellanOs 1 -19 9 63 28 74
McClellanSm 1512 1511 1530 1521 1458 1430
Cumul TICK 22537 11034 -4438 10952 -7611 6367
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 76865327 114497192 110325809 87480773 108075972 72633008
Upper Band 130661195 133219620 136676904 137396356 151521452 171781849
SPX Vol 1855778046 2033841575 1935879056 2066485881 2151955761 2184981072
Upper Band 2449705097 2559388473 2669375702 2714601517 2880505375 2923575137
NYSE Vol 3106337000 3426082000 3267022000 3413712000 3552104000 3415242000
Upper Band 4025213941 4126495723 4357940326 4402798940 4562724424 4612321810
Consolidated3106173004 3425992666 3265350153 3412789949 3550946831 3411044197
Upper Band 4024107429 4125654309 4357329358 4401938186 4561508471 4611166034
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Weekly Sentiment
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Sentiment 27-Feb 20-Feb 13-Feb 6-Feb 30-Jan 23-Jan
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AAII Bull 34 47 40 36 44 37
AAII Bear 20 18 20 32 22 31
Market Vane 65 65 62 61 59 59
II Bull 59.5 56.6 52.5 49 53.1 49
II Bear 14.1 14.1 15.2 16.3 16.3 17.4
OddLot ShRt 47.1 49.3 48.4 48.3 48.8 47.1
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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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