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March 6th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2100.91 2100.91 2067.27 2071.26 -29.78 -1.4%
S&P100 924.16 924.16 910.11 912 -12.22 -1.3%
VIX 14.61 15.83 14.18 15.2 1.16 8.3%
Nasdaq100 4442.19 4453.93 4389.82 4399.23 -52.83 -1.2%
VXN 15.43 17.07 15.15 16.75 1.53 10.1%
NYSE TICK -553 877 -1411 -56 ---- ----
PreCloseTICK-206
Lead TICK -7361
CumAdj TICK -1427
NYSE TRIN 0.82 0.82 0.82 0.82 ----
Dow Indus 18135.72 18135.72 17825.15 17856.78 -278.9 -1.5%
DJIA@10:00 18070.7
DJIA@3:00 17851.0
Last Hour 70.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 51 310 114 138 370 170
Decliners 449 186 382 360 129 320
Unchanged 1 5 5 3 2 11
A/D Ratio 0.11 1.67 0.30 0.38 2.87 0.53
A/D Thrust 10.20 62.50 22.98 27.71 74.15 34.69
Up Volume 550922 997230 550016 685853 1451581 811094
Up Vol % 22.2% 53.7% 27.0% 35.4% 70.2% 37.7%
Dn Volume 1924636 831743 1472639 1232953 613490 1314956
Dn Vol % 77.7% 44.8% 72.4% 63.7% 29.7% 61.1%
Tot Volume 2477782 1855778 2033842 1935879 2066486 2151956
UpDn Thrust22.25 54.52 27.19 35.74 70.29 38.15
> Upr Bband 8 12 8 9 20 12
< Lwr Bband 101 7 16 10 10 5
New 20d Hi 39 43 27 43 106 64
New 20d Lo 126 20 46 36 32 21
New 52wk Hi 13 22 17 15 57 26
New 52wk Lo 6 2 3 1 4 2
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 35.97 40.17 31.36 53.65 53.99 37.37
UDT3 33.16 38.70 44.74 48.26 48.06 41.28
UDT5 41.08 45.13 41.67 46.05 51.40 45.05
UDT10 43.06 48.72 47.63 49.59 51.97 50.97
UDT20 50.56 54.05 53.06 56.76 59.41 56.11
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 31.20 39.30 35.48 47.23 49.57 40.01
UDT3 31.10 39.63 41.73 46.62 44.57 44.40
UDT5 37.41 43.78 41.02 45.52 49.68 46.10
UDT10 41.69 47.15 46.31 48.21 49.84 51.12
UDT20 48.85 52.38 51.52 54.89 57.01 55.31
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 36.24 61.99 37.20 23.27 54.89 61.03
ADT3 31.84 45.72 35.77 41.07 51.62 57.56
ADT5 39.49 44.45 38.98 43.91 50.83 44.27
ADT10 41.88 48.47 46.89 50.02 53.07 52.13
ADT20 49.89 53.65 52.21 55.61 58.54 55.59
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 34.78 46.76 39.97 50.73 55.71 48.69
ADT3 36.08 44.91 46.73 50.90 52.53 50.82
ADT5 41.95 49.25 47.52 50.78 54.88 52.79
ADT10 47.37 52.71 52.02 53.62 53.84 54.06
ADT20 50.46 53.51 52.53 54.57 56.15 54.73
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 58 221 113 170 345 155
2-day <50 443 280 388 331 156 346
2-day >98 3 1 4 7 17 11
2-day <2 35 12 18 7 9 6
5-day >50 79
5-day <50 422
5-day >90 1
5-day <10 6
9-day >50 142 263 242 313 357 319
9-day <50 359 238 259 188 144 182
9-day >80 3 8 10 12 22 13
9-day <20 7 2 2 1 3 2
14-day >50 205 314 297 340 367 342
14-day <50 296 187 204 161 134 159
14-day >70 13 23 26 33 68 39
14-day <30 24 6 7 5 5 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 19 10 11 10 8 9
>50d Avg 263 117 164 139 181 153
<50d Avg 237 383 336 361 319 347
Spread 26 -266 -172 -222 -138 -194
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 15 108 52 125 39 87
Outside Day 58 34 42 26 74 40
Spread -43 74 10 99 -35 47
Gap Up 10 14 0 4 10 5
Gap Down 85 3 35 6 11 3
Spread -75 11 -35 -2 -1 2
Top10%Range 6 65 49 60 171 22
Bot10%Range 103 41 28 32 6 119
Spread -97 24 21 28 165 -97
>UpperBand 8 12 8 9 20 12
<LowerBand 101 7 16 10 10 5
Spread -93 5 -8 -1 10 7
WR20 65 9 21 14 18 9
NR20 7 56 32 27 23 58
Spread 58 -47 -11 -13 -5 -49
1% up 20 80 30 43 176 42
1% down 370 55 145 136 53 80
Spread -350 25 -115 -93 123 -38
2% up 4 17 10 14 48 18
2% down 155 14 29 30 29 13
Spread -151 3 -19 -16 19 5
5% up 5days 7 14 12 16 16 15
5% dn 5days 43 14 20 20 22 19
Spread -36 0 -8 -4 -6 -4
+10% 5days 0 1 2 3 4 4
-10% 5days 3 1 3 4 4 5
Spread -3 0 -1 -1 0 -1
+10% 20days 22 49 46 85 138 92
-10% 20days 36 11 26 15 18 21
Spread -14 38 20 70 120 71
Close>Open 84 266 186 212 368 167
Close<Open 415 228 313 282 130 328
Spread -331 38 -127 -70 238 -161
+1%fromOpen 28 51 52 48 176 34
-1%fromOpen 240 50 79 86 47 85
Spread -212 1 -27 -38 129 -51
+2%fromOpen 4 10 17 21 41 9
-2%fromOpen 69 9 14 18 19 16
Spread -65 1 3 3 22 -7
Close>Midp 53 276 262 256 368 165
Close<Midp 447 220 232 242 132 335
Spread -394 56 30 14 236 -170
+1% vs Midp 3 17 30 17 57 8
-1% vs Midp 104 11 14 21 11 25
Spread -101 6 16 -4 46 -17
+2% vs Midp 0 3 3 1 5 1
-2% vs Midp 5 1 1 0 0 3
Spread -5 2 2 1 5 -2
>Yest High 32 150 34 67 217 56
<Yest Low 385 63 221 107 76 153
Spread -353 87 -187 -40 141 -97
1%>YestHigh 13 27 12 16 59 11
1%<YestLow 211 11 45 29 41 20
Spread -198 16 -33 -13 18 -9
>Yest Midp 65 299 150 226 347 163
<Yest Midp 435 201 348 274 153 337
Spread -370 98 -198 -48 194 -174
1%>YestMidp 27 100 35 63 154 39
1%<YestMidp 348 52 153 81 68 118
Spread -321 48 -118 -18 86 -79
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 61 81 66 108 133 103
1%of52wkLo 13 8 5 3 4 3
S;pread 48 73 61 105 129 100
50%<52wkHi 29 29 29 27 28 25
50%<52wkLo 7 7 7 6 6 6
Spread 22 22 22 21 22 19
1%of20dHi 111 126 119 191 231 194
1%of20dLo 190 95 104 75 58 52
Spread -79 31 15 116 173 142
10%<20dHi 45 35 35 38 36 31
10%<20dLo 27 41 41 64 108 128
Spread 18 -6 -6 -26 -72 -97
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 77 169 143 217 306 204
<10d Avg 423 331 357 283 193 296
Spread -346 -162 -214 -66 113 -92
5% >10d Avg 0 7 8 7 8 8
5% <10d Avg 24 8 9 8 13 9
Spread -24 -1 -1 -1 -5 -1
>20d Avg 155 259 249 320 359 345
<20d Avg 345 241 251 180 141 155
Spread -190 18 -2 140 218 190
5% >20d Avg 12 22 24 27 57 43
5% <20d Avg 55 19 23 17 29 18
Spread -43 3 1 10 28 25
>50d Avg 279 329 321 346 361 349
<50d Avg 221 171 179 154 139 151
Spread 58 158 142 192 222 198
5% >50d Avg 88 124 126 139 165 136
5% <50d Avg 85 52 50 43 42 43
Spread 3 72 76 96 123 93
10%>50dAvg 19 29 27 33 48 40
10%<50dAvg 17 7 10 9 7 6
Spread 2 22 17 24 41 34
>200d Avg 329 354 356 369 370 367
<200d Avg 171 146 144 131 130 133
Spread 158 208 212 238 240 234
10%>200dAvg 145 172 168 183 196 182
10%<200dAvg 67 57 56 48 50 50
Spread 78 115 112 135 146 132
25%>200dAvg 13 19 19 20 28 21
25%<200dAvg 16 13 12 12 12 14
Spread -3 6 7 8 16 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 29 59 61 63 76 79
10d HV >50 9 9 8 12 15 16
20d HV <10 14 16 15 15 10 6
20d HV >50 14 15 18 20 21 21
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 15 22 14 27 74 33
RSI2 <10 198 53 91 46 61 70
Spread -183 -31 -77 -19 13 -37
RSI2 >98 3 1 4 7 17 11
RSI2 <2 35 12 18 7 9 6
Spread -32 -11 -14 0 8 5
RSI14 >70 13 23 26 33 68 39
RSI14 <30 24 6 7 5 5 5
Spread -11 17 19 28 63 34
RSI14 >80 2 3 4 7 8 8
RSI14 <20 0 0 0 0 0 0
Spread 2 3 4 7 8 8
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.58 13.76 13.83 13.34 12.36 13.28
Upper Band 17.52 17.62 18.03 18.17 18.73 19.76
Lower Band 11.63 11.60 11.56 11.65 11.62 11.45
vs 10d Avg 15.42% 3.10% 2.66% -2.20% -10.65% -5.45%
VIX 15.20 14.04 14.23 13.86 13.04 13.34
Upper Band 18.01 18.20 18.69 18.91 19.53 20.36
Lower Band 12.05 12.02 11.97 12.05 12.00 11.95
vs 10d Avg 8.80% 1.15% 1.60% -1.90% -8.95% -7.92%
VXV 17.51 16.64 16.91 16.78 16.46 16.89
Upper Band 20.43 20.58 20.91 21.03 21.37 21.83
Lower Band 15.37 15.39 15.44 15.58 15.65 15.73
vs 10d Avg 3.51% -1.50% -0.71% -2.48% -5.22% -3.67%
VIX/VXV Rati0.868 0.844 0.842 0.826 0.792 0.790
Upper Band 0.893 0.894 0.903 0.909 0.924 0.943
Lower Band 0.784 0.783 0.780 0.779 0.774 0.772
vs 10d Avg 5.14% 2.70% 2.36% 0.64% -3.87% -4.37%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3258 3240 3239 3258 3262 3257
Advancers 492 1707 1214 1303 1906 1621
% of Total 15.1% 52.7% 37.5% 40.0% 58.4% 49.8%
Decliners 2721 1402 1924 1856 1261 1543
% of Total 83.5% 43.3% 59.4% 57.0% 38.7% 47.4%
Unchanged 45 131 101 99 95 93
New Highs 64 117 107 126 191 123
New Lows 66 38 37 25 33 31
Adv Volume 673625 1479154 1033467 1289250 1822158 1587472
% of Total 17.4% 47.6% 30.2% 39.5% 53.4% 44.7%
Decl Volume 3177924 1568780 2312349 1911560 1564813 1903681
% of Total 82.3% 50.5% 67.5% 58.5% 45.8% 53.6%
Total Vol 3862240 3106337 3426082 3267022 3413712 3552104
ARMS Index 0.82 1.24 1.44 1.06 1.28 1.21
5 Day ARMS 5.84 6.23 6.63 6.26 6.14 6.64
McClellanOs -150 -34 -45 1 46 27
McClellanSm 2760 2910 2944 2989 2988 2942
Cumul TICK -123,265 10614 31764 10958 22277 33232
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2885 2850 2844 2858 2865 2860
Advancers 859 1578 1130 960 1813 1059
% of Total 29.8% 55.4% 39.7% 33.6% 63.3% 37.0%
Decliners 1943 1170 1600 1800 975 1709
% of Total 67.3% 41.1% 56.3% 63.0% 34.0% 59.8%
Unchanged 83 102 114 98 77 92
New Highs 69 101 84 73 163 113
New Lows 53 43 55 34 34 31
Adv Volume 581945 1013036 842051 783252 1373200 752074
% of Total 30.3% 58.7% 46.0% 38.7% 71.0% 38.4%
Decl Volume 1333582 697872 968369 1211039 535070 1152798
% of Total 69.4% 40.4% 52.9% 59.9% 27.7% 58.8%
Total Vol 1922009 1726651 1830263 2022942 1934196 1960283
ARMS Index 1.41 1.1 0.44 0.85 0.82 0.96
5 Day ARMS 4.62 4.17 4.01 3.69 4.31 4.14
McClellanOs -56 1 -19 9 63 28
McClellanSm 1456 1512 1511 1530 1521 1458
Cumul TICK -16395 22537 11034 -4438 10952 -7611
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 188127982 76865327 114497192 110325809 87480773 108075972
Upper Band 154637269 130661195 133219620 136676904 137396356 151521452
SPX Vol 2477781740 1855778046 2033841575 1935879056 2066485881 2151955761
Upper Band 2486486043 2449705097 2559388473 2669375702 2714601517 2880505375
NYSE Vol 3862240000 3106337000 3426082000 3267022000 3413712000 3552104000
Upper Band 4031754436 4025213941 4126495723 4357940326 4402798940 4562724424
Consolidated3862240671 3106173004 3425992666 3265350153 3412789949 3550946831
Upper Band 4031047596 4024107429 4125654309 4357329358 4401938186 4561508471
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Weekly Sentiment
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Sentiment 6-Mar 27-Feb 20-Feb 13-Feb 6-Feb 30-Jan
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AAII Bull 40 34 47 40 36 44
AAII Bear 23 20 18 20 32 22
Market Vane 64 65 65 62 61 59
II Bull 58.7 59.5 56.6 52.5 49 53.1
II Bear 14.1 14.1 14.1 15.2 16.3 16.3
OddLot ShRt 48.1 47.1 49.3 48.4 48.3 48.8
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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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