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March 11th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2044.69 2050.08 2039.69 2040.24 -3.92 -0.2%
S&P100 899.39 901.86 896.19 896.43 -2.84 -0.3%
VIX 16.44 17.19 16.29 16.87 0.18 1.1%
Nasdaq100 4336.05 4342.87 4304.28 4305.38 -23.7 -0.5%
VXN 18.02 18.54 17.99 18.42 0.4 2.2%
NYSE TICK -743 805 -1001 -538 ---- ----
PreCloseTICK60
Lead TICK -842
CumAdj TICK -122
NYSE TRIN 0.93 0.93 0.93 0.93 ----
Dow Indus 17662.94 17731.78 17627 17635.39 -27.5 -0.2%
DJIA@10:00 17707.1
DJIA@3:00 17695.5
Last Hour -104.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 240 34 355 51 310 114
Decliners 258 465 142 449 186 382
Unchanged 3 2 4 1 5 5
A/D Ratio 0.93 0.07 2.50 0.11 1.67 0.30
A/D Thrust 48.19 6.81 71.43 10.20 62.50 22.98
Up Volume 1062706 131409 1179986 550922 997230 550016
Up Vol % 49.7% 5.7% 59.1% 22.2% 53.7% 27.0%
Dn Volume 1060977 2169135 798322 1924636 831743 1472639
Dn Vol % 49.6% 93.7% 40.0% 77.7% 44.8% 72.4%
Tot Volume 2140060 2313821 1996959 2477782 1855778 2033842
UpDn Thrust50.04 5.71 59.65 22.25 54.52 27.19
> Upr Bband 2 2 12 8 12 8
< Lwr Bband 92 160 48 101 7 16
New 20d Hi 10 8 15 39 43 27
New 20d Lo 183 181 63 126 20 46
New 52wk Hi 8 6 9 13 22 17
New 52wk Lo 16 16 13 6 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 26.99 30.65 38.86 35.97 40.17 31.36
UDT3 37.08 27.57 43.42 33.16 38.70 44.74
UDT5 36.63 32.15 38.77 41.08 45.13 41.67
UDT10 39.10 39.01 45.15 43.06 48.72 47.63
UDT20 47.64 49.42 51.02 50.56 54.05 53.06
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 35.33 28.23 30.41 31.20 39.30 35.48
UDT3 38.58 24.39 35.83 31.10 39.63 41.73
UDT5 35.62 29.94 35.69 37.41 43.78 41.02
UDT10 38.29 37.62 42.67 41.69 47.15 46.31
UDT20 47.13 47.24 48.90 48.85 52.38 51.52
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 27.48 61.99 37.20 23.27 54.89 61.03
ADT3 42.10 45.72 35.77 41.07 51.62 57.56
ADT5 39.76 34.73 38.92 39.49 44.45 38.98
ADT10 39.37 39.31 44.86 41.88 48.47 46.89
ADT20 48.63 50.41 51.45 49.89 53.65 52.21
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 42.18 39.96 33.87 34.78 46.76 39.97
ADT3 45.69 31.68 40.77 36.08 44.91 46.73
ADT5 41.33 37.64 40.45 41.95 49.25 47.52
ADT10 44.42 44.21 47.67 47.37 52.71 52.02
ADT20 50.53 50.52 51.24 50.46 53.51 52.53
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 82 22 176 58 221 113
2-day <50 419 479 325 443 280 388
2-day >98 2 2 8 3 1 4
2-day <2 36 51 24 35 12 18
5-day >50 53
5-day <50 448
5-day >90 2
5-day <10 18
9-day >50 81 60 196 142 263 242
9-day <50 420 441 305 359 238 259
9-day >80 3 2 4 3 8 10
9-day <20 16 13 8 7 2 2
14-day >50 129 122 234 205 314 297
14-day <50 372 379 267 296 187 204
14-day >70 7 7 17 13 23 26
14-day <30 41 32 20 24 6 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 8 6 8 19 10 11
>50d Avg 156 228 136 263 117 164
<50d Avg 344 272 364 237 383 336
Spread -188 -44 -228 26 -266 -172
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 76 28 183 15 108 52
Outside Day 36 28 13 58 34 42
Spread 40 0 170 -43 74 10
Gap Up 2 1 3 10 14 0
Gap Down 8 112 4 85 3 35
Spread -6 -111 -1 -75 11 -35
Top10%Range 15 4 39 6 65 49
Bot10%Range 94 244 43 103 41 28
Spread -79 -240 -4 -97 24 21
>UpperBand 2 2 12 8 12 8
<LowerBand 92 160 48 101 7 16
Spread -90 -158 -36 -93 5 -8
WR20 10 14 12 65 9 21
NR20 30 14 45 7 56 32
Spread -20 0 -33 58 -47 -11
1% up 56 5 98 20 80 30
1% down 69 372 40 370 55 145
Spread -13 -367 58 -350 25 -115
2% up 19 1 9 4 17 10
2% down 11 165 20 155 14 29
Spread 8 -164 -11 -151 3 -19
5% up 5days 4 5 7 7 14 12
5% dn 5days 70 86 46 43 14 20
Spread -66 -81 -39 -36 0 -8
+10% 5days 1 1 0 0 1 2
-10% 5days 4 10 5 3 1 3
Spread -3 -9 -5 -3 0 -1
+10% 20days 14 22 30 22 49 46
-10% 20days 34 27 24 36 11 26
Spread -20 -5 6 -14 38 20
Close>Open 217 86 346 84 266 186
Close<Open 278 408 150 415 228 313
Spread -61 -322 196 -331 38 -127
+1%fromOpen 46 15 78 28 51 52
-1%fromOpen 84 186 45 240 50 79
Spread -38 -171 33 -212 1 -27
+2%fromOpen 15 2 9 4 10 17
-2%fromOpen 12 33 15 69 9 14
Spread 3 -31 -6 -65 1 3
Close>Midp 179 66 320 53 276 262
Close<Midp 317 430 179 447 220 232
Spread -138 -364 141 -394 56 30
+1% vs Midp 19 3 10 3 17 30
-1% vs Midp 24 61 26 104 11 14
Spread -5 -58 -16 -101 6 16
+2% vs Midp 4 1 0 0 3 3
-2% vs Midp 3 4 5 5 1 1
Spread 1 -3 -5 -5 2 2
>Yest High 47 12 56 32 150 34
<Yest Low 192 380 76 385 63 221
Spread -145 -368 -20 -353 87 -187
1%>YestHigh 5 2 10 13 27 12
1%<YestLow 42 207 32 211 11 45
Spread -37 -205 -22 -198 16 -33
>Yest Midp 136 43 204 65 299 150
<Yest Midp 364 457 293 435 201 348
Spread -228 -414 -89 -370 98 -198
1%>YestMidp 39 7 45 27 100 35
1%<YestMidp 150 339 100 348 52 153
Spread -111 -332 -55 -321 48 -118
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 21 22 39 61 81 66
1%of52wkLo 25 24 19 13 8 5
S;pread -4 -2 20 48 73 61
50%<52wkHi 33 32 30 29 29 29
50%<52wkLo 7 7 7 7 7 7
Spread 26 25 23 22 22 22
1%of20dHi 27 29 68 111 126 119
1%of20dLo 292 277 195 190 95 104
Spread -265 -248 -127 -79 31 15
10%<20dHi 65 53 48 45 35 35
10%<20dLo 14 17 28 27 41 41
Spread 51 36 20 18 -6 -6
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 42 33 110 77 169 143
<10d Avg 458 467 390 423 331 357
Spread -416 -434 -280 -346 -162 -214
5% >10d Avg 2 2 2 0 7 8
5% <10d Avg 23 42 25 24 8 9
Spread -21 -40 -23 -24 -1 -1
>20d Avg 75 66 177 155 259 249
<20d Avg 425 434 323 345 241 251
Spread -350 -368 -146 -190 18 -2
5% >20d Avg 6 8 14 12 22 24
5% <20d Avg 82 83 54 55 19 23
Spread -76 -75 -40 -43 3 1
>50d Avg 224 215 292 279 329 321
<50d Avg 276 285 208 221 171 179
Spread -52 -70 84 58 158 142
5% >50d Avg 57 50 103 88 124 126
5% <50d Avg 105 102 77 85 52 50
Spread -48 -52 26 3 72 76
10%>50dAvg 12 15 19 19 29 27
10%<50dAvg 27 24 20 17 7 10
Spread -15 -9 -1 2 22 17
>200d Avg 308 315 331 329 354 356
<200d Avg 192 185 169 171 146 144
Spread 116 130 162 158 208 212
10%>200dAvg 121 127 158 145 172 168
10%<200dAvg 74 73 66 67 57 56
Spread 47 54 92 78 115 112
25%>200dAvg 13 14 17 13 19 19
25%<200dAvg 20 22 18 16 13 12
Spread -7 -8 -1 -3 6 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 16 13 32 29 59 61
10d HV >50 8 8 9 9 9 8
20d HV <10 11 10 19 14 16 15
20d HV >50 11 13 14 14 15 18
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 5 3 20 15 22 14
RSI2 <10 151 183 87 198 53 91
Spread -146 -180 -67 -183 -31 -77
RSI2 >98 2 2 8 3 1 4
RSI2 <2 36 51 24 35 12 18
Spread -34 -49 -16 -32 -11 -14
RSI14 >70 7 7 17 13 23 26
RSI14 <30 41 32 20 24 6 7
Spread -34 -25 -3 -11 17 19
RSI14 >80 2 2 1 2 3 4
RSI14 <20 0 0 0 0 0 0
Spread 2 2 1 2 3 4
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 17.64 17.25 14.66 15.58 13.76 13.83
Upper Band 17.38 17.06 17.10 17.52 17.62 18.03
Lower Band 11.62 11.81 11.78 11.63 11.60 11.56
vs 10d Avg 21.54% 22.92% 7.74% 15.42% 3.10% 2.66%
VIX 16.87 16.69 15.06 15.20 14.04 14.23
Upper Band 17.10 17.19 17.70 18.01 18.20 18.69
Lower Band 12.51 12.46 12.14 12.05 12.02 11.97
vs 10d Avg 15.36% 16.54% 7.41% 8.80% 1.15% 1.60%
VXV 18.53 18.26 17.31 17.51 16.64 16.91
Upper Band 19.33 19.60 20.13 20.43 20.58 20.91
Lower Band 15.85 15.70 15.41 15.37 15.39 15.44
vs 10d Avg 7.64% 7.11% 2.47% 3.51% -1.50% -0.71%
VIX/VXV Rati0.910 0.914 0.870 0.868 0.844 0.842
Upper Band 0.907 0.898 0.893 0.893 0.894 0.903
Lower Band 0.776 0.780 0.784 0.784 0.783 0.780
vs 10d Avg 7.34% 8.92% 4.86% 5.14% 2.70% 2.36%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3237 3256 3256 3258 3240 3239
Advancers 1802 872 1666 492 1707 1214
% of Total 55.7% 26.8% 51.2% 15.1% 52.7% 37.5%
Decliners 1346 2320 1493 2721 1402 1924
% of Total 41.6% 71.3% 45.9% 83.5% 43.3% 59.4%
Unchanged 89 64 97 45 131 101
New Highs 44 28 53 64 117 107
New Lows 115 130 85 66 38 37
Adv Volume 2020136 455146 1499366 673625 1479154 1033467
% of Total 59.2% 12.4% 44.7% 17.4% 47.6% 30.2%
Decl Volume 1356793 3175046 1794553 3177924 1568780 2312349
% of Total 39.7% 86.5% 53.5% 82.3% 50.5% 67.5%
Total Vol 3413493 3671355 3352796 3862240 3106337 3426082
ARMS Index 0.93 2.67 1.21 0.82 1.24 1.44
5 Day ARMS 6.87 7.38 5.77 5.84 6.23 6.63
McClellanOs -149 -192 -129 -150 -34 -45
McClellanSm 2290 2439 2631 2760 2910 2944
Cumul TICK 4,150 -11113 -17108 -123265 10614 31764
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2861 2855 2870 2885 2850 2844
Advancers 1558 675 1533 859 1578 1130
% of Total 54.5% 23.6% 53.4% 29.8% 55.4% 39.7%
Decliners 1187 2097 1241 1943 1170 1600
% of Total 41.5% 73.5% 43.2% 67.3% 41.1% 56.3%
Unchanged 116 83 96 83 102 114
New Highs 59 47 69 69 101 84
New Lows 88 99 65 53 43 55
Adv Volume 974489 345183 994992 581945 1013036 842051
% of Total 52.7% 18.4% 58.5% 30.3% 58.7% 46.0%
Decl Volume 850696 1522674 650312 1333582 697872 968369
% of Total 46.0% 81.0% 38.3% 69.4% 40.4% 52.9%
Total Vol 1850254 1879261 1699758 1922009 1726651 1830263
ARMS Index 1 0.14 0.85 1.41 1.1 0.44
5 Day ARMS 4.5 3.94 4.65 4.62 4.17 4.01
McClellanOs -73 -105 -36 -56 1 -19
McClellanSm 1242 1315 1420 1456 1512 1511
Cumul TICK 24914 -12965 16752 -16395 22537 11034
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 110145718 157110103 89751693 188127982 76865327 114497192
Upper Band 161870587 161018558 151402981 154637269 130661195 133219620
SPX Vol 2140059831 2313821101 1996959315 2477781740 1855778046 2033841575
Upper Band 2412983465 2429572769 2402313775 2486486043 2449705097 2559388473
NYSE Vol 3413493000 3671355000 3352796000 3862240000 3106337000 3426082000
Upper Band 3827640424 3856409814 3840193901 4031754436 4025213941 4126495723
Consolidated3411406502 3669413213 3351645837 3862240671 3106173004 3425992666
Upper Band 3826827207 3855594298 3839387587 4031047596 4024107429 4125654309
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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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