******************************************************************************
March 12th, 2015 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 2041.1 2066.41 2041.1 2065.95 25.71 1.3%
S&P100 896.34 907.17 896.3 907 10.57 1.2%
VIX 16.45 16.45 15.3 15.42 -1.45 -8.6%
Nasdaq100 4302.73 4339.20 4300.87 4336.23 30.85 0.7%
VXN 18.57 18.57 17.05 17.15 -1.27 -6.9%
NYSE TICK 14 1047 -858 362 ---- ----
PreCloseTICK-144
Lead TICK 7264
CumAdj TICK -100
NYSE TRIN 1.05 1.05 1.05 1.05 ----
Dow Indus 17626.84 17900.10 17620.49 17895.22 259.8 1.5%
DJIA@10:00 17809.7
DJIA@3:00 17869.7
Last Hour -148.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 433 240 34 355 51 310
Decliners 63 258 465 142 449 186
Unchanged 5 3 2 4 1 5
A/D Ratio 6.87 0.93 0.07 2.50 0.11 1.67
A/D Thrust 87.30 48.19 6.81 71.43 10.20 62.50
Up Volume 1640733 1062706 131409 1179986 550922 997230
Up Vol % 73.0% 49.7% 5.7% 59.1% 22.2% 53.7%
Dn Volume 590242 1060977 2169135 798322 1924636 831743
Dn Vol % 26.3% 49.6% 93.7% 40.0% 77.7% 44.8%
Tot Volume 2247325 2140060 2313821 1996959 2477782 1855778
UpDn Thrust73.54 50.04 5.71 59.65 22.25 54.52
> Upr Bband 27 2 2 12 8 12
< Lwr Bband 18 92 160 48 101 7
New 20d Hi 34 10 8 15 39 43
New 20d Lo 52 183 181 63 126 20
New 52wk Hi 18 8 6 9 13 22
New 52wk Lo 3 16 16 13 6 2
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 62.33 26.99 30.65 38.86 35.97 40.17
UDT3 42.82 37.08 27.57 43.42 33.16 38.70
UDT5 41.25 36.63 32.15 38.77 41.08 45.13
UDT10 43.09 39.10 39.01 45.15 43.06 48.72
UDT20 49.40 47.64 49.42 51.02 50.56 54.05
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 65.60 35.33 28.23 30.41 31.20 39.30
UDT3 47.06 38.58 24.39 35.83 31.10 39.63
UDT5 40.28 35.62 29.94 35.69 37.41 43.78
UDT10 41.97 38.29 37.62 42.67 41.69 47.15
UDT20 48.59 47.13 47.24 48.90 48.85 52.38
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
ADT2 67.71 61.99 37.20 23.27 54.89 61.03
ADT3 47.35 45.72 35.77 41.07 51.62 57.56
ADT5 44.70 39.76 34.73 38.92 39.49 44.45
ADT10 44.57 39.37 39.31 44.86 41.88 48.47
ADT20 50.82 48.63 50.41 51.45 49.89 53.65
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 65.00 42.18 39.96 33.87 34.78 46.76
ADT3 52.34 45.69 31.68 40.77 36.08 44.91
ADT5 44.93 41.33 37.64 40.45 41.95 49.25
ADT10 47.08 44.42 44.21 47.67 47.37 52.71
ADT20 51.86 50.53 50.52 51.24 50.46 53.51
RSI for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2-day >50 371 82 22 176 58 221
2-day <50 130 419 479 325 443 280
2-day >98 4 2 2 8 3 1
2-day <2 11 36 51 24 35 12
5-day >50 237
5-day <50 264
5-day >90 3
5-day <10 4
9-day >50 198 81 60 196 142 263
9-day <50 303 420 441 305 359 238
9-day >80 4 3 2 4 3 8
9-day <20 3 16 13 8 7 2
14-day >50 227 129 122 234 205 314
14-day <50 274 372 379 267 296 187
14-day >70 10 7 7 17 13 23
14-day <30 13 41 32 20 24 6
Volume for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2x 50d Avg 8 8 6 8 19 10
>50d Avg 137 156 228 136 263 117
<50d Avg 363 344 272 364 237 383
Spread -226 -188 -44 -228 26 -266
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Inside Day 48 76 28 183 15 108
Outside Day 23 36 28 13 58 34
Spread 25 40 0 170 -43 74
Gap Up 57 2 1 3 10 14
Gap Down 2 8 112 4 85 3
Spread 55 -6 -111 -1 -75 11
Top10%Range 193 15 4 39 6 65
Bot10%Range 25 94 244 43 103 41
Spread 168 -79 -240 -4 -97 24
>UpperBand 27 2 2 12 8 12
<LowerBand 18 92 160 48 101 7
Spread 9 -90 -158 -36 -93 5
WR20 20 10 14 12 65 9
NR20 24 30 14 45 7 56
Spread -4 -20 0 -33 58 -47
1% up 327 56 5 98 20 80
1% down 27 69 372 40 370 55
Spread 300 -13 -367 58 -350 25
2% up 131 19 1 9 4 17
2% down 11 11 165 20 155 14
Spread 120 8 -164 -11 -151 3
5% up 5days 2 4 5 7 7 14
5% dn 5days 45 70 86 46 43 14
Spread -43 -66 -81 -39 -36 0
+10% 5days 1 1 1 0 0 1
-10% 5days 5 4 10 5 3 1
Spread -4 -3 -9 -5 -3 0
+10% 20days 21 14 22 30 22 49
-10% 20days 23 34 27 24 36 11
Spread -2 -20 -5 6 -14 38
Close>Open 415 217 86 346 84 266
Close<Open 83 278 408 150 415 228
Spread 332 -61 -322 196 -331 38
+1%fromOpen 255 46 15 78 28 51
-1%fromOpen 33 84 186 45 240 50
Spread 222 -38 -171 33 -212 1
+2%fromOpen 62 15 2 9 4 10
-2%fromOpen 14 12 33 15 69 9
Spread 48 3 -31 -6 -65 1
Close>Midp 403 179 66 320 53 276
Close<Midp 97 317 430 179 447 220
Spread 306 -138 -364 141 -394 56
+1% vs Midp 62 19 3 10 3 17
-1% vs Midp 17 24 61 26 104 11
Spread 45 -5 -58 -16 -101 6
+2% vs Midp 2 4 1 0 0 3
-2% vs Midp 4 3 4 5 5 1
Spread -2 1 -3 -5 -5 2
>Yest High 321 47 12 56 32 150
<Yest Low 25 192 380 76 385 63
Spread 296 -145 -368 -20 -353 87
1%>YestHigh 164 5 2 10 13 27
1%<YestLow 4 42 207 32 211 11
Spread 160 -37 -205 -22 -198 16
>Yest Midp 420 136 43 204 65 299
<Yest Midp 80 364 457 293 435 201
Spread 340 -228 -414 -89 -370 98
1%>YestMidp 282 39 7 45 27 100
1%<YestMidp 28 150 339 100 348 52
Spread 254 -111 -332 -55 -321 48
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
1%of52wkHi 50 21 22 39 61 81
1%of52wkLo 16 25 24 19 13 8
S;pread 34 -4 -2 20 48 73
50%<52wkHi 32 33 32 30 29 29
50%<52wkLo 8 7 7 7 7 7
Spread 24 26 25 23 22 22
1%of20dHi 73 27 29 68 111 126
1%of20dLo 204 292 277 195 190 95
Spread -131 -265 -248 -127 -79 31
10%<20dHi 57 65 53 48 45 35
10%<20dLo 13 14 17 28 27 41
Spread 44 51 36 20 18 -6
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
>10d Avg 192 42 33 110 77 169
<10d Avg 308 458 467 390 423 331
Spread -116 -416 -434 -280 -346 -162
5% >10d Avg 2 2 2 2 0 7
5% <10d Avg 23 23 42 25 24 8
Spread -21 -21 -40 -23 -24 -1
>20d Avg 157 75 66 177 155 259
<20d Avg 343 425 434 323 345 241
Spread -186 -350 -368 -146 -190 18
5% >20d Avg 10 6 8 14 12 22
5% <20d Avg 57 82 83 54 55 19
Spread -47 -76 -75 -40 -43 3
>50d Avg 267 224 215 292 279 329
<50d Avg 233 276 285 208 221 171
Spread 34 -52 -70 84 58 158
5% >50d Avg 95 57 50 103 88 124
5% <50d Avg 82 105 102 77 85 52
Spread 13 -48 -52 26 3 72
10%>50dAvg 18 12 15 19 19 29
10%<50dAvg 17 27 24 20 17 7
Spread 1 -15 -9 -1 2 22
>200d Avg 332 308 315 331 329 354
<200d Avg 168 192 185 169 171 146
Spread 164 116 130 162 158 208
10%>200dAvg 147 121 127 158 145 172
10%<200dAvg 69 74 73 66 67 57
Spread 78 47 54 92 78 115
25%>200dAvg 19 13 14 17 13 19
25%<200dAvg 22 20 22 18 16 13
Spread -3 -7 -8 -1 -3 6
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
10d HV <10 12 16 13 32 29 59
10d HV >50 7 8 8 9 9 9
20d HV <10 9 11 10 19 14 16
20d HV >50 11 11 13 14 14 15
SPX Components RSI Values
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
RSI2 >90 20 5 3 20 15 22
RSI2 <10 24 151 183 87 198 53
Spread -4 -146 -180 -67 -183 -31
RSI2 >98 4 2 2 8 3 1
RSI2 <2 11 36 51 24 35 12
Spread -7 -34 -49 -16 -32 -11
RSI14 >70 10 7 7 17 13 23
RSI14 <30 13 41 32 20 24 6
Spread -3 -34 -25 -3 -11 17
RSI14 >80 2 2 2 1 2 3
RSI14 <20 0 0 0 0 0 0
Spread 2 2 2 1 2 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 15.96 17.64 17.25 14.66 15.58 13.76
Upper Band 17.33 17.38 17.06 17.10 17.52 17.62
Lower Band 11.64 11.62 11.81 11.78 11.63 11.60
vs 10d Avg 8.09% 21.54% 22.92% 7.74% 15.42% 3.10%
VIX 15.42 16.87 16.69 15.06 15.20 14.04
Upper Band 16.81 17.10 17.19 17.70 18.01 18.20
Lower Band 12.65 12.51 12.46 12.14 12.05 12.02
vs 10d Avg 4.37% 15.36% 16.54% 7.41% 8.80% 1.15%
VXV 17.39 18.53 18.26 17.31 17.51 16.64
Upper Band 18.90 19.33 19.60 20.13 20.43 20.58
Lower Band 16.04 15.85 15.70 15.41 15.37 15.39
vs 10d Avg 0.71% 7.64% 7.11% 2.47% 3.51% -1.50%
VIX/VXV Rati0.887 0.910 0.914 0.870 0.868 0.844
Upper Band 0.910 0.907 0.898 0.893 0.893 0.894
Lower Band 0.774 0.776 0.780 0.784 0.784 0.783
vs 10d Avg 3.80% 7.34% 8.92% 4.86% 5.14% 2.70%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3248 3237 3256 3256 3258 3240
Advancers 2300 1802 872 1666 492 1707
% of Total 70.8% 55.7% 26.8% 51.2% 15.1% 52.7%
Decliners 863 1346 2320 1493 2721 1402
% of Total 26.6% 41.6% 71.3% 45.9% 83.5% 43.3%
Unchanged 85 89 64 97 45 131
New Highs 112 44 28 53 64 117
New Lows 51 115 130 85 66 38
Adv Volume 2414504 2020136 455146 1499366 673625 1479154
% of Total 70.5% 59.2% 12.4% 44.7% 17.4% 47.6%
Decl Volume 969087 1356793 3175046 1794553 3177924 1568780
% of Total 28.3% 39.7% 86.5% 53.5% 82.3% 50.5%
Total Vol 3423816 3413493 3671355 3352796 3862240 3106337
ARMS Index 1.05 0.93 2.67 1.21 0.82 1.24
5 Day ARMS 6.68 6.87 7.38 5.77 5.84 6.23
McClellanOs -62 -149 -192 -129 -150 -34
McClellanSm 2228 2290 2439 2631 2760 2910
Cumul TICK 3,648 4150 -11113 -17108 -123265 10614
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2876 2861 2855 2870 2885 2850
Advancers 2006 1558 675 1533 859 1578
% of Total 69.7% 54.5% 23.6% 53.4% 29.8% 55.4%
Decliners 785 1187 2097 1241 1943 1170
% of Total 27.3% 41.5% 73.5% 43.2% 67.3% 41.1%
Unchanged 85 116 83 96 83 102
New Highs 122 59 47 69 69 101
New Lows 55 88 99 65 53 43
Adv Volume 1196531 974489 345183 994992 581945 1013036
% of Total 64.3% 52.7% 18.4% 58.5% 30.3% 58.7%
Decl Volume 639706 850696 1522674 650312 1333582 697872
% of Total 34.4% 46.0% 81.0% 38.3% 69.4% 40.4%
Total Vol 1860163 1850254 1879261 1699758 1922009 1726651
ARMS Index 0.72 1 0.14 0.85 1.41 1.1
5 Day ARMS 4.12 4.5 3.94 4.65 4.62 4.17
McClellanOs -3 -73 -105 -36 -56 1
McClellanSm 1239 1242 1315 1420 1456 1512
Cumul TICK 31476 24914 -12965 16752 -16395 22537
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 93993523 110145718 157110103 89751693 188127982 76865327
Upper Band 161937221 161870587 161018558 151402981 154637269 130661195
SPX Vol 2247324979 2140059831 2313821101 1996959315 2477781740 1855778046
Upper Band 2421446899 2412983465 2429572769 2402313775 2486486043 2449705097
NYSE Vol 3423816000 3413493000 3671355000 3352796000 3862240000 3106337000
Upper Band 3809157564 3827640424 3856409814 3840193901 4031754436 4025213941
Consolidated3423781437 3411406502 3669413213 3351645837 3862240671 3106173004
Upper Band 3808312323 3826827207 3855594298 3839387587 4031047596 4024107429
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 6-Mar 27-Feb 20-Feb 13-Feb 6-Feb 30-Jan
------------------------------------------------------------------------------
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
******************************************************************************
DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL
PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
******************************************************************************
(C) 2015 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION