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March 13th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2064.56 2064.56 2041.17 2053.4 -12.55 -0.6%
S&P100 906.40 906.47 896.01 901.49 -5.51 -0.6%
VIX 15.47 16.74 15.32 16 0.58 3.8%
Nasdaq100 4328.09 4347.87 4289.3 4314.9 -21.33 -0.5%
VXN 17.15 18.02 16.43 17.55 0.4 2.3%
NYSE TICK 182 1162 -1219 398 ---- ----
PreCloseTICK-188
Lead TICK -357
CumAdj TICK -430
NYSE TRIN 1.32 1.32 1.32 1.32 ----
Dow Indus 17889.05 17889.05 17629.89 17749.31 -145.9 -0.8%
DJIA@10:00 17805.8
DJIA@3:00 17675.0
Last Hour 163.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 99 433 240 34 355 51
Decliners 397 63 258 465 142 449
Unchanged 5 5 3 2 4 1
A/D Ratio 0.25 6.87 0.93 0.07 2.50 0.11
A/D Thrust 19.96 87.30 48.19 6.81 71.43 10.20
Up Volume 513172 1640733 1062706 131409 1179986 550922
Up Vol % 23.9% 73.0% 49.7% 5.7% 59.1% 22.2%
Dn Volume 1496162 590242 1060977 2169135 798322 1924636
Dn Vol % 69.8% 26.3% 49.6% 93.7% 40.0% 77.7%
Tot Volume 2144116 2247325 2140060 2313821 1996959 2477782
UpDn Thrust25.54 73.54 50.04 5.71 59.65 22.25
> Upr Bband 11 27 2 2 12 8
< Lwr Bband 29 18 92 160 48 101
New 20d Hi 30 34 10 8 15 39
New 20d Lo 117 52 183 181 63 126
New 52wk Hi 18 18 8 6 9 13
New 52wk Lo 18 3 16 16 13 6
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 50.80 62.33 26.99 30.65 38.86 35.97
UDT3 50.77 42.82 37.08 27.57 43.42 33.16
UDT5 42.69 41.25 36.63 32.15 38.77 41.08
UDT10 41.91 43.09 39.10 39.01 45.15 43.06
UDT20 46.37 49.40 47.64 49.42 51.02 50.56
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 49.02 65.60 35.33 28.23 30.41 31.20
UDT3 52.63 47.06 38.58 24.39 35.83 31.10
UDT5 42.71 40.28 35.62 29.94 35.69 37.41
UDT10 40.08 41.97 38.29 37.62 42.67 41.69
UDT20 45.52 48.59 47.13 47.24 48.90 48.85
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 53.63 61.99 37.20 23.27 54.89 61.03
ADT3 51.81 45.72 35.77 41.07 51.62 57.56
ADT5 46.70 44.70 39.76 34.73 38.92 39.49
ADT10 43.11 44.57 39.37 39.31 44.86 41.88
ADT20 47.59 50.82 48.63 50.41 51.45 49.89
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 51.74 65.00 42.18 39.96 33.87 34.78
ADT3 53.57 52.34 45.69 31.68 40.77 36.08
ADT5 48.10 44.93 41.33 37.64 40.45 41.95
ADT10 45.03 47.08 44.42 44.21 47.67 47.37
ADT20 49.55 51.86 50.53 50.52 51.24 50.46
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 206 371 82 22 176 58
2-day <50 295 130 419 479 325 443
2-day >98 3 4 2 2 8 3
2-day <2 11 11 36 51 24 35
5-day >50 150
5-day <50 351
5-day >90 3
5-day <10 7
9-day >50 155 198 81 60 196 142
9-day <50 346 303 420 441 305 359
9-day >80 3 4 3 2 4 3
9-day <20 7 3 16 13 8 7
14-day >50 183 227 129 122 234 205
14-day <50 318 274 372 379 267 296
14-day >70 9 10 7 7 17 13
14-day <30 17 13 41 32 20 24
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 3 8 8 6 8 19
>50d Avg 163 137 156 228 136 263
<50d Avg 337 363 344 272 364 237
Spread -174 -226 -188 -44 -228 26
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 80 48 76 28 183 15
Outside Day 53 23 36 28 13 58
Spread 27 25 40 0 170 -43
Gap Up 2 57 2 1 3 10
Gap Down 20 2 8 112 4 85
Spread -18 55 -6 -111 -1 -75
Top10%Range 41 193 15 4 39 6
Bot10%Range 3 25 94 244 43 103
Spread 38 168 -79 -240 -4 -97
>UpperBand 11 27 2 2 12 8
<LowerBand 29 18 92 160 48 101
Spread -18 9 -90 -158 -36 -93
WR20 21 20 10 14 12 65
NR20 4 24 30 14 45 7
Spread 17 -4 -20 0 -33 58
1% up 21 327 56 5 98 20
1% down 166 27 69 372 40 370
Spread -145 300 -13 -367 58 -350
2% up 5 131 19 1 9 4
2% down 34 11 11 165 20 155
Spread -29 120 8 -164 -11 -151
5% up 5days 4 2 4 5 7 7
5% dn 5days 28 45 70 86 46 43
Spread -24 -43 -66 -81 -39 -36
+10% 5days 1 1 1 1 0 0
-10% 5days 5 5 4 10 5 3
Spread -4 -4 -3 -9 -5 -3
+10% 20days 12 21 14 22 30 22
-10% 20days 34 23 34 27 24 36
Spread -22 -2 -20 -5 6 -14
Close>Open 136 415 217 86 346 84
Close<Open 360 83 278 408 150 415
Spread -224 332 -61 -322 196 -331
+1%fromOpen 39 255 46 15 78 28
-1%fromOpen 100 33 84 186 45 240
Spread -61 222 -38 -171 33 -212
+2%fromOpen 9 62 15 2 9 4
-2%fromOpen 20 14 12 33 15 69
Spread -11 48 3 -31 -6 -65
Close>Midp 237 403 179 66 320 53
Close<Midp 260 97 317 430 179 447
Spread -23 306 -138 -364 141 -394
+1% vs Midp 21 62 19 3 10 3
-1% vs Midp 7 17 24 61 26 104
Spread 14 45 -5 -58 -16 -101
+2% vs Midp 0 2 4 1 0 0
-2% vs Midp 2 4 3 4 5 5
Spread -2 -2 1 -3 -5 -5
>Yest High 49 321 47 12 56 32
<Yest Low 108 25 192 380 76 385
Spread -59 296 -145 -368 -20 -353
1%>YestHigh 15 164 5 2 10 13
1%<YestLow 35 4 42 207 32 211
Spread -20 160 -37 -205 -22 -198
>Yest Midp 206 420 136 43 204 65
<Yest Midp 292 80 364 457 293 435
Spread -86 340 -228 -414 -89 -370
1%>YestMidp 45 282 39 7 45 27
1%<YestMidp 83 28 150 339 100 348
Spread -38 254 -111 -332 -55 -321
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 58 50 21 22 39 61
1%of52wkLo 23 16 25 24 19 13
S;pread 35 34 -4 -2 20 48
50%<52wkHi 33 32 33 32 30 29
50%<52wkLo 8 8 7 7 7 7
Spread 25 24 26 25 23 22
1%of20dHi 82 73 27 29 68 111
1%of20dLo 263 204 292 277 195 190
Spread -181 -131 -265 -248 -127 -79
10%<20dHi 67 57 65 53 48 45
10%<20dLo 10 13 14 17 28 27
Spread 57 44 51 36 20 18
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 127 192 42 33 110 77
<10d Avg 373 308 458 467 390 423
Spread -246 -116 -416 -434 -280 -346
5% >10d Avg 2 2 2 2 2 0
5% <10d Avg 24 23 23 42 25 24
Spread -22 -21 -21 -40 -23 -24
>20d Avg 127 157 75 66 177 155
<20d Avg 373 343 425 434 323 345
Spread -246 -186 -350 -368 -146 -190
5% >20d Avg 7 10 6 8 14 12
5% <20d Avg 70 57 82 83 54 55
Spread -63 -47 -76 -75 -40 -43
>50d Avg 241 267 224 215 292 279
<50d Avg 259 233 276 285 208 221
Spread -18 34 -52 -70 84 58
5% >50d Avg 77 95 57 50 103 88
5% <50d Avg 96 82 105 102 77 85
Spread -19 13 -48 -52 26 3
10%>50dAvg 15 18 12 15 19 19
10%<50dAvg 18 17 27 24 20 17
Spread -3 1 -15 -9 -1 2
>200d Avg 321 332 308 315 331 329
<200d Avg 179 168 192 185 169 171
Spread 142 164 116 130 162 158
10%>200dAvg 137 147 121 127 158 145
10%<200dAvg 76 69 74 73 66 67
Spread 61 78 47 54 92 78
25%>200dAvg 16 19 13 14 17 13
25%<200dAvg 23 22 20 22 18 16
Spread -7 -3 -7 -8 -1 -3
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 12 12 16 13 32 29
10d HV >50 6 7 8 8 9 9
20d HV <10 10 9 11 10 19 14
20d HV >50 8 11 11 13 14 14
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 16 20 5 3 20 15
RSI2 <10 37 24 151 183 87 198
Spread -21 -4 -146 -180 -67 -183
RSI2 >98 3 4 2 2 8 3
RSI2 <2 11 11 36 51 24 35
Spread -8 -7 -34 -49 -16 -32
RSI14 >70 9 10 7 7 17 13
RSI14 <30 17 13 41 32 20 24
Spread -8 -3 -34 -25 -3 -11
RSI14 >80 2 2 2 2 1 2
RSI14 <20 0 0 0 0 0 0
Spread 2 2 2 2 1 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.88 15.96 17.64 17.25 14.66 15.58
Upper Band 17.62 17.33 17.38 17.06 17.10 17.52
Lower Band 11.55 11.64 11.62 11.81 11.78 11.63
vs 10d Avg 11.60% 8.09% 21.54% 22.92% 7.74% 15.42%
VIX 16.00 15.42 16.87 16.69 15.06 15.20
Upper Band 16.91 16.81 17.10 17.19 17.70 18.01
Lower Band 12.62 12.65 12.51 12.46 12.14 12.05
vs 10d Avg 6.38% 4.37% 15.36% 16.54% 7.41% 8.80%
VXV 17.89 17.39 18.53 18.26 17.31 17.51
Upper Band 18.84 18.90 19.33 19.60 20.13 20.43
Lower Band 16.07 16.04 15.85 15.70 15.41 15.37
vs 10d Avg 3.01% 0.71% 7.64% 7.11% 2.47% 3.51%
VIX/VXV Rati0.894 0.887 0.910 0.914 0.870 0.868
Upper Band 0.917 0.910 0.907 0.898 0.893 0.893
Lower Band 0.773 0.774 0.776 0.780 0.784 0.784
vs 10d Avg 3.43% 3.80% 7.34% 8.92% 4.86% 5.14%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3235 3248 3237 3256 3256 3258
Advancers 957 2300 1802 872 1666 492
% of Total 29.6% 70.8% 55.7% 26.8% 51.2% 15.1%
Decliners 2175 863 1346 2320 1493 2721
% of Total 67.2% 26.6% 41.6% 71.3% 45.9% 83.5%
Unchanged 103 85 89 64 97 45
New Highs 75 112 44 28 53 64
New Lows 123 51 115 130 85 66
Adv Volume 885916 2414504 2020136 455146 1499366 673625
% of Total 25.3% 70.5% 59.2% 12.4% 44.7% 17.4%
Decl Volume 2463705 969087 1356793 3175046 1794553 3177924
% of Total 70.3% 28.3% 39.7% 86.5% 53.5% 82.3%
Total Vol 3503338 3423816 3413493 3671355 3352796 3862240
ARMS Index 1.32 1.05 0.93 2.67 1.21 0.82
5 Day ARMS 7.18 6.68 6.87 7.38 5.77 5.84
McClellanOs -121 -62 -149 -192 -129 -150
McClellanSm 2107 2228 2290 2439 2631 2760
Cumul TICK -31,148 3648 4150 -11113 -17108 -123265
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2859 2876 2861 2855 2870 2885
Advancers 1092 2006 1558 675 1533 859
% of Total 38.2% 69.7% 54.5% 23.6% 53.4% 29.8%
Decliners 1653 785 1187 2097 1241 1943
% of Total 57.8% 27.3% 41.5% 73.5% 43.2% 67.3%
Unchanged 114 85 116 83 96 83
New Highs 99 122 59 47 69 69
New Lows 62 55 88 99 65 53
Adv Volume 666613 1196531 974489 345183 994992 581945
% of Total 35.9% 64.3% 52.7% 18.4% 58.5% 30.3%
Decl Volume 1150139 639706 850696 1522674 650312 1333582
% of Total 62.0% 34.4% 46.0% 81.0% 38.3% 69.4%
Total Vol 1854283 1860163 1850254 1879261 1699758 1922009
ARMS Index 0.36 0.72 1 0.14 0.85 1.41
5 Day ARMS 3.07 4.12 4.5 3.94 4.65 4.62
McClellanOs -32 -3 -73 -105 -36 -56
McClellanSm 1207 1239 1242 1315 1420 1456
Cumul TICK 12434 31476 24914 -12965 16752 -16395
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 162410893 93993523 110145718 157110103 89751693 188127982
Upper Band 171086431 161937221 161870587 161018558 151402981 154637269
SPX Vol 2144116154 2247324979 2140059831 2313821101 1996959315 2477781740
Upper Band 2385313781 2421446899 2412983465 2429572769 2402313775 2486486043
NYSE Vol 3503338000 3423816000 3413493000 3671355000 3352796000 3862240000
Upper Band 3752851927 3809157564 3827640424 3856409814 3840193901 4031754436
Consolidated3503338787 3423781437 3411406502 3669413213 3351645837 3862240671
Upper Band 3751857243 3808312323 3826827207 3855594298 3839387587 4031047596
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Weekly Sentiment
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Sentiment 13-Mar 6-Mar 27-Feb 20-Feb 13-Feb 6-Feb
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AAII Bull 32 40 34 47 40 36
AAII Bear 25 23 20 18 20 32
Market Vane 58 64 65 65 62 61
II Bull 53.6 58.7 59.5 56.6 52.5 49
II Bear 14.1 14.1 14.1 14.1 15.2 16.3
OddLot ShRt 47.1 48.1 47.1 49.3 48.4 48.3
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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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