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March 16th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2055.35 2081.41 2055.35 2081.19 27.79 1.4%
S&P100 902.18 913.04 902.18 912.95 11.46 1.3%
VIX 15.78 15.89 15.36 15.61 -0.39 -2.4%
Nasdaq100 4338.29 4371.46 4327.27 4370.47 55.57 1.3%
VXN 17.29 17.41 16.34 16.91 -0.64 -3.6%
NYSE TICK 635 1032 -665 622 ---- ----
PreCloseTICK-188
Lead TICK 5317
CumAdj TICK 137
NYSE TRIN 0.50 0.50 0.50 0.50 ----
Dow Indus 17751.24 17988.50 17751.24 17977.42 228.1 1.3%
DJIA@10:00 17915.2
DJIA@3:00 17977.0
Last Hour -165.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 466 99 433 240 34 355
Decliners 34 397 63 258 465 142
Unchanged 1 5 5 3 2 4
A/D Ratio 13.71 0.25 6.87 0.93 0.07 2.50
A/D Thrust 93.20 19.96 87.30 48.19 6.81 71.43
Up Volume 1741010 513172 1640733 1062706 131409 1179986
Up Vol % 86.6% 23.9% 73.0% 49.7% 5.7% 59.1%
Dn Volume 264773 1496162 590242 1060977 2169135 798322
Dn Vol % 13.2% 69.8% 26.3% 49.6% 93.7% 40.0%
Tot Volume 2011344 2144116 2247325 2140060 2313821 1996959
UpDn Thrust86.80 25.54 73.54 50.04 5.71 59.65
> Upr Bband 46 11 27 2 2 12
< Lwr Bband 5 29 18 92 160 48
New 20d Hi 74 30 34 10 8 15
New 20d Lo 33 117 52 183 181 63
New 52wk Hi 54 18 18 8 6 9
New 52wk Lo 9 18 3 16 16 13
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 56.14 50.80 62.33 26.99 30.65 38.86
UDT3 62.36 50.77 42.82 37.08 27.57 43.42
UDT5 47.82 42.69 41.25 36.63 32.15 38.77
UDT10 43.41 41.91 43.09 39.10 39.01 45.15
UDT20 47.64 46.37 49.40 47.64 49.42 51.02
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 50.57 49.02 65.60 35.33 28.23 30.41
UDT3 57.63 52.63 47.06 38.58 24.39 35.83
UDT5 48.42 42.71 40.28 35.62 29.94 35.69
UDT10 42.10 40.08 41.97 38.29 37.62 42.67
UDT20 45.92 45.52 48.59 47.13 47.24 48.90
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 56.73 61.99 37.20 23.27 54.89 61.03
ADT3 66.89 45.72 35.77 41.07 51.62 57.56
ADT5 51.10 46.70 44.70 39.76 34.73 38.92
ADT10 45.03 43.11 44.57 39.37 39.31 44.86
ADT20 49.03 47.59 50.82 48.63 50.41 51.45
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 47.60 51.74 65.00 42.18 39.96 33.87
ADT3 55.99 53.57 52.34 45.69 31.68 40.77
ADT5 50.45 48.10 44.93 41.33 37.64 40.45
ADT10 45.45 45.03 47.08 44.42 44.21 47.67
ADT20 49.65 49.55 51.86 50.53 50.52 51.24
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 432 206 371 82 22 176
2-day <50 69 295 130 419 479 325
2-day >98 6 3 4 2 2 8
2-day <2 2 11 11 36 51 24
5-day >50 328
5-day <50 173
5-day >90 3
5-day <10 2
9-day >50 279 155 198 81 60 196
9-day <50 222 346 303 420 441 305
9-day >80 4 3 4 3 2 4
9-day <20 5 7 3 16 13 8
14-day >50 281 183 227 129 122 234
14-day <50 220 318 274 372 379 267
14-day >70 22 9 10 7 7 17
14-day <30 10 17 13 41 32 20
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 3 8 8 6 8
>50d Avg 134 163 137 156 228 136
<50d Avg 366 337 363 344 272 364
Spread -232 -174 -226 -188 -44 -228
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 60 80 48 76 28 183
Outside Day 15 53 23 36 28 13
Spread 45 27 25 40 0 170
Gap Up 47 2 57 2 1 3
Gap Down 3 20 2 8 112 4
Spread 44 -18 55 -6 -111 -1
Top10%Range 189 41 193 15 4 39
Bot10%Range 6 3 25 94 244 43
Spread 183 38 168 -79 -240 -4
>UpperBand 46 11 27 2 2 12
<LowerBand 5 29 18 92 160 48
Spread 41 -18 9 -90 -158 -36
WR20 27 21 20 10 14 12
NR20 21 4 24 30 14 45
Spread 6 17 -4 -20 0 -33
1% up 322 21 327 56 5 98
1% down 10 166 27 69 372 40
Spread 312 -145 300 -13 -367 58
2% up 91 5 131 19 1 9
2% down 6 34 11 11 165 20
Spread 85 -29 120 8 -164 -11
5% up 5days 13 4 2 4 5 7
5% dn 5days 17 28 45 70 86 46
Spread -4 -24 -43 -66 -81 -39
+10% 5days 2 1 1 1 1 0
-10% 5days 1 5 5 4 10 5
Spread 1 -4 -4 -3 -9 -5
+10% 20days 21 12 21 14 22 30
-10% 20days 39 34 23 34 27 24
Spread -18 -22 -2 -20 -5 6
Close>Open 441 136 415 217 86 346
Close<Open 57 360 83 278 408 150
Spread 384 -224 332 -61 -322 196
+1%fromOpen 227 39 255 46 15 78
-1%fromOpen 11 100 33 84 186 45
Spread 216 -61 222 -38 -171 33
+2%fromOpen 55 9 62 15 2 9
-2%fromOpen 7 20 14 12 33 15
Spread 48 -11 48 3 -31 -6
Close>Midp 421 237 403 179 66 320
Close<Midp 79 260 97 317 430 179
Spread 342 -23 306 -138 -364 141
+1% vs Midp 67 21 62 19 3 10
-1% vs Midp 6 7 17 24 61 26
Spread 61 14 45 -5 -58 -16
+2% vs Midp 9 0 2 4 1 0
-2% vs Midp 3 2 4 3 4 5
Spread 6 -2 -2 1 -3 -5
>Yest High 332 49 321 47 12 56
<Yest Low 7 108 25 192 380 76
Spread 325 -59 296 -145 -368 -20
1%>YestHigh 136 15 164 5 2 10
1%<YestLow 5 35 4 42 207 32
Spread 131 -20 160 -37 -205 -22
>Yest Midp 457 206 420 136 43 204
<Yest Midp 42 292 80 364 457 293
Spread 415 -86 340 -228 -414 -89
1%>YestMidp 324 45 282 39 7 45
1%<YestMidp 13 83 28 150 339 100
Spread 311 -38 254 -111 -332 -55
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 87 58 50 21 22 39
1%of52wkLo 19 23 16 25 24 19
S;pread 68 35 34 -4 -2 20
50%<52wkHi 34 33 32 33 32 30
50%<52wkLo 9 8 8 7 7 7
Spread 25 25 24 26 25 23
1%of20dHi 127 82 73 27 29 68
1%of20dLo 112 263 204 292 277 195
Spread 15 -181 -131 -265 -248 -127
10%<20dHi 58 67 57 65 53 48
10%<20dLo 13 10 13 14 17 28
Spread 45 57 44 51 36 20
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 313 127 192 42 33 110
<10d Avg 187 373 308 458 467 390
Spread 126 -246 -116 -416 -434 -280
5% >10d Avg 8 2 2 2 2 2
5% <10d Avg 13 24 23 23 42 25
Spread -5 -22 -21 -21 -40 -23
>20d Avg 219 127 157 75 66 177
<20d Avg 281 373 343 425 434 323
Spread -62 -246 -186 -350 -368 -146
5% >20d Avg 21 7 10 6 8 14
5% <20d Avg 42 70 57 82 83 54
Spread -21 -63 -47 -76 -75 -40
>50d Avg 289 241 267 224 215 292
<50d Avg 211 259 233 276 285 208
Spread 78 -18 34 -52 -70 84
5% >50d Avg 117 77 95 57 50 103
5% <50d Avg 63 96 82 105 102 77
Spread 54 -19 13 -48 -52 26
10%>50dAvg 24 15 18 12 15 19
10%<50dAvg 17 18 17 27 24 20
Spread 7 -3 1 -15 -9 -1
>200d Avg 334 321 332 308 315 331
<200d Avg 166 179 168 192 185 169
Spread 168 142 164 116 130 162
10%>200dAvg 161 137 147 121 127 158
10%<200dAvg 68 76 69 74 73 66
Spread 93 61 78 47 54 92
25%>200dAvg 26 16 19 13 14 17
25%<200dAvg 22 23 22 20 22 18
Spread 4 -7 -3 -7 -8 -1
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 8 12 12 16 13 32
10d HV >50 7 6 7 8 8 9
20d HV <10 7 10 9 11 10 19
20d HV >50 8 8 11 11 13 14
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 79 16 20 5 3 20
RSI2 <10 8 37 24 151 183 87
Spread 71 -21 -4 -146 -180 -67
RSI2 >98 6 3 4 2 2 8
RSI2 <2 2 11 11 36 51 24
Spread 4 -8 -7 -34 -49 -16
RSI14 >70 22 9 10 7 7 17
RSI14 <30 10 17 13 41 32 20
Spread 12 -8 -3 -34 -25 -3
RSI14 >80 3 2 2 2 2 1
RSI14 <20 0 0 0 0 0 0
Spread 3 2 2 2 2 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.93 16.88 15.96 17.64 17.25 14.66
Upper Band 17.75 17.62 17.33 17.38 17.06 17.10
Lower Band 11.56 11.55 11.64 11.62 11.81 11.78
vs 10d Avg 2.89% 11.60% 8.09% 21.54% 22.92% 7.74%
VIX 15.61 16.00 15.42 16.87 16.69 15.06
Upper Band 16.99 16.91 16.81 17.10 17.19 17.70
Lower Band 12.63 12.62 12.65 12.51 12.46 12.14
vs 10d Avg 2.04% 6.38% 4.37% 15.36% 16.54% 7.41%
VXV 17.40 17.89 17.39 18.53 18.26 17.31
Upper Band 18.76 18.84 18.90 19.33 19.60 20.13
Lower Band 16.07 16.07 16.04 15.85 15.70 15.41
vs 10d Avg -0.36% 3.01% 0.71% 7.64% 7.11% 2.47%
VIX/VXV Rati0.897 0.894 0.887 0.910 0.914 0.870
Upper Band 0.923 0.917 0.910 0.907 0.898 0.893
Lower Band 0.776 0.773 0.774 0.776 0.780 0.784
vs 10d Avg 2.51% 3.43% 3.80% 7.34% 8.92% 4.86%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3254 3235 3248 3237 3256 3256
Advancers 2043 957 2300 1802 872 1666
% of Total 62.8% 29.6% 70.8% 55.7% 26.8% 51.2%
Decliners 1128 2175 863 1346 2320 1493
% of Total 34.7% 67.2% 26.6% 41.6% 71.3% 45.9%
Unchanged 83 103 85 89 64 97
New Highs 157 75 112 44 28 53
New Lows 99 123 51 115 130 85
Adv Volume 2439797 885916 2414504 2020136 455146 1499366
% of Total 74.0% 25.3% 70.5% 59.2% 12.4% 44.7%
Decl Volume 786811 2463705 969087 1356793 3175046 1794553
% of Total 23.9% 70.3% 28.3% 39.7% 86.5% 53.5%
Total Vol 3296862 3503338 3423816 3413493 3671355 3352796
ARMS Index 0.50 1.32 1.05 0.93 2.67 1.21
5 Day ARMS 6.47 7.18 6.68 6.87 7.38 5.77
McClellanOs -64 -121 -62 -149 -192 -129
McClellanSm 2043 2107 2228 2290 2439 2631
Cumul TICK 19,942 -31148 3648 4150 -11113 -17108
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2888 2859 2876 2861 2855 2870
Advancers 1580 1092 2006 1558 675 1533
% of Total 54.7% 38.2% 69.7% 54.5% 23.6% 53.4%
Decliners 1220 1653 785 1187 2097 1241
% of Total 42.2% 57.8% 27.3% 41.5% 73.5% 43.2%
Unchanged 88 114 85 116 83 96
New Highs 180 99 122 59 47 69
New Lows 73 62 55 88 99 65
Adv Volume 1116685 666613 1196531 974489 345183 994992
% of Total 65.1% 35.9% 64.3% 52.7% 18.4% 58.5%
Decl Volume 575861 1150139 639706 850696 1522674 650312
% of Total 33.6% 62.0% 34.4% 46.0% 81.0% 38.3%
Total Vol 1715471 1854283 1860163 1850254 1879261 1699758
ARMS Index 1.65 0.36 0.72 1 0.14 0.85
5 Day ARMS 3.87 3.07 4.12 4.5 3.94 4.65
McClellanOs -11 -32 -3 -73 -105 -36
McClellanSm 1196 1207 1239 1242 1315 1420
Cumul TICK 34146 12434 31476 24914 -12965 16752
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 135986817 162410893 93993523 110145718 157110103 89751693
Upper Band 174514238 171086431 161937221 161870587 161018558 151402981
SPX Vol 2011343682 2144116154 2247324979 2140059831 2313821101 1996959315
Upper Band 2382648481 2385313781 2421446899 2412983465 2429572769 2402313775
NYSE Vol 3296862000 3503338000 3423816000 3413493000 3671355000 3352796000
Upper Band 3736778091 3752851927 3809157564 3827640424 3856409814 3840193901
Consolidated3296742103 3503338787 3423781437 3411406502 3669413213 3351645837
Upper Band 3735683314 3751857243 3808312323 3826827207 3855594298 3839387587
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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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