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March 19th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2098.69 2098.69 2085.56 2089.27 -10.23 -0.5%
S&P100 919.60 919.73 913.83 914.82 -5.12 -0.6%
VIX 14.68 14.97 13.84 14.07 0.1 0.7%
Nasdaq100 4424.79 4440.01 4419.84 4426.82 4.32 0.1%
VXN 14.99 15.45 14.68 14.71 -0.28 -1.9%
NYSE TICK 24 952 -1000 35 ---- ----
PreCloseTICK-241
Lead TICK 180
CumAdj TICK -58
NYSE TRIN 1.80 1.80 1.80 1.80 ----
Dow Indus 18072.58 18072.99 17934.24 17959.03 -117.2 -0.6%
DJIA@10:00 18012.5
DJIA@3:00 17977.3
Last Hour 45.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 142 441 148 466 99 433
Decliners 354 57 344 34 397 63
Unchanged 5 3 9 1 5 5
A/D Ratio 0.40 7.74 0.43 13.71 0.25 6.87
A/D Thrust 28.63 88.55 30.08 93.20 19.96 87.30
Up Volume 482588 2118999 648826 1741010 513172 1640733
Up Vol % 23.6% 81.5% 34.3% 86.6% 23.9% 73.0%
Dn Volume 1558200 445816 1215446 264773 1496162 590242
Dn Vol % 76.1% 17.1% 64.2% 13.2% 69.8% 26.3%
Tot Volume 2047450 2599769 1892620 2011344 2144116 2247325
UpDn Thrust23.65 82.62 34.80 86.80 25.54 73.54
> Upr Bband 31 55 32 46 11 27
< Lwr Bband 6 2 11 5 29 18
New 20d Hi 59 113 38 74 30 34
New 20d Lo 12 66 28 33 117 52
New 52wk Hi 39 73 25 54 18 18
New 52wk Lo 3 7 3 9 18 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 56.84 62.27 61.75 56.14 50.80 62.33
UDT3 50.33 70.11 49.38 62.36 50.77 42.82
UDT5 52.64 62.45 54.91 47.82 42.69 41.25
UDT10 46.78 49.61 43.35 43.41 41.91 43.09
UDT20 47.74 48.65 46.42 47.64 46.37 49.40
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.91 67.38 61.04 50.57 49.02 65.60
UDT3 54.38 69.91 49.14 57.63 52.63 47.06
UDT5 52.92 61.75 55.88 48.42 42.71 40.28
UDT10 46.52 48.70 42.66 42.10 40.08 41.97
UDT20 46.83 47.54 45.39 45.92 45.52 48.59
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 58.65 61.99 37.20 23.27 54.89 61.03
ADT3 49.16 45.72 35.77 41.07 51.62 57.56
ADT5 52.24 63.95 55.84 51.10 46.70 44.70
ADT10 48.46 51.82 45.28 45.03 43.11 44.57
ADT20 48.45 49.35 47.64 49.03 47.59 50.82
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 58.74 64.64 55.96 47.60 51.74 65.00
ADT3 54.99 64.57 47.55 55.99 53.57 52.34
ADT5 52.04 59.46 54.53 50.45 48.10 44.93
ADT10 48.47 50.39 46.07 45.45 45.03 47.08
ADT20 50.59 51.21 49.85 49.65 49.55 51.86
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 288 439 302 432 206 371
2-day <50 213 62 199 69 295 130
2-day >98 14 19 8 6 3 4
2-day <2 0 0 2 2 11 11
5-day >50 316
5-day <50 185
5-day >90 4
5-day <10 0
9-day >50 297 360 235 279 155 198
9-day <50 204 141 266 222 346 303
9-day >80 9 7 5 4 3 4
9-day <20 0 1 3 5 7 3
14-day >50 302 340 247 281 183 227
14-day <50 199 161 254 220 318 274
14-day >70 30 28 18 22 9 10
14-day <30 2 2 10 10 17 13
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 4 13 7 12 3 8
>50d Avg 134 294 106 134 163 137
<50d Avg 366 206 394 366 337 363
Spread -232 88 -288 -232 -174 -226
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 255 7 156 60 80 48
Outside Day 1 250 29 15 53 23
Spread 254 -243 127 45 27 25
Gap Up 4 1 2 47 2 57
Gap Down 0 3 8 3 20 2
Spread 4 -2 -6 44 -18 55
Top10%Range 42 75 46 189 41 193
Bot10%Range 58 1 35 6 3 25
Spread -16 74 11 183 38 168
>UpperBand 31 55 32 46 11 27
<LowerBand 6 2 11 5 29 18
Spread 25 53 21 41 -18 9
WR20 8 215 11 27 21 20
NR20 25 0 40 21 4 24
Spread -17 215 -29 6 17 -4
1% up 44 311 38 322 21 327
1% down 151 18 96 10 166 27
Spread -107 293 -58 312 -145 300
2% up 15 137 10 91 5 131
2% down 50 4 16 6 34 11
Spread -35 133 -6 85 -29 120
5% up 5days 32 84 32 13 4 2
5% dn 5days 10 1 6 17 28 45
Spread 22 83 26 -4 -24 -43
+10% 5days 3 5 4 2 1 1
-10% 5days 1 1 1 1 5 5
Spread 2 4 3 1 -4 -4
+10% 20days 23 21 16 21 12 21
-10% 20days 28 18 42 39 34 23
Spread -5 3 -26 -18 -22 -2
Close>Open 187 461 282 441 136 415
Close<Open 305 37 213 57 360 83
Spread -118 424 69 384 -224 332
+1%fromOpen 54 344 64 227 39 255
-1%fromOpen 85 12 30 11 100 33
Spread -31 332 34 216 -61 222
+2%fromOpen 13 173 18 55 9 62
-2%fromOpen 18 4 3 7 20 14
Spread -5 169 15 48 -11 48
Close>Midp 207 473 299 421 237 403
Close<Midp 286 25 196 79 260 97
Spread -79 448 103 342 -23 306
+1% vs Midp 14 207 23 67 21 62
-1% vs Midp 20 2 8 6 7 17
Spread -6 205 15 61 14 45
+2% vs Midp 1 31 2 9 0 2
-2% vs Midp 0 0 0 3 2 4
Spread 1 31 2 6 -2 -2
>Yest High 76 372 84 332 49 321
<Yest Low 29 19 83 7 108 25
Spread 47 353 1 325 -59 296
1%>YestHigh 20 193 23 136 15 164
1%<YestLow 5 7 12 5 35 4
Spread 15 186 11 131 -20 160
>Yest Midp 341 443 274 457 206 420
<Yest Midp 157 56 222 42 292 80
Spread 184 387 52 415 -86 340
1%>YestMidp 133 314 83 324 45 282
1%<YestMidp 55 16 50 13 83 28
Spread 78 298 33 311 -38 254
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 101 109 78 87 58 50
1%of52wkLo 4 11 8 19 23 16
S;pread 97 98 70 68 35 34
50%<52wkHi 30 28 33 34 33 32
50%<52wkLo 10 10 10 9 8 8
Spread 20 18 23 25 25 24
1%of20dHi 157 168 113 127 82 73
1%of20dLo 45 143 93 112 263 204
Spread 112 25 20 15 -181 -131
10%<20dHi 38 30 56 58 67 57
10%<20dLo 18 15 12 13 10 13
Spread 20 15 44 45 57 44
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 369 413 280 313 127 192
<10d Avg 131 87 220 187 373 308
Spread 238 326 60 126 -246 -116
5% >10d Avg 13 21 6 8 2 2
5% <10d Avg 2 1 10 13 24 23
Spread 11 20 -4 -5 -22 -21
>20d Avg 253 295 196 219 127 157
<20d Avg 247 205 304 281 373 343
Spread 6 90 -108 -62 -246 -186
5% >20d Avg 26 31 16 21 7 10
5% <20d Avg 28 19 43 42 70 57
Spread -2 12 -27 -21 -63 -47
>50d Avg 307 327 274 289 241 267
<50d Avg 193 173 226 211 259 233
Spread 114 154 48 78 -18 34
5% >50d Avg 108 121 107 117 77 95
5% <50d Avg 46 36 73 63 96 82
Spread 62 85 34 54 -19 13
10%>50dAvg 29 36 24 24 15 18
10%<50dAvg 15 13 17 17 18 17
Spread 14 23 7 7 -3 1
>200d Avg 336 346 325 334 321 332
<200d Avg 164 154 175 166 179 168
Spread 172 192 150 168 142 164
10%>200dAvg 165 171 152 161 137 147
10%<200dAvg 63 54 69 68 76 69
Spread 102 117 83 93 61 78
25%>200dAvg 30 26 25 26 16 19
25%<200dAvg 20 18 22 22 23 22
Spread 10 8 3 4 -7 -3
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 6 6 8 8 12 12
10d HV >50 14 15 5 7 6 7
20d HV <10 5 5 7 7 10 9
20d HV >50 8 8 5 8 8 11
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 64 146 48 79 16 20
RSI2 <10 13 3 12 8 37 24
Spread 51 143 36 71 -21 -4
RSI2 >98 14 19 8 6 3 4
RSI2 <2 0 0 2 2 11 11
Spread 14 19 6 4 -8 -7
RSI14 >70 30 28 18 22 9 10
RSI14 <30 2 2 10 10 17 13
Spread 28 26 8 12 -8 -3
RSI14 >80 3 3 3 3 2 2
RSI14 <20 0 0 0 0 0 0
Spread 3 3 3 3 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.19 14.01 16.14 15.93 16.88 15.96
Upper Band 17.73 17.77 17.86 17.75 17.62 17.33
Lower Band 11.44 11.48 11.55 11.56 11.55 11.64
vs 10d Avg -10.33% -11.22% 2.39% 2.89% 11.60% 8.09%
VIX 14.07 13.97 15.66 15.61 16.00 15.42
Upper Band 16.84 16.90 16.97 16.99 16.91 16.81
Lower Band 12.49 12.56 12.64 12.63 12.62 12.65
vs 10d Avg -8.96% -9.59% 1.18% 2.04% 6.38% 4.37%
VXV 16.97 16.43 17.48 17.40 17.89 17.39
Upper Band 18.34 18.44 18.64 18.76 18.84 18.90
Lower Band 16.07 16.08 16.10 16.07 16.07 16.04
vs 10d Avg -3.12% -6.03% -0.30% -0.36% 3.01% 0.71%
VIX/VXV Rati0.829 0.850 0.896 0.897 0.894 0.887
Upper Band 0.928 0.928 0.928 0.923 0.917 0.910
Lower Band 0.776 0.777 0.775 0.776 0.773 0.774
vs 10d Avg -5.95% -3.71% 1.55% 2.51% 3.43% 3.80%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3247 3250 3254 3235 3248
Advancers 1120 2604 1497 2043 957 2300
% of Total 34.4% 80.2% 46.1% 62.8% 29.6% 70.8%
Decliners 2031 585 1658 1128 2175 863
% of Total 62.4% 18.0% 51.0% 34.7% 67.2% 26.6%
Unchanged 105 58 95 83 103 85
New Highs 139 213 107 157 75 112
New Lows 36 69 73 99 123 51
Adv Volume 829316 3445494 1461331 2439797 885916 2414504
% of Total 25.0% 83.3% 45.3% 74.0% 25.3% 70.5%
Decl Volume 2435348 672294 1703641 786811 2463705 969087
% of Total 73.5% 16.2% 52.9% 23.9% 70.3% 28.3%
Total Vol 3313590 4138357 3222833 3296862 3503338 3423816
ARMS Index 1.80 0.81 1.1 0.5 1.32 1.05
5 Day ARMS 5.53 4.78 4.9 6.47 7.18 6.68
McClellanOs -19 37 -68 -64 -121 -62
McClellanSm 1993 2012 1975 2043 2107 2228
Cumul TICK 8,513 63357 14141 19942 -31148 3648
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2878 2875 2876 2888 2859 2876
Advancers 1468 1727 1418 1580 1092 2006
% of Total 51.0% 60.1% 49.3% 54.7% 38.2% 69.7%
Decliners 1309 1049 1348 1220 1653 785
% of Total 45.5% 36.5% 46.9% 42.2% 57.8% 27.3%
Unchanged 101 99 110 88 114 85
New Highs 163 180 118 180 99 122
New Lows 34 60 70 73 62 55
Adv Volume 853050 1346137 878139 1116685 666613 1196531
% of Total 50.8% 67.8% 50.9% 65.1% 35.9% 64.3%
Decl Volume 813815 556761 815868 575861 1150139 639706
% of Total 48.5% 28.0% 47.3% 33.6% 62.0% 34.4%
Total Vol 1679581 1986645 1726059 1715471 1854283 1860163
ARMS Index 1.08 0.6 0.65 1.65 0.36 0.72
5 Day ARMS 4.34 3.98 4.38 3.87 3.07 4.12
McClellanOs 29 26 -8 -11 -32 -3
McClellanSm 1243 1214 1188 1196 1207 1239
Cumul TICK 36845 25488 9981 34146 12434 31476
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 117917302 228808524 94490534 135986817 162410893 93993523
Upper Band 200396650 199736214 174290964 174514238 171086431 161937221
SPX Vol 2047449930 2599768665 1892619684 2011343682 2144116154 2247324979
Upper Band 2490439345 2490882952 2385162047 2382648481 2385313781 2421446899
NYSE Vol 3313590000 4138357000 3222833000 3296862000 3503338000 3423816000
Upper Band 3910057061 3910462262 3736554901 3736778091 3752851927 3809157564
Consolidated3313515514 4133912481 3222734740 3296742103 3503338787 3423781437
Upper Band 3907690877 3908082328 3735414282 3735683314 3751857243 3808312323
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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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