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March 23rd, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2107.99 2114.86 2104.42 2104.42 -3.68 -0.2%
S&P100 922.48 925.66 921.36 921.37 -1.12 -0.1%
VIX 13.52 13.53 12.89 13.41 0.39 3.0%
Nasdaq100 4454.15 4466.34 4445.52 4445.54 -13 -0.3%
VXN 14.56 14.69 14.17 14.44 0.62 4.5%
NYSE TICK 143 829 -794 -33 ---- ----
PreCloseTICK-316
Lead TICK -3215
CumAdj TICK 309
NYSE TRIN 0.95 0.95 0.95 0.95 ----
Dow Indus 18136.73 18205.93 18116.04 18116.04 -11.6 -0.1%
DJIA@10:00 18172.8
DJIA@3:00 18179.9
Last Hour -109.1
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 213 437 142 441 148 466
Decliners 284 61 354 57 344 34
Unchanged 4 3 5 3 9 1
A/D Ratio 0.75 7.16 0.40 7.74 0.43 13.71
A/D Thrust 42.86 87.75 28.63 88.55 30.08 93.20
Up Volume 945409 3165243 482588 2118999 648826 1741010
Up Vol % 48.1% 88.6% 23.6% 81.5% 34.3% 86.6%
Dn Volume 1009321 375890 1558200 445816 1215446 264773
Dn Vol % 51.3% 10.5% 76.1% 17.1% 64.2% 13.2%
Tot Volume 1967143 3573023 2047450 2599769 1892620 2011344
UpDn Thrust48.37 89.39 23.65 82.62 34.80 86.80
> Upr Bband 28 56 31 55 32 46
< Lwr Bband 3 1 6 2 11 5
New 20d Hi 107 127 59 113 38 74
New 20d Lo 7 5 12 66 28 33
New 52wk Hi 61 82 39 73 25 54
New 52wk Lo 1 1 3 7 3 9
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 74.80 65.73 56.84 62.27 61.75 56.14
UDT3 61.23 71.14 50.33 70.11 49.38 62.36
UDT5 61.77 68.44 52.64 62.45 54.91 47.82
UDT10 55.50 56.49 46.78 49.61 43.35 43.41
UDT20 50.56 50.16 47.74 48.65 46.42 47.64
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 74.70 61.58 57.91 67.38 61.04 50.57
UDT3 61.32 68.62 54.38 69.91 49.14 57.63
UDT5 63.60 66.11 52.92 61.75 55.88 48.42
UDT10 56.50 55.14 46.52 48.70 42.66 42.10
UDT20 49.87 48.72 46.83 47.54 45.39 45.92
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 65.33 61.99 37.20 23.27 54.89 61.03
ADT3 53.15 45.72 35.77 41.07 51.62 57.56
ADT5 55.69 65.92 52.24 63.95 55.84 51.10
ADT10 53.52 56.37 48.46 51.82 45.28 45.03
ADT20 49.14 49.11 48.45 49.35 47.64 49.03
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 68.55 57.44 58.74 64.64 55.96 47.60
ADT3 57.56 65.56 54.99 64.57 47.55 55.99
ADT5 60.40 61.72 52.04 59.46 54.53 50.45
ADT10 55.43 54.92 48.47 50.39 46.07 45.45
ADT20 51.55 51.15 50.59 51.21 49.85 49.65
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 328 429 288 439 302 432
2-day <50 173 72 213 62 199 69
2-day >98 21 35 14 19 8 6
2-day <2 1 0 0 0 2 2
5-day >50 394
5-day <50 107
5-day >90 6
5-day <10 0
9-day >50 380 377 297 360 235 279
9-day <50 121 124 204 141 266 222
9-day >80 10 13 9 7 5 4
9-day <20 1 0 0 1 3 5
14-day >50 358 366 302 340 247 281
14-day <50 143 135 199 161 254 220
14-day >70 25 30 30 28 18 22
14-day <30 2 2 2 2 10 10
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 85 4 13 7 12
>50d Avg 123 427 134 294 106 134
<50d Avg 377 73 366 206 394 366
Spread -254 354 -232 88 -288 -232
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 79 53 255 7 156 60
Outside Day 40 28 1 250 29 15
Spread 39 25 254 -243 127 45
Gap Up 7 31 4 1 2 47
Gap Down 12 4 0 3 8 3
Spread -5 27 4 -2 -6 44
Top10%Range 5 80 42 75 46 189
Bot10%Range 192 43 58 1 35 6
Spread -187 37 -16 74 11 183
>UpperBand 28 56 31 55 32 46
<LowerBand 3 1 6 2 11 5
Spread 25 55 25 53 21 41
WR20 12 12 8 215 11 27
NR20 29 22 25 0 40 21
Spread -17 -10 -17 215 -29 6
1% up 45 246 44 311 38 322
1% down 80 16 151 18 96 10
Spread -35 230 -107 293 -58 312
2% up 18 75 15 137 10 91
2% down 20 5 50 4 16 6
Spread -2 70 -35 133 -6 85
5% up 5days 38 91 32 84 32 13
5% dn 5days 3 3 10 1 6 17
Spread 35 88 22 83 26 -4
+10% 5days 2 4 3 5 4 2
-10% 5days 0 0 1 1 1 1
Spread 2 4 2 4 3 1
+10% 20days 18 18 23 21 16 21
-10% 20days 17 21 28 18 42 39
Spread 1 -3 -5 3 -26 -18
Close>Open 195 352 187 461 282 441
Close<Open 298 143 305 37 213 57
Spread -103 209 -118 424 69 384
+1%fromOpen 40 143 54 344 64 227
-1%fromOpen 80 27 85 12 30 11
Spread -40 116 -31 332 34 216
+2%fromOpen 12 36 13 173 18 55
-2%fromOpen 12 6 18 4 3 7
Spread 0 30 -5 169 15 48
Close>Midp 123 336 207 473 299 421
Close<Midp 375 162 286 25 196 79
Spread -252 174 -79 448 103 342
+1% vs Midp 8 44 14 207 23 67
-1% vs Midp 37 16 20 2 8 6
Spread -29 28 -6 205 15 61
+2% vs Midp 2 3 1 31 2 9
-2% vs Midp 3 0 0 0 0 3
Spread -1 3 1 31 2 6
>Yest High 100 270 76 372 84 332
<Yest Low 94 23 29 19 83 7
Spread 6 247 47 353 1 325
1%>YestHigh 22 88 20 193 23 136
1%<YestLow 24 6 5 7 12 5
Spread -2 82 15 186 11 131
>Yest Midp 256 415 341 443 274 457
<Yest Midp 243 83 157 56 222 42
Spread 13 332 184 387 52 415
1%>YestMidp 82 234 133 314 83 324
1%<YestMidp 73 21 55 16 50 13
Spread 9 213 78 298 33 311
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 129 131 101 109 78 87
1%of52wkLo 1 5 4 11 8 19
S;pread 128 126 97 98 70 68
50%<52wkHi 25 29 30 28 33 34
50%<52wkLo 9 10 10 10 10 9
Spread 16 19 20 18 23 25
1%of20dHi 206 200 157 168 113 127
1%of20dLo 23 30 45 143 93 112
Spread 183 170 112 25 20 15
10%<20dHi 26 33 38 30 56 58
10%<20dLo 20 27 18 15 12 13
Spread 6 6 20 15 44 45
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 425 439 369 413 280 313
<10d Avg 75 61 131 87 220 187
Spread 350 378 238 326 60 126
5% >10d Avg 18 21 13 21 6 8
5% <10d Avg 2 1 2 1 10 13
Spread 16 20 11 20 -4 -5
>20d Avg 336 337 253 295 196 219
<20d Avg 164 163 247 205 304 281
Spread 172 174 6 90 -108 -62
5% >20d Avg 36 35 26 31 16 21
5% <20d Avg 9 15 28 19 43 42
Spread 27 20 -2 12 -27 -21
>50d Avg 335 343 307 327 274 289
<50d Avg 165 157 193 173 226 211
Spread 170 186 114 154 48 78
5% >50d Avg 118 133 108 121 107 117
5% <50d Avg 31 31 46 36 73 63
Spread 87 102 62 85 34 54
10%>50dAvg 30 29 29 36 24 24
10%<50dAvg 5 7 15 13 17 17
Spread 25 22 14 23 7 7
>200d Avg 354 351 336 346 325 334
<200d Avg 146 149 164 154 175 166
Spread 208 202 172 192 150 168
10%>200dAvg 181 179 165 171 152 161
10%<200dAvg 53 56 63 54 69 68
Spread 128 123 102 117 83 93
25%>200dAvg 29 31 30 26 25 26
25%<200dAvg 14 17 20 18 22 22
Spread 15 14 10 8 3 4
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 6 7 6 6 8 8
10d HV >50 9 14 14 15 5 7
20d HV <10 5 5 5 5 7 7
20d HV >50 8 10 8 8 5 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 71 110 64 146 48 79
RSI2 <10 6 2 13 3 12 8
Spread 65 108 51 143 36 71
RSI2 >98 21 34 14 19 8 6
RSI2 <2 1 0 0 0 2 2
Spread 20 34 14 19 6 4
RSI14 >70 25 29 30 28 18 22
RSI14 <30 2 2 2 2 10 10
Spread 23 27 28 26 8 12
RSI14 >80 4 5 3 3 3 3
RSI14 <20 0 0 0 0 0 0
Spread 4 5 3 3 3 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.81 12.94 14.19 14.01 16.14 15.93
Upper Band 17.78 17.75 17.73 17.77 17.86 17.75
Lower Band 11.20 11.31 11.44 11.48 11.55 11.56
vs 10d Avg -16.68% -16.84% -10.33% -11.22% 2.39% 2.89%
VIX 13.41 13.02 14.07 13.97 15.66 15.61
Upper Band 16.90 16.90 16.84 16.90 16.97 16.99
Lower Band 12.19 12.31 12.49 12.56 12.64 12.63
vs 10d Avg -11.03% -14.55% -8.96% -9.59% 1.18% 2.04%
VXV 16.53 16.71 16.97 16.43 17.48 17.40
Upper Band 18.30 18.33 18.34 18.44 18.64 18.76
Lower Band 15.95 16.02 16.07 16.08 16.10 16.07
vs 10d Avg -4.78% -4.17% -3.12% -6.03% -0.30% -0.36%
VIX/VXV Rati0.811 0.779 0.829 0.850 0.896 0.897
Upper Band 0.932 0.931 0.928 0.928 0.928 0.923
Lower Band 0.765 0.767 0.776 0.777 0.775 0.776
vs 10d Avg -6.41% -10.72% -5.95% -3.71% 1.55% 2.51%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3245 3251 3256 3247 3250 3254
Advancers 1813 2513 1120 2604 1497 2043
% of Total 55.9% 77.3% 34.4% 80.2% 46.1% 62.8%
Decliners 1324 661 2031 585 1658 1128
% of Total 40.8% 20.3% 62.4% 18.0% 51.0% 34.7%
Unchanged 108 77 105 58 95 83
New Highs 249 300 139 213 107 157
New Lows 20 23 36 69 73 99
Adv Volume 1964822 4583748 829316 3445494 1461331 2439797
% of Total 60.0% 82.3% 25.0% 83.3% 45.3% 74.0%
Decl Volume 1275689 942541 2435348 672294 1703641 786811
% of Total 38.9% 16.9% 73.5% 16.2% 52.9% 23.9%
Total Vol 3275648 5566929 3313590 4138357 3222833 3296862
ARMS Index 0.95 0.75 1.8 0.81 1.1 0.5
5 Day ARMS 5.41 4.96 5.53 4.78 4.9 6.47
McClellanOs 79 71 -19 37 -68 -64
McClellanSm 2143 2064 1993 2012 1975 2043
Cumul TICK 45,067 82310 8513 63357 14141 19942
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2883 2887 2878 2875 2876 2888
Advancers 1490 1678 1468 1727 1418 1580
% of Total 51.7% 58.1% 51.0% 60.1% 49.3% 54.7%
Decliners 1316 1131 1309 1049 1348 1220
% of Total 45.6% 39.2% 45.5% 36.5% 46.9% 42.2%
Unchanged 77 78 101 99 110 88
New Highs 166 236 163 180 118 180
New Lows 36 40 34 60 70 73
Adv Volume 694904 1929298 853050 1346137 878139 1116685
% of Total 43.1% 68.2% 50.8% 67.8% 50.9% 65.1%
Decl Volume 896381 872903 813815 556761 815868 575861
% of Total 55.6% 30.8% 48.5% 28.0% 47.3% 33.6%
Total Vol 1612824 2830455 1679581 1986645 1726059 1715471
ARMS Index 1.53 1.49 1.08 0.6 0.65 1.65
5 Day ARMS 5.35 5.47 4.34 3.98 4.38 3.87
McClellanOs 50 50 29 26 -8 -11
McClellanSm 1343 1293 1243 1214 1188 1196
Cumul TICK 28620 18572 36845 25488 9981 34146
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 71784536 177715081 117917302 228808524 94490534 135986817
Upper Band 206210766 206067312 200396650 199736214 174290964 174514238
SPX Vol 1967142891 3573023475 2047449930 2599768665 1892619684 2011343682
Upper Band 2937290368 2939627902 2490439345 2490882952 2385162047 2382648481
NYSE Vol 3275648000 5566929000 3313590000 4138357000 3222833000 3296862000
Upper Band 4603676621 4606852264 3910057061 3910462262 3736554901 3736778091
Consolidated3275148150 5566971542 3313515514 4133912481 3222734740 3296742103
Upper Band 4602548537 4605695669 3907690877 3908082328 3735414282 3735683314
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Weekly Sentiment
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Sentiment 20-Mar 13-Mar 6-Mar 27-Feb 20-Feb 13-Feb
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AAII Bull 27 32 40 34 47 40
AAII Bear 32 25 23 20 18 20
Market Vane 61 58 64 65 65 62
II Bull 52 53.6 58.7 59.5 56.6 52.5
II Bear 14.3 14.1 14.1 14.1 14.1 15.2
OddLot ShRt 47.7 47.1 48.1 47.1 49.3 48.4
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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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