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March 24th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2103.94 2107.63 2091.5 2091.5 -12.92 -0.6%
S&P100 921.17 923.36 915.73 915.73 -5.64 -0.6%
VIX 13.36 13.68 12.59 13.62 0.21 1.6%
Nasdaq100 4444.39 4467.79 4430.97 4430.99 -14.55 -0.3%
VXN 14.44 14.65 13.73 14.62 0.18 1.2%
NYSE TICK -87 893 -893 149 ---- ----
PreCloseTICK222
Lead TICK -3581
CumAdj TICK 208
NYSE TRIN 1.53 1.53 1.53 1.53 ----
Dow Indus 18110.87 18149.24 18010.44 18011.14 -104.9 -0.6%
DJIA@10:00 18104.0
DJIA@3:00 18038.6
Last Hour -15.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 111 213 437 142 441 148
Decliners 389 284 61 354 57 344
Unchanged 1 4 3 5 3 9
A/D Ratio 0.29 0.75 7.16 0.40 7.74 0.43
A/D Thrust 22.20 42.86 87.75 28.63 88.55 30.08
Up Volume 440220 945409 3165243 482588 2118999 648826
Up Vol % 22.9% 48.1% 88.6% 23.6% 81.5% 34.3%
Dn Volume 1484061 1009321 375890 1558200 445816 1215446
Dn Vol % 77.1% 51.3% 10.5% 76.1% 17.1% 64.2%
Tot Volume 1924810 1967143 3573023 2047450 2599769 1892620
UpDn Thrust22.88 48.37 89.39 23.65 82.62 34.80
> Upr Bband 9 28 56 31 55 32
< Lwr Bband 8 3 1 6 2 11
New 20d Hi 33 107 127 59 113 38
New 20d Lo 15 7 5 12 66 28
New 52wk Hi 23 61 82 39 73 25
New 52wk Lo 1 1 1 3 7 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 35.72 74.80 65.73 56.84 62.27 61.75
UDT3 61.33 61.23 71.14 50.33 70.11 49.38
UDT5 59.74 61.77 68.44 52.64 62.45 54.91
UDT10 57.78 55.50 56.49 46.78 49.61 43.35
UDT20 48.74 50.56 50.16 47.74 48.65 46.42
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 48.76 74.70 61.58 57.91 67.38 61.04
UDT3 64.60 61.32 68.62 54.38 69.91 49.14
UDT5 62.04 63.60 66.11 52.92 61.75 55.88
UDT10 59.20 56.50 55.14 46.52 48.70 42.66
UDT20 48.71 49.87 48.72 46.83 47.54 45.39
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 32.50 61.99 37.20 23.27 54.89 61.03
ADT3 50.90 45.72 35.77 41.07 51.62 57.56
ADT5 54.03 55.69 65.92 52.24 63.95 55.84
ADT10 55.06 53.52 56.37 48.46 51.82 45.28
ADT20 47.18 49.14 49.11 48.45 49.35 47.64
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 50.92 68.55 57.44 58.74 64.64 55.96
ADT3 60.40 57.56 65.56 54.99 64.57 47.55
ADT5 59.74 60.40 61.72 52.04 59.46 54.53
ADT10 57.14 55.43 54.92 48.47 50.39 46.07
ADT20 50.67 51.55 51.15 50.59 51.21 49.85
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 166 328 429 288 439 302
2-day <50 335 173 72 213 62 199
2-day >98 6 21 35 14 19 8
2-day <2 0 1 0 0 0 2
5-day >50 283
5-day <50 218
5-day >90 2
5-day <10 0
9-day >50 295 380 377 297 360 235
9-day <50 206 121 124 204 141 266
9-day >80 6 10 13 9 7 5
9-day <20 1 1 0 0 1 3
14-day >50 296 358 366 302 340 247
14-day <50 205 143 135 199 161 254
14-day >70 22 25 30 30 28 18
14-day <30 2 2 2 2 2 10
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 7 12 85 4 13 7
>50d Avg 105 123 427 134 294 106
<50d Avg 395 377 73 366 206 394
Spread -290 -254 354 -232 88 -288
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 49 79 53 255 7 156
Outside Day 48 40 28 1 250 29
Spread 1 39 25 254 -243 127
Gap Up 2 7 31 4 1 2
Gap Down 28 12 4 0 3 8
Spread -26 -5 27 4 -2 -6
Top10%Range 7 5 80 42 75 46
Bot10%Range 203 192 43 58 1 35
Spread -196 -187 37 -16 74 11
>UpperBand 9 28 56 31 55 32
<LowerBand 8 3 1 6 2 11
Spread 1 25 55 25 53 21
WR20 5 12 12 8 215 11
NR20 27 29 22 25 0 40
Spread -22 -17 -10 -17 215 -29
1% up 26 45 246 44 311 38
1% down 153 80 16 151 18 96
Spread -127 -35 230 -107 293 -58
2% up 6 18 75 15 137 10
2% down 22 20 5 50 4 16
Spread -16 -2 70 -35 133 -6
5% up 5days 20 38 91 32 84 32
5% dn 5days 3 3 3 10 1 6
Spread 17 35 88 22 83 26
+10% 5days 1 2 4 3 5 4
-10% 5days 0 0 0 1 1 1
Spread 1 2 4 2 4 3
+10% 20days 15 18 18 23 21 16
-10% 20days 21 17 21 28 18 42
Spread -6 1 -3 -5 3 -26
Close>Open 116 195 352 187 461 282
Close<Open 378 298 143 305 37 213
Spread -262 -103 209 -118 424 69
+1%fromOpen 24 40 143 54 344 64
-1%fromOpen 122 80 27 85 12 30
Spread -98 -40 116 -31 332 34
+2%fromOpen 7 12 36 13 173 18
-2%fromOpen 20 12 6 18 4 3
Spread -13 0 30 -5 169 15
Close>Midp 92 123 336 207 473 299
Close<Midp 406 375 162 286 25 196
Spread -314 -252 174 -79 448 103
+1% vs Midp 7 8 44 14 207 23
-1% vs Midp 36 37 16 20 2 8
Spread -29 -29 28 -6 205 15
+2% vs Midp 0 2 3 1 31 2
-2% vs Midp 2 3 0 0 0 0
Spread -2 -1 3 1 31 2
>Yest High 23 100 270 76 372 84
<Yest Low 283 94 23 29 19 83
Spread -260 6 247 47 353 1
1%>YestHigh 5 22 88 20 193 23
1%<YestLow 94 24 6 5 7 12
Spread -89 -2 82 15 186 11
>Yest Midp 81 256 415 341 443 274
<Yest Midp 419 243 83 157 56 222
Spread -338 13 332 184 387 52
1%>YestMidp 24 82 234 133 314 83
1%<YestMidp 223 73 21 55 16 50
Spread -199 9 213 78 298 33
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 89 129 131 101 109 78
1%of52wkLo 3 1 5 4 11 8
S;pread 86 128 126 97 98 70
50%<52wkHi 25 25 29 30 28 33
50%<52wkLo 9 9 10 10 10 10
Spread 16 16 19 20 18 23
1%of20dHi 152 206 200 157 168 113
1%of20dLo 42 23 30 45 143 93
Spread 110 183 170 112 25 20
10%<20dHi 30 26 33 38 30 56
10%<20dLo 17 20 27 18 15 12
Spread 13 6 6 20 15 44
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 349 425 439 369 413 280
<10d Avg 151 75 61 131 87 220
Spread 198 350 378 238 326 60
5% >10d Avg 2 18 21 13 21 6
5% <10d Avg 2 2 1 2 1 10
Spread 0 16 20 11 20 -4
>20d Avg 286 336 337 253 295 196
<20d Avg 214 164 163 247 205 304
Spread 72 172 174 6 90 -108
5% >20d Avg 21 36 35 26 31 16
5% <20d Avg 10 9 15 28 19 43
Spread 11 27 20 -2 12 -27
>50d Avg 315 335 343 307 327 274
<50d Avg 185 165 157 193 173 226
Spread 130 170 186 114 154 48
5% >50d Avg 99 118 133 108 121 107
5% <50d Avg 39 31 31 46 36 73
Spread 60 87 102 62 85 34
10%>50dAvg 25 30 29 29 36 24
10%<50dAvg 7 5 7 15 13 17
Spread 18 25 22 14 23 7
>200d Avg 344 354 351 336 346 325
<200d Avg 156 146 149 164 154 175
Spread 188 208 202 172 192 150
10%>200dAvg 168 181 179 165 171 152
10%<200dAvg 54 53 56 63 54 69
Spread 114 128 123 102 117 83
25%>200dAvg 25 29 31 30 26 25
25%<200dAvg 15 14 17 20 18 22
Spread 10 15 14 10 8 3
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 8 6 7 6 6 8
10d HV >50 8 9 14 14 15 5
20d HV <10 5 5 5 5 5 7
20d HV >50 8 8 10 8 8 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 27 71 110 64 146 48
RSI2 <10 24 6 2 13 3 12
Spread 3 65 108 51 143 36
RSI2 >98 6 21 34 14 19 8
RSI2 <2 0 1 0 0 0 2
Spread 6 20 34 14 19 6
RSI14 >70 22 25 29 30 28 18
RSI14 <30 2 2 2 2 2 10
Spread 20 23 27 28 26 8
RSI14 >80 2 4 5 3 3 3
RSI14 <20 0 0 0 0 0 0
Spread 2 4 5 3 3 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.73 12.81 12.94 14.19 14.01 16.14
Upper Band 17.76 17.78 17.75 17.73 17.77 17.86
Lower Band 11.30 11.20 11.31 11.44 11.48 11.55
vs 10d Avg -8.61% -16.68% -16.84% -10.33% -11.22% 2.39%
VIX 13.62 13.41 13.02 14.07 13.97 15.66
Upper Band 16.90 16.90 16.90 16.84 16.90 16.97
Lower Band 12.18 12.19 12.31 12.49 12.56 12.64
vs 10d Avg -7.75% -11.03% -14.55% -8.96% -9.59% 1.18%
VXV 16.59 16.53 16.71 16.97 16.43 17.48
Upper Band 18.30 18.30 18.33 18.34 18.44 18.64
Lower Band 15.94 15.95 16.02 16.07 16.08 16.10
vs 10d Avg -3.50% -4.78% -4.17% -3.12% -6.03% -0.30%
VIX/VXV Rati0.821 0.811 0.779 0.829 0.850 0.896
Upper Band 0.932 0.932 0.931 0.928 0.928 0.928
Lower Band 0.765 0.765 0.767 0.776 0.777 0.775
vs 10d Avg -4.26% -6.41% -10.72% -5.95% -3.71% 1.55%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3252 3245 3251 3256 3247 3250
Advancers 1387 1813 2513 1120 2604 1497
% of Total 42.7% 55.9% 77.3% 34.4% 80.2% 46.1%
Decliners 1760 1324 661 2031 585 1658
% of Total 54.1% 40.8% 20.3% 62.4% 18.0% 51.0%
Unchanged 105 108 77 105 58 95
New Highs 110 249 300 139 213 107
New Lows 17 20 23 36 69 73
Adv Volume 1155830 1964822 4583748 829316 3445494 1461331
% of Total 36.1% 60.0% 82.3% 25.0% 83.3% 45.3%
Decl Volume 2003312 1275689 942541 2435348 672294 1703641
% of Total 62.6% 38.9% 16.9% 73.5% 16.2% 52.9%
Total Vol 3199250 3275648 5566929 3313590 4138357 3222833
ARMS Index 1.53 0.95 0.75 1.8 0.81 1.1
5 Day ARMS 5.84 5.41 4.96 5.53 4.78 4.9
McClellanOs 43 79 71 -19 37 -68
McClellanSm 2186 2143 2064 1993 2012 1975
Cumul TICK 33,475 45067 82310 8513 63357 14141
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2857 2883 2887 2878 2875 2876
Advancers 1307 1490 1678 1468 1727 1418
% of Total 45.7% 51.7% 58.1% 51.0% 60.1% 49.3%
Decliners 1442 1316 1131 1309 1049 1348
% of Total 50.5% 45.6% 39.2% 45.5% 36.5% 46.9%
Unchanged 108 77 78 101 99 110
New Highs 116 166 236 163 180 118
New Lows 27 36 40 34 60 70
Adv Volume 632081 694904 1929298 853050 1346137 878139
% of Total 39.1% 43.1% 68.2% 50.8% 67.8% 50.9%
Decl Volume 956053 896381 872903 813815 556761 815868
% of Total 59.1% 55.6% 30.8% 48.5% 28.0% 47.3%
Total Vol 1616756 1612824 2830455 1679581 1986645 1726059
ARMS Index 0.89 1.53 1.49 1.08 0.6 0.65
5 Day ARMS 5.59 5.35 5.47 4.34 3.98 4.38
McClellanOs 33 50 50 29 26 -8
McClellanSm 1376 1343 1293 1243 1214 1188
Cumul TICK 26701 28620 18572 36845 25488 9981
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 77805321 71784536 177715081 117917302 228808524 94490534
Upper Band 205943640 206210766 206067312 200396650 199736214 174290964
SPX Vol 1924810266 1967142891 3573023475 2047449930 2599768665 1892619684
Upper Band 2937954342 2937290368 2939627902 2490439345 2490882952 2385162047
NYSE Vol 3199250000 3275648000 5566929000 3313590000 4138357000 3222833000
Upper Band 4603846162 4603676621 4606852264 3910057061 3910462262 3736554901
Consolidated3199306148 3275148150 5566971542 3313515514 4133912481 3222734740
Upper Band 4602713781 4602548537 4605695669 3907690877 3908082328 3735414282
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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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PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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