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March 25th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2093.1 2097.43 2061.05 2061.05 -30.45 -1.5%
S&P100 915.64 917.78 901.51 901.51 -14.22 -1.6%
VIX 13.26 15.55 13.2 15.44 1.82 13.4%
Nasdaq100 4437.37 4442.54 4329.29 4329.29 -101.7 -2.3%
VXN 14.62 17.39 14.62 17.33 2.71 18.5%
NYSE TICK 396 815 -1072 -719 ---- ----
PreCloseTICK-711
Lead TICK -9449
CumAdj TICK -468
NYSE TRIN 1.11 1.11 1.11 1.11 ----
Dow Indus 18012.61 18041.97 17718.54 17718.54 -292.6 -1.6%
DJIA@10:00 17955.5
DJIA@3:00 17799.1
Last Hour -24.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 59 111 213 437 142 441
Decliners 441 389 284 61 354 57
Unchanged 1 1 4 3 5 3
A/D Ratio 0.13 0.29 0.75 7.16 0.40 7.74
A/D Thrust 11.80 22.20 42.86 87.75 28.63 88.55
Up Volume 405834 440220 945409 3165243 482588 2118999
Up Vol % 17.2% 22.9% 48.1% 88.6% 23.6% 81.5%
Dn Volume 1955056 1484061 1009321 375890 1558200 445816
Dn Vol % 82.7% 77.1% 51.3% 10.5% 76.1% 17.1%
Tot Volume 2363486 1924810 1967143 3573023 2047450 2599769
UpDn Thrust17.19 22.88 48.37 89.39 23.65 82.62
> Upr Bband 2 9 28 56 31 55
< Lwr Bband 37 8 3 1 6 2
New 20d Hi 19 33 107 127 59 113
New 20d Lo 58 15 7 5 12 66
New 52wk Hi 11 23 61 82 39 73
New 52wk Lo 2 1 1 1 3 7
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 19.74 35.72 74.80 65.73 56.84 62.27
UDT3 28.71 61.33 61.23 71.14 50.33 70.11
UDT5 46.18 59.74 61.77 68.44 52.64 62.45
UDT10 54.27 57.78 55.50 56.49 46.78 49.61
UDT20 46.99 48.74 50.56 50.16 47.74 48.65
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 30.75 48.76 74.70 61.58 57.91 67.38
UDT3 40.54 64.60 61.32 68.62 54.38 69.91
UDT5 50.44 62.04 63.60 66.11 52.92 61.75
UDT10 55.87 59.20 56.50 55.14 46.52 48.70
UDT20 47.32 48.71 49.87 48.72 46.83 47.54
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 17.00 61.99 37.20 23.27 54.89 61.03
ADT3 25.58 45.72 35.77 41.07 51.62 57.56
ADT5 38.64 54.03 55.69 65.92 52.24 63.95
ADT10 51.44 55.06 53.52 56.37 48.46 51.82
ADT20 45.39 47.18 49.14 49.11 48.45 49.35
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 35.56 50.92 68.55 57.44 58.74 64.64
ADT3 42.95 60.40 57.56 65.56 54.99 64.57
ADT5 48.76 59.74 60.40 61.72 52.04 59.46
ADT10 54.12 57.14 55.43 54.92 48.47 50.39
ADT20 49.27 50.67 51.55 51.15 50.59 51.21
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 61 166 328 429 288 439
2-day <50 440 335 173 72 213 62
2-day >98 2 6 21 35 14 19
2-day <2 6 0 1 0 0 0
5-day >50 104
5-day <50 397
5-day >90 2
5-day <10 0
9-day >50 147 295 380 377 297 360
9-day <50 354 206 121 124 204 141
9-day >80 2 6 10 13 9 7
9-day <20 2 1 1 0 0 1
14-day >50 173 296 358 366 302 340
14-day <50 328 205 143 135 199 161
14-day >70 5 22 25 30 30 28
14-day <30 5 2 2 2 2 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 17 7 12 85 4 13
>50d Avg 194 105 123 427 134 294
<50d Avg 306 395 377 73 366 206
Spread -112 -290 -254 354 -232 88
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 14 49 79 53 255 7
Outside Day 44 48 40 28 1 250
Spread -30 1 39 25 254 -243
Gap Up 3 2 7 31 4 1
Gap Down 13 28 12 4 0 3
Spread -10 -26 -5 27 4 -2
Top10%Range 1 7 5 80 42 75
Bot10%Range 386 203 192 43 58 1
Spread -385 -196 -187 37 -16 74
>UpperBand 2 9 28 56 31 55
<LowerBand 37 8 3 1 6 2
Spread -35 1 25 55 25 53
WR20 63 5 12 12 8 215
NR20 2 27 29 22 25 0
Spread 61 -22 -17 -10 -17 215
1% up 42 26 45 246 44 311
1% down 357 153 80 16 151 18
Spread -315 -127 -35 230 -107 293
2% up 15 6 18 75 15 137
2% down 148 22 20 5 50 4
Spread -133 -16 -2 70 -35 133
5% up 5days 4 20 38 91 32 84
5% dn 5days 20 3 3 3 10 1
Spread -16 17 35 88 22 83
+10% 5days 1 1 2 4 3 5
-10% 5days 1 0 0 0 1 1
Spread 0 1 2 4 2 4
+10% 20days 3 15 18 18 23 21
-10% 20days 24 21 17 21 28 18
Spread -21 -6 1 -3 -5 3
Close>Open 47 116 195 352 187 461
Close<Open 453 378 298 143 305 37
Spread -406 -262 -103 209 -118 424
+1%fromOpen 19 24 40 143 54 344
-1%fromOpen 379 122 80 27 85 12
Spread -360 -98 -40 116 -31 332
+2%fromOpen 5 7 12 36 13 173
-2%fromOpen 160 20 12 6 18 4
Spread -155 -13 0 30 -5 169
Close>Midp 34 92 123 336 207 473
Close<Midp 466 406 375 162 286 25
Spread -432 -314 -252 174 -79 448
+1% vs Midp 2 7 8 44 14 207
-1% vs Midp 236 36 37 16 20 2
Spread -234 -29 -29 28 -6 205
+2% vs Midp 0 0 2 3 1 31
-2% vs Midp 21 2 3 0 0 0
Spread -21 -2 -1 3 1 31
>Yest High 32 23 100 270 76 372
<Yest Low 409 283 94 23 29 19
Spread -377 -260 6 247 47 353
1%>YestHigh 17 5 22 88 20 193
1%<YestLow 292 94 24 6 5 7
Spread -275 -89 -2 82 15 186
>Yest Midp 52 81 256 415 341 443
<Yest Midp 448 419 243 83 157 56
Spread -396 -338 13 332 184 387
1%>YestMidp 31 24 82 234 133 314
1%<YestMidp 390 223 73 21 55 16
Spread -359 -199 9 213 78 298
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 52 89 129 131 101 109
1%of52wkLo 3 3 1 5 4 11
S;pread 49 86 128 126 97 98
50%<52wkHi 25 25 25 29 30 28
50%<52wkLo 7 9 9 10 10 10
Spread 18 16 16 19 20 18
1%of20dHi 88 152 206 200 157 168
1%of20dLo 115 42 23 30 45 143
Spread -27 110 183 170 112 25
10%<20dHi 25 30 26 33 38 30
10%<20dLo 13 17 20 27 18 15
Spread 12 13 6 6 20 15
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 145 349 425 439 369 413
<10d Avg 355 151 75 61 131 87
Spread -210 198 350 378 238 326
5% >10d Avg 2 2 18 21 13 21
5% <10d Avg 8 2 2 1 2 1
Spread -6 0 16 20 11 20
>20d Avg 162 286 336 337 253 295
<20d Avg 338 214 164 163 247 205
Spread -176 72 172 174 6 90
5% >20d Avg 7 21 36 35 26 31
5% <20d Avg 21 10 9 15 28 19
Spread -14 11 27 20 -2 12
>50d Avg 243 315 335 343 307 327
<50d Avg 257 185 165 157 193 173
Spread -14 130 170 186 114 154
5% >50d Avg 61 99 118 133 108 121
5% <50d Avg 58 39 31 31 46 36
Spread 3 60 87 102 62 85
10%>50dAvg 11 25 30 29 29 36
10%<50dAvg 9 7 5 7 15 13
Spread 2 18 25 22 14 23
>200d Avg 318 344 354 351 336 346
<200d Avg 182 156 146 149 164 154
Spread 136 188 208 202 172 192
10%>200dAvg 137 168 181 179 165 171
10%<200dAvg 59 54 53 56 63 54
Spread 78 114 128 123 102 117
25%>200dAvg 21 25 29 31 30 26
25%<200dAvg 14 15 14 17 20 18
Spread 7 10 15 14 10 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 8 8 6 7 6 6
10d HV >50 9 8 9 14 14 15
20d HV <10 4 5 5 5 5 5
20d HV >50 8 8 8 10 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 11 27 71 110 64 146
RSI2 <10 200 24 6 2 13 3
Spread -189 3 65 108 51 143
RSI2 >98 2 6 21 34 14 19
RSI2 <2 6 0 1 0 0 0
Spread -4 6 20 34 14 19
RSI14 >70 5 22 25 29 30 28
RSI14 <30 5 2 2 2 2 2
Spread 0 20 23 27 28 26
RSI14 >80 1 2 4 5 3 3
RSI14 <20 0 0 0 0 0 0
Spread 1 2 4 5 3 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.07 13.73 12.81 12.94 14.19 14.01
Upper Band 17.89 17.76 17.78 17.75 17.73 17.77
Lower Band 11.49 11.30 11.20 11.31 11.44 11.48
vs 10d Avg 8.10% -8.61% -16.68% -16.84% -10.33% -11.22%
VIX 15.44 13.62 13.41 13.02 14.07 13.97
Upper Band 16.99 16.90 16.90 16.90 16.84 16.90
Lower Band 12.26 12.18 12.19 12.31 12.49 12.56
vs 10d Avg 5.59% -7.75% -11.03% -14.55% -8.96% -9.59%
VXV 17.57 16.59 16.53 16.71 16.97 16.43
Upper Band 18.35 18.30 18.30 18.33 18.34 18.44
Lower Band 15.96 15.94 15.95 16.02 16.07 16.08
vs 10d Avg 2.77% -3.50% -4.78% -4.17% -3.12% -6.03%
VIX/VXV Rati0.879 0.821 0.811 0.779 0.829 0.850
Upper Band 0.935 0.932 0.932 0.931 0.928 0.928
Lower Band 0.768 0.765 0.765 0.767 0.776 0.777
vs 10d Avg 2.86% -4.26% -6.41% -10.72% -5.95% -3.71%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3244 3252 3245 3251 3256 3247
Advancers 855 1387 1813 2513 1120 2604
% of Total 26.4% 42.7% 55.9% 77.3% 34.4% 80.2%
Decliners 2303 1760 1324 661 2031 585
% of Total 71.0% 54.1% 40.8% 20.3% 62.4% 18.0%
Unchanged 86 105 108 77 105 58
New Highs 87 110 249 300 139 213
New Lows 14 17 20 23 36 69
Adv Volume 889244 1155830 1964822 4583748 829316 3445494
% of Total 25.2% 36.1% 60.0% 82.3% 25.0% 83.3%
Decl Volume 2602509 2003312 1275689 942541 2435348 672294
% of Total 73.9% 62.6% 38.9% 16.9% 73.5% 16.2%
Total Vol 3523442 3199250 3275648 5566929 3313590 4138357
ARMS Index 1.11 1.53 0.95 0.75 1.8 0.81
5 Day ARMS 6.14 5.84 5.41 4.96 5.53 4.78
McClellanOs -42 43 79 71 -19 37
McClellanSm 2144 2186 2143 2064 1993 2012
Cumul TICK -34,620 33475 45067 82310 8513 63357
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2860 2857 2883 2887 2878 2875
Advancers 534 1307 1490 1678 1468 1727
% of Total 18.7% 45.7% 51.7% 58.1% 51.0% 60.1%
Decliners 2263 1442 1316 1131 1309 1049
% of Total 79.1% 50.5% 45.6% 39.2% 45.5% 36.5%
Unchanged 63 108 77 78 101 99
New Highs 70 116 166 236 163 180
New Lows 42 27 36 40 34 60
Adv Volume 388831 632081 694904 1929298 853050 1346137
% of Total 17.5% 39.1% 43.1% 68.2% 50.8% 67.8%
Decl Volume 1823081 956053 896381 872903 813815 556761
% of Total 82.0% 59.1% 55.6% 30.8% 48.5% 28.0%
Total Vol 2222280 1616756 1612824 2830455 1679581 1986645
ARMS Index 0.09 0.89 1.53 1.49 1.08 0.6
5 Day ARMS 5.08 5.59 5.35 5.47 4.34 3.98
McClellanOs -60 33 50 50 29 26
McClellanSm 1316 1376 1343 1293 1243 1214
Cumul TICK -22359 26701 28620 18572 36845 25488
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 159521708 77805321 71784536 177715081 117917302 228808524
Upper Band 209578112 205943640 206210766 206067312 200396650 199736214
SPX Vol 2363485665 1924810266 1967142891 3573023475 2047449930 2599768665
Upper Band 2954725168 2937954342 2937290368 2939627902 2490439345 2490882952
NYSE Vol 3523442000 3199250000 3275648000 5566929000 3313590000 4138357000
Upper Band 4609183918 4603846162 4603676621 4606852264 3910057061 3910462262
Consolidated3523338682 3199306148 3275148150 5566971542 3313515514 4133912481
Upper Band 4608085216 4602713781 4602548537 4605695669 3907690877 3908082328
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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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