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March 26th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2059.94 2067.15 2045.5 2056.15 -4.9 -0.2%
S&P100 901.30 904.32 894.58 899.43 -2.08 -0.2%
VIX 16.64 17.19 15.23 15.8 0.36 2.3%
Nasdaq100 4288.16 4340.16 4280.95 4315.26 -14.03 -0.3%
VXN 18.44 19.07 16.88 17.5 0.17 1.0%
NYSE TICK -729 1079 -995 -315 ---- ----
PreCloseTICK169
Lead TICK 603
CumAdj TICK -145
NYSE TRIN 1.28 1.28 1.28 1.28 ----
Dow Indus 17716.27 17759.51 17579.27 17678.23 -40.3 -0.2%
DJIA@10:00 17631.5
DJIA@3:00 17690.4
Last Hour 74.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 176 59 111 213 437 142
Decliners 320 441 389 284 61 354
Unchanged 5 1 1 4 3 5
A/D Ratio 0.55 0.13 0.29 0.75 7.16 0.40
A/D Thrust 35.48 11.80 22.20 42.86 87.75 28.63
Up Volume 863250 405834 440220 945409 3165243 482588
Up Vol % 37.3% 17.2% 22.9% 48.1% 88.6% 23.6%
Dn Volume 1433135 1955056 1484061 1009321 375890 1558200
Dn Vol % 61.9% 82.7% 77.1% 51.3% 10.5% 76.1%
Tot Volume 2313877 2363486 1924810 1967143 3573023 2047450
UpDn Thrust37.59 17.19 22.88 48.37 89.39 23.65
> Upr Bband 5 2 9 28 56 31
< Lwr Bband 31 37 8 3 1 6
New 20d Hi 14 19 33 107 127 59
New 20d Lo 121 58 15 7 5 12
New 52wk Hi 3 11 23 61 82 39
New 52wk Lo 4 2 1 1 1 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 27.25 19.74 35.72 74.80 65.73 56.84
UDT3 25.97 28.71 61.33 61.23 71.14 50.33
UDT5 48.19 46.18 59.74 61.77 68.44 52.64
UDT10 50.59 54.27 57.78 55.50 56.49 46.78
UDT20 46.96 46.99 48.74 50.56 50.16 47.74
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 30.85 30.75 48.76 74.70 61.58 57.91
UDT3 32.64 40.54 64.60 61.32 68.62 54.38
UDT5 52.16 50.44 62.04 63.60 66.11 52.92
UDT10 52.52 55.87 59.20 56.50 55.14 46.52
UDT20 47.40 47.32 48.71 49.87 48.72 46.83
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 23.59 61.99 37.20 23.27 54.89 61.03
ADT3 23.13 45.72 35.77 41.07 51.62 57.56
ADT5 39.98 38.64 54.03 55.69 65.92 52.24
ADT10 46.21 51.44 55.06 53.52 56.37 48.46
ADT20 45.39 45.39 47.18 49.14 49.11 48.45
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 33.08 35.56 50.92 68.55 57.44 58.74
ADT3 36.75 42.95 60.40 57.56 65.56 54.99
ADT5 49.50 48.76 59.74 60.40 61.72 52.04
ADT10 50.77 54.12 57.14 55.43 54.92 48.47
ADT20 48.92 49.27 50.67 51.55 51.15 50.59
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 73 61 166 328 429 288
2-day <50 428 440 335 173 72 213
2-day >98 3 2 6 21 35 14
2-day <2 8 6 0 1 0 0
5-day >50 86
5-day <50 415
5-day >90 2
5-day <10 2
9-day >50 127 147 295 380 377 297
9-day <50 374 354 206 121 124 204
9-day >80 3 2 6 10 13 9
9-day <20 4 2 1 1 0 0
14-day >50 168 173 296 358 366 302
14-day <50 333 328 205 143 135 199
14-day >70 6 5 22 25 30 30
14-day <30 10 5 2 2 2 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 15 17 7 12 85 4
>50d Avg 174 194 105 123 427 134
<50d Avg 326 306 395 377 73 366
Spread -152 -112 -290 -254 354 -232
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 13 14 49 79 53 255
Outside Day 17 44 48 40 28 1
Spread -4 -30 1 39 25 254
Gap Up 4 3 2 7 31 4
Gap Down 67 13 28 12 4 0
Spread -63 -10 -26 -5 27 4
Top10%Range 9 1 7 5 80 42
Bot10%Range 40 386 203 192 43 58
Spread -31 -385 -196 -187 37 -16
>UpperBand 5 2 9 28 56 31
<LowerBand 31 37 8 3 1 6
Spread -26 -35 1 25 55 25
WR20 16 63 5 12 12 8
NR20 7 2 27 29 22 25
Spread 9 61 -22 -17 -10 -17
1% up 35 42 26 45 246 44
1% down 77 357 153 80 16 151
Spread -42 -315 -127 -35 230 -107
2% up 12 15 6 18 75 15
2% down 19 148 22 20 5 50
Spread -7 -133 -16 -2 70 -35
5% up 5days 12 4 20 38 91 32
5% dn 5days 30 20 3 3 3 10
Spread -18 -16 17 35 88 22
+10% 5days 2 1 1 2 4 3
-10% 5days 3 1 0 0 0 1
Spread -1 0 1 2 4 2
+10% 20days 2 3 15 18 18 23
-10% 20days 27 24 21 17 21 28
Spread -25 -21 -6 1 -3 -5
Close>Open 278 47 116 195 352 187
Close<Open 216 453 378 298 143 305
Spread 62 -406 -262 -103 209 -118
+1%fromOpen 73 19 24 40 143 54
-1%fromOpen 59 379 122 80 27 85
Spread 14 -360 -98 -40 116 -31
+2%fromOpen 16 5 7 12 36 13
-2%fromOpen 17 160 20 12 6 18
Spread -1 -155 -13 0 30 -5
Close>Midp 274 34 92 123 336 207
Close<Midp 224 466 406 375 162 286
Spread 50 -432 -314 -252 174 -79
+1% vs Midp 20 2 7 8 44 14
-1% vs Midp 23 236 36 37 16 20
Spread -3 -234 -29 -29 28 -6
+2% vs Midp 3 0 0 2 3 1
-2% vs Midp 2 21 2 3 0 0
Spread 1 -21 -2 -1 3 1
>Yest High 15 32 23 100 270 76
<Yest Low 275 409 283 94 23 29
Spread -260 -377 -260 6 247 47
1%>YestHigh 7 17 5 22 88 20
1%<YestLow 52 292 94 24 6 5
Spread -45 -275 -89 -2 82 15
>Yest Midp 51 52 81 256 415 341
<Yest Midp 449 448 419 243 83 157
Spread -398 -396 -338 13 332 184
1%>YestMidp 20 31 24 82 234 133
1%<YestMidp 291 390 223 73 21 55
Spread -271 -359 -199 9 213 78
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 10 52 89 129 131 101
1%of52wkLo 7 3 3 1 5 4
S;pread 3 49 86 128 126 97
50%<52wkHi 27 25 25 25 29 30
50%<52wkLo 6 7 9 9 10 10
Spread 21 18 16 16 19 20
1%of20dHi 30 88 152 206 200 157
1%of20dLo 212 115 42 23 30 45
Spread -182 -27 110 183 170 112
10%<20dHi 42 25 30 26 33 38
10%<20dLo 10 13 17 20 27 18
Spread 32 12 13 6 6 20
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 104 145 349 425 439 369
<10d Avg 396 355 151 75 61 131
Spread -292 -210 198 350 378 238
5% >10d Avg 5 2 2 18 21 13
5% <10d Avg 13 8 2 2 1 2
Spread -8 -6 0 16 20 11
>20d Avg 145 162 286 336 337 253
<20d Avg 355 338 214 164 163 247
Spread -210 -176 72 172 174 6
5% >20d Avg 8 7 21 36 35 26
5% <20d Avg 24 21 10 9 15 28
Spread -16 -14 11 27 20 -2
>50d Avg 240 243 315 335 343 307
<50d Avg 260 257 185 165 157 193
Spread -20 -14 130 170 186 114
5% >50d Avg 61 61 99 118 133 108
5% <50d Avg 66 58 39 31 31 46
Spread -5 3 60 87 102 62
10%>50dAvg 9 11 25 30 29 29
10%<50dAvg 13 9 7 5 7 15
Spread -4 2 18 25 22 14
>200d Avg 315 318 344 354 351 336
<200d Avg 185 182 156 146 149 164
Spread 130 136 188 208 202 172
10%>200dAvg 133 137 168 181 179 165
10%<200dAvg 62 59 54 53 56 63
Spread 71 78 114 128 123 102
25%>200dAvg 17 21 25 29 31 30
25%<200dAvg 16 14 15 14 17 20
Spread 1 7 10 15 14 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 7 8 8 6 7 6
10d HV >50 11 9 8 9 14 14
20d HV <10 4 4 5 5 5 5
20d HV >50 5 8 8 8 10 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 11 11 27 71 110 64
RSI2 <10 193 200 24 6 2 13
Spread -182 -189 3 65 108 51
RSI2 >98 3 2 6 21 34 14
RSI2 <2 8 6 0 1 0 0
Spread -5 -4 6 20 34 14
RSI14 >70 6 5 22 25 29 30
RSI14 <30 10 5 2 2 2 2
Spread -4 0 20 23 27 28
RSI14 >80 1 1 2 4 5 3
RSI14 <20 0 0 0 0 0 0
Spread 1 1 2 4 5 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.60 16.07 13.73 12.81 12.94 14.19
Upper Band 18.10 17.89 17.76 17.78 17.75 17.73
Lower Band 11.60 11.49 11.30 11.20 11.31 11.44
vs 10d Avg 11.19% 8.10% -8.61% -16.68% -16.84% -10.33%
VIX 15.80 15.44 13.62 13.41 13.02 14.07
Upper Band 17.12 16.99 16.90 16.90 16.90 16.84
Lower Band 12.32 12.26 12.18 12.19 12.31 12.49
vs 10d Avg 7.78% 5.59% -7.75% -11.03% -14.55% -8.96%
VXV 17.57 17.57 16.59 16.53 16.71 16.97
Upper Band 18.39 18.35 18.30 18.30 18.33 18.34
Lower Band 15.99 15.96 15.94 15.95 16.02 16.07
vs 10d Avg 2.66% 2.77% -3.50% -4.78% -4.17% -3.12%
VIX/VXV Rati0.899 0.879 0.821 0.811 0.779 0.829
Upper Band 0.940 0.935 0.932 0.932 0.931 0.928
Lower Band 0.770 0.768 0.765 0.765 0.767 0.776
vs 10d Avg 5.10% 2.86% -4.26% -6.41% -10.72% -5.95%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3241 3244 3252 3245 3251 3256
Advancers 1223 855 1387 1813 2513 1120
% of Total 37.7% 26.4% 42.7% 55.9% 77.3% 34.4%
Decliners 1901 2303 1760 1324 661 2031
% of Total 58.7% 71.0% 54.1% 40.8% 20.3% 62.4%
Unchanged 117 86 105 108 77 105
New Highs 24 87 110 249 300 139
New Lows 24 14 17 20 23 36
Adv Volume 1258113 889244 1155830 1964822 4583748 829316
% of Total 35.8% 25.2% 36.1% 60.0% 82.3% 25.0%
Decl Volume 2211013 2602509 2003312 1275689 942541 2435348
% of Total 62.9% 73.9% 62.6% 38.9% 16.9% 73.5%
Total Vol 3513978 3523442 3199250 3275648 5566929 3313590
ARMS Index 1.28 1.11 1.53 0.95 0.75 1.8
5 Day ARMS 5.62 6.14 5.84 5.41 4.96 5.53
McClellanOs -76 -42 43 79 71 -19
McClellanSm 2068 2144 2186 2143 2064 1993
Cumul TICK -5,701 -34620 33475 45067 82310 8513
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2863 2860 2857 2883 2887 2878
Advancers 1227 534 1307 1490 1678 1468
% of Total 42.9% 18.7% 45.7% 51.7% 58.1% 51.0%
Decliners 1518 2263 1442 1316 1131 1309
% of Total 53.0% 79.1% 50.5% 45.6% 39.2% 45.5%
Unchanged 118 63 108 77 78 101
New Highs 21 70 116 166 236 163
New Lows 52 42 27 36 40 34
Adv Volume 854274 388831 632081 694904 1929298 853050
% of Total 42.5% 17.5% 39.1% 43.1% 68.2% 50.8%
Decl Volume 1119035 1823081 956053 896381 872903 813815
% of Total 55.7% 82.0% 59.1% 55.6% 30.8% 48.5%
Total Vol 2008310 2222280 1616756 1612824 2830455 1679581
ARMS Index 0.19 0.09 0.89 1.53 1.49 1.08
5 Day ARMS 4.19 5.08 5.59 5.35 5.47 4.34
McClellanOs -68 -60 33 50 50 29
McClellanSm 1248 1316 1376 1343 1293 1243
Cumul TICK 12918 -22359 26701 28620 18572 36845
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 153067241 159521708 77805321 71784536 177715081 117917302
Upper Band 211467364 209578112 205943640 206210766 206067312 200396650
SPX Vol 2313876594 2363485665 1924810266 1967142891 3573023475 2047449930
Upper Band 2962949079 2954725168 2937954342 2937290368 2939627902 2490439345
NYSE Vol 3513978000 3523442000 3199250000 3275648000 5566929000 3313590000
Upper Band 4612454063 4609183918 4603846162 4603676621 4606852264 3910057061
Consolidated3514888800 3523338682 3199306148 3275148150 5566971542 3313515514
Upper Band 4611506921 4608085216 4602713781 4602548537 4605695669 3907690877
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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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