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March 30th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2064.11 2088.97 2064.11 2086.24 25.22 1.2%
S&P100 901.51 912.48 901.51 911.15 10.96 1.2%
VIX 14.76 14.76 14.08 14.51 -0.56 -3.7%
Nasdaq100 4359.78 4384.18 4359.78 4382.82 49.96 1.2%
VXN 16.89 16.89 15.64 16.06 -0.83 -4.9%
NYSE TICK 618 1089 -600 423 ---- ----
PreCloseTICK-581
Lead TICK 4104
CumAdj TICK 361
NYSE TRIN 0.52 0.52 0.52 0.52 ----
Dow Indus 17727.48 18008.64 17727.48 17976.31 263.7 1.5%
DJIA@10:00 17972.7
DJIA@3:00 18001.2
Last Hour -285.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 467 314 176 59 111 213
Decliners 32 183 320 441 389 284
Unchanged 2 4 5 1 1 4
A/D Ratio 14.59 1.72 0.55 0.13 0.29 0.75
A/D Thrust 93.59 63.18 35.48 11.80 22.20 42.86
Up Volume 1559279 1073638 863250 405834 440220 945409
Up Vol % 83.3% 54.1% 37.3% 17.2% 22.9% 48.1%
Dn Volume 281206 902847 1433135 1955056 1484061 1009321
Dn Vol % 15.0% 45.5% 61.9% 82.7% 77.1% 51.3%
Tot Volume 1871110 1984983 2313877 2363486 1924810 1967143
UpDn Thrust84.72 54.32 37.59 17.19 22.88 48.37
> Upr Bband 25 8 5 2 9 28
< Lwr Bband 2 18 31 37 8 3
New 20d Hi 45 12 14 19 33 107
New 20d Lo 6 37 121 58 15 7
New 52wk Hi 27 6 3 11 23 61
New 52wk Lo 1 6 4 2 1 1
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 68.98 45.33 27.25 19.74 35.72 74.80
UDT3 57.19 35.32 25.97 28.71 61.33 61.23
UDT5 41.76 35.46 48.19 46.18 59.74 61.77
UDT10 52.49 53.06 50.59 54.27 57.78 55.50
UDT20 48.26 47.80 46.96 46.99 48.74 50.56
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 64.91 41.33 30.85 30.75 48.76 74.70
UDT3 54.25 35.74 32.64 40.54 64.60 61.32
UDT5 44.47 40.85 52.16 50.44 62.04 63.60
UDT10 54.94 54.54 52.52 55.87 59.20 56.50
UDT20 48.67 47.49 47.40 47.32 48.71 49.87
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 78.41 61.99 37.20 23.27 54.89 61.03
ADT3 64.14 45.72 35.77 41.07 51.62 57.56
ADT5 45.22 35.06 39.98 38.64 54.03 55.69
ADT10 50.45 50.48 46.21 51.44 55.06 53.52
ADT20 47.81 46.85 45.39 45.39 47.18 49.14
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 67.12 49.69 33.08 35.56 50.92 68.55
ADT3 57.85 42.11 36.75 42.95 60.40 57.56
ADT5 48.92 45.63 49.50 48.76 59.74 60.40
ADT10 54.67 53.71 50.77 54.12 57.14 55.43
ADT20 50.06 49.37 48.92 49.27 50.67 51.55
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 447 196 73 61 166 328
2-day <50 54 305 428 440 335 173
2-day >98 6 3 3 2 6 21
2-day <2 1 9 8 6 0 1
5-day >50 359
5-day <50 142
5-day >90 3
5-day <10 0
9-day >50 329 172 127 147 295 380
9-day <50 172 329 374 354 206 121
9-day >80 3 4 3 2 6 10
9-day <20 1 3 4 2 1 1
14-day >50 313 195 168 173 296 358
14-day <50 188 306 333 328 205 143
14-day >70 13 8 6 5 22 25
14-day <30 4 9 10 5 2 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 12 15 17 7 12
>50d Avg 79 106 174 194 105 123
<50d Avg 421 394 326 306 395 377
Spread -342 -288 -152 -112 -290 -254
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 23 98 13 14 49 79
Outside Day 20 16 17 44 48 40
Spread 3 82 -4 -30 1 39
Gap Up 115 6 4 3 2 7
Gap Down 1 12 67 13 28 12
Spread 114 -6 -63 -10 -26 -5
Top10%Range 67 59 9 1 7 5
Bot10%Range 15 14 40 386 203 192
Spread 52 45 -31 -385 -196 -187
>UpperBand 25 8 5 2 9 28
<LowerBand 2 18 31 37 8 3
Spread 23 -10 -26 -35 1 25
WR20 15 8 16 63 5 12
NR20 20 33 7 2 27 29
Spread -5 -25 9 61 -22 -17
1% up 311 108 35 42 26 45
1% down 9 46 77 357 153 80
Spread 302 62 -42 -315 -127 -35
2% up 80 35 12 15 6 18
2% down 3 11 19 148 22 20
Spread 77 24 -7 -133 -16 -2
5% up 5days 13 7 12 4 20 38
5% dn 5days 18 39 30 20 3 3
Spread -5 -32 -18 -16 17 35
+10% 5days 4 4 2 1 1 2
-10% 5days 1 2 3 1 0 0
Spread 3 2 -1 0 1 2
+10% 20days 7 8 2 3 15 18
-10% 20days 24 29 27 24 21 17
Spread -17 -21 -25 -21 -6 1
Close>Open 408 328 278 47 116 195
Close<Open 89 168 216 453 378 298
Spread 319 160 62 -406 -262 -103
+1%fromOpen 149 107 73 19 24 40
-1%fromOpen 17 34 59 379 122 80
Spread 132 73 14 -360 -98 -40
+2%fromOpen 28 30 16 5 7 12
-2%fromOpen 3 5 17 160 20 12
Spread 25 25 -1 -155 -13 0
Close>Midp 385 323 274 34 92 123
Close<Midp 113 176 224 466 406 375
Spread 272 147 50 -432 -314 -252
+1% vs Midp 33 31 20 2 7 8
-1% vs Midp 0 5 23 236 36 37
Spread 33 26 -3 -234 -29 -29
+2% vs Midp 1 6 3 0 0 2
-2% vs Midp 0 0 2 21 2 3
Spread 1 6 1 -21 -2 -1
>Yest High 390 154 15 32 23 100
<Yest Low 8 62 275 409 283 94
Spread 382 92 -260 -377 -260 6
1%>YestHigh 158 42 7 17 5 22
1%<YestLow 1 17 52 292 94 24
Spread 157 25 -45 -275 -89 -2
>Yest Midp 463 310 51 52 81 256
<Yest Midp 36 187 449 448 419 243
Spread 427 123 -398 -396 -338 13
1%>YestMidp 343 128 20 31 24 82
1%<YestMidp 4 59 291 390 223 73
Spread 339 69 -271 -359 -199 9
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 62 20 10 52 89 129
1%of52wkLo 6 12 7 3 3 1
S;pread 56 8 3 49 86 128
50%<52wkHi 27 29 27 25 25 25
50%<52wkLo 6 7 6 7 9 9
Spread 21 22 21 18 16 16
1%of20dHi 118 37 30 88 152 206
1%of20dLo 57 165 212 115 42 23
Spread 61 -128 -182 -27 110 183
10%<20dHi 32 42 42 25 30 26
10%<20dLo 15 8 10 13 17 20
Spread 17 34 32 12 13 6
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 293 136 104 145 349 425
<10d Avg 207 363 396 355 151 75
Spread 86 -227 -292 -210 198 350
5% >10d Avg 8 7 5 2 2 18
5% <10d Avg 3 6 13 8 2 2
Spread 5 1 -8 -6 0 16
>20d Avg 317 193 145 162 286 336
<20d Avg 183 307 355 338 214 164
Spread 134 -114 -210 -176 72 172
5% >20d Avg 24 9 8 7 21 36
5% <20d Avg 7 20 24 21 10 9
Spread 17 -11 -16 -14 11 27
>50d Avg 319 251 240 243 315 335
<50d Avg 181 249 260 257 185 165
Spread 138 2 -20 -14 130 170
5% >50d Avg 91 69 61 61 99 118
5% <50d Avg 42 65 66 58 39 31
Spread 49 4 -5 3 60 87
10%>50dAvg 19 14 9 11 25 30
10%<50dAvg 9 13 13 9 7 5
Spread 10 1 -4 2 18 25
>200d Avg 334 313 315 318 344 354
<200d Avg 166 187 185 182 156 146
Spread 168 126 130 136 188 208
10%>200dAvg 166 149 133 137 168 181
10%<200dAvg 56 64 62 59 54 53
Spread 110 85 71 78 114 128
25%>200dAvg 25 21 17 21 25 29
25%<200dAvg 14 17 16 14 15 14
Spread 11 4 1 7 10 15
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 9 7 7 8 8 6
10d HV >50 10 9 11 9 8 9
20d HV <10 5 5 4 4 5 5
20d HV >50 6 6 5 8 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 53 14 11 11 27 71
RSI2 <10 7 91 193 200 24 6
Spread 46 -77 -182 -189 3 65
RSI2 >98 6 3 3 2 6 21
RSI2 <2 1 9 8 6 0 1
Spread 5 -6 -5 -4 6 20
RSI14 >70 13 8 6 5 22 25
RSI14 <30 4 9 10 5 2 2
Spread 9 -1 -4 0 20 23
RSI14 >80 2 2 1 1 2 4
RSI14 <20 0 0 0 0 0 0
Spread 2 2 1 1 2 4
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.57 16.07 16.60 16.07 13.73 12.81
Upper Band 18.07 18.20 18.10 17.89 17.76 17.78
Lower Band 12.13 11.78 11.60 11.49 11.30 11.20
vs 10d Avg -0.97% 8.22% 11.19% 8.10% -8.61% -16.68%
VIX 14.51 15.07 15.80 15.44 13.62 13.41
Upper Band 17.04 17.12 17.12 16.99 16.90 16.90
Lower Band 12.71 12.49 12.32 12.26 12.18 12.19
vs 10d Avg 0.37% 3.45% 7.78% 5.59% -7.75% -11.03%
VXV 16.92 17.39 17.57 17.57 16.59 16.53
Upper Band 18.39 18.41 18.39 18.35 18.30 18.30
Lower Band 16.09 16.02 15.99 15.96 15.94 15.95
vs 10d Avg -0.56% 1.91% 2.66% 2.77% -3.50% -4.78%
VIX/VXV Rati0.858 0.867 0.899 0.879 0.821 0.811
Upper Band 0.935 0.938 0.940 0.935 0.932 0.932
Lower Band 0.789 0.779 0.770 0.768 0.765 0.765
vs 10d Avg 1.02% 1.61% 5.10% 2.86% -4.26% -6.41%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3250 3241 3244 3252 3245
Advancers 2342 1888 1223 855 1387 1813
% of Total 71.9% 58.1% 37.7% 26.4% 42.7% 55.9%
Decliners 823 1249 1901 2303 1760 1324
% of Total 25.3% 38.4% 58.7% 71.0% 54.1% 40.8%
Unchanged 91 113 117 86 105 108
New Highs 149 56 24 87 110 249
New Lows 17 31 24 14 17 20
Adv Volume 2403584 1396914 1258113 889244 1155830 1964822
% of Total 82.3% 46.4% 35.8% 25.2% 36.1% 60.0%
Decl Volume 497177 1557780 2211013 2602509 2003312 1275689
% of Total 17.0% 51.8% 62.9% 73.9% 62.6% 38.9%
Total Vol 2919696 3010003 3513978 3523442 3199250 3275648
ARMS Index 0.52 1.76 1.28 1.11 1.53 0.95
5 Day ARMS 6.2 6.63 5.62 6.14 5.84 5.41
McClellanOs 37 -39 -76 -42 43 79
McClellanSm 2066 2029 2068 2144 2186 2143
Cumul TICK 44,576 45973 -5701 -34620 33475 45067
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2894 2866 2863 2860 2857 2883
Advancers 1879 1626 1227 534 1307 1490
% of Total 64.9% 56.7% 42.9% 18.7% 45.7% 51.7%
Decliners 907 1142 1518 2263 1442 1316
% of Total 31.3% 39.8% 53.0% 79.1% 50.5% 45.6%
Unchanged 108 98 118 63 108 77
New Highs 106 38 21 70 116 166
New Lows 49 46 52 42 27 36
Adv Volume 1209022 1073248 854274 388831 632081 694904
% of Total 67.9% 63.8% 42.5% 17.5% 39.1% 43.1%
Decl Volume 553043 579511 1119035 1823081 956053 896381
% of Total 31.1% 34.5% 55.7% 82.0% 59.1% 55.6%
Total Vol 1780901 1681361 2008310 2222280 1616756 1612824
ARMS Index 1.29 1.08 0.19 0.09 0.89 1.53
5 Day ARMS 3.54 3.78 4.19 5.08 5.59 5.35
McClellanOs 17 -36 -68 -60 33 50
McClellanSm 1229 1212 1248 1316 1376 1343
Cumul TICK 37497 16312 12918 -22359 26701 28620
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 96180365 118938966 153067241 159521708 77805321 71784536
Upper Band 211360888 211674277 211467364 209578112 205943640 206210766
SPX Vol 1871110175 1984983209 2313876594 2363485665 1924810266 1967142891
Upper Band 2962598204 2960599809 2962949079 2954725168 2937954342 2937290368
NYSE Vol 2919696000 3010003000 3513978000 3523442000 3199250000 3275648000
Upper Band 4620613487 4612717928 4612454063 4609183918 4603846162 4603676621
Consolidated2919699751 3009915678 3514888800 3523338682 3199306148 3275148150
Upper Band 4619652557 4611774752 4611506921 4608085216 4602713781 4602548537
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Weekly Sentiment
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Sentiment 27-Mar 20-Mar 13-Mar 6-Mar 27-Feb 20-Feb
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AAII Bull 24 27 32 40 34 47
AAII Bear 38 32 25 23 20 18
Market Vane 63 61 58 64 65 65
II Bull 56.6 52 53.6 58.7 59.5 56.6
II Bear 14.1 14.3 14.1 14.1 14.1 14.1
OddLot ShRt 49.3 47.7 47.1 48.1 47.1 49.3
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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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