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March 31st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2084.05 2084.05 2067.04 2067.89 -18.35 -0.9%
S&P100 910.39 910.39 901.86 901.99 -9.16 -1.0%
VIX 14.97 15.74 14.33 15.29 0.78 5.4%
Nasdaq100 4364.14 4377.36 4333.69 4333.69 -49.13 -1.1%
VXN 16.06 17.29 16.06 17.29 1.23 7.7%
NYSE TICK -73 1126 -1129 -148 ---- ----
PreCloseTICK-574
Lead TICK 1230
CumAdj TICK 76
NYSE TRIN 1.49 1.49 1.49 1.49 ----
Dow Indus 17965.37 17965.37 17773.02 17776.12 -200.2 -1.1%
DJIA@10:00 17875.8
DJIA@3:00 17895.7
Last Hour -19.1
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 107 467 314 176 59 111
Decliners 393 32 183 320 441 389
Unchanged 1 2 4 5 1 1
A/D Ratio 0.27 14.59 1.72 0.55 0.13 0.29
A/D Thrust 21.40 93.59 63.18 35.48 11.80 22.20
Up Volume 473408 1559279 1073638 863250 405834 440220
Up Vol % 22.7% 83.3% 54.1% 37.3% 17.2% 22.9%
Dn Volume 1608405 281206 902847 1433135 1955056 1484061
Dn Vol % 77.2% 15.0% 45.5% 61.9% 82.7% 77.1%
Tot Volume 2083198 1871110 1984983 2313877 2363486 1924810
UpDn Thrust22.74 84.72 54.32 37.59 17.19 22.88
> Upr Bband 12 25 8 5 2 9
< Lwr Bband 7 2 18 31 37 8
New 20d Hi 41 45 12 14 19 33
New 20d Lo 22 6 37 121 58 15
New 52wk Hi 23 27 6 3 11 23
New 52wk Lo 2 1 6 4 2 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 51.82 68.98 45.33 27.25 19.74 35.72
UDT3 52.66 57.19 35.32 25.97 28.71 61.33
UDT5 41.45 41.76 35.46 48.19 46.18 59.74
UDT10 51.20 52.49 53.06 50.59 54.27 57.78
UDT20 47.61 48.26 47.80 46.96 46.99 48.74
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 56.35 64.91 41.33 30.85 30.75 48.76
UDT3 53.44 54.25 35.74 32.64 40.54 64.60
UDT5 43.70 44.47 40.85 52.16 50.44 62.04
UDT10 53.69 54.94 54.54 52.52 55.87 59.20
UDT20 48.31 48.67 47.49 47.40 47.32 48.71
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 57.46 61.99 37.20 23.27 54.89 61.03
ADT3 59.36 45.72 35.77 41.07 51.62 57.56
ADT5 45.06 45.22 35.06 39.98 38.64 54.03
ADT10 49.55 50.45 50.48 46.21 51.44 55.06
ADT20 47.49 47.81 46.85 45.39 45.39 47.18
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 57.59 67.12 49.69 33.08 35.56 50.92
ADT3 58.45 57.85 42.11 36.75 42.95 60.40
ADT5 48.32 48.92 45.63 49.50 48.76 59.74
ADT10 54.04 54.67 53.71 50.77 54.12 57.14
ADT20 50.05 50.06 49.37 48.92 49.27 50.67
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 210 447 196 73 61 166
2-day <50 291 54 305 428 440 335
2-day >98 2 6 3 3 2 6
2-day <2 1 1 9 8 6 0
5-day >50 227
5-day <50 274
5-day >90 0
5-day <10 0
9-day >50 228 329 172 127 147 295
9-day <50 273 172 329 374 354 206
9-day >80 2 3 4 3 2 6
9-day <20 2 1 3 4 2 1
14-day >50 246 313 195 168 173 296
14-day <50 255 188 306 333 328 205
14-day >70 11 13 8 6 5 22
14-day <30 7 4 9 10 5 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 10 12 15 17 7
>50d Avg 189 79 106 174 194 105
<50d Avg 311 421 394 326 306 395
Spread -122 -342 -288 -152 -112 -290
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 81 23 98 13 14 49
Outside Day 53 20 16 17 44 48
Spread 28 3 82 -4 -30 1
Gap Up 3 115 6 4 3 2
Gap Down 7 1 12 67 13 28
Spread -4 114 -6 -63 -10 -26
Top10%Range 11 67 59 9 1 7
Bot10%Range 156 15 14 40 386 203
Spread -145 52 45 -31 -385 -196
>UpperBand 12 25 8 5 2 9
<LowerBand 7 2 18 31 37 8
Spread 5 23 -10 -26 -35 1
WR20 8 15 8 16 63 5
NR20 11 20 33 7 2 27
Spread -3 -5 -25 9 61 -22
1% up 25 311 108 35 42 26
1% down 178 9 46 77 357 153
Spread -153 302 62 -42 -315 -127
2% up 3 80 35 12 15 6
2% down 34 3 11 19 148 22
Spread -31 77 24 -7 -133 -16
5% up 5days 12 13 7 12 4 20
5% dn 5days 21 18 39 30 20 3
Spread -9 -5 -32 -18 -16 17
+10% 5days 2 4 4 2 1 1
-10% 5days 2 1 2 3 1 0
Spread 0 3 2 -1 0 1
+10% 20days 10 7 8 2 3 15
-10% 20days 21 24 29 27 24 21
Spread -11 -17 -21 -25 -21 -6
Close>Open 196 408 328 278 47 116
Close<Open 301 89 168 216 453 378
Spread -105 319 160 62 -406 -262
+1%fromOpen 43 149 107 73 19 24
-1%fromOpen 91 17 34 59 379 122
Spread -48 132 73 14 -360 -98
+2%fromOpen 7 28 30 16 5 7
-2%fromOpen 12 3 5 17 160 20
Spread -5 25 25 -1 -155 -13
Close>Midp 146 385 323 274 34 92
Close<Midp 351 113 176 224 466 406
Spread -205 272 147 50 -432 -314
+1% vs Midp 8 33 31 20 2 7
-1% vs Midp 32 0 5 23 236 36
Spread -24 33 26 -3 -234 -29
+2% vs Midp 1 1 6 3 0 0
-2% vs Midp 1 0 0 2 21 2
Spread 0 1 6 1 -21 -2
>Yest High 52 390 154 15 32 23
<Yest Low 174 8 62 275 409 283
Spread -122 382 92 -260 -377 -260
1%>YestHigh 7 158 42 7 17 5
1%<YestLow 45 1 17 52 292 94
Spread -38 157 25 -45 -275 -89
>Yest Midp 168 463 310 51 52 81
<Yest Midp 329 36 187 449 448 419
Spread -161 427 123 -398 -396 -338
1%>YestMidp 45 343 128 20 31 24
1%<YestMidp 129 4 59 291 390 223
Spread -84 339 69 -271 -359 -199
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 62 62 20 10 52 89
1%of52wkLo 7 6 12 7 3 3
S;pread 55 56 8 3 49 86
50%<52wkHi 29 27 29 27 25 25
50%<52wkLo 6 6 7 6 7 9
Spread 23 21 22 21 18 16
1%of20dHi 124 118 37 30 88 152
1%of20dLo 81 57 165 212 115 42
Spread 43 61 -128 -182 -27 110
10%<20dHi 28 32 42 42 25 30
10%<20dLo 19 15 8 10 13 17
Spread 9 17 34 32 12 13
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 180 293 136 104 145 349
<10d Avg 320 207 363 396 355 151
Spread -140 86 -227 -292 -210 198
5% >10d Avg 6 8 7 5 2 2
5% <10d Avg 7 3 6 13 8 2
Spread -1 5 1 -8 -6 0
>20d Avg 260 317 193 145 162 286
<20d Avg 240 183 307 355 338 214
Spread 20 134 -114 -210 -176 72
5% >20d Avg 15 24 9 8 7 21
5% <20d Avg 14 7 20 24 21 10
Spread 1 17 -11 -16 -14 11
>50d Avg 275 319 251 240 243 315
<50d Avg 225 181 249 260 257 185
Spread 50 138 2 -20 -14 130
5% >50d Avg 72 91 69 61 61 99
5% <50d Avg 55 42 65 66 58 39
Spread 17 49 4 -5 3 60
10%>50dAvg 14 19 14 9 11 25
10%<50dAvg 12 9 13 13 9 7
Spread 2 10 1 -4 2 18
>200d Avg 323 334 313 315 318 344
<200d Avg 177 166 187 185 182 156
Spread 146 168 126 130 136 188
10%>200dAvg 146 166 149 133 137 168
10%<200dAvg 61 56 64 62 59 54
Spread 85 110 85 71 78 114
25%>200dAvg 18 25 21 17 21 25
25%<200dAvg 14 14 17 16 14 15
Spread 4 11 4 1 7 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 6 9 7 7 8 8
10d HV >50 12 10 9 11 9 8
20d HV <10 4 5 5 4 4 5
20d HV >50 6 6 6 5 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 31 53 14 11 11 27
RSI2 <10 13 7 91 193 200 24
Spread 18 46 -77 -182 -189 3
RSI2 >98 2 6 3 3 2 6
RSI2 <2 1 1 9 8 6 0
Spread 1 5 -6 -5 -4 6
RSI14 >70 11 13 8 6 5 22
RSI14 <30 7 4 9 10 5 2
Spread 4 9 -1 -4 0 20
RSI14 >80 1 2 2 1 1 2
RSI14 <20 0 0 0 0 0 0
Spread 1 2 2 1 1 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.05 14.57 16.07 16.60 16.07 13.73
Upper Band 18.11 18.07 18.20 18.10 17.89 17.76
Lower Band 12.36 12.13 11.78 11.60 11.49 11.30
vs 10d Avg 9.15% -0.97% 8.22% 11.19% 8.10% -8.61%
VIX 15.29 14.51 15.07 15.80 15.44 13.62
Upper Band 17.07 17.04 17.12 17.12 16.99 16.90
Lower Band 12.83 12.71 12.49 12.32 12.26 12.18
vs 10d Avg 6.03% 0.37% 3.45% 7.78% 5.59% -7.75%
VXV 17.54 16.92 17.39 17.57 17.57 16.59
Upper Band 18.41 18.39 18.41 18.39 18.35 18.30
Lower Band 16.14 16.09 16.02 15.99 15.96 15.94
vs 10d Avg 3.04% -0.56% 1.91% 2.66% 2.77% -3.50%
VIX/VXV Rati0.872 0.858 0.867 0.899 0.879 0.821
Upper Band 0.935 0.935 0.938 0.940 0.935 0.932
Lower Band 0.793 0.789 0.779 0.770 0.768 0.765
vs 10d Avg 2.98% 1.02% 1.61% 5.10% 2.86% -4.26%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3254 3256 3250 3241 3244 3252
Advancers 1295 2342 1888 1223 855 1387
% of Total 39.8% 71.9% 58.1% 37.7% 26.4% 42.7%
Decliners 1855 823 1249 1901 2303 1760
% of Total 57.0% 25.3% 38.4% 58.7% 71.0% 54.1%
Unchanged 104 91 113 117 86 105
New Highs 121 149 56 24 87 110
New Lows 33 17 31 24 14 17
Adv Volume 1111224 2403584 1396914 1258113 889244 1155830
% of Total 32.9% 82.3% 46.4% 35.8% 25.2% 36.1%
Decl Volume 2224951 497177 1557780 2211013 2602509 2003312
% of Total 65.9% 17.0% 51.8% 62.9% 73.9% 62.6%
Total Vol 3376874 2919696 3010003 3513978 3523442 3199250
ARMS Index 1.49 0.52 1.76 1.28 1.11 1.53
5 Day ARMS 6.16 6.2 6.63 5.62 6.14 5.84
McClellanOs -2 37 -39 -76 -42 43
McClellanSm 2064 2066 2029 2068 2144 2186
Cumul TICK 17,838 44576 45973 -5701 -34620 33475
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2882 2894 2866 2863 2860 2857
Advancers 1107 1879 1626 1227 534 1307
% of Total 38.4% 64.9% 56.7% 42.9% 18.7% 45.7%
Decliners 1669 907 1142 1518 2263 1442
% of Total 57.9% 31.3% 39.8% 53.0% 79.1% 50.5%
Unchanged 106 108 98 118 63 108
New Highs 80 106 38 21 70 116
New Lows 43 49 46 52 42 27
Adv Volume 556282 1209022 1073248 854274 388831 632081
% of Total 30.2% 67.9% 63.8% 42.5% 17.5% 39.1%
Decl Volume 1248416 553043 579511 1119035 1823081 956053
% of Total 67.9% 31.1% 34.5% 55.7% 82.0% 59.1%
Total Vol 1839587 1780901 1681361 2008310 2222280 1616756
ARMS Index 0.95 1.29 1.08 0.19 0.09 0.89
5 Day ARMS 3.6 3.54 3.78 4.19 5.08 5.59
McClellanOs -16 17 -36 -68 -60 33
McClellanSm 1213 1229 1212 1248 1316 1376
Cumul TICK 13275 37497 16312 12918 -22359 26701
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 126768703 96180365 118938966 153067241 159521708 77805321
Upper Band 211828380 211360888 211674277 211467364 209578112 205943640
SPX Vol 2083198242 1871110175 1984983209 2313876594 2363485665 1924810266
Upper Band 2962797798 2962598204 2960599809 2962949079 2954725168 2937954342
NYSE Vol 3376874000 2919696000 3010003000 3513978000 3523442000 3199250000
Upper Band 4622360115 4620613487 4612717928 4612454063 4609183918 4603846162
Consolidated3376818746 2919699751 3009915678 3514888800 3523338682 3199306148
Upper Band 4621416626 4619652557 4611774752 4611506921 4608085216 4602713781
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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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