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April 1st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2067.63 2067.63 2048.38 2059.69 -8.2 -0.4%
S&P100 902.11 902.11 893.23 898.17 -3.82 -0.4%
VIX 15.32 16.66 15.08 15.11 -0.18 -1.2%
Nasdaq100 4328.17 4334.56 4284.06 4311.26 -22.43 -0.5%
VXN 17.36 18.64 17.22 17.35 0.06 0.3%
NYSE TICK -217 1142 -1171 -90 ---- ----
PreCloseTICK674
Lead TICK 380
CumAdj TICK 230
NYSE TRIN 1.00 1.00 1.00 1.00 ----
Dow Indus 17778.52 17778.52 17585.01 17698.18 -77.9 -0.4%
DJIA@10:00 17612.6
DJIA@3:00 17681.9
Last Hour 179.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 187 107 467 314 176 59
Decliners 309 393 32 183 320 441
Unchanged 5 1 2 4 5 1
A/D Ratio 0.61 0.27 14.59 1.72 0.55 0.13
A/D Thrust 37.70 21.40 93.59 63.18 35.48 11.80
Up Volume 930941 473408 1559279 1073638 863250 405834
Up Vol % 41.5% 22.7% 83.3% 54.1% 37.3% 17.2%
Dn Volume 1246222 1608405 281206 902847 1433135 1955056
Dn Vol % 55.6% 77.2% 15.0% 45.5% 61.9% 82.7%
Tot Volume 2242675 2083198 1871110 1984983 2313877 2363486
UpDn Thrust42.76 22.74 84.72 54.32 37.59 17.19
> Upr Bband 10 12 25 8 5 2
< Lwr Bband 4 7 2 18 31 37
New 20d Hi 24 41 45 12 14 19
New 20d Lo 66 22 6 37 121 58
New 52wk Hi 7 23 27 6 3 11
New 52wk Lo 3 2 1 6 4 2
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 32.97 51.82 68.98 45.33 27.25 19.74
UDT3 48.59 52.66 57.19 35.32 25.97 28.71
UDT5 47.25 41.45 41.76 35.46 48.19 46.18
UDT10 46.68 51.20 52.49 53.06 50.59 54.27
UDT20 48.33 47.61 48.26 47.80 46.96 46.99
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 43.66 56.35 64.91 41.33 30.85 30.75
UDT3 55.35 53.44 54.25 35.74 32.64 40.54
UDT5 49.78 43.70 44.47 40.85 52.16 50.44
UDT10 50.13 53.69 54.94 54.54 52.52 55.87
UDT20 49.42 48.31 48.67 47.49 47.40 47.32
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 29.52 61.99 37.20 23.27 54.89 61.03
ADT3 50.90 45.72 35.77 41.07 51.62 57.56
ADT5 50.28 45.06 45.22 35.06 39.98 38.64
ADT10 44.46 49.55 50.45 50.48 46.21 51.44
ADT20 48.22 47.49 47.81 46.85 45.39 45.39
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 46.98 57.59 67.12 49.69 33.08 35.56
ADT3 56.03 58.45 57.85 42.11 36.75 42.95
ADT5 53.50 48.32 48.92 45.63 49.50 48.76
ADT10 51.13 54.04 54.67 53.71 50.77 54.12
ADT20 50.76 50.05 50.06 49.37 48.92 49.27
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 178 210 447 196 73 61
2-day <50 323 291 54 305 428 440
2-day >98 1 2 6 3 3 2
2-day <2 1 1 1 9 8 6
5-day >50 181
5-day <50 320
5-day >90 0
5-day <10 1
9-day >50 187 228 329 172 127 147
9-day <50 314 273 172 329 374 354
9-day >80 2 2 3 4 3 2
9-day <20 1 2 1 3 4 2
14-day >50 207 246 313 195 168 173
14-day <50 294 255 188 306 333 328
14-day >70 6 11 13 8 6 5
14-day <30 6 7 4 9 10 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 12 10 12 15 17
>50d Avg 215 189 79 106 174 194
<50d Avg 285 311 421 394 326 306
Spread -70 -122 -342 -288 -152 -112
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 25 81 23 98 13 14
Outside Day 43 53 20 16 17 44
Spread -18 28 3 82 -4 -30
Gap Up 1 3 115 6 4 3
Gap Down 50 7 1 12 67 13
Spread -49 -4 114 -6 -63 -10
Top10%Range 83 11 67 59 9 1
Bot10%Range 19 156 15 14 40 386
Spread 64 -145 52 45 -31 -385
>UpperBand 10 12 25 8 5 2
<LowerBand 4 7 2 18 31 37
Spread 6 5 23 -10 -26 -35
WR20 25 8 15 8 16 63
NR20 6 11 20 33 7 2
Spread 19 -3 -5 -25 9 61
1% up 48 25 311 108 35 42
1% down 136 178 9 46 77 357
Spread -88 -153 302 62 -42 -315
2% up 19 3 80 35 12 15
2% down 22 34 3 11 19 148
Spread -3 -31 77 24 -7 -133
5% up 5days 17 12 13 7 12 4
5% dn 5days 6 21 18 39 30 20
Spread 11 -9 -5 -32 -18 -16
+10% 5days 3 2 4 4 2 1
-10% 5days 1 2 1 2 3 1
Spread 2 0 3 2 -1 0
+10% 20days 8 10 7 8 2 3
-10% 20days 16 21 24 29 27 24
Spread -8 -11 -17 -21 -25 -21
Close>Open 196 196 408 328 278 47
Close<Open 299 301 89 168 216 453
Spread -103 -105 319 160 62 -406
+1%fromOpen 51 43 149 107 73 19
-1%fromOpen 103 91 17 34 59 379
Spread -52 -48 132 73 14 -360
+2%fromOpen 13 7 28 30 16 5
-2%fromOpen 11 12 3 5 17 160
Spread 2 -5 25 25 -1 -155
Close>Midp 283 146 385 323 274 34
Close<Midp 216 351 113 176 224 466
Spread 67 -205 272 147 50 -432
+1% vs Midp 27 8 33 31 20 2
-1% vs Midp 10 32 0 5 23 236
Spread 17 -24 33 26 -3 -234
+2% vs Midp 4 1 1 6 3 0
-2% vs Midp 1 1 0 0 2 21
Spread 3 0 1 6 1 -21
>Yest High 53 52 390 154 15 32
<Yest Low 217 174 8 62 275 409
Spread -164 -122 382 92 -260 -377
1%>YestHigh 8 7 158 42 7 17
1%<YestLow 84 45 1 17 52 292
Spread -76 -38 157 25 -45 -275
>Yest Midp 151 168 463 310 51 52
<Yest Midp 347 329 36 187 449 448
Spread -196 -161 427 123 -398 -396
1%>YestMidp 47 45 343 128 20 31
1%<YestMidp 175 129 4 59 291 390
Spread -128 -84 339 69 -271 -359
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 29 62 62 20 10 52
1%of52wkLo 9 7 6 12 7 3
S;pread 20 55 56 8 3 49
50%<52wkHi 29 29 27 29 27 25
50%<52wkLo 6 6 6 7 6 7
Spread 23 23 21 22 21 18
1%of20dHi 73 124 118 37 30 88
1%of20dLo 156 81 57 165 212 115
Spread -83 43 61 -128 -182 -27
10%<20dHi 32 28 32 42 42 25
10%<20dLo 12 19 15 8 10 13
Spread 20 9 17 34 32 12
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 167 180 293 136 104 145
<10d Avg 333 320 207 363 396 355
Spread -166 -140 86 -227 -292 -210
5% >10d Avg 5 6 8 7 5 2
5% <10d Avg 9 7 3 6 13 8
Spread -4 -1 5 1 -8 -6
>20d Avg 232 260 317 193 145 162
<20d Avg 267 240 183 307 355 338
Spread -35 20 134 -114 -210 -176
5% >20d Avg 16 15 24 9 8 7
5% <20d Avg 16 14 7 20 24 21
Spread 0 1 17 -11 -16 -14
>50d Avg 247 275 319 251 240 243
<50d Avg 253 225 181 249 260 257
Spread -6 50 138 2 -20 -14
5% >50d Avg 55 72 91 69 61 61
5% <50d Avg 51 55 42 65 66 58
Spread 4 17 49 4 -5 3
10%>50dAvg 9 14 19 14 9 11
10%<50dAvg 11 12 9 13 13 9
Spread -2 2 10 1 -4 2
>200d Avg 323 323 334 313 315 318
<200d Avg 177 177 166 187 185 182
Spread 146 146 168 126 130 136
10%>200dAvg 134 146 166 149 133 137
10%<200dAvg 62 61 56 64 62 59
Spread 72 85 110 85 71 78
25%>200dAvg 14 18 25 21 17 21
25%<200dAvg 15 14 14 17 16 14
Spread -1 4 11 4 1 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 10 6 9 7 7 8
10d HV >50 9 12 10 9 11 9
20d HV <10 4 4 5 5 4 4
20d HV >50 5 6 6 6 5 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 22 31 53 14 11 11
RSI2 <10 23 13 7 91 193 200
Spread -1 18 46 -77 -182 -189
RSI2 >98 1 2 6 3 3 2
RSI2 <2 1 1 1 9 8 6
Spread 0 1 5 -6 -5 -4
RSI14 >70 6 11 13 8 6 5
RSI14 <30 6 7 4 9 10 5
Spread 0 4 9 -1 -4 0
RSI14 >80 1 1 2 2 1 1
RSI14 <20 0 0 0 0 0 0
Spread 1 1 2 2 1 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.27 16.05 14.57 16.07 16.60 16.07
Upper Band 18.19 18.11 18.07 18.20 18.10 17.89
Lower Band 12.52 12.36 12.13 11.78 11.60 11.49
vs 10d Avg 8.98% 9.15% -0.97% 8.22% 11.19% 8.10%
VIX 15.11 15.29 14.51 15.07 15.80 15.44
Upper Band 17.08 17.07 17.04 17.12 17.12 16.99
Lower Band 12.90 12.83 12.71 12.49 12.32 12.26
vs 10d Avg 3.96% 6.03% 0.37% 3.45% 7.78% 5.59%
VXV 17.34 17.54 16.92 17.39 17.57 17.57
Upper Band 18.42 18.41 18.39 18.41 18.39 18.35
Lower Band 16.18 16.14 16.09 16.02 15.99 15.96
vs 10d Avg 1.33% 3.04% -0.56% 1.91% 2.66% 2.77%
VIX/VXV Rati0.871 0.872 0.858 0.867 0.899 0.879
Upper Band 0.936 0.935 0.935 0.938 0.940 0.935
Lower Band 0.796 0.793 0.789 0.779 0.770 0.768
vs 10d Avg 2.69% 2.98% 1.02% 1.61% 5.10% 2.86%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3253 3254 3256 3250 3241 3244
Advancers 1658 1295 2342 1888 1223 855
% of Total 51.0% 39.8% 71.9% 58.1% 37.7% 26.4%
Decliners 1478 1855 823 1249 1901 2303
% of Total 45.4% 57.0% 25.3% 38.4% 58.7% 71.0%
Unchanged 117 104 91 113 117 86
New Highs 77 121 149 56 24 87
New Lows 30 33 17 31 24 14
Adv Volume 1868587 1111224 2403584 1396914 1258113 889244
% of Total 52.3% 32.9% 82.3% 46.4% 35.8% 25.2%
Decl Volume 1620159 2224951 497177 1557780 2211013 2602509
% of Total 45.4% 65.9% 17.0% 51.8% 62.9% 73.9%
Total Vol 3572368 3376874 2919696 3010003 3513978 3523442
ARMS Index 1.00 1.49 0.52 1.76 1.28 1.11
5 Day ARMS 6.05 6.16 6.2 6.63 5.62 6.14
McClellanOs 1 -2 37 -39 -76 -42
McClellanSm 2065 2064 2066 2029 2068 2144
Cumul TICK 32,365 17838 44576 45973 -5701 -34620
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2885 2882 2894 2866 2863 2860
Advancers 1298 1107 1879 1626 1227 534
% of Total 45.0% 38.4% 64.9% 56.7% 42.9% 18.7%
Decliners 1471 1669 907 1142 1518 2263
% of Total 51.0% 57.9% 31.3% 39.8% 53.0% 79.1%
Unchanged 116 106 108 98 118 63
New Highs 82 80 106 38 21 70
New Lows 63 43 49 46 52 42
Adv Volume 702866 556282 1209022 1073248 854274 388831
% of Total 37.4% 30.2% 67.9% 63.8% 42.5% 17.5%
Decl Volume 1091478 1248416 553043 579511 1119035 1823081
% of Total 58.1% 67.9% 31.1% 34.5% 55.7% 82.0%
Total Vol 1879493 1839587 1780901 1681361 2008310 2222280
ARMS Index 0.1 0.95 1.29 1.08 0.19 0.09
5 Day ARMS 3.61 3.6 3.54 3.78 4.19 5.08
McClellanOs -24 -16 17 -36 -68 -60
McClellanSm 1189 1213 1229 1212 1248 1316
Cumul TICK 29651 13275 37497 16312 12918 -22359
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 0 126768703 96180365 118938966 153067241 159521708
Upper Band 224564209 211828380 211360888 211674277 211467364 209578112
SPX Vol 2242674671 2083198242 1871110175 1984983209 2313876594 2363485665
Upper Band 2969861265 2962797798 2962598204 2960599809 2962949079 2954725168
NYSE Vol 3572368000 3376874000 2919696000 3010003000 3513978000 3523442000
Upper Band 4629390876 4622360115 4620613487 4612717928 4612454063 4609183918
Consolidated3573231393 3376818746 2919699751 3009915678 3514888800 3523338682
Upper Band 4628516952 4621416626 4619652557 4611774752 4611506921 4608085216
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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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