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April 6th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2064.87 2086.99 2056.52 2080.62 13.66 0.7%
S&P100 900.43 910.11 896.01 907.01 5.91 0.7%
VIX 15.75 15.76 14.04 14.74 0.07 0.5%
Nasdaq100 4286.16 4361.56 4283.91 4350.98 34.97 0.8%
VXN 16.72 18.19 16.38 16.58 -0.14 -0.8%
NYSE TICK -175 1013 -864 -6 ---- ----
PreCloseTICK178
Lead TICK 5657
CumAdj TICK 253
NYSE TRIN 0.93 0.93 0.93 0.93 ----
Dow Indus 17755.50 17941.79 17646.8 17880.85 117.6 0.7%
DJIA@10:00 17764.3
DJIA@3:00 17931.3
Last Hour -51.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 378 363 187 107 467 314
Decliners 121 135 309 393 32 183
Unchanged 2 3 5 1 2 4
A/D Ratio 3.12 2.69 0.61 0.27 14.59 1.72
A/D Thrust 75.75 72.89 37.70 21.40 93.59 63.18
Up Volume 1455643 1300814 930941 473408 1559279 1073638
Up Vol % 70.2% 70.2% 41.5% 22.7% 83.3% 54.1%
Dn Volume 605353 515371 1246222 1608405 281206 902847
Dn Vol % 29.2% 27.8% 55.6% 77.2% 15.0% 45.5%
Tot Volume 2072255 1853543 2242675 2083198 1871110 1984983
UpDn Thrust70.63 71.62 42.76 22.74 84.72 54.32
> Upr Bband 52 25 10 12 25 8
< Lwr Bband 4 4 4 7 2 18
New 20d Hi 104 50 24 41 45 12
New 20d Lo 32 21 66 22 6 37
New 52wk Hi 25 20 7 23 27 6
New 52wk Lo 2 2 3 2 1 6
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 71.09 55.89 32.97 51.82 68.98 45.33
UDT3 60.90 44.53 48.59 52.66 57.19 35.32
UDT5 57.33 53.96 47.25 41.45 41.76 35.46
UDT10 46.11 50.79 46.68 51.20 52.49 53.06
UDT20 51.56 49.01 48.33 47.61 48.26 47.80
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 76.43 64.34 43.66 56.35 64.91 41.33
UDT3 68.30 53.86 55.35 53.44 54.25 35.74
UDT5 63.66 57.97 49.78 43.70 44.47 40.85
UDT10 52.16 54.80 50.13 53.69 54.94 54.54
UDT20 53.74 50.66 49.42 48.31 48.67 47.49
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 74.32 61.99 37.20 23.27 54.89 61.03
ADT3 62.16 45.72 35.77 41.07 51.62 57.56
ADT5 60.27 57.75 50.28 45.06 45.22 35.06
ADT10 47.67 48.87 44.46 49.55 50.45 50.48
ADT20 52.02 48.74 48.22 47.49 47.81 46.85
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 67.79 58.33 46.98 57.59 67.12 49.69
ADT3 62.82 52.58 56.03 58.45 57.85 42.11
ADT5 60.72 58.40 53.50 48.32 48.92 45.63
ADT10 53.19 53.95 51.13 54.04 54.67 53.71
ADT20 54.06 51.20 50.76 50.05 50.06 49.37
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 381 312 178 210 447 196
2-day <50 120 189 323 291 54 305
2-day >98 22 5 1 2 6 3
2-day <2 1 1 1 1 1 9
5-day >50 344
5-day <50 157
5-day >90 2
5-day <10 0
9-day >50 325 259 187 228 329 172
9-day <50 176 242 314 273 172 329
9-day >80 3 2 2 2 3 4
9-day <20 0 0 1 2 1 3
14-day >50 321 263 207 246 313 195
14-day <50 180 238 294 255 188 306
14-day >70 15 7 6 11 13 8
14-day <30 2 3 6 7 4 9
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 11 10 10 12 10 12
>50d Avg 127 104 215 189 79 106
<50d Avg 373 396 285 311 421 394
Spread -246 -292 -70 -122 -342 -288
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 28 100 25 81 23 98
Outside Day 125 29 43 53 20 16
Spread -97 71 -18 28 3 82
Gap Up 12 5 1 3 115 6
Gap Down 5 0 50 7 1 12
Spread 7 5 -49 -4 114 -6
Top10%Range 44 42 83 11 67 59
Bot10%Range 11 25 19 156 15 14
Spread 33 17 64 -145 52 45
>UpperBand 52 25 10 12 25 8
<LowerBand 4 4 4 7 2 18
Spread 48 21 6 5 23 -10
WR20 34 14 25 8 15 8
NR20 8 26 6 11 20 33
Spread 26 -12 19 -3 -5 -25
1% up 167 108 48 25 311 108
1% down 26 23 136 178 9 46
Spread 141 85 -88 -153 302 62
2% up 58 35 19 3 80 35
2% down 8 8 22 34 3 11
Spread 50 27 -3 -31 77 24
5% up 5days 45 30 17 12 13 7
5% dn 5days 10 4 6 21 18 39
Spread 35 26 11 -9 -5 -32
+10% 5days 3 2 3 2 4 4
-10% 5days 0 0 1 2 1 2
Spread 3 2 2 0 3 2
+10% 20days 19 7 8 10 7 8
-10% 20days 1 9 16 21 24 29
Spread 18 -2 -8 -11 -17 -21
Close>Open 455 361 196 196 408 328
Close<Open 44 138 299 301 89 168
Spread 411 223 -103 -105 319 160
+1%fromOpen 262 115 51 43 149 107
-1%fromOpen 12 22 103 91 17 34
Spread 250 93 -52 -48 132 73
+2%fromOpen 80 41 13 7 28 30
-2%fromOpen 2 8 11 12 3 5
Spread 78 33 2 -5 25 25
Close>Midp 403 311 283 146 385 323
Close<Midp 96 188 216 351 113 176
Spread 307 123 67 -205 272 147
+1% vs Midp 69 41 27 8 33 31
-1% vs Midp 4 14 10 32 0 5
Spread 65 27 17 -24 33 26
+2% vs Midp 6 6 4 1 1 6
-2% vs Midp 0 4 1 1 0 0
Spread 6 2 3 0 1 6
>Yest High 246 187 53 52 390 154
<Yest Low 33 35 217 174 8 62
Spread 213 152 -164 -122 382 92
1%>YestHigh 82 45 8 7 158 42
1%<YestLow 10 7 84 45 1 17
Spread 72 38 -76 -38 157 25
>Yest Midp 396 367 151 168 463 310
<Yest Midp 102 132 347 329 36 187
Spread 294 235 -196 -161 427 123
1%>YestMidp 203 157 47 45 343 128
1%<YestMidp 30 32 175 129 4 59
Spread 173 125 -128 -84 339 69
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 53 45 29 62 62 20
1%of52wkLo 3 6 9 7 6 12
S;pread 50 39 20 55 56 8
50%<52wkHi 26 28 29 29 27 29
50%<52wkLo 6 6 6 6 6 7
Spread 20 22 23 23 21 22
1%of20dHi 184 110 73 124 118 37
1%of20dLo 112 106 156 81 57 165
Spread 72 4 -83 43 61 -128
10%<20dHi 20 21 32 28 32 42
10%<20dLo 30 16 12 19 15 8
Spread -10 5 20 9 17 34
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 335 231 167 180 293 136
<10d Avg 165 269 333 320 207 363
Spread 170 -38 -166 -140 86 -227
5% >10d Avg 24 8 5 6 8 7
5% <10d Avg 6 5 9 7 3 6
Spread 18 3 -4 -1 5 1
>20d Avg 323 264 232 260 317 193
<20d Avg 177 236 267 240 183 307
Spread 146 28 -35 20 134 -114
5% >20d Avg 46 27 16 15 24 9
5% <20d Avg 10 11 16 14 7 20
Spread 36 16 0 1 17 -11
>50d Avg 311 273 247 275 319 251
<50d Avg 189 227 253 225 181 249
Spread 122 46 -6 50 138 2
5% >50d Avg 73 65 55 72 91 69
5% <50d Avg 36 42 51 55 42 65
Spread 37 23 4 17 49 4
10%>50dAvg 12 10 9 14 19 14
10%<50dAvg 2 8 11 12 9 13
Spread 10 2 -2 2 10 1
>200d Avg 340 330 323 323 334 313
<200d Avg 160 170 177 177 166 187
Spread 180 160 146 146 168 126
10%>200dAvg 148 141 134 146 166 149
10%<200dAvg 44 57 62 61 56 64
Spread 104 84 72 85 110 85
25%>200dAvg 15 14 14 18 25 21
25%<200dAvg 9 13 15 14 14 17
Spread 6 1 -1 4 11 4
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 12 11 10 6 9 7
10d HV >50 8 8 9 12 10 9
20d HV <10 4 4 4 4 5 5
20d HV >50 6 6 5 6 6 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 114 46 22 31 53 14
RSI2 <10 24 31 23 13 7 91
Spread 90 15 -1 18 46 -77
RSI2 >98 22 5 1 2 6 3
RSI2 <2 1 1 1 1 1 9
Spread 21 4 0 1 5 -6
RSI14 >70 15 7 6 11 13 8
RSI14 <30 2 3 6 7 4 9
Spread 13 4 0 4 9 -1
RSI14 >80 0 1 1 1 2 2
RSI14 <20 0 0 0 0 0 0
Spread 0 1 1 1 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.02 15.51 16.27 16.05 14.57 16.07
Upper Band 18.15 18.18 18.19 18.11 18.07 18.20
Lower Band 12.68 12.71 12.52 12.36 12.13 11.78
vs 10d Avg -1.64% 2.97% 8.98% 9.15% -0.97% 8.22%
VIX 14.74 14.67 15.11 15.29 14.51 15.07
Upper Band 17.05 17.07 17.08 17.07 17.04 17.12
Lower Band 12.95 12.98 12.90 12.83 12.71 12.49
vs 10d Avg -0.18% 0.52% 3.96% 6.03% 0.37% 3.45%
VXV 16.82 17.22 17.34 17.54 16.92 17.39
Upper Band 18.39 18.41 18.42 18.41 18.39 18.41
Lower Band 16.19 16.25 16.18 16.14 16.09 16.02
vs 10d Avg -1.92% 0.48% 1.33% 3.04% -0.56% 1.91%
VIX/VXV Rati0.876 0.852 0.871 0.872 0.858 0.867
Upper Band 0.937 0.936 0.936 0.935 0.935 0.938
Lower Band 0.797 0.796 0.796 0.793 0.789 0.779
vs 10d Avg 1.83% 0.12% 2.69% 2.98% 1.02% 1.61%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3244 3253 3253 3254 3256 3250
Advancers 2256 2005 1658 1295 2342 1888
% of Total 69.5% 61.6% 51.0% 39.8% 71.9% 58.1%
Decliners 886 1139 1478 1855 823 1249
% of Total 27.3% 35.0% 45.4% 57.0% 25.3% 38.4%
Unchanged 102 109 117 104 91 113
New Highs 142 117 77 121 149 56
New Lows 12 13 30 33 17 31
Adv Volume 2491599 2342576 1868587 1111224 2403584 1396914
% of Total 75.4% 75.6% 52.3% 32.9% 82.3% 46.4%
Decl Volume 776662 713742 1620159 2224951 497177 1557780
% of Total 23.5% 23.0% 45.4% 65.9% 17.0% 51.8%
Total Vol 3305898 3099240 3572368 3376874 2919696 3010003
ARMS Index 0.93 0.51 1 1.49 0.52 1.76
5 Day ARMS 4.45 5.28 6.05 6.16 6.2 6.63
McClellanOs 95 38 1 -2 37 -39
McClellanSm 2198 2103 2065 2064 2066 2029
Cumul TICK 41,124 36698 32365 17838 44576 45973
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2879 2880 2885 2882 2894 2866
Advancers 1518 1663 1298 1107 1879 1626
% of Total 52.7% 57.7% 45.0% 38.4% 64.9% 56.7%
Decliners 1266 1106 1471 1669 907 1142
% of Total 44.0% 38.4% 51.0% 57.9% 31.3% 39.8%
Unchanged 95 111 116 106 108 98
New Highs 91 119 82 80 106 38
New Lows 26 35 63 43 49 46
Adv Volume 1133095 889664 702866 556282 1209022 1073248
% of Total 65.2% 56.7% 37.4% 30.2% 67.9% 63.8%
Decl Volume 585089 631272 1091478 1248416 553043 579511
% of Total 33.7% 40.2% 58.1% 67.9% 31.1% 34.5%
Total Vol 1738457 1568650 1879493 1839587 1780901 1681361
ARMS Index 0.83 0.88 0.1 0.95 1.29 1.08
5 Day ARMS 4.05 4.3 3.61 3.6 3.54 3.78
McClellanOs 17 6 -24 -16 17 -36
McClellanSm 1212 1195 1189 1213 1229 1212
Cumul TICK 40748 25268 29651 13275 37497 16312
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 114368155 86900906 0 126768703 96180365 118938966
Upper Band 203867521 212149193 224564209 211828380 211360888 211674277
SPX Vol 2072254565 1853543030 2242674671 2083198242 1871110175 1984983209
Upper Band 2940431275 2969962797 2969861265 2962797798 2962598204 2960599809
NYSE Vol 3305898000 3099240000 3572368000 3376874000 2919696000 3010003000
Upper Band 4592799224 4629584947 4629390876 4622360115 4620613487 4612717928
Consolidated3306158030 3099238723 3573231393 3376818746 2919699751 3009915678
Upper Band 4591874493 4628706307 4628516952 4621416626 4619652557 4611774752
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Weekly Sentiment
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Sentiment 2-Apr 27-Mar 20-Mar 13-Mar 6-Mar 27-Feb
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AAII Bull 35 38 27 32 40 34
AAII Bear 32 24 32 25 23 20
Market Vane 60 63 61 58 64 65
II Bull 54.5 56.6 52 53.6 58.7 59.5
II Bear 14.2 14.1 14.3 14.1 14.1 14.1
OddLot ShRt 50.9 49.3 47.7 47.1 48.1 47.1
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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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