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April 8th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2076.94 2086.69 2073.3 2081.9 5.57 0.3%
S&P100 906.46 910.96 903.9 907.58 1.32 0.1%
VIX 14.59 14.77 13.75 13.98 -0.8 -5.4%
Nasdaq100 4345.22 4382.82 4345.09 4375.96 31.88 0.7%
VXN 16.39 16.39 15.45 15.45 -0.94 -5.7%
NYSE TICK 257 1196 -1101 153 ---- ----
PreCloseTICK459
Lead TICK 2078
CumAdj TICK 172
NYSE TRIN 1.21 1.21 1.21 1.21 ----
Dow Indus 17877.62 17976.20 17822.23 17902.51 27.1 0.2%
DJIA@10:00 17964.3
DJIA@3:00 17882.9
Last Hour -69.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 315 164 378 363 187 107
Decliners 184 331 121 135 309 393
Unchanged 2 6 2 3 5 1
A/D Ratio 1.71 0.50 3.12 2.69 0.61 0.27
A/D Thrust 63.13 33.13 75.75 72.89 37.70 21.40
Up Volume 1159123 656879 1455643 1300814 930941 473408
Up Vol % 61.6% 37.2% 70.2% 70.2% 41.5% 22.7%
Dn Volume 716325 1081857 605353 515371 1246222 1608405
Dn Vol % 38.1% 61.3% 29.2% 27.8% 55.6% 77.2%
Tot Volume 1882558 1765675 2072255 1853543 2242675 2083198
UpDn Thrust61.81 37.78 70.63 71.62 42.76 22.74
> Upr Bband 10 26 52 25 10 12
< Lwr Bband 2 6 4 4 4 7
New 20d Hi 44 61 104 50 24 41
New 20d Lo 15 14 32 21 66 22
New 52wk Hi 11 10 25 20 7 23
New 52wk Lo 0 0 2 2 3 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 50.25 55.60 71.09 55.89 32.97 51.82
UDT3 57.65 60.78 60.90 44.53 48.59 52.66
UDT5 56.92 48.79 57.33 53.96 47.25 41.45
UDT10 48.85 45.18 46.11 50.79 46.68 51.20
UDT20 53.53 50.62 51.56 49.01 48.33 47.61
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 51.22 60.79 76.43 64.34 43.66 56.35
UDT3 59.84 65.98 68.30 53.86 55.35 53.44
UDT5 61.68 56.56 63.66 57.97 49.78 43.70
UDT10 52.66 50.55 52.16 54.80 50.13 53.69
UDT20 56.10 53.71 53.74 50.66 49.42 48.31
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 48.19 61.99 37.20 23.27 54.89 61.03
ADT3 57.40 45.72 35.77 41.07 51.62 57.56
ADT5 56.57 48.19 60.27 57.75 50.28 45.06
ADT10 50.81 46.71 47.67 48.87 44.46 49.55
ADT20 52.93 50.11 52.02 48.74 48.22 47.49
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 52.54 58.20 67.79 58.33 46.98 57.59
ADT3 58.96 60.06 62.82 52.58 56.03 58.45
ADT5 58.71 54.83 60.72 58.40 53.50 48.32
ADT10 53.51 51.87 53.19 53.95 51.13 54.04
ADT20 55.33 53.65 54.06 51.20 50.76 50.05
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 319 246 381 312 178 210
2-day <50 182 255 120 189 323 291
2-day >98 10 12 22 5 1 2
2-day <2 1 2 1 1 1 1
5-day >50 320
5-day <50 181
5-day >90 0
5-day <10 0
9-day >50 312 269 325 259 187 228
9-day <50 189 232 176 242 314 273
9-day >80 0 0 3 2 2 2
9-day <20 0 0 0 0 1 2
14-day >50 306 281 321 263 207 246
14-day <50 195 220 180 238 294 255
14-day >70 6 6 15 7 6 11
14-day <30 0 0 2 3 6 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 6 5 11 10 10 12
>50d Avg 112 75 127 104 215 189
<50d Avg 388 425 373 396 285 311
Spread -276 -350 -246 -292 -70 -122
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 63 135 28 100 25 81
Outside Day 72 17 125 29 43 53
Spread -9 118 -97 71 -18 28
Gap Up 2 5 12 5 1 3
Gap Down 6 2 5 0 50 7
Spread -4 3 7 5 -49 -4
Top10%Range 61 5 44 42 83 11
Bot10%Range 24 241 11 25 19 156
Spread 37 -236 33 17 64 -145
>UpperBand 10 26 52 25 10 12
<LowerBand 2 6 4 4 4 7
Spread 8 20 48 21 6 5
WR20 5 2 34 14 25 8
NR20 25 34 8 26 6 11
Spread -20 -32 26 -12 19 -3
1% up 83 38 167 108 48 25
1% down 34 116 26 23 136 178
Spread 49 -78 141 85 -88 -153
2% up 22 8 58 35 19 3
2% down 10 18 8 8 22 34
Spread 12 -10 50 27 -3 -31
5% up 5days 31 27 45 30 17 12
5% dn 5days 6 12 10 4 6 21
Spread 25 15 35 26 11 -9
+10% 5days 1 4 3 2 3 2
-10% 5days 0 2 0 0 1 2
Spread 1 2 3 2 2 0
+10% 20days 30 17 19 7 8 10
-10% 20days 2 3 1 9 16 21
Spread 28 14 18 -2 -8 -11
Close>Open 302 150 455 361 196 196
Close<Open 196 348 44 138 299 301
Spread 106 -198 411 223 -103 -105
+1%fromOpen 75 34 262 115 51 43
-1%fromOpen 38 115 12 22 103 91
Spread 37 -81 250 93 -52 -48
+2%fromOpen 19 6 80 41 13 7
-2%fromOpen 14 16 2 8 11 12
Spread 5 -10 78 33 2 -5
Close>Midp 290 101 403 311 283 146
Close<Midp 205 398 96 188 216 351
Spread 85 -297 307 123 67 -205
+1% vs Midp 19 4 69 41 27 8
-1% vs Midp 18 33 4 14 10 32
Spread 1 -29 65 27 17 -24
+2% vs Midp 1 0 6 6 4 1
-2% vs Midp 2 0 0 4 1 1
Spread -1 0 6 2 3 0
>Yest High 79 74 246 187 53 52
<Yest Low 109 90 33 35 217 174
Spread -30 -16 213 152 -164 -122
1%>YestHigh 13 17 82 45 8 7
1%<YestLow 12 20 10 7 84 45
Spread 1 -3 72 38 -76 -38
>Yest Midp 211 266 396 367 151 168
<Yest Midp 285 234 102 132 347 329
Spread -74 32 294 235 -196 -161
1%>YestMidp 56 87 203 157 47 45
1%<YestMidp 71 78 30 32 175 129
Spread -15 9 173 125 -128 -84
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 41 52 53 45 29 62
1%of52wkLo 2 2 3 6 9 7
S;pread 39 50 50 39 20 55
50%<52wkHi 26 26 26 28 29 29
50%<52wkLo 7 6 6 6 6 6
Spread 19 20 20 22 23 23
1%of20dHi 134 181 184 110 73 124
1%of20dLo 63 44 112 106 156 81
Spread 71 137 72 4 -83 43
10%<20dHi 8 14 20 21 32 28
10%<20dLo 32 31 30 16 12 19
Spread -24 -17 -10 5 20 9
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 353 292 335 231 167 180
<10d Avg 147 208 165 269 333 320
Spread 206 84 170 -38 -166 -140
5% >10d Avg 6 16 24 8 5 6
5% <10d Avg 0 5 6 5 9 7
Spread 6 11 18 3 -4 -1
>20d Avg 306 285 323 264 232 260
<20d Avg 194 215 177 236 267 240
Spread 112 70 146 28 -35 20
5% >20d Avg 32 37 46 27 16 15
5% <20d Avg 5 12 10 11 16 14
Spread 27 25 36 16 0 1
>50d Avg 292 286 311 273 247 275
<50d Avg 208 214 189 227 253 225
Spread 84 72 122 46 -6 50
5% >50d Avg 66 58 73 65 55 72
5% <50d Avg 26 35 36 42 51 55
Spread 40 23 37 23 4 17
10%>50dAvg 7 8 12 10 9 14
10%<50dAvg 2 4 2 8 11 12
Spread 5 4 10 2 -2 2
>200d Avg 332 333 340 330 323 323
<200d Avg 168 167 160 170 177 177
Spread 164 166 180 160 146 146
10%>200dAvg 141 137 148 141 134 146
10%<200dAvg 46 46 44 57 62 61
Spread 95 91 104 84 72 85
25%>200dAvg 16 15 15 14 14 18
25%<200dAvg 8 9 9 13 15 14
Spread 8 6 6 1 -1 4
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 14 13 12 11 10 6
10d HV >50 9 8 8 8 9 12
20d HV <10 4 4 4 4 4 4
20d HV >50 5 5 6 6 5 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 56 49 114 46 22 31
RSI2 <10 9 29 24 31 23 13
Spread 47 20 90 15 -1 18
RSI2 >98 10 12 22 5 1 2
RSI2 <2 1 2 1 1 1 1
Spread 9 10 21 4 0 1
RSI14 >70 6 6 15 7 6 11
RSI14 <30 0 0 2 3 6 7
Spread 6 6 13 4 0 4
RSI14 >80 0 0 0 1 1 1
RSI14 <20 0 0 0 0 0 0
Spread 0 0 0 1 1 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.39 15.06 15.02 15.51 16.27 16.05
Upper Band 17.91 18.16 18.15 18.18 18.19 18.11
Lower Band 12.67 12.71 12.68 12.71 12.52 12.36
vs 10d Avg -7.53% -2.81% -1.64% 2.97% 8.98% 9.15%
VIX 13.98 14.78 14.74 14.67 15.11 15.29
Upper Band 16.79 17.04 17.05 17.07 17.08 17.07
Lower Band 12.92 12.93 12.95 12.98 12.90 12.83
vs 10d Avg -6.42% -0.83% -0.18% 0.52% 3.96% 6.03%
VXV 16.40 16.80 16.82 17.22 17.34 17.54
Upper Band 18.26 18.39 18.39 18.41 18.42 18.41
Lower Band 16.09 16.15 16.19 16.25 16.18 16.14
vs 10d Avg -4.41% -2.19% -1.92% 0.48% 1.33% 3.04%
VIX/VXV Rati0.852 0.880 0.876 0.852 0.871 0.872
Upper Band 0.931 0.937 0.937 0.936 0.936 0.935
Lower Band 0.797 0.797 0.797 0.796 0.796 0.793
vs 10d Avg -2.08% 1.42% 1.83% 0.12% 2.69% 2.98%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3241 3241 3244 3253 3253 3254
Advancers 1897 1403 2256 2005 1658 1295
% of Total 58.5% 43.3% 69.5% 61.6% 51.0% 39.8%
Decliners 1239 1742 886 1139 1478 1855
% of Total 38.2% 53.7% 27.3% 35.0% 45.4% 57.0%
Unchanged 105 96 102 109 117 104
New Highs 127 108 142 117 77 121
New Lows 9 6 12 13 30 33
Adv Volume 1854496 1330424 2491599 2342576 1868587 1111224
% of Total 56.8% 43.5% 75.4% 75.6% 52.3% 32.9%
Decl Volume 1344174 1688447 776662 713742 1620159 2224951
% of Total 41.1% 55.2% 23.5% 23.0% 45.4% 65.9%
Total Vol 3267733 3060260 3305898 3099240 3572368 3376874
ARMS Index 1.21 1.08 0.93 0.51 1 1.49
5 Day ARMS 4.73 5.01 4.45 5.28 6.05 6.16
McClellanOs 76 58 95 38 1 -2
McClellanSm 2332 2256 2198 2103 2065 2064
Cumul TICK 38,670 3826 41124 36698 32365 17838
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2868 2866 2879 2880 2885 2882
Advancers 1767 1289 1518 1663 1298 1107
% of Total 61.6% 45.0% 52.7% 57.7% 45.0% 38.4%
Decliners 997 1473 1266 1106 1471 1669
% of Total 34.8% 51.4% 44.0% 38.4% 51.0% 57.9%
Unchanged 104 104 95 111 116 106
New Highs 96 86 91 119 82 80
New Lows 32 58 26 35 63 43
Adv Volume 1173591 743175 1133095 889664 702866 556282
% of Total 68.3% 47.1% 65.2% 56.7% 37.4% 30.2%
Decl Volume 527587 801411 585089 631272 1091478 1248416
% of Total 30.7% 50.8% 33.7% 40.2% 58.1% 67.9%
Total Vol 1717860 1576617 1738457 1568650 1879493 1839587
ARMS Index 0.82 0.97 0.83 0.88 0.1 0.95
5 Day ARMS 3.6 3.73 4.05 4.3 3.61 3.6
McClellanOs 40 3 17 6 -24 -16
McClellanSm 1255 1215 1212 1195 1189 1213
Cumul TICK 27436 12722 40748 25268 29651 13275
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 89351939 81231637 114368155 86900906 0 126768703
Upper Band 200999155 204352095 203867521 212149193 224564209 211828380
SPX Vol 1882558256 1765675164 2072254565 1853543030 2242674671 2083198242
Upper Band 2933191606 2947584613 2940431275 2969962797 2969861265 2962797798
NYSE Vol 3267733000 3060260000 3305898000 3099240000 3572368000 3376874000
Upper Band 4572262000 4593145110 4592799224 4629584947 4629390876 4622360115
Consolidated3267641486 3068802264 3306158030 3099238723 3573231393 3376818746
Upper Band 4571308826 4592012467 4591874493 4628706307 4628516952 4621416626
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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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