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April 9th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2081.29 2093.31 2074.29 2091.18 9.28 0.4%
S&P100 907.44 913.64 904.59 912.62 5.04 0.6%
VIX 14.14 14.59 13.09 13.09 -0.89 -6.4%
Nasdaq100 4375.78 4405.65 4361.23 4403.95 27.99 0.6%
VXN 15.54 15.94 14.7 14.7 -0.75 -4.9%
NYSE TICK 17 1050 -1094 220 ---- ----
PreCloseTICK276
Lead TICK 3793
CumAdj TICK -299
NYSE TRIN 0.74 0.74 0.74 0.74 ----
Dow Indus 17897.70 17984.22 17823.1 17958.73 56.2 0.3%
DJIA@10:00 17895.2
DJIA@3:00 17921.9
Last Hour 44.1
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 325 315 164 378 363 187
Decliners 170 184 331 121 135 309
Unchanged 6 2 6 2 3 5
A/D Ratio 1.91 1.71 0.50 3.12 2.69 0.61
A/D Thrust 65.66 63.13 33.13 75.75 72.89 37.70
Up Volume 1322588 1159123 656879 1455643 1300814 930941
Up Vol % 69.8% 61.6% 37.2% 70.2% 70.2% 41.5%
Dn Volume 556989 716325 1081857 605353 515371 1246222
Dn Vol % 29.4% 38.1% 61.3% 29.2% 27.8% 55.6%
Tot Volume 1893752 1882558 1765675 2072255 1853543 2242675
UpDn Thrust70.37 61.81 37.78 70.63 71.62 42.76
> Upr Bband 32 10 26 52 25 10
< Lwr Bband 5 2 6 4 4 4
New 20d Hi 68 44 61 104 50 24
New 20d Lo 18 15 14 32 21 66
New 52wk Hi 15 11 10 25 20 7
New 52wk Lo 1 0 0 2 2 3
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 66.12 50.25 55.60 71.09 55.89 32.97
UDT3 57.13 57.65 60.78 60.90 44.53 48.59
UDT5 62.93 56.92 48.79 57.33 53.96 47.25
UDT10 54.65 48.85 45.18 46.11 50.79 46.68
UDT20 54.45 53.53 50.62 51.56 49.01 48.33
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.96 51.22 60.79 76.43 64.34 43.66
UDT3 53.47 59.84 65.98 68.30 53.86 55.35
UDT5 62.74 61.68 56.56 63.66 57.97 49.78
UDT10 56.16 52.66 50.55 52.16 54.80 50.13
UDT20 56.00 56.10 53.71 53.74 50.66 49.42
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 64.39 61.99 37.20 23.27 54.89 61.03
ADT3 54.00 45.72 35.77 41.07 51.62 57.56
ADT5 62.15 56.57 48.19 60.27 57.75 50.28
ADT10 56.21 50.81 46.71 47.67 48.87 44.46
ADT20 53.82 52.93 50.11 52.02 48.74 48.22
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.47 52.54 58.20 67.79 58.33 46.98
ADT3 51.83 58.96 60.06 62.82 52.58 56.03
ADT5 58.23 58.71 54.83 60.72 58.40 53.50
ADT10 55.86 53.51 51.87 53.19 53.95 51.13
ADT20 54.99 55.33 53.65 54.06 51.20 50.76
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 351 319 246 381 312 178
2-day <50 150 182 255 120 189 323
2-day >98 12 10 12 22 5 1
2-day <2 0 1 2 1 1 1
5-day >50 341
5-day <50 160
5-day >90 1
5-day <10 0
9-day >50 327 312 269 325 259 187
9-day <50 174 189 232 176 242 314
9-day >80 0 0 0 3 2 2
9-day <20 0 0 0 0 0 1
14-day >50 322 306 281 321 263 207
14-day <50 179 195 220 180 238 294
14-day >70 10 6 6 15 7 6
14-day <30 0 0 0 2 3 6
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 9 6 5 11 10 10
>50d Avg 95 112 75 127 104 215
<50d Avg 405 388 425 373 396 285
Spread -310 -276 -350 -246 -292 -70
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 66 63 135 28 100 25
Outside Day 62 72 17 125 29 43
Spread 4 -9 118 -97 71 -18
Gap Up 5 2 5 12 5 1
Gap Down 4 6 2 5 0 50
Spread 1 -4 3 7 5 -49
Top10%Range 99 61 5 44 42 83
Bot10%Range 14 24 241 11 25 19
Spread 85 37 -236 33 17 64
>UpperBand 32 10 26 52 25 10
<LowerBand 5 2 6 4 4 4
Spread 27 8 20 48 21 6
WR20 11 5 2 34 14 25
NR20 21 25 34 8 26 6
Spread -10 -20 -32 26 -12 19
1% up 98 83 38 167 108 48
1% down 39 34 116 26 23 136
Spread 59 49 -78 141 85 -88
2% up 39 22 8 58 35 19
2% down 17 10 18 8 8 22
Spread 22 12 -10 50 27 -3
5% up 5days 43 31 27 45 30 17
5% dn 5days 5 6 12 10 4 6
Spread 38 25 15 35 26 11
+10% 5days 5 1 4 3 2 3
-10% 5days 0 0 2 0 0 1
Spread 5 1 2 3 2 2
+10% 20days 33 30 17 19 7 8
-10% 20days 2 2 3 1 9 16
Spread 31 28 14 18 -2 -8
Close>Open 335 302 150 455 361 196
Close<Open 162 196 348 44 138 299
Spread 173 106 -198 411 223 -103
+1%fromOpen 110 75 34 262 115 51
-1%fromOpen 35 38 115 12 22 103
Spread 75 37 -81 250 93 -52
+2%fromOpen 35 19 6 80 41 13
-2%fromOpen 15 14 16 2 8 11
Spread 20 5 -10 78 33 2
Close>Midp 366 290 101 403 311 283
Close<Midp 133 205 398 96 188 216
Spread 233 85 -297 307 123 67
+1% vs Midp 34 19 4 69 41 27
-1% vs Midp 10 18 33 4 14 10
Spread 24 1 -29 65 27 17
+2% vs Midp 5 1 0 6 6 4
-2% vs Midp 0 2 0 0 4 1
Spread 5 -1 0 6 2 3
>Yest High 158 79 74 246 187 53
<Yest Low 63 109 90 33 35 217
Spread 95 -30 -16 213 152 -164
1%>YestHigh 43 13 17 82 45 8
1%<YestLow 19 12 20 10 7 84
Spread 24 1 -3 72 38 -76
>Yest Midp 339 211 266 396 367 151
<Yest Midp 160 285 234 102 132 347
Spread 179 -74 32 294 235 -196
1%>YestMidp 126 56 87 203 157 47
1%<YestMidp 44 71 78 30 32 175
Spread 82 -15 9 173 125 -128
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 52 41 52 53 45 29
1%of52wkLo 1 2 2 3 6 9
S;pread 51 39 50 50 39 20
50%<52wkHi 27 26 26 26 28 29
50%<52wkLo 7 7 6 6 6 6
Spread 20 19 20 20 22 23
1%of20dHi 147 134 181 184 110 73
1%of20dLo 68 63 44 112 106 156
Spread 79 71 137 72 4 -83
10%<20dHi 8 8 14 20 21 32
10%<20dLo 35 32 31 30 16 12
Spread -27 -24 -17 -10 5 20
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 361 353 292 335 231 167
<10d Avg 139 147 208 165 269 333
Spread 222 206 84 170 -38 -166
5% >10d Avg 15 6 16 24 8 5
5% <10d Avg 0 0 5 6 5 9
Spread 15 6 11 18 3 -4
>20d Avg 309 306 285 323 264 232
<20d Avg 191 194 215 177 236 267
Spread 118 112 70 146 28 -35
5% >20d Avg 50 32 37 46 27 16
5% <20d Avg 5 5 12 10 11 16
Spread 45 27 25 36 16 0
>50d Avg 298 292 286 311 273 247
<50d Avg 202 208 214 189 227 253
Spread 96 84 72 122 46 -6
5% >50d Avg 76 66 58 73 65 55
5% <50d Avg 22 26 35 36 42 51
Spread 54 40 23 37 23 4
10%>50dAvg 14 7 8 12 10 9
10%<50dAvg 0 2 4 2 8 11
Spread 14 5 4 10 2 -2
>200d Avg 338 332 333 340 330 323
<200d Avg 162 168 167 160 170 177
Spread 176 164 166 180 160 146
10%>200dAvg 139 141 137 148 141 134
10%<200dAvg 42 46 46 44 57 62
Spread 97 95 91 104 84 72
25%>200dAvg 18 16 15 15 14 14
25%<200dAvg 6 8 9 9 13 15
Spread 12 8 6 6 1 -1
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 39 14 13 12 11 10
10d HV >50 6 9 8 8 8 9
20d HV <10 4 4 4 4 4 4
20d HV >50 6 5 5 6 6 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 106 56 49 114 46 22
RSI2 <10 24 9 29 24 31 23
Spread 82 47 20 90 15 -1
RSI2 >98 12 10 12 22 5 1
RSI2 <2 0 1 2 1 1 1
Spread 12 9 10 21 4 0
RSI14 >70 10 6 6 15 7 6
RSI14 <30 0 0 0 2 3 6
Spread 10 6 6 13 4 0
RSI14 >80 0 0 0 0 1 1
RSI14 <20 0 0 0 0 0 0
Spread 0 0 0 0 1 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.58 14.39 15.06 15.02 15.51 16.27
Upper Band 17.57 17.91 18.16 18.15 18.18 18.19
Lower Band 12.61 12.67 12.71 12.68 12.71 12.52
vs 10d Avg -11.31% -7.53% -2.81% -1.64% 2.97% 8.98%
VIX 13.09 13.98 14.78 14.74 14.67 15.11
Upper Band 16.50 16.79 17.04 17.05 17.07 17.08
Lower Band 12.82 12.92 12.93 12.95 12.98 12.90
vs 10d Avg -10.98% -6.42% -0.83% -0.18% 0.52% 3.96%
VXV 16.02 16.40 16.80 16.82 17.22 17.34
Upper Band 18.05 18.26 18.39 18.39 18.41 18.42
Lower Band 16.05 16.09 16.15 16.19 16.25 16.18
vs 10d Avg -5.78% -4.41% -2.19% -1.92% 0.48% 1.33%
VIX/VXV Rati0.817 0.852 0.880 0.876 0.852 0.871
Upper Band 0.926 0.931 0.937 0.937 0.936 0.936
Lower Band 0.793 0.797 0.797 0.797 0.796 0.796
vs 10d Avg -5.47% -2.08% 1.42% 1.83% 0.12% 2.69%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3240 3241 3241 3244 3253 3253
Advancers 1573 1897 1403 2256 2005 1658
% of Total 48.5% 58.5% 43.3% 69.5% 61.6% 51.0%
Decliners 1547 1239 1742 886 1139 1478
% of Total 47.7% 38.2% 53.7% 27.3% 35.0% 45.4%
Unchanged 120 105 96 102 109 117
New Highs 125 127 108 142 117 77
New Lows 7 9 6 12 13 30
Adv Volume 1810701 1854496 1330424 2491599 2342576 1868587
% of Total 57.0% 56.8% 43.5% 75.4% 75.6% 52.3%
Decl Volume 1314491 1344174 1688447 776662 713742 1620159
% of Total 41.4% 41.1% 55.2% 23.5% 23.0% 45.4%
Total Vol 3175872 3267733 3060260 3305898 3099240 3572368
ARMS Index 0.74 1.21 1.08 0.93 0.51 1
5 Day ARMS 4.47 4.73 5.01 4.45 5.28 6.05
McClellanOs 59 76 58 95 38 1
McClellanSm 2391 2332 2256 2198 2103 2065
Cumul TICK -5,696 38670 3826 41124 36698 32365
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2849 2868 2866 2879 2880 2885
Advancers 1336 1767 1289 1518 1663 1298
% of Total 46.9% 61.6% 45.0% 52.7% 57.7% 45.0%
Decliners 1414 997 1473 1266 1106 1471
% of Total 49.6% 34.8% 51.4% 44.0% 38.4% 51.0%
Unchanged 99 104 104 95 111 116
New Highs 97 96 86 91 119 82
New Lows 26 32 58 26 35 63
Adv Volume 1048391 1173591 743175 1133095 889664 702866
% of Total 60.5% 68.3% 47.1% 65.2% 56.7% 37.4%
Decl Volume 671795 527587 801411 585089 631272 1091478
% of Total 38.8% 30.7% 50.8% 33.7% 40.2% 58.1%
Total Vol 1732352 1717860 1576617 1738457 1568650 1879493
ARMS Index 0.67 0.82 0.97 0.83 0.88 0.1
5 Day ARMS 4.17 3.6 3.73 4.05 4.3 3.61
McClellanOs 28 40 3 17 6 -24
McClellanSm 1283 1255 1215 1212 1195 1189
Cumul TICK 13296 27436 12722 40748 25268 29651
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 85548854 89351939 81231637 114368155 86900906 0
Upper Band 201275935 200999155 204352095 203867521 212149193 224564209
SPX Vol 1893752001 1882558256 1765675164 2072254565 1853543030 2242674671
Upper Band 2929163810 2933191606 2947584613 2940431275 2969962797 2969861265
NYSE Vol 3175872000 3267733000 3060260000 3305898000 3099240000 3572368000
Upper Band 4567028934 4572262000 4593145110 4592799224 4629584947 4629390876
Consolidated3175869967 3267641486 3068802264 3306158030 3099238723 3573231393
Upper Band 4566183050 4571308826 4592012467 4591874493 4628706307 4628516952
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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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