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April 14th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2092.28 2098.62 2083.24 2095.84 3.41 0.2%
S&P100 914.84 917.88 910.69 916.22 1.5 0.2%
VIX 14.34 14.74 13.64 13.67 -0.27 -1.9%
Nasdaq100 4409.29 4418.87 4375.11 4397.64 -11.57 -0.3%
VXN 15.53 16.48 15.33 15.46 0.01 0.1%
NYSE TICK 80 1197 -838 172 ---- ----
PreCloseTICK381
Lead TICK 627
CumAdj TICK 129
NYSE TRIN 0.82 0.82 0.82 0.82 ----
Dow Indus 17979.11 18075.60 17905.48 18036.7 59.7 0.3%
DJIA@10:00 17970.3
DJIA@3:00 18044.2
Last Hour -0.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 279 121 310 325 315 164
Decliners 221 378 183 170 184 331
Unchanged 1 2 8 6 2 6
A/D Ratio 1.26 0.32 1.69 1.91 1.71 0.50
A/D Thrust 55.80 24.25 62.88 65.66 63.13 33.13
Up Volume 1078982 543628 1435518 1322588 1159123 656879
Up Vol % 58.6% 30.2% 70.8% 69.8% 61.6% 37.2%
Dn Volume 759659 1252736 568859 556989 716325 1081857
Dn Vol % 41.3% 69.7% 28.1% 29.4% 38.1% 61.3%
Tot Volume 1840244 1797584 2026815 1893752 1882558 1765675
UpDn Thrust58.68 30.26 71.62 70.37 61.81 37.78
> Upr Bband 23 7 28 32 10 26
< Lwr Bband 3 5 2 5 2 6
New 20d Hi 43 64 84 68 44 61
New 20d Lo 27 14 8 18 15 14
New 52wk Hi 5 26 26 15 11 10
New 52wk Lo 1 0 0 1 0 0
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 44.64 52.25 71.01 66.12 50.25 55.60
UDT3 54.35 58.14 68.03 57.13 57.65 60.78
UDT5 59.03 55.21 63.09 62.93 56.92 48.79
UDT10 53.36 55.84 58.42 54.65 48.85 45.18
UDT20 52.88 54.33 54.21 54.45 53.53 50.62
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 54.85 53.25 62.06 57.96 51.22 60.79
UDT3 58.64 54.87 60.67 53.47 59.84 65.98
UDT5 58.36 53.38 60.72 62.74 61.68 56.56
UDT10 57.44 58.65 59.34 56.16 52.66 50.55
UDT20 56.13 56.46 55.70 56.00 56.10 53.71
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 40.04 61.99 37.20 23.27 54.89 61.03
ADT3 47.65 45.72 35.77 41.07 51.62 57.56
ADT5 54.30 49.82 60.14 62.15 56.57 48.19
ADT10 51.23 55.02 58.94 56.21 50.81 46.71
ADT20 50.83 52.74 52.57 53.82 52.93 50.11
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 50.13 48.82 55.22 55.47 52.54 58.20
ADT3 53.41 49.35 56.98 51.83 58.96 60.06
ADT5 54.23 50.63 57.47 58.23 58.71 54.83
ADT10 54.53 55.69 57.94 55.86 53.51 51.87
ADT20 54.60 54.70 54.35 54.99 55.33 53.65
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 252 191 352 351 319 246
2-day <50 249 310 149 150 182 255
2-day >98 7 8 22 12 10 12
2-day <2 2 1 0 0 1 2
5-day >50 281
5-day <50 220
5-day >90 2
5-day <10 0
9-day >50 296 283 360 327 312 269
9-day <50 205 218 141 174 189 232
9-day >80 1 1 3 0 0 0
9-day <20 0 0 0 0 0 0
14-day >50 298 296 337 322 306 281
14-day <50 203 205 164 179 195 220
14-day >70 3 5 11 10 6 6
14-day <30 0 0 0 0 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 9 7 12 9 6 5
>50d Avg 112 79 94 95 112 75
<50d Avg 388 421 406 405 388 425
Spread -276 -342 -312 -310 -276 -350
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 56 49 110 66 63 135
Outside Day 49 79 24 62 72 17
Spread 7 -30 86 4 -9 118
Gap Up 3 2 11 5 2 5
Gap Down 10 1 1 4 6 2
Spread -7 1 10 1 -4 3
Top10%Range 54 5 80 99 61 5
Bot10%Range 15 199 20 14 24 241
Spread 39 -194 60 85 37 -236
>UpperBand 23 7 28 32 10 26
<LowerBand 3 5 2 5 2 6
Spread 20 2 26 27 8 20
WR20 6 5 8 11 5 2
NR20 29 37 79 21 25 34
Spread -23 -32 -71 -10 -20 -32
1% up 83 19 88 98 83 38
1% down 57 115 27 39 34 116
Spread 26 -96 61 59 49 -78
2% up 31 5 19 39 22 8
2% down 4 13 8 17 10 18
Spread 27 -8 11 22 12 -10
5% up 5days 13 13 38 43 31 27
5% dn 5days 1 4 2 5 6 12
Spread 12 9 36 38 25 15
+10% 5days 3 2 4 5 1 4
-10% 5days 0 0 0 0 0 2
Spread 3 2 4 5 1 2
+10% 20days 32 31 31 33 30 17
-10% 20days 2 3 3 2 2 3
Spread 30 28 28 31 28 14
Close>Open 288 139 280 335 302 150
Close<Open 209 360 216 162 196 348
Spread 79 -221 64 173 106 -198
+1%fromOpen 76 18 60 110 75 34
-1%fromOpen 30 112 32 35 38 115
Spread 46 -94 28 75 37 -81
+2%fromOpen 19 3 11 35 19 6
-2%fromOpen 4 17 8 15 14 16
Spread 15 -14 3 20 5 -10
Close>Midp 324 91 304 366 290 101
Close<Midp 172 408 193 133 205 398
Spread 152 -317 111 233 85 -297
+1% vs Midp 24 4 17 34 19 4
-1% vs Midp 3 26 11 10 18 33
Spread 21 -22 6 24 1 -29
+2% vs Midp 2 0 2 5 1 0
-2% vs Midp 2 2 0 0 2 0
Spread 0 -2 2 5 -1 0
>Yest High 87 55 183 158 79 74
<Yest Low 146 179 31 63 109 90
Spread -59 -124 152 95 -30 -16
1%>YestHigh 25 6 40 43 13 17
1%<YestLow 25 21 5 19 12 20
Spread 0 -15 35 24 1 -3
>Yest Midp 196 163 372 339 211 266
<Yest Midp 303 336 125 160 285 234
Spread -107 -173 247 179 -74 32
1%>YestMidp 56 24 146 126 56 87
1%<YestMidp 100 104 30 44 71 78
Spread -44 -80 116 82 -15 9
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 38 65 61 52 41 52
1%of52wkLo 1 1 1 1 2 2
S;pread 37 64 60 51 39 50
50%<52wkHi 25 26 27 27 26 26
50%<52wkLo 7 7 8 7 7 6
Spread 18 19 19 20 19 20
1%of20dHi 125 163 168 147 134 181
1%of20dLo 108 73 55 68 63 44
Spread 17 90 113 79 71 137
10%<20dHi 11 5 6 8 8 14
10%<20dLo 35 37 37 35 32 31
Spread -24 -32 -31 -27 -24 -17
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 286 288 381 361 353 292
<10d Avg 214 212 118 139 147 208
Spread 72 76 263 222 206 84
5% >10d Avg 12 6 18 15 6 16
5% <10d Avg 0 1 0 0 0 5
Spread 12 5 18 15 6 11
>20d Avg 286 282 338 309 306 285
<20d Avg 214 218 162 191 194 215
Spread 72 64 176 118 112 70
5% >20d Avg 37 23 43 50 32 37
5% <20d Avg 4 4 5 5 5 12
Spread 33 19 38 45 27 25
>50d Avg 286 287 315 298 292 286
<50d Avg 214 213 185 202 208 214
Spread 72 74 130 96 84 72
5% >50d Avg 70 65 84 76 66 58
5% <50d Avg 24 25 21 22 26 35
Spread 46 40 63 54 40 23
10%>50dAvg 9 8 8 14 7 8
10%<50dAvg 0 1 1 0 2 4
Spread 9 7 7 14 5 4
>200d Avg 345 333 340 338 332 333
<200d Avg 155 167 160 162 168 167
Spread 190 166 180 176 164 166
10%>200dAvg 132 135 143 139 141 137
10%<200dAvg 36 42 45 42 46 46
Spread 96 93 98 97 95 91
25%>200dAvg 16 18 20 18 16 15
25%<200dAvg 6 6 7 6 8 9
Spread 10 12 13 12 8 6
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 65 41 46 39 14 13
10d HV >50 4 4 5 6 9 8
20d HV <10 8 6 6 4 4 4
20d HV >50 5 5 6 6 5 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 45 42 123 106 56 49
RSI2 <10 44 35 20 24 9 29
Spread 1 7 103 82 47 20
RSI2 >98 7 8 22 12 10 12
RSI2 <2 2 1 0 0 1 2
Spread 5 7 22 12 9 10
RSI14 >70 3 5 11 10 6 6
RSI14 <30 0 0 0 0 0 0
Spread 3 5 11 10 6 6
RSI14 >80 0 0 0 0 0 0
RSI14 <20 0 0 0 0 0 0
Spread 0 0 0 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.99 14.53 12.50 13.58 14.39 15.06
Upper Band 17.20 17.33 17.61 17.57 17.91 18.16
Lower Band 12.20 12.26 12.22 12.61 12.67 12.71
vs 10d Avg -4.77% -1.48% -16.12% -11.31% -7.53% -2.81%
VIX 13.67 13.94 12.58 13.09 13.98 14.78
Upper Band 16.18 16.33 16.54 16.50 16.79 17.04
Lower Band 12.47 12.51 12.50 12.82 12.92 12.93
vs 10d Avg -3.63% -2.31% -12.53% -10.98% -6.42% -0.83%
VXV 15.85 16.32 15.46 16.02 16.40 16.80
Upper Band 18.01 18.03 18.16 18.05 18.26 18.39
Lower Band 15.58 15.72 15.74 16.05 16.09 16.15
vs 10d Avg -4.39% -2.18% -7.93% -5.78% -4.41% -2.19%
VIX/VXV Rati0.862 0.854 0.814 0.817 0.852 0.880
Upper Band 0.914 0.919 0.924 0.926 0.931 0.937
Lower Band 0.790 0.788 0.788 0.793 0.797 0.797
vs 10d Avg 0.86% -0.05% -4.92% -5.47% -2.08% 1.42%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3255 3246 3243 3240 3241 3241
Advancers 1970 1178 1871 1573 1897 1403
% of Total 60.5% 36.3% 57.7% 48.5% 58.5% 43.3%
Decliners 1181 1951 1246 1547 1239 1742
% of Total 36.3% 60.1% 38.4% 47.7% 38.2% 53.7%
Unchanged 104 117 126 120 105 96
New Highs 82 115 129 125 127 108
New Lows 9 7 3 7 9 6
Adv Volume 2244101 1130508 2030896 1810701 1854496 1330424
% of Total 67.9% 38.8% 65.2% 57.0% 56.8% 43.5%
Decl Volume 1036398 1741091 1034531 1314491 1344174 1688447
% of Total 31.4% 59.8% 33.2% 41.4% 41.1% 55.2%
Total Vol 3305305 2913741 3113105 3175872 3267733 3060260
ARMS Index 0.82 1.10 0.8 0.74 1.21 1.08
5 Day ARMS 4.67 4.93 4.76 4.47 4.73 5.01
McClellanOs 46 17 74 59 76 58
McClellanSm 2528 2482 2465 2391 2332 2256
Cumul TICK 35,576 -65130 24566 -5696 38670 3826
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2863 2890 2871 2849 2868 2866
Advancers 1313 1346 1622 1336 1767 1289
% of Total 45.9% 46.6% 56.5% 46.9% 61.6% 45.0%
Decliners 1440 1430 1117 1414 997 1473
% of Total 50.3% 49.5% 38.9% 49.6% 34.8% 51.4%
Unchanged 110 114 132 99 104 104
New Highs 88 122 113 97 96 86
New Lows 34 33 24 26 32 58
Adv Volume 703618 697508 1003171 1048391 1173591 743175
% of Total 44.4% 45.1% 66.4% 60.5% 68.3% 47.1%
Decl Volume 861690 823616 481398 671795 527587 801411
% of Total 54.4% 53.2% 31.8% 38.8% 30.7% 50.8%
Total Vol 1585081 1547566 1511711 1732352 1717860 1576617
ARMS Index 1 0.95 1.44 0.67 0.82 0.97
5 Day ARMS 4.88 4.85 4.73 4.17 3.6 3.73
McClellanOs 21 34 48 28 40 3
McClellanSm 1386 1365 1331 1283 1255 1215
Cumul TICK 20657 11291 13884 13296 27436 12722
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 74938050 74415423 72722915 85548854 89351939 81231637
Upper Band 195737318 197557073 202218006 201275935 200999155 204352095
SPX Vol 1840244084 1797584477 2026815453 1893752001 1882558256 1765675164
Upper Band 2913202249 2913821810 2917795701 2929163810 2933191606 2947584613
NYSE Vol 3305305000 2913741000 3113105000 3175872000 3267733000 3060260000
Upper Band 4553200509 4552920014 4560847071 4567028934 4572262000 4593145110
Consolidated3304796340 2913646094 3113101937 3175869967 3267641486 3068802264
Upper Band 4552416950 4552150301 4560026564 4566183050 4571308826 4592012467
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Weekly Sentiment
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Sentiment 10-Apr 2-Apr 27-Mar 20-Mar 13-Mar 6-Mar
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AAII Bull 29 35 38 27 32 40
AAII Bear 24 32 24 32 25 23
Market Vane 60 60 63 61 58 64
II Bull 50.4 54.5 56.6 52 53.6 58.7
II Bear 14.2 14.2 14.1 14.3 14.1 14.1
OddLot ShRt 48.8 50.9 49.3 47.7 47.1 48.1
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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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