******************************************************************************
April 16th, 2015 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 2105.96 2111.3 2100.02 2104.99 -1.64 -0.1%
S&P100 921.09 923.85 918.99 920.73 -0.66 -0.1%
VIX 13.27 13.35 12.5 12.6 -0.24 -1.9%
Nasdaq100 4412.15 4427.22 4408.96 4418.83 -5.7 -0.1%
VXN 14.86 15.06 14.45 14.5 -0.13 -0.9%
NYSE TICK 246 967 -791 -53 ---- ----
PreCloseTICK-31
Lead TICK 866
CumAdj TICK -185
NYSE TRIN 1.17 1.17 1.17 1.17 ----
Dow Indus 18106.27 18169.26 18063.86 18105.77 -6.8 0.0%
DJIA@10:00 18093.3
DJIA@3:00 18140.3
Last Hour -15.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 181 312 279 121 310 325
Decliners 313 186 221 378 183 170
Unchanged 7 3 1 2 8 6
A/D Ratio 0.58 1.68 1.26 0.32 1.69 1.91
A/D Thrust 36.64 62.65 55.80 24.25 62.88 65.66
Up Volume 790389 1523344 1078982 543628 1435518 1322588
Up Vol % 39.4% 68.5% 58.6% 30.2% 70.8% 69.8%
Dn Volume 1177546 695573 759659 1252736 568859 556989
Dn Vol % 58.7% 31.3% 41.3% 69.7% 28.1% 29.4%
Tot Volume 2004659 2222408 1840244 1797584 2026815 1893752
UpDn Thrust40.16 68.65 58.68 30.26 71.62 70.37
> Upr Bband 27 68 23 7 28 32
< Lwr Bband 10 7 3 5 2 5
New 20d Hi 53 104 43 64 84 68
New 20d Lo 50 22 27 14 8 18
New 52wk Hi 11 20 5 26 26 15
New 52wk Lo 0 1 1 0 0 1
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 55.26 64.14 44.64 52.25 71.01 66.12
UDT3 56.31 53.74 54.35 58.14 68.03 57.13
UDT5 54.74 60.64 59.03 55.21 63.09 62.93
UDT10 58.36 58.40 53.36 55.84 58.42 54.65
UDT20 52.05 54.51 52.88 54.33 54.21 54.45
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 55.33 68.70 54.85 53.25 62.06 57.96
UDT3 59.35 60.39 58.64 54.87 60.67 53.47
UDT5 57.17 61.02 58.36 53.38 60.72 62.74
UDT10 59.87 61.35 57.44 58.65 59.34 56.16
UDT20 54.82 57.34 56.13 56.46 55.70 56.00
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
ADT2 49.70 61.99 37.20 23.27 54.89 61.03
ADT3 51.74 45.72 35.77 41.07 51.62 57.56
ADT5 48.47 54.21 54.30 49.82 60.14 62.15
ADT10 55.29 55.37 51.23 55.02 58.94 56.21
ADT20 49.86 52.46 50.83 52.74 52.57 53.82
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.42 64.54 50.13 48.82 55.22 55.47
ADT3 57.80 55.61 53.41 49.35 56.98 51.83
ADT5 54.22 55.45 54.23 50.63 57.47 58.23
ADT10 56.22 57.08 54.53 55.69 57.94 55.86
ADT20 53.67 55.56 54.60 54.70 54.35 54.99
RSI for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2-day >50 251 303 252 191 352 351
2-day <50 250 198 249 310 149 150
2-day >98 10 18 7 8 22 12
2-day <2 9 1 2 1 0 0
5-day >50 279
5-day <50 222
5-day >90 5
5-day <10 1
9-day >50 301 317 296 283 360 327
9-day <50 200 184 205 218 141 174
9-day >80 4 9 1 1 3 0
9-day <20 0 0 0 0 0 0
14-day >50 312 326 298 296 337 322
14-day <50 189 175 203 205 164 179
14-day >70 16 24 3 5 11 10
14-day <30 2 0 0 0 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2x 50d Avg 13 14 9 7 12 9
>50d Avg 132 180 112 79 94 95
<50d Avg 368 320 388 421 406 405
Spread -236 -140 -276 -342 -312 -310
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Inside Day 92 51 56 49 110 66
Outside Day 58 33 49 79 24 62
Spread 34 18 7 -30 86 4
Gap Up 4 32 3 2 11 5
Gap Down 21 1 10 1 1 4
Spread -17 31 -7 1 10 1
Top10%Range 19 29 54 5 80 99
Bot10%Range 42 105 15 199 20 14
Spread -23 -76 39 -194 60 85
>UpperBand 27 68 23 7 28 32
<LowerBand 10 7 3 5 2 5
Spread 17 61 20 2 26 27
WR20 18 32 6 5 8 11
NR20 45 38 29 37 79 21
Spread -27 -6 -23 -32 -71 -10
1% up 39 149 83 19 88 98
1% down 74 38 57 115 27 39
Spread -35 111 26 -96 61 59
2% up 12 69 31 5 19 39
2% down 19 5 4 13 8 17
Spread -7 64 27 -8 11 22
5% up 5days 18 49 13 13 38 43
5% dn 5days 3 2 1 4 2 5
Spread 15 47 12 9 36 38
+10% 5days 3 7 3 2 4 5
-10% 5days 0 0 0 0 0 0
Spread 3 7 3 2 4 5
+10% 20days 33 47 32 31 31 33
-10% 20days 6 3 2 3 3 2
Spread 27 44 30 28 28 31
Close>Open 233 253 288 139 280 335
Close<Open 260 246 209 360 216 162
Spread -27 7 79 -221 64 173
+1%fromOpen 42 112 76 18 60 110
-1%fromOpen 56 46 30 112 32 35
Spread -14 66 46 -94 28 75
+2%fromOpen 13 51 19 3 11 35
-2%fromOpen 15 9 4 17 8 15
Spread -2 42 15 -14 3 20
Close>Midp 264 217 324 91 304 366
Close<Midp 233 280 172 408 193 133
Spread 31 -63 152 -317 111 233
+1% vs Midp 10 48 24 4 17 34
-1% vs Midp 17 16 3 26 11 10
Spread -7 32 21 -22 6 24
+2% vs Midp 1 13 2 0 2 5
-2% vs Midp 2 1 2 2 0 0
Spread -1 12 0 -2 2 5
>Yest High 53 201 87 55 183 158
<Yest Low 150 60 146 179 31 63
Spread -97 141 -59 -124 152 95
1%>YestHigh 10 97 25 6 40 43
1%<YestLow 26 8 25 21 5 19
Spread -16 89 0 -15 35 24
>Yest Midp 202 334 196 163 372 339
<Yest Midp 297 166 303 336 125 160
Spread -95 168 -107 -173 247 179
1%>YestMidp 58 164 56 24 146 126
1%<YestMidp 99 35 100 104 30 44
Spread -41 129 -44 -80 116 82
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
1%of52wkHi 46 54 38 65 61 52
1%of52wkLo 1 2 1 1 1 1
S;pread 45 52 37 64 60 51
50%<52wkHi 22 21 25 26 27 27
50%<52wkLo 8 8 7 7 8 7
Spread 14 13 18 19 19 20
1%of20dHi 154 184 125 163 168 147
1%of20dLo 118 74 108 73 55 68
Spread 36 110 17 90 113 79
10%<20dHi 11 8 11 5 6 8
10%<20dLo 42 43 35 37 37 35
Spread -31 -35 -24 -32 -31 -27
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
>10d Avg 277 313 286 288 381 361
<10d Avg 223 187 214 212 118 139
Spread 54 126 72 76 263 222
5% >10d Avg 16 33 12 6 18 15
5% <10d Avg 0 0 0 1 0 0
Spread 16 33 12 5 18 15
>20d Avg 293 296 286 282 338 309
<20d Avg 207 204 214 218 162 191
Spread 86 92 72 64 176 118
5% >20d Avg 47 52 37 23 43 50
5% <20d Avg 2 4 4 4 5 5
Spread 45 48 33 19 38 45
>50d Avg 296 305 286 287 315 298
<50d Avg 204 195 214 213 185 202
Spread 92 110 72 74 130 96
5% >50d Avg 81 84 70 65 84 76
5% <50d Avg 20 18 24 25 21 22
Spread 61 66 46 40 63 54
10%>50dAvg 18 20 9 8 8 14
10%<50dAvg 1 0 0 1 1 0
Spread 17 20 9 7 7 14
>200d Avg 354 360 345 333 340 338
<200d Avg 146 140 155 167 160 162
Spread 208 220 190 166 180 176
10%>200dAvg 131 138 132 135 143 139
10%<200dAvg 30 26 36 42 45 42
Spread 101 112 96 93 98 97
25%>200dAvg 14 13 16 18 20 18
25%<200dAvg 5 4 6 6 7 6
Spread 9 9 10 12 13 12
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
10d HV <10 105 90 65 41 46 39
10d HV >50 9 7 4 4 5 6
20d HV <10 14 12 8 6 6 4
20d HV >50 10 8 5 5 6 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
RSI2 >90 44 102 45 42 123 106
RSI2 <10 58 35 44 35 20 24
Spread -14 67 1 7 103 82
RSI2 >98 10 18 7 8 22 12
RSI2 <2 9 1 2 1 0 0
Spread 1 17 5 7 22 12
RSI14 >70 16 24 3 5 11 10
RSI14 <30 2 0 0 0 0 0
Spread 14 24 3 5 11 10
RSI14 >80 1 0 0 0 0 0
RSI14 <20 0 0 0 0 0 0
Spread 1 0 0 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 12.75 12.98 13.99 14.53 12.50 13.58
Upper Band 17.11 17.06 17.20 17.33 17.61 17.57
Lower Band 11.85 12.03 12.20 12.26 12.22 12.61
vs 10d Avg -9.13% -9.75% -4.77% -1.48% -16.12% -11.31%
VIX 12.60 12.84 13.67 13.94 12.58 13.09
Upper Band 16.10 16.03 16.18 16.33 16.54 16.50
Lower Band 12.13 12.33 12.47 12.51 12.50 12.82
vs 10d Avg -7.96% -7.89% -3.63% -2.31% -12.53% -10.98%
VXV 15.33 15.69 15.85 16.32 15.46 16.02
Upper Band 18.06 17.97 18.01 18.03 18.16 18.05
Lower Band 15.25 15.44 15.58 15.72 15.74 16.05
vs 10d Avg -5.32% -4.28% -4.39% -2.18% -7.93% -5.78%
VIX/VXV Rati0.822 0.818 0.862 0.854 0.814 0.817
Upper Band 0.908 0.909 0.914 0.919 0.924 0.926
Lower Band 0.785 0.788 0.790 0.788 0.788 0.793
vs 10d Avg -2.71% -3.70% 0.86% -0.05% -4.92% -5.47%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3253 3246 3255 3246 3243 3240
Advancers 1388 2091 1970 1178 1871 1573
% of Total 42.7% 64.4% 60.5% 36.3% 57.7% 48.5%
Decliners 1748 1050 1181 1951 1246 1547
% of Total 53.7% 32.3% 36.3% 60.1% 38.4% 47.7%
Unchanged 117 105 104 117 126 120
New Highs 74 121 82 115 129 125
New Lows 10 10 9 7 3 7
Adv Volume 1343710 2748417 2244101 1130508 2030896 1810701
% of Total 38.9% 68.4% 67.9% 38.8% 65.2% 57.0%
Decl Volume 2065354 1237951 1036398 1741091 1034531 1314491
% of Total 59.7% 30.8% 31.4% 59.8% 33.2% 41.4%
Total Vol 3457683 4018539 3305305 2913741 3113105 3175872
ARMS Index 1.17 0.91 0.82 1.1 0.8 0.74
5 Day ARMS 4.8 4.37 4.67 4.93 4.76 4.47
McClellanOs 45 83 46 17 74 59
McClellanSm 2656 2611 2528 2482 2465 2391
Cumul TICK 5,911 59181 35576 -65130 24566 -5696
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2875 2875 2863 2890 2871 2849
Advancers 1311 1839 1313 1346 1622 1336
% of Total 45.6% 64.0% 45.9% 46.6% 56.5% 46.9%
Decliners 1455 943 1440 1430 1117 1414
% of Total 50.6% 32.8% 50.3% 49.5% 38.9% 49.6%
Unchanged 109 93 110 114 132 99
New Highs 123 131 88 122 113 97
New Lows 24 19 34 33 24 26
Adv Volume 767218 1276714 703618 697508 1003171 1048391
% of Total 46.0% 70.8% 44.4% 45.1% 66.4% 60.5%
Decl Volume 868230 506978 861690 823616 481398 671795
% of Total 52.0% 28.1% 54.4% 53.2% 31.8% 38.8%
Total Vol 1668471 1802229 1585081 1547566 1511711 1732352
ARMS Index 0.75 1.39 1 0.95 1.44 0.67
5 Day ARMS 5.53 5.45 4.88 4.85 4.73 4.17
McClellanOs 41 60 21 34 48 28
McClellanSm 1487 1446 1386 1365 1331 1283
Cumul TICK 2301 37468 20657 11291 13884 13296
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 68908296 99529320 74938050 74415423 72722915 85548854
Upper Band 169409966 195790482 195737318 197557073 202218006 201275935
SPX Vol 2004658638 2222408109 1840244084 1797584477 2026815453 1893752001
Upper Band 2863896283 2925364442 2913202249 2913821810 2917795701 2929163810
NYSE Vol 3457683000 4018539000 3305305000 2913741000 3113105000 3175872000
Upper Band 4541586331 4622528227 4553200509 4552920014 4560847071 4567028934
Consolidated3457575650 4018482995 3304796340 2913646094 3113101937 3175869967
Upper Band 4541594300 4621729992 4552416950 4552150301 4560026564 4566183050
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 10-Apr 2-Apr 27-Mar 20-Mar 13-Mar 6-Mar
------------------------------------------------------------------------------
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
******************************************************************************
DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL
PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
******************************************************************************
(C) 2015 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION