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April 20th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2084.11 2103.94 2084.11 2100.4 19.22 0.9%
S&P100 910.92 920.75 910.92 919.14 9.27 1.0%
VIX 13.67 13.67 12.83 13.3 -0.59 -4.2%
Nasdaq100 4373.65 4423.88 4373.09 4417.4 65.6 1.5%
VXN 16.03 16.12 14.64 14.86 -1.17 -7.3%
NYSE TICK 234 1105 -734 181 ---- ----
PreCloseTICK-173
Lead TICK -9
CumAdj TICK -133
NYSE TRIN 1.20 1.20 1.20 1.20 ----
Dow Indus 17841.18 18092.22 17841.18 18034.93 208.6 1.2%
DJIA@10:00 18049.4
DJIA@3:00 18044.0
Last Hour -232.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 408 48 181 312 279 121
Decliners 89 448 313 186 221 378
Unchanged 4 5 7 3 1 2
A/D Ratio 4.58 0.11 0.58 1.68 1.26 0.32
A/D Thrust 82.09 9.68 36.64 62.65 55.80 24.25
Up Volume 1482241 364045 790389 1523344 1078982 543628
Up Vol % 76.9% 15.3% 39.4% 68.5% 58.6% 30.2%
Dn Volume 418861 2001310 1177546 695573 759659 1252736
Dn Vol % 21.7% 84.1% 58.7% 31.3% 41.3% 69.7%
Tot Volume 1927011 2379830 2004659 2222408 1840244 1797584
UpDn Thrust77.97 15.39 40.16 68.65 58.68 30.26
> Upr Bband 16 9 27 68 23 7
< Lwr Bband 13 57 10 7 3 5
New 20d Hi 45 10 53 104 43 64
New 20d Lo 18 108 50 22 27 14
New 52wk Hi 10 2 11 20 5 26
New 52wk Lo 1 1 0 1 1 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 43.27 26.64 55.26 64.14 44.64 52.25
UDT3 42.29 40.87 56.31 53.74 54.35 58.14
UDT5 50.90 42.21 54.74 60.64 59.03 55.21
UDT10 52.94 51.98 58.36 58.40 53.36 55.84
UDT20 49.20 51.29 52.05 54.51 52.88 54.33
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 39.81 28.77 55.33 68.70 54.85 53.25
UDT3 39.67 43.36 59.35 60.39 58.64 54.87
UDT5 51.94 47.49 57.17 61.02 58.36 53.38
UDT10 52.62 53.81 59.87 61.35 57.44 58.65
UDT20 52.39 54.32 54.82 57.34 56.13 56.46
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 45.92 61.99 37.20 23.27 54.89 61.03
ADT3 42.84 45.72 35.77 41.07 51.62 57.56
ADT5 49.42 37.84 48.47 54.21 54.30 49.82
ADT10 49.62 48.97 55.29 55.37 51.23 55.02
ADT20 48.61 48.90 49.86 52.46 50.83 52.74
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 45.02 32.15 55.42 64.54 50.13 48.82
ADT3 44.77 43.62 57.80 55.61 53.41 49.35
ADT5 52.69 46.22 54.22 55.45 54.23 50.63
ADT10 51.66 51.84 56.22 57.08 54.53 55.69
ADT20 52.43 52.90 53.67 55.56 54.60 54.70
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 292 74 251 303 252 191
2-day <50 209 427 250 198 249 310
2-day >98 2 4 10 18 7 8
2-day <2 5 32 9 1 2 1
5-day >50 261
5-day <50 240
5-day >90 3
5-day <10 1
9-day >50 264 168 301 317 296 283
9-day <50 237 333 200 184 205 218
9-day >80 4 6 4 9 1 1
9-day <20 2 0 0 0 0 0
14-day >50 272 193 312 326 298 296
14-day <50 229 308 189 175 203 205
14-day >70 13 11 16 24 3 5
14-day <30 3 5 2 0 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 18 13 14 9 7
>50d Avg 147 239 132 180 112 79
<50d Avg 353 261 368 320 388 421
Spread -206 -22 -236 -140 -276 -342
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 115 42 92 51 56 49
Outside Day 11 15 58 33 49 79
Spread 104 27 34 18 7 -30
Gap Up 37 2 4 32 3 2
Gap Down 2 124 21 1 10 1
Spread 35 -122 -17 31 -7 1
Top10%Range 41 15 19 29 54 5
Bot10%Range 37 28 42 105 15 199
Spread 4 -13 -23 -76 39 -194
>UpperBand 16 9 27 68 23 7
<LowerBand 13 57 10 7 3 5
Spread 3 -48 17 61 20 2
WR20 16 22 18 32 6 5
NR20 50 9 45 38 29 37
Spread -34 13 -27 -6 -23 -32
1% up 178 15 39 149 83 19
1% down 19 282 74 38 57 115
Spread 159 -267 -35 111 26 -96
2% up 44 8 12 69 31 5
2% down 5 81 19 5 4 13
Spread 39 -73 -7 64 27 -8
5% up 5days 25 12 18 49 13 13
5% dn 5days 5 19 3 2 1 4
Spread 20 -7 15 47 12 9
+10% 5days 5 4 3 7 3 2
-10% 5days 0 0 0 0 0 0
Spread 5 4 3 7 3 2
+10% 20days 30 34 33 47 32 31
-10% 20days 8 7 6 3 2 3
Spread 22 27 27 44 30 28
Close>Open 320 128 233 253 288 139
Close<Open 173 369 260 246 209 360
Spread 147 -241 -27 7 79 -221
+1%fromOpen 92 28 42 112 76 18
-1%fromOpen 26 125 56 46 30 112
Spread 66 -97 -14 66 46 -94
+2%fromOpen 18 7 13 51 19 3
-2%fromOpen 5 16 15 9 4 17
Spread 13 -9 -2 42 15 -14
Close>Midp 262 166 264 217 324 91
Close<Midp 236 332 233 280 172 408
Spread 26 -166 31 -63 152 -317
+1% vs Midp 14 10 10 48 24 4
-1% vs Midp 13 15 17 16 3 26
Spread 1 -5 -7 32 21 -22
+2% vs Midp 2 0 1 13 2 0
-2% vs Midp 1 1 2 1 2 2
Spread 1 -1 -1 12 0 -2
>Yest High 201 20 53 201 87 55
<Yest Low 27 330 150 60 146 179
Spread 174 -310 -97 141 -59 -124
1%>YestHigh 49 9 10 97 25 6
1%<YestLow 7 146 26 8 25 21
Spread 42 -137 -16 89 0 -15
>Yest Midp 376 60 202 334 196 163
<Yest Midp 124 440 297 166 303 336
Spread 252 -380 -95 168 -107 -173
1%>YestMidp 155 16 58 164 56 24
1%<YestMidp 28 280 99 35 100 104
Spread 127 -264 -41 129 -44 -80
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 29 13 46 54 38 65
1%of52wkLo 2 5 1 2 1 1
S;pread 27 8 45 52 37 64
50%<52wkHi 21 23 22 21 25 26
50%<52wkLo 7 6 8 8 7 7
Spread 14 17 14 13 18 19
1%of20dHi 124 46 154 184 125 163
1%of20dLo 128 200 118 74 108 73
Spread -4 -154 36 110 17 90
10%<20dHi 13 15 11 8 11 5
10%<20dLo 37 33 42 43 35 37
Spread -24 -18 -31 -35 -24 -32
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 244 140 277 313 286 288
<10d Avg 256 360 223 187 214 212
Spread -12 -220 54 126 72 76
5% >10d Avg 7 8 16 33 12 6
5% <10d Avg 1 0 0 0 0 1
Spread 6 8 16 33 12 5
>20d Avg 274 186 293 296 286 282
<20d Avg 226 314 207 204 214 218
Spread 48 -128 86 92 72 64
5% >20d Avg 38 32 47 52 37 23
5% <20d Avg 4 7 2 4 4 4
Spread 34 25 45 48 33 19
>50d Avg 263 216 296 305 286 287
<50d Avg 237 284 204 195 214 213
Spread 26 -68 92 110 72 74
5% >50d Avg 61 55 81 84 70 65
5% <50d Avg 19 31 20 18 24 25
Spread 42 24 61 66 46 40
10%>50dAvg 15 13 18 20 9 8
10%<50dAvg 1 1 1 0 0 1
Spread 14 12 17 20 9 7
>200d Avg 355 336 354 360 345 333
<200d Avg 145 164 146 140 155 167
Spread 210 172 208 220 190 166
10%>200dAvg 120 110 131 138 132 135
10%<200dAvg 32 37 30 26 36 42
Spread 88 73 101 112 96 93
25%>200dAvg 16 14 14 13 16 18
25%<200dAvg 6 6 5 4 6 6
Spread 10 8 9 9 10 12
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 42 49 105 90 65 41
10d HV >50 10 10 9 7 4 4
20d HV <10 9 11 14 12 8 6
20d HV >50 8 8 10 8 5 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 24 12 44 102 45 42
RSI2 <10 26 156 58 35 44 35
Spread -2 -144 -14 67 1 7
RSI2 >98 2 4 10 18 7 8
RSI2 <2 5 32 9 1 2 1
Spread -3 -28 1 17 5 7
RSI14 >70 13 11 16 24 3 5
RSI14 <30 3 5 2 0 0 0
Spread 10 6 14 24 3 5
RSI14 >80 2 1 1 0 0 0
RSI14 <20 0 0 0 0 0 0
Spread 2 1 1 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.74 14.47 12.75 12.98 13.99 14.53
Upper Band 17.14 17.12 17.11 17.06 17.20 17.33
Lower Band 11.83 11.86 11.85 12.03 12.20 12.26
vs 10d Avg -7.00% 3.90% -9.13% -9.75% -4.77% -1.48%
VIX 13.30 13.89 12.60 12.84 13.67 13.94
Upper Band 16.07 16.09 16.10 16.03 16.18 16.33
Lower Band 12.16 12.12 12.13 12.33 12.47 12.51
vs 10d Avg -1.24% 2.05% -7.96% -7.89% -3.63% -2.31%
VXV 15.58 16.14 15.33 15.69 15.85 16.32
Upper Band 18.04 18.02 18.06 17.97 18.01 18.03
Lower Band 15.07 15.20 15.25 15.44 15.58 15.72
vs 10d Avg -2.37% 0.35% -5.32% -4.28% -4.39% -2.18%
VIX/VXV Rati0.854 0.861 0.822 0.818 0.862 0.854
Upper Band 0.904 0.910 0.908 0.909 0.914 0.919
Lower Band 0.800 0.787 0.785 0.788 0.790 0.788
vs 10d Avg 1.21% 1.76% -2.71% -3.70% 0.86% -0.05%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3240 3247 3253 3246 3255 3246
Advancers 2193 633 1388 2091 1970 1178
% of Total 67.7% 19.5% 42.7% 64.4% 60.5% 36.3%
Decliners 934 2517 1748 1050 1181 1951
% of Total 28.8% 77.5% 53.7% 32.3% 36.3% 60.1%
Unchanged 113 97 117 105 104 117
New Highs 60 29 74 121 82 115
New Lows 15 16 10 10 9 7
Adv Volume 1927469 667411 1343710 2748417 2244101 1130508
% of Total 64.2% 18.4% 38.9% 68.4% 67.9% 38.8%
Decl Volume 1010061 2913283 2065354 1237951 1036398 1741091
% of Total 33.6% 80.1% 59.7% 30.8% 31.4% 59.8%
Total Vol 3002123 3635838 3457683 4018539 3305305 2913741
ARMS Index 1.20 1.13 1.17 0.91 0.82 1.1
5 Day ARMS 5.23 5.13 4.8 4.37 4.67 4.93
McClellanOs -1 -65 45 83 46 17
McClellanSm 2590 2591 2656 2611 2528 2482
Cumul TICK 4,647 -30722 5911 59181 35576 -65130
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2891 2862 2875 2875 2863 2890
Advancers 1900 613 1311 1839 1313 1346
% of Total 65.7% 21.4% 45.6% 64.0% 45.9% 46.6%
Decliners 897 2168 1455 943 1440 1430
% of Total 31.0% 75.8% 50.6% 32.8% 50.3% 49.5%
Unchanged 94 81 109 93 110 114
New Highs 70 44 123 131 88 122
New Lows 28 48 24 19 34 33
Adv Volume 1196577 372386 767218 1276714 703618 697508
% of Total 72.6% 18.7% 46.0% 70.8% 44.4% 45.1%
Decl Volume 439950 1594337 868230 506978 861690 823616
% of Total 26.7% 80.0% 52.0% 28.1% 54.4% 53.2%
Total Vol 1648935 1991858 1668471 1802229 1585081 1547566
ARMS Index 1.36 0.1 0.75 1.39 1 0.95
5 Day ARMS 4.6 4.19 5.53 5.45 4.88 4.85
McClellanOs 9 -45 41 60 21 34
McClellanSm 1451 1442 1487 1446 1386 1365
Cumul TICK 27316 -25085 2301 37468 20657 11291
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 92184731 191113230 68908296 99529320 74938050 74415423
Upper Band 172099541 183661239 169409966 195790482 195737318 197557073
SPX Vol 1927011469 2379830361 2004658638 2222408109 1840244084 1797584477
Upper Band 2400426997 2891134170 2863896283 2925364442 2913202249 2913821810
NYSE Vol 3002123000 3635838000 3457683000 4018539000 3305305000 2913741000
Upper Band 3840439038 4561683422 4541586331 4622528227 4553200509 4552920014
Consolidated3002072051 3635860998 3457575650 4018482995 3304796340 2913646094
Upper Band 3840332957 4561670698 4541594300 4621729992 4552416950 4552150301
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Weekly Sentiment
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Sentiment 17-Apr 10-Apr 2-Apr 27-Mar 20-Mar 13-Mar
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AAII Bull 32 29 35 38 27 32
AAII Bear 23 24 32 24 32 25
Market Vane 62 60 60 63 61 58
II Bull 50.5 50.4 54.5 56.6 52 53.6
II Bear 13.9 14.2 14.2 14.1 14.3 14.1
OddLot ShRt 48.8 48.8 50.9 49.3 47.7 47.1
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PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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