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April 21st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2102.82 2109.64 2094.38 2097.29 -3.11 -0.1%
S&P100 919.90 923.08 915.79 917.05 -2.09 -0.2%
VIX 12.75 13.51 12.66 13.25 -0.05 -0.4%
Nasdaq100 4444.50 4448.68 4430.98 4435.98 18.58 0.4%
VXN 14.38 14.98 14.27 14.93 0.07 0.5%
NYSE TICK 460 981 -864 142 ---- ----
PreCloseTICK156
Lead TICK -1844
CumAdj TICK -125
NYSE TRIN 1.63 1.63 1.63 1.63 ----
Dow Indus 18034.23 18109.70 17929.63 17949.59 -85.3 -0.5%
DJIA@10:00 18015.1
DJIA@3:00 17963.1
Last Hour 6.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 217 408 48 181 312 279
Decliners 279 89 448 313 186 221
Unchanged 5 4 5 7 3 1
A/D Ratio 0.78 4.58 0.11 0.58 1.68 1.26
A/D Thrust 43.75 82.09 9.68 36.64 62.65 55.80
Up Volume 820034 1482241 364045 790389 1523344 1078982
Up Vol % 39.2% 76.9% 15.3% 39.4% 68.5% 58.6%
Dn Volume 1254773 418861 2001310 1177546 695573 759659
Dn Vol % 60.0% 21.7% 84.1% 58.7% 31.3% 41.3%
Tot Volume 2091372 1927011 2379830 2004659 2222408 1840244
UpDn Thrust39.52 77.97 15.39 40.16 68.65 58.68
> Upr Bband 22 16 9 27 68 23
< Lwr Bband 18 13 57 10 7 3
New 20d Hi 56 45 10 53 104 43
New 20d Lo 28 18 108 50 22 27
New 52wk Hi 12 10 2 11 20 5
New 52wk Lo 0 1 1 0 1 1
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 57.91 43.27 26.64 55.26 64.14 44.64
UDT3 42.05 42.29 40.87 56.31 53.74 54.35
UDT5 47.30 50.90 42.21 54.74 60.64 59.03
UDT10 52.83 52.94 51.98 58.36 58.40 53.36
UDT20 48.75 49.20 51.29 52.05 54.51 52.88
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 50.98 39.81 28.77 55.33 68.70 54.85
UDT3 39.10 39.67 43.36 59.35 60.39 58.64
UDT5 46.10 51.94 47.49 57.17 61.02 58.36
UDT10 51.93 52.62 53.81 59.87 61.35 57.44
UDT20 51.25 52.39 54.32 54.82 57.34 56.13
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 62.94 61.99 37.20 23.27 54.89 61.03
ADT3 45.20 45.72 35.77 41.07 51.62 57.56
ADT5 47.00 49.42 37.84 48.47 54.21 54.30
ADT10 50.65 49.62 48.97 55.29 55.37 51.23
ADT20 48.66 48.61 48.90 49.86 52.46 50.83
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 60.34 45.02 32.15 55.42 64.54 50.13
ADT3 46.86 44.77 43.62 57.80 55.61 53.41
ADT5 50.29 52.69 46.22 54.22 55.45 54.23
ADT10 52.26 51.66 51.84 56.22 57.08 54.53
ADT20 52.06 52.43 52.90 53.67 55.56 54.60
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 239 292 74 251 303 252
2-day <50 262 209 427 250 198 249
2-day >98 4 2 4 10 18 7
2-day <2 1 5 32 9 1 2
5-day >50 224
5-day <50 277
5-day >90 1
5-day <10 1
9-day >50 243 264 168 301 317 296
9-day <50 258 237 333 200 184 205
9-day >80 4 4 6 4 9 1
9-day <20 1 2 0 0 0 0
14-day >50 255 272 193 312 326 298
14-day <50 246 229 308 189 175 203
14-day >70 6 13 11 16 24 3
14-day <30 2 3 5 2 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 21 10 18 13 14 9
>50d Avg 183 147 239 132 180 112
<50d Avg 317 353 261 368 320 388
Spread -134 -206 -22 -236 -140 -276
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 41 115 42 92 51 56
Outside Day 69 11 15 58 33 49
Spread -28 104 27 34 18 7
Gap Up 25 37 2 4 32 3
Gap Down 7 2 124 21 1 10
Spread 18 35 -122 -17 31 -7
Top10%Range 19 41 15 19 29 54
Bot10%Range 75 37 28 42 105 15
Spread -56 4 -13 -23 -76 39
>UpperBand 22 16 9 27 68 23
<LowerBand 18 13 57 10 7 3
Spread 4 3 -48 17 61 20
WR20 33 16 22 18 32 6
NR20 29 50 9 45 38 29
Spread 4 -34 13 -27 -6 -23
1% up 66 178 15 39 149 83
1% down 100 19 282 74 38 57
Spread -34 159 -267 -35 111 26
2% up 21 44 8 12 69 31
2% down 33 5 81 19 5 4
Spread -12 39 -73 -7 64 27
5% up 5days 14 25 12 18 49 13
5% dn 5days 10 5 19 3 2 1
Spread 4 20 -7 15 47 12
+10% 5days 4 5 4 3 7 3
-10% 5days 1 0 0 0 0 0
Spread 3 5 4 3 7 3
+10% 20days 27 30 34 33 47 32
-10% 20days 4 8 7 6 3 2
Spread 23 22 27 27 44 30
Close>Open 150 320 128 233 253 288
Close<Open 349 173 369 260 246 209
Spread -199 147 -241 -27 7 79
+1%fromOpen 35 92 28 42 112 76
-1%fromOpen 128 26 125 56 46 30
Spread -93 66 -97 -14 66 46
+2%fromOpen 8 18 7 13 51 19
-2%fromOpen 29 5 16 15 9 4
Spread -21 13 -9 -2 42 15
Close>Midp 163 262 166 264 217 324
Close<Midp 333 236 332 233 280 172
Spread -170 26 -166 31 -63 152
+1% vs Midp 14 14 10 10 48 24
-1% vs Midp 39 13 15 17 16 3
Spread -25 1 -5 -7 32 21
+2% vs Midp 2 2 0 1 13 2
-2% vs Midp 5 1 1 2 1 2
Spread -3 1 -1 -1 12 0
>Yest High 111 201 20 53 201 87
<Yest Low 137 27 330 150 60 146
Spread -26 174 -310 -97 141 -59
1%>YestHigh 33 49 9 10 97 25
1%<YestLow 45 7 146 26 8 25
Spread -12 42 -137 -16 89 0
>Yest Midp 220 376 60 202 334 196
<Yest Midp 280 124 440 297 166 303
Spread -60 252 -380 -95 168 -107
1%>YestMidp 88 155 16 58 164 56
1%<YestMidp 102 28 280 99 35 100
Spread -14 127 -264 -41 129 -44
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 42 29 13 46 54 38
1%of52wkLo 2 2 5 1 2 1
S;pread 40 27 8 45 52 37
50%<52wkHi 21 21 23 22 21 25
50%<52wkLo 7 7 6 8 8 7
Spread 14 14 17 14 13 18
1%of20dHi 145 124 46 154 184 125
1%of20dLo 108 128 200 118 74 108
Spread 37 -4 -154 36 110 17
10%<20dHi 7 13 15 11 8 11
10%<20dLo 33 37 33 42 43 35
Spread -26 -24 -18 -31 -35 -24
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 210 244 140 277 313 286
<10d Avg 290 256 360 223 187 214
Spread -80 -12 -220 54 126 72
5% >10d Avg 8 7 8 16 33 12
5% <10d Avg 2 1 0 0 0 0
Spread 6 6 8 16 33 12
>20d Avg 267 274 186 293 296 286
<20d Avg 233 226 314 207 204 214
Spread 34 48 -128 86 92 72
5% >20d Avg 23 38 32 47 52 37
5% <20d Avg 4 4 7 2 4 4
Spread 19 34 25 45 48 33
>50d Avg 254 263 216 296 305 286
<50d Avg 246 237 284 204 195 214
Spread 8 26 -68 92 110 72
5% >50d Avg 56 61 55 81 84 70
5% <50d Avg 23 19 31 20 18 24
Spread 33 42 24 61 66 46
10%>50dAvg 8 15 13 18 20 9
10%<50dAvg 2 1 1 1 0 0
Spread 6 14 12 17 20 9
>200d Avg 341 355 336 354 360 345
<200d Avg 159 145 164 146 140 155
Spread 182 210 172 208 220 190
10%>200dAvg 121 120 110 131 138 132
10%<200dAvg 35 32 37 30 26 36
Spread 86 88 73 101 112 96
25%>200dAvg 16 16 14 14 13 16
25%<200dAvg 6 6 6 5 4 6
Spread 10 10 8 9 9 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 38 42 49 105 90 65
10d HV >50 11 10 10 9 7 4
20d HV <10 11 9 11 14 12 8
20d HV >50 8 8 8 10 8 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 24 24 12 44 102 45
RSI2 <10 33 26 156 58 35 44
Spread -9 -2 -144 -14 67 1
RSI2 >98 4 2 4 10 18 7
RSI2 <2 1 5 32 9 1 2
Spread 3 -3 -28 1 17 5
RSI14 >70 6 13 11 16 24 3
RSI14 <30 2 3 5 2 0 0
Spread 4 10 6 14 24 3
RSI14 >80 1 2 1 1 0 0
RSI14 <20 1 0 0 0 0 0
Spread 0 2 1 1 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.23 12.74 14.47 12.75 12.98 13.99
Upper Band 17.11 17.14 17.12 17.11 17.06 17.20
Lower Band 11.90 11.83 11.86 11.85 12.03 12.20
vs 10d Avg -2.12% -7.00% 3.90% -9.13% -9.75% -4.77%
VIX 13.25 13.30 13.89 12.60 12.84 13.67
Upper Band 16.08 16.07 16.09 16.10 16.03 16.18
Lower Band 12.14 12.16 12.12 12.13 12.33 12.47
vs 10d Avg -0.48% -1.24% 2.05% -7.96% -7.89% -3.63%
VXV 15.52 15.58 16.14 15.33 15.69 15.85
Upper Band 18.06 18.04 18.02 18.06 17.97 18.01
Lower Band 14.95 15.07 15.20 15.25 15.44 15.58
vs 10d Avg -1.96% -2.37% 0.35% -5.32% -4.28% -4.39%
VIX/VXV Rati0.854 0.854 0.861 0.822 0.818 0.862
Upper Band 0.902 0.904 0.910 0.908 0.909 0.914
Lower Band 0.806 0.800 0.787 0.785 0.788 0.790
vs 10d Avg 1.54% 1.21% 1.76% -2.71% -3.70% 0.86%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3237 3240 3247 3253 3246 3255
Advancers 1582 2193 633 1388 2091 1970
% of Total 48.9% 67.7% 19.5% 42.7% 64.4% 60.5%
Decliners 1547 934 2517 1748 1050 1181
% of Total 47.8% 28.8% 77.5% 53.7% 32.3% 36.3%
Unchanged 108 113 97 117 105 104
New Highs 95 60 29 74 121 82
New Lows 12 15 16 10 10 9
Adv Volume 1214798 1927469 667411 1343710 2748417 2244101
% of Total 37.4% 64.2% 18.4% 38.9% 68.4% 67.9%
Decl Volume 2011229 1010061 2913283 2065354 1237951 1036398
% of Total 61.9% 33.6% 80.1% 59.7% 30.8% 31.4%
Total Vol 3249488 3002123 3635838 3457683 4018539 3305305
ARMS Index 1.63 1.20 1.13 1.17 0.91 0.82
5 Day ARMS 6.04 5.23 5.13 4.8 4.37 4.67
McClellanOs -8 -1 -65 45 83 46
McClellanSm 2582 2590 2591 2656 2611 2528
Cumul TICK 886 4647 -30722 5911 59181 35576
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2873 2891 2862 2875 2875 2863
Advancers 1373 1900 613 1311 1839 1313
% of Total 47.8% 65.7% 21.4% 45.6% 64.0% 45.9%
Decliners 1396 897 2168 1455 943 1440
% of Total 48.6% 31.0% 75.8% 50.6% 32.8% 50.3%
Unchanged 104 94 81 109 93 110
New Highs 109 70 44 123 131 88
New Lows 35 28 48 24 19 34
Adv Volume 1014642 1196577 372386 767218 1276714 703618
% of Total 58.9% 72.6% 18.7% 46.0% 70.8% 44.4%
Decl Volume 664199 439950 1594337 868230 506978 861690
% of Total 38.5% 26.7% 80.0% 52.0% 28.1% 54.4%
Total Vol 1723776 1648935 1991858 1668471 1802229 1585081
ARMS Index 0.5 1.36 0.1 0.75 1.39 1
5 Day ARMS 4.1 4.6 4.19 5.53 5.45 4.88
McClellanOs 4 9 -45 41 60 21
McClellanSm 1455 1451 1442 1487 1446 1386
Cumul TICK 8700 27316 -25085 2301 37468 20657
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 72550351 92184731 191113230 68908296 99529320 74938050
Upper Band 172063698 172099541 183661239 169409966 195790482 195737318
SPX Vol 2091371774 1927011469 2379830361 2004658638 2222408109 1840244084
Upper Band 2407001460 2400426997 2891134170 2863896283 2925364442 2913202249
NYSE Vol 3249488000 3002123000 3635838000 3457683000 4018539000 3305305000
Upper Band 3839371030 3840439038 4561683422 4541586331 4622528227 4553200509
Consolidated3249540813 3002072051 3635860998 3457575650 4018482995 3304796340
Upper Band 3839294452 3840332957 4561670698 4541594300 4621729992 4552416950
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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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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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