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April 22nd, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2098.27 2109.98 2091.05 2107.96 10.67 0.5%
S&P100 917.56 923.89 914.94 922.85 5.8 0.6%
VIX 12.97 13.80 12.57 12.71 -0.54 -4.1%
Nasdaq100 4448.58 4466.84 4419.35 4460.81 24.83 0.6%
VXN 14.93 15.44 14.43 14.68 -0.25 -1.7%
NYSE TICK 218 1073 -1006 19 ---- ----
PreCloseTICK-155
Lead TICK 1874
CumAdj TICK 103
NYSE TRIN 0.56 0.56 0.56 0.56 ----
Dow Indus 17950.82 18056.02 17887.76 18038.27 88.7 0.5%
DJIA@10:00 17934.6
DJIA@3:00 18029.3
Last Hour 23.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 345 217 408 48 181 312
Decliners 150 279 89 448 313 186
Unchanged 6 5 4 5 7 3
A/D Ratio 2.30 0.78 4.58 0.11 0.58 1.68
A/D Thrust 69.70 43.75 82.09 9.68 36.64 62.65
Up Volume 1519873 820034 1482241 364045 790389 1523344
Up Vol % 72.9% 39.2% 76.9% 15.3% 39.4% 68.5%
Dn Volume 538872 1254773 418861 2001310 1177546 695573
Dn Vol % 25.9% 60.0% 21.7% 84.1% 58.7% 31.3%
Tot Volume 2083853 2091372 1927011 2379830 2004659 2222408
UpDn Thrust73.83 39.52 77.97 15.39 40.16 68.65
> Upr Bband 40 22 16 9 27 68
< Lwr Bband 14 18 13 57 10 7
New 20d Hi 58 56 45 10 53 104
New 20d Lo 42 28 18 108 50 22
New 52wk Hi 23 12 10 2 11 20
New 52wk Lo 0 0 1 1 0 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 56.61 57.91 43.27 26.64 55.26 64.14
UDT3 63.34 42.05 42.29 40.87 56.31 53.74
UDT5 48.00 47.30 50.90 42.21 54.74 60.64
UDT10 54.12 52.83 52.94 51.98 58.36 58.40
UDT20 51.26 48.75 49.20 51.29 52.05 54.51
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 54.43 50.98 39.81 28.77 55.33 68.70
UDT3 57.90 39.10 39.67 43.36 59.35 60.39
UDT5 45.53 46.10 51.94 47.49 57.17 61.02
UDT10 53.25 51.93 52.62 53.81 59.87 61.35
UDT20 52.95 51.25 52.39 54.32 54.82 57.34
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 56.71 61.99 37.20 23.27 54.89 61.03
ADT3 65.19 45.72 35.77 41.07 51.62 57.56
ADT5 48.39 47.00 49.42 37.84 48.47 54.21
ADT10 51.30 50.65 49.62 48.97 55.29 55.37
ADT20 51.04 48.66 48.61 48.90 49.86 52.46
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 54.27 60.34 45.02 32.15 55.42 64.54
ADT3 59.58 46.86 44.77 43.62 57.80 55.61
ADT5 48.55 50.29 52.69 46.22 54.22 55.45
ADT10 52.00 52.26 51.66 51.84 56.22 57.08
ADT20 52.76 52.06 52.43 52.90 53.67 55.56
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 322 239 292 74 251 303
2-day <50 179 262 209 427 250 198
2-day >98 6 4 2 4 10 18
2-day <2 1 1 5 32 9 1
5-day >50 286
5-day <50 215
5-day >90 2
5-day <10 0
9-day >50 303 243 264 168 301 317
9-day <50 198 258 237 333 200 184
9-day >80 3 4 4 6 4 9
9-day <20 0 1 2 0 0 0
14-day >50 300 255 272 193 312 326
14-day <50 201 246 229 308 189 175
14-day >70 12 6 13 11 16 24
14-day <30 3 2 3 5 2 0
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 35 21 10 18 13 14
>50d Avg 173 183 147 239 132 180
<50d Avg 327 317 353 261 368 320
Spread -154 -134 -206 -22 -236 -140
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 66 41 115 42 92 51
Outside Day 61 69 11 15 58 33
Spread 5 -28 104 27 34 18
Gap Up 10 25 37 2 4 32
Gap Down 9 7 2 124 21 1
Spread 1 18 35 -122 -17 31
Top10%Range 78 19 41 15 19 29
Bot10%Range 7 75 37 28 42 105
Spread 71 -56 4 -13 -23 -76
>UpperBand 40 22 16 9 27 68
<LowerBand 14 18 13 57 10 7
Spread 26 4 3 -48 17 61
WR20 28 33 16 22 18 32
NR20 16 29 50 9 45 38
Spread 12 4 -34 13 -27 -6
1% up 105 66 178 15 39 149
1% down 38 100 19 282 74 38
Spread 67 -34 159 -267 -35 111
2% up 28 21 44 8 12 69
2% down 15 33 5 81 19 5
Spread 13 -12 39 -73 -7 64
5% up 5days 17 14 25 12 18 49
5% dn 5days 17 10 5 19 3 2
Spread 0 4 20 -7 15 47
+10% 5days 4 4 5 4 3 7
-10% 5days 4 1 0 0 0 0
Spread 0 3 5 4 3 7
+10% 20days 29 27 30 34 33 47
-10% 20days 2 4 8 7 6 3
Spread 27 23 22 27 27 44
Close>Open 303 150 320 128 233 253
Close<Open 192 349 173 369 260 246
Spread 111 -199 147 -241 -27 7
+1%fromOpen 75 35 92 28 42 112
-1%fromOpen 36 128 26 125 56 46
Spread 39 -93 66 -97 -14 66
+2%fromOpen 18 8 18 7 13 51
-2%fromOpen 12 29 5 16 15 9
Spread 6 -21 13 -9 -2 42
Close>Midp 380 163 262 166 264 217
Close<Midp 119 333 236 332 233 280
Spread 261 -170 26 -166 31 -63
+1% vs Midp 30 14 14 10 10 48
-1% vs Midp 6 39 13 15 17 16
Spread 24 -25 1 -5 -7 32
+2% vs Midp 6 2 2 0 1 13
-2% vs Midp 2 5 1 1 2 1
Spread 4 -3 1 -1 -1 12
>Yest High 110 111 201 20 53 201
<Yest Low 65 137 27 330 150 60
Spread 45 -26 174 -310 -97 141
1%>YestHigh 31 33 49 9 10 97
1%<YestLow 16 45 7 146 26 8
Spread 15 -12 42 -137 -16 89
>Yest Midp 268 220 376 60 202 334
<Yest Midp 230 280 124 440 297 166
Spread 38 -60 252 -380 -95 168
1%>YestMidp 84 88 155 16 58 164
1%<YestMidp 56 102 28 280 99 35
Spread 28 -14 127 -264 -41 129
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 50 42 29 13 46 54
1%of52wkLo 3 2 2 5 1 2
S;pread 47 40 27 8 45 52
50%<52wkHi 23 21 21 23 22 21
50%<52wkLo 7 7 7 6 8 8
Spread 16 14 14 17 14 13
1%of20dHi 127 145 124 46 154 184
1%of20dLo 122 108 128 200 118 74
Spread 5 37 -4 -154 36 110
10%<20dHi 9 7 13 15 11 8
10%<20dLo 33 33 37 33 42 43
Spread -24 -26 -24 -18 -31 -35
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 257 210 244 140 277 313
<10d Avg 243 290 256 360 223 187
Spread 14 -80 -12 -220 54 126
5% >10d Avg 10 8 7 8 16 33
5% <10d Avg 4 2 1 0 0 0
Spread 6 6 6 8 16 33
>20d Avg 311 267 274 186 293 296
<20d Avg 188 233 226 314 207 204
Spread 123 34 48 -128 86 92
5% >20d Avg 30 23 38 32 47 52
5% <20d Avg 3 4 4 7 2 4
Spread 27 19 34 25 45 48
>50d Avg 282 254 263 216 296 305
<50d Avg 218 246 237 284 204 195
Spread 64 8 26 -68 92 110
5% >50d Avg 62 56 61 55 81 84
5% <50d Avg 21 23 19 31 20 18
Spread 41 33 42 24 61 66
10%>50dAvg 10 8 15 13 18 20
10%<50dAvg 1 2 1 1 1 0
Spread 9 6 14 12 17 20
>200d Avg 350 341 355 336 354 360
<200d Avg 150 159 145 164 146 140
Spread 200 182 210 172 208 220
10%>200dAvg 129 121 120 110 131 138
10%<200dAvg 31 35 32 37 30 26
Spread 98 86 88 73 101 112
25%>200dAvg 16 16 16 14 14 13
25%<200dAvg 5 6 6 6 5 4
Spread 11 10 10 8 9 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 46 38 42 49 105 90
10d HV >50 13 11 10 10 9 7
20d HV <10 13 11 9 11 14 12
20d HV >50 9 8 8 8 10 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 51 24 24 12 44 102
RSI2 <10 26 33 26 156 58 35
Spread 25 -9 -2 -144 -14 67
RSI2 >98 6 4 2 4 10 18
RSI2 <2 1 1 5 32 9 1
Spread 5 3 -3 -28 1 17
RSI14 >70 12 6 13 11 16 24
RSI14 <30 3 2 3 5 2 0
Spread 9 4 10 6 14 24
RSI14 >80 0 1 2 1 1 0
RSI14 <20 0 1 0 0 0 0
Spread 0 0 2 1 1 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.68 13.23 12.74 14.47 12.75 12.98
Upper Band 17.17 17.11 17.14 17.12 17.11 17.06
Lower Band 11.74 11.90 11.83 11.86 11.85 12.03
vs 10d Avg -4.98% -2.12% -7.00% 3.90% -9.13% -9.75%
VIX 12.71 13.25 13.30 13.89 12.60 12.84
Upper Band 16.12 16.08 16.07 16.09 16.10 16.03
Lower Band 12.00 12.14 12.16 12.12 12.13 12.33
vs 10d Avg -3.62% -0.48% -1.24% 2.05% -7.96% -7.89%
VXV 15.46 15.52 15.58 16.14 15.33 15.69
Upper Band 18.07 18.06 18.04 18.02 18.06 17.97
Lower Band 14.82 14.95 15.07 15.20 15.25 15.44
vs 10d Avg -1.76% -1.96% -2.37% 0.35% -5.32% -4.28%
VIX/VXV Rati0.822 0.854 0.854 0.861 0.822 0.818
Upper Band 0.902 0.902 0.904 0.910 0.908 0.909
Lower Band 0.806 0.806 0.800 0.787 0.785 0.788
vs 10d Avg -1.87% 1.54% 1.21% 1.76% -2.71% -3.70%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3234 3237 3240 3247 3253 3246
Advancers 1791 1582 2193 633 1388 2091
% of Total 55.4% 48.9% 67.7% 19.5% 42.7% 64.4%
Decliners 1295 1547 934 2517 1748 1050
% of Total 40.0% 47.8% 28.8% 77.5% 53.7% 32.3%
Unchanged 148 108 113 97 117 105
New Highs 97 95 60 29 74 121
New Lows 25 12 15 16 10 10
Adv Volume 2336293 1214798 1927469 667411 1343710 2748417
% of Total 69.7% 37.4% 64.2% 18.4% 38.9% 68.4%
Decl Volume 961457 2011229 1010061 2913283 2065354 1237951
% of Total 28.7% 61.9% 33.6% 80.1% 59.7% 30.8%
Total Vol 3351743 3249488 3002123 3635838 3457683 4018539
ARMS Index 0.56 1.63 1.2 1.13 1.17 0.91
5 Day ARMS 5.69 6.04 5.23 5.13 4.8 4.37
McClellanOs 10 -8 -1 -65 45 83
McClellanSm 2592 2582 2590 2591 2656 2611
Cumul TICK 24,619 886 4647 -30722 5911 59181
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2883 2873 2891 2862 2875 2875
Advancers 1504 1373 1900 613 1311 1839
% of Total 52.2% 47.8% 65.7% 21.4% 45.6% 64.0%
Decliners 1278 1396 897 2168 1455 943
% of Total 44.3% 48.6% 31.0% 75.8% 50.6% 32.8%
Unchanged 101 104 94 81 109 93
New Highs 115 109 70 44 123 131
New Lows 42 35 28 48 24 19
Adv Volume 1028124 1014642 1196577 372386 767218 1276714
% of Total 60.4% 58.9% 72.6% 18.7% 46.0% 70.8%
Decl Volume 634524 664199 439950 1594337 868230 506978
% of Total 37.3% 38.5% 26.7% 80.0% 52.0% 28.1%
Total Vol 1701463 1723776 1648935 1991858 1668471 1802229
ARMS Index 0.71 0.5 1.36 0.1 0.75 1.39
5 Day ARMS 3.42 4.1 4.6 4.19 5.53 5.45
McClellanOs 12 4 9 -45 41 60
McClellanSm 1467 1455 1451 1442 1487 1446
Cumul TICK 30945 8700 27316 -25085 2301 37468
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 78245756 72529851 92184731 191113230 68908296 99529320
Upper Band 172050478 172064638 172099541 183661239 169409966 195790482
SPX Vol 2083852674 2091371774 1927011469 2379830361 2004658638 2222408109
Upper Band 2412589818 2407001460 2400426997 2891134170 2863896283 2925364442
NYSE Vol 3351743000 3249488000 3002123000 3635838000 3457683000 4018539000
Upper Band 3846163225 3839371030 3840439038 4561683422 4541586331 4622528227
Consolidated3351700758 3249540813 3002072051 3635860998 3457575650 4018482995
Upper Band 3846054219 3839294452 3840332957 4561670698 4541594300 4621729992
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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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