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April 23rd, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2107.21 2120.49 2103.19 2112.93 4.97 0.2%
S&P100 922.73 928.13 920.43 924.58 1.73 0.2%
VIX 12.96 12.96 12.12 12.48 -0.23 -1.8%
Nasdaq100 4445.17 4496.08 4444.29 4477.07 16.26 0.4%
VXN 14.61 14.94 13.95 14.22 -0.46 -3.1%
NYSE TICK -88 1304 -806 -116 ---- ----
PreCloseTICK-133
Lead TICK 2226
CumAdj TICK 373
NYSE TRIN 1.23 1.23 1.23 1.23 ----
Dow Indus 18031.90 18133.03 17966.77 18058.69 20.4 0.1%
DJIA@10:00 18012.4
DJIA@3:00 18104.3
Last Hour -19.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 334 345 217 408 48 181
Decliners 162 150 279 89 448 313
Unchanged 5 6 5 4 5 7
A/D Ratio 2.06 2.30 0.78 4.58 0.11 0.58
A/D Thrust 67.34 69.70 43.75 82.09 9.68 36.64
Up Volume 1291782 1519873 820034 1482241 364045 790389
Up Vol % 55.7% 72.9% 39.2% 76.9% 15.3% 39.4%
Dn Volume 1011445 538872 1254773 418861 2001310 1177546
Dn Vol % 43.6% 25.9% 60.0% 21.7% 84.1% 58.7%
Tot Volume 2319256 2083853 2091372 1927011 2379830 2004659
UpDn Thrust56.09 73.83 39.52 77.97 15.39 40.16
> Upr Bband 54 40 22 16 9 27
< Lwr Bband 14 14 18 13 57 10
New 20d Hi 102 58 56 45 10 53
New 20d Lo 17 42 28 18 108 50
New 52wk Hi 38 23 12 10 2 11
New 52wk Lo 0 0 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 64.46 56.61 57.91 43.27 26.64 55.26
UDT3 56.42 63.34 42.05 42.29 40.87 56.31
UDT5 51.18 48.00 47.30 50.90 42.21 54.74
UDT10 52.88 54.12 52.83 52.94 51.98 58.36
UDT20 53.54 51.26 48.75 49.20 51.29 52.05
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 66.90 54.43 50.98 39.81 28.77 55.33
UDT3 57.57 57.90 39.10 39.67 43.36 59.35
UDT5 50.61 45.53 46.10 51.94 47.49 57.17
UDT10 53.89 53.25 51.93 52.62 53.81 59.87
UDT20 55.00 52.95 51.25 52.39 54.32 54.82
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 68.52 61.99 37.20 23.27 54.89 61.03
ADT3 60.26 45.72 35.77 41.07 51.62 57.56
ADT5 54.52 48.39 47.00 49.42 37.84 48.47
ADT10 51.49 51.30 50.65 49.62 48.97 55.29
ADT20 53.83 51.04 48.66 48.61 48.90 49.86
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 62.70 54.27 60.34 45.02 32.15 55.42
ADT3 58.62 59.58 46.86 44.77 43.62 57.80
ADT5 53.15 48.55 50.29 52.69 46.22 54.22
ADT10 53.68 52.00 52.26 51.66 51.84 56.22
ADT20 54.77 52.76 52.06 52.43 52.90 53.67
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 342 322 239 292 74 251
2-day <50 159 179 262 209 427 250
2-day >98 12 6 4 2 4 10
2-day <2 2 1 1 5 32 9
5-day >50 327
5-day <50 174
5-day >90 3
5-day <10 1
9-day >50 330 303 243 264 168 301
9-day <50 171 198 258 237 333 200
9-day >80 5 3 4 4 6 4
9-day <20 0 0 1 2 0 0
14-day >50 318 300 255 272 193 312
14-day <50 183 201 246 229 308 189
14-day >70 17 12 6 13 11 16
14-day <30 3 3 2 3 5 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 33 35 21 10 18 13
>50d Avg 194 173 183 147 239 132
<50d Avg 306 327 317 353 261 368
Spread -112 -154 -134 -206 -22 -236
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 74 66 41 115 42 92
Outside Day 33 61 69 11 15 58
Spread 41 5 -28 104 27 34
Gap Up 14 10 25 37 2 4
Gap Down 11 9 7 2 124 21
Spread 3 1 18 35 -122 -17
Top10%Range 15 78 19 41 15 19
Bot10%Range 27 7 75 37 28 42
Spread -12 71 -56 4 -13 -23
>UpperBand 54 40 22 16 9 27
<LowerBand 14 14 18 13 57 10
Spread 40 26 4 3 -48 17
WR20 34 28 33 16 22 18
NR20 20 16 29 50 9 45
Spread 14 12 4 -34 13 -27
1% up 91 105 66 178 15 39
1% down 46 38 100 19 282 74
Spread 45 67 -34 159 -267 -35
2% up 25 28 21 44 8 12
2% down 18 15 33 5 81 19
Spread 7 13 -12 39 -73 -7
5% up 5days 21 17 14 25 12 18
5% dn 5days 14 17 10 5 19 3
Spread 7 0 4 20 -7 15
+10% 5days 4 4 4 5 4 3
-10% 5days 1 4 1 0 0 0
Spread 3 0 3 5 4 3
+10% 20days 37 29 27 30 34 33
-10% 20days 1 2 4 8 7 6
Spread 36 27 23 22 27 27
Close>Open 371 303 150 320 128 233
Close<Open 123 192 349 173 369 260
Spread 248 111 -199 147 -241 -27
+1%fromOpen 117 75 35 92 28 42
-1%fromOpen 19 36 128 26 125 56
Spread 98 39 -93 66 -97 -14
+2%fromOpen 27 18 8 18 7 13
-2%fromOpen 5 12 29 5 16 15
Spread 22 6 -21 13 -9 -2
Close>Midp 324 380 163 262 166 264
Close<Midp 173 119 333 236 332 233
Spread 151 261 -170 26 -166 31
+1% vs Midp 19 30 14 14 10 10
-1% vs Midp 9 6 39 13 15 17
Spread 10 24 -25 1 -5 -7
+2% vs Midp 3 6 2 2 0 1
-2% vs Midp 0 2 5 1 1 2
Spread 3 4 -3 1 -1 -1
>Yest High 194 110 111 201 20 53
<Yest Low 39 65 137 27 330 150
Spread 155 45 -26 174 -310 -97
1%>YestHigh 52 31 33 49 9 10
1%<YestLow 15 16 45 7 146 26
Spread 37 15 -12 42 -137 -16
>Yest Midp 376 268 220 376 60 202
<Yest Midp 121 230 280 124 440 297
Spread 255 38 -60 252 -380 -95
1%>YestMidp 158 84 88 155 16 58
1%<YestMidp 37 56 102 28 280 99
Spread 121 28 -14 127 -264 -41
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 60 50 42 29 13 46
1%of52wkLo 1 3 2 2 5 1
S;pread 59 47 40 27 8 45
50%<52wkHi 23 23 21 21 23 22
50%<52wkLo 7 7 7 7 6 8
Spread 16 16 14 14 17 14
1%of20dHi 179 127 145 124 46 154
1%of20dLo 90 122 108 128 200 118
Spread 89 5 37 -4 -154 36
10%<20dHi 7 9 7 13 15 11
10%<20dLo 37 33 33 37 33 42
Spread -30 -24 -26 -24 -18 -31
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 310 257 210 244 140 277
<10d Avg 190 243 290 256 360 223
Spread 120 14 -80 -12 -220 54
5% >10d Avg 8 10 8 7 8 16
5% <10d Avg 6 4 2 1 0 0
Spread 2 6 6 6 8 16
>20d Avg 325 311 267 274 186 293
<20d Avg 175 188 233 226 314 207
Spread 150 123 34 48 -128 86
5% >20d Avg 40 30 23 38 32 47
5% <20d Avg 7 3 4 4 7 2
Spread 33 27 19 34 25 45
>50d Avg 288 282 254 263 216 296
<50d Avg 212 218 246 237 284 204
Spread 76 64 8 26 -68 92
5% >50d Avg 79 62 56 61 55 81
5% <50d Avg 26 21 23 19 31 20
Spread 53 41 33 42 24 61
10%>50dAvg 13 10 8 15 13 18
10%<50dAvg 0 1 2 1 1 1
Spread 13 9 6 14 12 17
>200d Avg 354 350 341 355 336 354
<200d Avg 146 150 159 145 164 146
Spread 208 200 182 210 172 208
10%>200dAvg 128 129 121 120 110 131
10%<200dAvg 27 31 35 32 37 30
Spread 101 98 86 88 73 101
25%>200dAvg 17 16 16 16 14 14
25%<200dAvg 4 5 6 6 6 5
Spread 13 11 10 10 8 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 45 46 38 42 49 105
10d HV >50 13 13 11 10 10 9
20d HV <10 14 13 11 9 11 14
20d HV >50 8 9 8 8 8 10
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 92 51 24 24 12 44
RSI2 <10 20 26 33 26 156 58
Spread 72 25 -9 -2 -144 -14
RSI2 >98 12 6 4 2 4 10
RSI2 <2 2 1 1 5 32 9
Spread 10 5 3 -3 -28 1
RSI14 >70 17 12 6 13 11 16
RSI14 <30 3 3 2 3 5 2
Spread 14 9 4 10 6 14
RSI14 >80 0 0 1 2 1 1
RSI14 <20 0 0 1 0 0 0
Spread 0 0 0 2 1 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.68 12.68 13.23 12.74 14.47 12.75
Upper Band 16.99 17.17 17.11 17.14 17.12 17.11
Lower Band 11.57 11.74 11.90 11.83 11.86 11.85
vs 10d Avg -4.34% -4.98% -2.12% -7.00% 3.90% -9.13%
VIX 12.48 12.71 13.25 13.30 13.89 12.60
Upper Band 15.98 16.12 16.08 16.07 16.09 16.10
Lower Band 11.85 12.00 12.14 12.16 12.12 12.13
vs 10d Avg -4.92% -3.62% -0.48% -1.24% 2.05% -7.96%
VXV 15.17 15.46 15.52 15.58 16.14 15.33
Upper Band 17.96 18.07 18.06 18.04 18.02 18.06
Lower Band 14.70 14.82 14.95 15.07 15.20 15.25
vs 10d Avg -3.08% -1.76% -1.96% -2.37% 0.35% -5.32%
VIX/VXV Rati0.823 0.822 0.854 0.854 0.861 0.822
Upper Band 0.900 0.902 0.902 0.904 0.910 0.908
Lower Band 0.803 0.806 0.806 0.800 0.787 0.785
vs 10d Avg -1.87% -1.87% 1.54% 1.21% 1.76% -2.71%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3237 3234 3237 3240 3247 3253
Advancers 2086 1791 1582 2193 633 1388
% of Total 64.4% 55.4% 48.9% 67.7% 19.5% 42.7%
Decliners 1011 1295 1547 934 2517 1748
% of Total 31.2% 40.0% 47.8% 28.8% 77.5% 53.7%
Unchanged 140 148 108 113 97 117
New Highs 128 97 95 60 29 74
New Lows 13 25 12 15 16 10
Adv Volume 2273084 2336293 1214798 1927469 667411 1343710
% of Total 62.3% 69.7% 37.4% 64.2% 18.4% 38.9%
Decl Volume 1319366 961457 2011229 1010061 2913283 2065354
% of Total 36.1% 28.7% 61.9% 33.6% 80.1% 59.7%
Total Vol 3650567 3351743 3249488 3002123 3635838 3457683
ARMS Index 1.23 0.56 1.63 1.2 1.13 1.17
5 Day ARMS 5.75 5.69 6.04 5.23 5.13 4.8
McClellanOs 54 10 -8 -1 -65 45
McClellanSm 2646 2592 2582 2590 2591 2656
Cumul TICK 52,677 24619 886 4647 -30722 5911
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2871 2883 2873 2891 2862 2875
Advancers 1682 1504 1373 1900 613 1311
% of Total 58.6% 52.2% 47.8% 65.7% 21.4% 45.6%
Decliners 1072 1278 1396 897 2168 1455
% of Total 37.3% 44.3% 48.6% 31.0% 75.8% 50.6%
Unchanged 117 101 104 94 81 109
New Highs 141 115 109 70 44 123
New Lows 42 42 35 28 48 24
Adv Volume 1086443 1028124 1014642 1196577 372386 767218
% of Total 58.3% 60.4% 58.9% 72.6% 18.7% 46.0%
Decl Volume 761307 634524 664199 439950 1594337 868230
% of Total 40.8% 37.3% 38.5% 26.7% 80.0% 52.0%
Total Vol 1863804 1701463 1723776 1648935 1991858 1668471
ARMS Index 1.3 0.71 0.5 1.36 0.1 0.75
5 Day ARMS 3.97 3.42 4.1 4.6 4.19 5.53
McClellanOs 38 12 4 9 -45 41
McClellanSm 1505 1467 1455 1451 1442 1487
Cumul TICK 33731 30945 8700 27316 -25085 2301
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 102550252 78245756 72529851 92184731 191113230 68908296
Upper Band 163953243 172050478 172064638 172099541 183661239 169409966
SPX Vol 2319256154 2083852674 2091371774 1927011469 2379830361 2004658638
Upper Band 2402718375 2412589818 2407001460 2400426997 2891134170 2863896283
NYSE Vol 3650567000 3351743000 3249488000 3002123000 3635838000 3457683000
Upper Band 3866401013 3846163225 3839371030 3840439038 4561683422 4541586331
Consolidated3650541552 3351700758 3249540813 3002072051 3635860998 3457575650
Upper Band 3866293070 3846054219 3839294452 3840332957 4561670698 4541594300
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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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