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April 24th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2112.8 2120.92 2112.8 2117.69 4.76 0.2%
S&P100 924.45 930.25 924.45 928.53 3.95 0.4%
VIX 12.21 13.02 12.16 12.29 -0.19 -1.5%
Nasdaq100 4529.73 4543.64 4517.88 4536.78 59.71 1.3%
VXN 14.22 14.23 13.51 14.2 -0.02 -0.1%
NYSE TICK 47 641 -751 77 ---- ----
PreCloseTICK12
Lead TICK -739
CumAdj TICK -115
NYSE TRIN 0.99 0.99 0.99 0.99 ----
Dow Indus 18056.42 18108.87 18009.08 18080.14 21.5 0.1%
DJIA@10:00 18058.9
DJIA@3:00 18062.7
Last Hour 17.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 213 334 345 217 408 48
Decliners 285 162 150 279 89 448
Unchanged 3 5 6 5 4 5
A/D Ratio 0.75 2.06 2.30 0.78 4.58 0.11
A/D Thrust 42.77 67.34 69.70 43.75 82.09 9.68
Up Volume 1009331 1291782 1519873 820034 1482241 364045
Up Vol % 46.7% 55.7% 72.9% 39.2% 76.9% 15.3%
Dn Volume 1128527 1011445 538872 1254773 418861 2001310
Dn Vol % 52.3% 43.6% 25.9% 60.0% 21.7% 84.1%
Tot Volume 2159604 2319256 2083853 2091372 1927011 2379830
UpDn Thrust47.21 56.09 73.83 39.52 77.97 15.39
> Upr Bband 50 54 40 22 16 9
< Lwr Bband 24 14 14 18 13 57
New 20d Hi 70 102 58 56 45 10
New 20d Lo 31 17 42 28 18 108
New 52wk Hi 18 38 23 12 10 2
New 52wk Lo 1 0 0 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 51.81 64.46 56.61 57.91 43.27 26.64
UDT3 58.79 56.42 63.34 42.05 42.29 40.87
UDT5 58.45 51.18 48.00 47.30 50.90 42.21
UDT10 50.45 52.88 54.12 52.83 52.94 51.98
UDT20 54.13 53.54 51.26 48.75 49.20 51.29
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.30 66.90 54.43 50.98 39.81 28.77
UDT3 61.67 57.57 57.90 39.10 39.67 43.36
UDT5 57.65 50.61 45.53 46.10 51.94 47.49
UDT10 52.46 53.89 53.25 51.93 52.62 53.81
UDT20 55.79 55.00 52.95 51.25 52.39 54.32
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 55.03 61.99 37.20 23.27 54.89 61.03
ADT3 59.91 45.72 35.77 41.07 51.62 57.56
ADT5 61.12 54.52 48.39 47.00 49.42 37.84
ADT10 49.47 51.49 51.30 50.65 49.62 48.97
ADT20 54.20 53.83 51.04 48.66 48.61 48.90
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 58.99 62.70 54.27 60.34 45.02 32.15
ADT3 58.67 58.62 59.58 46.86 44.77 43.62
ADT5 59.34 53.15 48.55 50.29 52.69 46.22
ADT10 52.75 53.68 52.00 52.26 51.66 51.84
ADT20 55.35 54.77 52.76 52.06 52.43 52.90
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 264 342 322 239 292 74
2-day <50 237 159 179 262 209 427
2-day >98 11 12 6 4 2 4
2-day <2 3 2 1 1 5 32
5-day >50 295
5-day <50 206
5-day >90 6
5-day <10 2
9-day >50 298 330 303 243 264 168
9-day <50 203 171 198 258 237 333
9-day >80 7 5 3 4 4 6
9-day <20 2 0 0 1 2 0
14-day >50 296 318 300 255 272 193
14-day <50 205 183 201 246 229 308
14-day >70 19 17 12 6 13 11
14-day <30 3 3 3 2 3 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 30 33 35 21 10 18
>50d Avg 164 194 173 183 147 239
<50d Avg 336 306 327 317 353 261
Spread -172 -112 -154 -134 -206 -22
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 124 74 66 41 115 42
Outside Day 31 33 61 69 11 15
Spread 93 41 5 -28 104 27
Gap Up 15 14 10 25 37 2
Gap Down 15 11 9 7 2 124
Spread 0 3 1 18 35 -122
Top10%Range 28 15 78 19 41 15
Bot10%Range 34 27 7 75 37 28
Spread -6 -12 71 -56 4 -13
>UpperBand 50 54 40 22 16 9
<LowerBand 24 14 14 18 13 57
Spread 26 40 26 4 3 -48
WR20 34 34 28 33 16 22
NR20 41 20 16 29 50 9
Spread -7 14 12 4 -34 13
1% up 60 91 105 66 178 15
1% down 84 46 38 100 19 282
Spread -24 45 67 -34 159 -267
2% up 26 25 28 21 44 8
2% down 34 18 15 33 5 81
Spread -8 7 13 -12 39 -73
5% up 5days 34 21 17 14 25 12
5% dn 5days 16 14 17 10 5 19
Spread 18 7 0 4 20 -7
+10% 5days 7 4 4 4 5 4
-10% 5days 0 1 4 1 0 0
Spread 7 3 0 3 5 4
+10% 20days 36 37 29 27 30 34
-10% 20days 0 1 2 4 8 7
Spread 36 36 27 23 22 27
Close>Open 200 371 303 150 320 128
Close<Open 292 123 192 349 173 369
Spread -92 248 111 -199 147 -241
+1%fromOpen 58 117 75 35 92 28
-1%fromOpen 84 19 36 128 26 125
Spread -26 98 39 -93 66 -97
+2%fromOpen 19 27 18 8 18 7
-2%fromOpen 26 5 12 29 5 16
Spread -7 22 6 -21 13 -9
Close>Midp 226 324 380 163 262 166
Close<Midp 272 173 119 333 236 332
Spread -46 151 261 -170 26 -166
+1% vs Midp 17 19 30 14 14 10
-1% vs Midp 21 9 6 39 13 15
Spread -4 10 24 -25 1 -5
+2% vs Midp 1 3 6 2 2 0
-2% vs Midp 0 0 2 5 1 1
Spread 1 3 4 -3 1 -1
>Yest High 107 194 110 111 201 20
<Yest Low 101 39 65 137 27 330
Spread 6 155 45 -26 174 -310
1%>YestHigh 36 52 31 33 49 9
1%<YestLow 34 15 16 45 7 146
Spread 2 37 15 -12 42 -137
>Yest Midp 246 376 268 220 376 60
<Yest Midp 252 121 230 280 124 440
Spread -6 255 38 -60 252 -380
1%>YestMidp 78 158 84 88 155 16
1%<YestMidp 81 37 56 102 28 280
Spread -3 121 28 -14 127 -264
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 59 60 50 42 29 13
1%of52wkLo 2 1 3 2 2 5
S;pread 57 59 47 40 27 8
50%<52wkHi 22 23 23 21 21 23
50%<52wkLo 6 7 7 7 7 6
Spread 16 16 16 14 14 17
1%of20dHi 174 179 127 145 124 46
1%of20dLo 96 90 122 108 128 200
Spread 78 89 5 37 -4 -154
10%<20dHi 7 7 9 7 13 15
10%<20dLo 36 37 33 33 37 33
Spread -29 -30 -24 -26 -24 -18
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 282 310 257 210 244 140
<10d Avg 217 190 243 290 256 360
Spread 65 120 14 -80 -12 -220
5% >10d Avg 16 8 10 8 7 8
5% <10d Avg 7 6 4 2 1 0
Spread 9 2 6 6 6 8
>20d Avg 303 325 311 267 274 186
<20d Avg 197 175 188 233 226 314
Spread 106 150 123 34 48 -128
5% >20d Avg 32 40 30 23 38 32
5% <20d Avg 9 7 3 4 4 7
Spread 23 33 27 19 34 25
>50d Avg 287 288 282 254 263 216
<50d Avg 213 212 218 246 237 284
Spread 74 76 64 8 26 -68
5% >50d Avg 65 79 62 56 61 55
5% <50d Avg 22 26 21 23 19 31
Spread 43 53 41 33 42 24
10%>50dAvg 15 13 10 8 15 13
10%<50dAvg 1 0 1 2 1 1
Spread 14 13 9 6 14 12
>200d Avg 351 354 350 341 355 336
<200d Avg 149 146 150 159 145 164
Spread 202 208 200 182 210 172
10%>200dAvg 132 128 129 121 120 110
10%<200dAvg 29 27 31 35 32 37
Spread 103 101 98 86 88 73
25%>200dAvg 17 17 16 16 16 14
25%<200dAvg 3 4 5 6 6 6
Spread 14 13 11 10 10 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 54 45 46 38 42 49
10d HV >50 15 13 13 11 10 10
20d HV <10 15 14 13 11 9 11
20d HV >50 7 8 9 8 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 84 92 51 24 24 12
RSI2 <10 42 20 26 33 26 156
Spread 42 72 25 -9 -2 -144
RSI2 >98 11 12 6 4 2 4
RSI2 <2 3 2 1 1 5 32
Spread 8 10 5 3 -3 -28
RSI14 >70 19 17 12 6 13 11
RSI14 <30 3 3 3 2 3 5
Spread 16 14 9 4 10 6
RSI14 >80 2 0 0 1 2 1
RSI14 <20 0 0 0 1 0 0
Spread 2 0 0 0 2 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.50 12.68 12.68 13.23 12.74 14.47
Upper Band 16.67 16.99 17.17 17.11 17.14 17.12
Lower Band 11.49 11.57 11.74 11.90 11.83 11.86
vs 10d Avg -5.70% -4.34% -4.98% -2.12% -7.00% 3.90%
VIX 12.29 12.48 12.71 13.25 13.30 13.89
Upper Band 15.73 15.98 16.12 16.08 16.07 16.09
Lower Band 11.75 11.85 12.00 12.14 12.16 12.12
vs 10d Avg -6.16% -4.92% -3.62% -0.48% -1.24% 2.05%
VXV 15.26 15.17 15.46 15.52 15.58 16.14
Upper Band 17.80 17.96 18.07 18.06 18.04 18.02
Lower Band 14.63 14.70 14.82 14.95 15.07 15.20
vs 10d Avg -2.38% -3.08% -1.76% -1.96% -2.37% 0.35%
VIX/VXV Rati0.805 0.823 0.822 0.854 0.854 0.861
Upper Band 0.894 0.900 0.902 0.902 0.904 0.910
Lower Band 0.799 0.803 0.806 0.806 0.800 0.787
vs 10d Avg -3.84% -1.87% -1.87% 1.54% 1.21% 1.76%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3244 3237 3234 3237 3240 3247
Advancers 1582 2086 1791 1582 2193 633
% of Total 48.8% 64.4% 55.4% 48.9% 67.7% 19.5%
Decliners 1539 1011 1295 1547 934 2517
% of Total 47.4% 31.2% 40.0% 47.8% 28.8% 77.5%
Unchanged 123 140 148 108 113 97
New Highs 107 128 97 95 60 29
New Lows 9 13 25 12 15 16
Adv Volume 1688350 2273084 2336293 1214798 1927469 667411
% of Total 50.0% 62.3% 69.7% 37.4% 64.2% 18.4%
Decl Volume 1632700 1319366 961457 2011229 1010061 2913283
% of Total 48.3% 36.1% 28.7% 61.9% 33.6% 80.1%
Total Vol 3377512 3650567 3351743 3249488 3002123 3635838
ARMS Index 0.99 1.23 0.56 1.63 1.2 1.13
5 Day ARMS 5.61 5.75 5.69 6.04 5.23 5.13
McClellanOs 39 54 10 -8 -1 -65
McClellanSm 2685 2646 2592 2582 2590 2591
Cumul TICK 7,709 52677 24619 886 4647 -30722
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2888 2871 2883 2873 2891 2862
Advancers 1287 1682 1504 1373 1900 613
% of Total 44.6% 58.6% 52.2% 47.8% 65.7% 21.4%
Decliners 1490 1072 1278 1396 897 2168
% of Total 51.6% 37.3% 44.3% 48.6% 31.0% 75.8%
Unchanged 111 117 101 104 94 81
New Highs 129 141 115 109 70 44
New Lows 35 42 42 35 28 48
Adv Volume 905809 1086443 1028124 1014642 1196577 372386
% of Total 47.7% 58.3% 60.4% 58.9% 72.6% 18.7%
Decl Volume 977550 761307 634524 664199 439950 1594337
% of Total 51.5% 40.8% 37.3% 38.5% 26.7% 80.0%
Total Vol 1898012 1863804 1701463 1723776 1648935 1991858
ARMS Index 0.64 1.3 0.71 0.5 1.36 0.1
5 Day ARMS 4.51 3.97 3.42 4.1 4.6 4.19
McClellanOs 19 38 12 4 9 -45
McClellanSm 1524 1505 1467 1455 1451 1442
Cumul TICK 1767 33731 30945 8700 27316 -25085
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 61327387 102550252 78245756 72529851 92184731 191113230
Upper Band 156667213 163953243 172050478 172064638 172099541 183661239
SPX Vol 2159603699 2319256154 2083852674 2091371774 1927011469 2379830361
Upper Band 2376288067 2402718375 2412589818 2407001460 2400426997 2891134170
NYSE Vol 3377512000 3650567000 3351743000 3249488000 3002123000 3635838000
Upper Band 3851960893 3866401013 3846163225 3839371030 3840439038 4561683422
Consolidated3377567489 3650541552 3351700758 3249540813 3002072051 3635860998
Upper Band 3851752640 3866293070 3846054219 3839294452 3840332957 4561670698
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Weekly Sentiment
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Sentiment 24-Apr 17-Apr 10-Apr 2-Apr 27-Mar 20-Mar
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AAII Bull n.a 32 29 35 38 27
AAII Bear n.a 23 24 32 24 32
Market Vane n.a 62 60 60 63 61
II Bull n.a 50.5 50.4 54.5 56.6 52
II Bear n.a 13.9 14.2 14.2 14.1 14.3
OddLot ShRt n.a 48.8 48.8 50.9 49.3 47.7
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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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