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April 27th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2119.29 2125.92 2107.04 2108.92 -8.77 -0.4%
S&P100 929.12 932.65 924.82 925.6 -2.93 -0.3%
VIX 12.34 13.40 12.33 13.12 0.83 6.8%
Nasdaq100 4548.51 4562.33 4516.33 4525.04 -11.74 -0.3%
VXN 14.53 15.28 14.48 15.18 0.98 6.9%
NYSE TICK 572 1001 -1161 -191 ---- ----
PreCloseTICK-245
Lead TICK -5896
CumAdj TICK -471
NYSE TRIN 0.96 0.96 0.96 0.96 ----
Dow Indus 18097.89 18175.56 18024.66 18037.97 -42.2 -0.2%
DJIA@10:00 18146.9
DJIA@3:00 18063.4
Last Hour -92.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 139 213 334 345 217 408
Decliners 360 285 162 150 279 89
Unchanged 2 3 5 6 5 4
A/D Ratio 0.39 0.75 2.06 2.30 0.78 4.58
A/D Thrust 27.86 42.77 67.34 69.70 43.75 82.09
Up Volume 864356 1009331 1291782 1519873 820034 1482241
Up Vol % 36.5% 46.7% 55.7% 72.9% 39.2% 76.9%
Dn Volume 1498140 1128527 1011445 538872 1254773 418861
Dn Vol % 63.2% 52.3% 43.6% 25.9% 60.0% 21.7%
Tot Volume 2368850 2159604 2319256 2083853 2091372 1927011
UpDn Thrust36.59 47.21 56.09 73.83 39.52 77.97
> Upr Bband 30 50 54 40 22 16
< Lwr Bband 44 24 14 14 18 13
New 20d Hi 63 70 102 58 56 45
New 20d Lo 45 31 17 42 28 18
New 52wk Hi 18 18 38 23 12 10
New 52wk Lo 1 1 0 0 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 41.63 51.81 64.46 56.61 57.91 43.27
UDT3 46.53 58.79 56.42 63.34 42.05 42.29
UDT5 50.34 58.45 51.18 48.00 47.30 50.90
UDT10 50.61 50.45 52.88 54.12 52.83 52.94
UDT20 53.09 54.13 53.54 51.26 48.75 49.20
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 45.46 57.30 66.90 54.43 50.98 39.81
UDT3 51.66 61.67 57.57 57.90 39.10 39.67
UDT5 52.74 57.65 50.61 45.53 46.10 51.94
UDT10 52.34 52.46 53.89 53.25 51.93 52.62
UDT20 55.36 55.79 55.00 52.95 51.25 52.39
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 35.31 61.99 37.20 23.27 54.89 61.03
ADT3 45.95 45.72 35.77 41.07 51.62 57.56
ADT5 50.24 61.12 54.52 48.39 47.00 49.42
ADT10 49.83 49.47 51.49 51.30 50.65 49.62
ADT20 52.42 54.20 53.83 51.04 48.66 48.61
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 43.83 58.99 62.70 54.27 60.34 45.02
ADT3 51.61 58.67 58.62 59.58 46.86 44.77
ADT5 52.67 59.34 53.15 48.55 50.29 52.69
ADT10 52.68 52.75 53.68 52.00 52.26 51.66
ADT20 54.19 55.35 54.77 52.76 52.06 52.43
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 150 264 342 322 239 292
2-day <50 351 237 159 179 262 209
2-day >98 7 11 12 6 4 2
2-day <2 8 3 2 1 1 5
5-day >50 209
5-day <50 292
5-day >90 3
5-day <10 2
9-day >50 239 298 330 303 243 264
9-day <50 262 203 171 198 258 237
9-day >80 5 7 5 3 4 4
9-day <20 2 2 0 0 1 2
14-day >50 249 296 318 300 255 272
14-day <50 252 205 183 201 246 229
14-day >70 14 19 17 12 6 13
14-day <30 7 3 3 3 2 3
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 15 30 33 35 21 10
>50d Avg 211 164 194 173 183 147
<50d Avg 289 336 306 327 317 353
Spread -78 -172 -112 -154 -134 -206
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 57 124 74 66 41 115
Outside Day 90 31 33 61 69 11
Spread -33 93 41 5 -28 104
Gap Up 9 15 14 10 25 37
Gap Down 2 15 11 9 7 2
Spread 7 0 3 1 18 35
Top10%Range 8 28 15 78 19 41
Bot10%Range 161 34 27 7 75 37
Spread -153 -6 -12 71 -56 4
>UpperBand 30 50 54 40 22 16
<LowerBand 44 24 14 14 18 13
Spread -14 26 40 26 4 3
WR20 37 34 34 28 33 16
NR20 14 41 20 16 29 50
Spread 23 -7 14 12 4 -34
1% up 42 60 91 105 66 178
1% down 160 84 46 38 100 19
Spread -118 -24 45 67 -34 159
2% up 12 26 25 28 21 44
2% down 43 34 18 15 33 5
Spread -31 -8 7 13 -12 39
5% up 5days 22 34 21 17 14 25
5% dn 5days 24 16 14 17 10 5
Spread -2 18 7 0 4 20
+10% 5days 4 7 4 4 4 5
-10% 5days 1 0 1 4 1 0
Spread 3 7 3 0 3 5
+10% 20days 35 36 37 29 27 30
-10% 20days 3 0 1 2 4 8
Spread 32 36 36 27 23 22
Close>Open 95 200 371 303 150 320
Close<Open 404 292 123 192 349 173
Spread -309 -92 248 111 -199 147
+1%fromOpen 28 58 117 75 35 92
-1%fromOpen 207 84 19 36 128 26
Spread -179 -26 98 39 -93 66
+2%fromOpen 7 19 27 18 8 18
-2%fromOpen 62 26 5 12 29 5
Spread -55 -7 22 6 -21 13
Close>Midp 69 226 324 380 163 262
Close<Midp 428 272 173 119 333 236
Spread -359 -46 151 261 -170 26
+1% vs Midp 4 17 19 30 14 14
-1% vs Midp 80 21 9 6 39 13
Spread -76 -4 10 24 -25 1
+2% vs Midp 0 1 3 6 2 2
-2% vs Midp 7 0 0 2 5 1
Spread -7 1 3 4 -3 1
>Yest High 57 107 194 110 111 201
<Yest Low 210 101 39 65 137 27
Spread -153 6 155 45 -26 174
1%>YestHigh 16 36 52 31 33 49
1%<YestLow 63 34 15 16 45 7
Spread -47 2 37 15 -12 42
>Yest Midp 143 246 376 268 220 376
<Yest Midp 354 252 121 230 280 124
Spread -211 -6 255 38 -60 252
1%>YestMidp 43 78 158 84 88 155
1%<YestMidp 169 81 37 56 102 28
Spread -126 -3 121 28 -14 127
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 53 59 60 50 42 29
1%of52wkLo 2 2 1 3 2 2
S;pread 51 57 59 47 40 27
50%<52wkHi 22 22 23 23 21 21
50%<52wkLo 5 6 7 7 7 7
Spread 17 16 16 16 14 14
1%of20dHi 164 174 179 127 145 124
1%of20dLo 122 96 90 122 108 128
Spread 42 78 89 5 37 -4
10%<20dHi 11 7 7 9 7 13
10%<20dLo 36 36 37 33 33 37
Spread -25 -29 -30 -24 -26 -24
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 207 282 310 257 210 244
<10d Avg 293 217 190 243 290 256
Spread -86 65 120 14 -80 -12
5% >10d Avg 11 16 8 10 8 7
5% <10d Avg 14 7 6 4 2 1
Spread -3 9 2 6 6 6
>20d Avg 237 303 325 311 267 274
<20d Avg 263 197 175 188 233 226
Spread -26 106 150 123 34 48
5% >20d Avg 24 32 40 30 23 38
5% <20d Avg 15 9 7 3 4 4
Spread 9 23 33 27 19 34
>50d Avg 258 287 288 282 254 263
<50d Avg 242 213 212 218 246 237
Spread 16 74 76 64 8 26
5% >50d Avg 53 65 79 62 56 61
5% <50d Avg 29 22 26 21 23 19
Spread 24 43 53 41 33 42
10%>50dAvg 15 15 13 10 8 15
10%<50dAvg 3 1 0 1 2 1
Spread 12 14 13 9 6 14
>200d Avg 346 351 354 350 341 355
<200d Avg 154 149 146 150 159 145
Spread 192 202 208 200 182 210
10%>200dAvg 117 132 128 129 121 120
10%<200dAvg 29 29 27 31 35 32
Spread 88 103 101 98 86 88
25%>200dAvg 10 17 17 16 16 16
25%<200dAvg 3 3 4 5 6 6
Spread 7 14 13 11 10 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 50 54 45 46 38 42
10d HV >50 16 15 13 13 11 10
20d HV <10 17 15 14 13 11 9
20d HV >50 7 7 8 9 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 31 84 92 51 24 24
RSI2 <10 80 42 20 26 33 26
Spread -49 42 72 25 -9 -2
RSI2 >98 7 11 12 6 4 2
RSI2 <2 8 3 2 1 1 5
Spread -1 8 10 5 3 -3
RSI14 >70 14 19 17 12 6 13
RSI14 <30 7 3 3 3 2 3
Spread 7 16 14 9 4 10
RSI14 >80 2 2 0 0 1 2
RSI14 <20 0 0 0 0 1 0
Spread 2 2 0 0 0 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.09 12.50 12.68 12.68 13.23 12.74
Upper Band 16.38 16.67 16.99 17.17 17.11 17.14
Lower Band 11.48 11.49 11.57 11.74 11.90 11.83
vs 10d Avg -0.16% -5.70% -4.34% -4.98% -2.12% -7.00%
VIX 13.12 12.29 12.48 12.71 13.25 13.30
Upper Band 15.54 15.73 15.98 16.12 16.08 16.07
Lower Band 11.74 11.75 11.85 12.00 12.14 12.16
vs 10d Avg 0.81% -6.16% -4.92% -3.62% -0.48% -1.24%
VXV 15.93 15.26 15.17 15.46 15.52 15.58
Upper Band 17.63 17.80 17.96 18.07 18.06 18.04
Lower Band 14.65 14.63 14.70 14.82 14.95 15.07
vs 10d Avg 2.16% -2.38% -3.08% -1.76% -1.96% -2.37%
VIX/VXV Rati0.824 0.805 0.823 0.822 0.854 0.854
Upper Band 0.892 0.894 0.900 0.902 0.902 0.904
Lower Band 0.797 0.799 0.803 0.806 0.806 0.800
vs 10d Avg -1.30% -3.84% -1.87% -1.87% 1.54% 1.21%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3248 3244 3237 3234 3237 3240
Advancers 1162 1582 2086 1791 1582 2193
% of Total 35.8% 48.8% 64.4% 55.4% 48.9% 67.7%
Decliners 1978 1539 1011 1295 1547 934
% of Total 60.9% 47.4% 31.2% 40.0% 47.8% 28.8%
Unchanged 108 123 140 148 108 113
New Highs 95 107 128 97 95 60
New Lows 14 9 13 25 12 15
Adv Volume 1369430 1688350 2273084 2336293 1214798 1927469
% of Total 39.8% 50.0% 62.3% 69.7% 37.4% 64.2%
Decl Volume 2035690 1632700 1319366 961457 2011229 1010061
% of Total 59.1% 48.3% 36.1% 28.7% 61.9% 33.6%
Total Vol 3443145 3377512 3650567 3351743 3249488 3002123
ARMS Index 0.96 0.99 1.23 0.56 1.63 1.2
5 Day ARMS 5.37 5.61 5.75 5.69 6.04 5.23
McClellanOs -16 39 54 10 -8 -1
McClellanSm 2669 2685 2646 2592 2582 2590
Cumul TICK -29,851 7709 52677 24619 886 4647
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2890 2888 2871 2883 2873 2891
Advancers 828 1287 1682 1504 1373 1900
% of Total 28.7% 44.6% 58.6% 52.2% 47.8% 65.7%
Decliners 1962 1490 1072 1278 1396 897
% of Total 67.9% 51.6% 37.3% 44.3% 48.6% 31.0%
Unchanged 100 111 117 101 104 94
New Highs 136 129 141 115 109 70
New Lows 48 35 42 42 35 28
Adv Volume 685064 905809 1086443 1028124 1014642 1196577
% of Total 31.4% 47.7% 58.3% 60.4% 58.9% 72.6%
Decl Volume 1482310 977550 761307 634524 664199 439950
% of Total 68.0% 51.5% 40.8% 37.3% 38.5% 26.7%
Total Vol 2178800 1898012 1863804 1701463 1723776 1648935
ARMS Index 1.55 0.64 1.3 0.71 0.5 1.36
5 Day ARMS 4.7 4.51 3.97 3.42 4.1 4.6
McClellanOs -44 19 38 12 4 9
McClellanSm 1480 1524 1505 1467 1455 1451
Cumul TICK -31888 1767 33731 30945 8700 27316
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 79358126 61327387 102550252 78245756 72529851 92184731
Upper Band 154151879 156667213 163953243 172050478 172064638 172099541
SPX Vol 2368850443 2159603699 2319256154 2083852674 2091371774 1927011469
Upper Band 2426808654 2376288067 2402718375 2412589818 2407001460 2400426997
NYSE Vol 3443145000 3377512000 3650567000 3351743000 3249488000 3002123000
Upper Band 3860835305 3851960893 3866401013 3846163225 3839371030 3840439038
Consolidated3443167436 3377567489 3650541552 3351700758 3249540813 3002072051
Upper Band 3860535776 3851752640 3866293070 3846054219 3839294452 3840332957
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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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