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April 28th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2108.35 2116.09 2094.89 2114.76 5.84 0.3%
S&P100 925.35 929.79 920.04 928.86 3.26 0.4%
VIX 13.26 14.23 12.41 12.41 -0.71 -5.4%
Nasdaq100 4529.41 4537.14 4479.01 4515.27 -9.77 -0.2%
VXN 15.18 16.28 14.88 14.88 -0.3 -2.0%
NYSE TICK -202 983 -971 16 ---- ----
PreCloseTICK238
Lead TICK 2471
CumAdj TICK 86
NYSE TRIN 0.98 0.98 0.98 0.98 ----
Dow Indus 18035.90 18119.65 17917.36 18110.14 72.2 0.4%
DJIA@10:00 18052.2
DJIA@3:00 18090.4
Last Hour 5.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 322 139 213 334 345 217
Decliners 175 360 285 162 150 279
Unchanged 4 2 3 5 6 5
A/D Ratio 1.84 0.39 0.75 2.06 2.30 0.78
A/D Thrust 64.79 27.86 42.77 67.34 69.70 43.75
Up Volume 1452880 864356 1009331 1291782 1519873 820034
Up Vol % 64.3% 36.5% 46.7% 55.7% 72.9% 39.2%
Dn Volume 781033 1498140 1128527 1011445 538872 1254773
Dn Vol % 34.6% 63.2% 52.3% 43.6% 25.9% 60.0%
Tot Volume 2260533 2368850 2159604 2319256 2083853 2091372
UpDn Thrust65.04 36.59 47.21 56.09 73.83 39.52
> Upr Bband 29 30 50 54 40 22
< Lwr Bband 35 44 24 14 14 18
New 20d Hi 45 63 70 102 58 56
New 20d Lo 86 45 31 17 42 28
New 52wk Hi 9 18 18 38 23 12
New 52wk Lo 0 1 1 0 0 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 50.41 41.63 51.81 64.46 56.61 57.91
UDT3 49.40 46.53 58.79 56.42 63.34 42.05
UDT5 55.32 50.34 58.45 51.18 48.00 47.30
UDT10 51.42 50.61 50.45 52.88 54.12 52.83
UDT20 52.33 53.09 54.13 53.54 51.26 48.75
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 51.17 45.46 57.30 66.90 54.43 50.98
UDT3 51.06 51.66 61.67 57.57 57.90 39.10
UDT5 57.43 52.74 57.65 50.61 45.53 46.10
UDT10 51.76 52.34 52.46 53.89 53.25 51.93
UDT20 54.49 55.36 55.79 55.00 52.95 51.25
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 46.29 61.99 37.20 23.27 54.89 61.03
ADT3 45.11 45.72 35.77 41.07 51.62 57.56
ADT5 54.45 50.24 61.12 54.52 48.39 47.00
ADT10 50.72 49.83 49.47 51.49 51.30 50.65
ADT20 50.98 52.42 54.20 53.83 51.04 48.66
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 49.96 43.83 58.99 62.70 54.27 60.34
ADT3 50.20 51.61 58.67 58.62 59.58 46.86
ADT5 55.16 52.67 59.34 53.15 48.55 50.29
ADT10 52.72 52.68 52.75 53.68 52.00 52.26
ADT20 53.63 54.19 55.35 54.77 52.76 52.06
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 268 150 264 342 322 239
2-day <50 233 351 237 159 179 262
2-day >98 8 7 11 12 6 4
2-day <2 7 8 3 2 1 1
5-day >50 269
5-day <50 232
5-day >90 3
5-day <10 1
9-day >50 273 239 298 330 303 243
9-day <50 228 262 203 171 198 258
9-day >80 6 5 7 5 3 4
9-day <20 2 2 2 0 0 1
14-day >50 275 249 296 318 300 255
14-day <50 226 252 205 183 201 246
14-day >70 17 14 19 17 12 6
14-day <30 8 7 3 3 3 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 27 15 30 33 35 21
>50d Avg 192 211 164 194 173 183
<50d Avg 308 289 336 306 327 317
Spread -116 -78 -172 -112 -154 -134
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 27 57 124 74 66 41
Outside Day 52 90 31 33 61 69
Spread -25 -33 93 41 5 -28
Gap Up 3 9 15 14 10 25
Gap Down 18 2 15 11 9 7
Spread -15 7 0 3 1 18
Top10%Range 145 8 28 15 78 19
Bot10%Range 14 161 34 27 7 75
Spread 131 -153 -6 -12 71 -56
>UpperBand 29 30 50 54 40 22
<LowerBand 35 44 24 14 14 18
Spread -6 -14 26 40 26 4
WR20 35 37 34 34 28 33
NR20 8 14 41 20 16 29
Spread 27 23 -7 14 12 4
1% up 108 42 60 91 105 66
1% down 54 160 84 46 38 100
Spread 54 -118 -24 45 67 -34
2% up 29 12 26 25 28 21
2% down 18 43 34 18 15 33
Spread 11 -31 -8 7 13 -12
5% up 5days 25 22 34 21 17 14
5% dn 5days 24 24 16 14 17 10
Spread 1 -2 18 7 0 4
+10% 5days 5 4 7 4 4 4
-10% 5days 3 1 0 1 4 1
Spread 2 3 7 3 0 3
+10% 20days 31 35 36 37 29 27
-10% 20days 9 3 0 1 2 4
Spread 22 32 36 36 27 23
Close>Open 359 95 200 371 303 150
Close<Open 138 404 292 123 192 349
Spread 221 -309 -92 248 111 -199
+1%fromOpen 123 28 58 117 75 35
-1%fromOpen 32 207 84 19 36 128
Spread 91 -179 -26 98 39 -93
+2%fromOpen 25 7 19 27 18 8
-2%fromOpen 10 62 26 5 12 29
Spread 15 -55 -7 22 6 -21
Close>Midp 396 69 226 324 380 163
Close<Midp 103 428 272 173 119 333
Spread 293 -359 -46 151 261 -170
+1% vs Midp 53 4 17 19 30 14
-1% vs Midp 9 80 21 9 6 39
Spread 44 -76 -4 10 24 -25
+2% vs Midp 3 0 1 3 6 2
-2% vs Midp 3 7 0 0 2 5
Spread 0 -7 1 3 4 -3
>Yest High 78 57 107 194 110 111
<Yest Low 114 210 101 39 65 137
Spread -36 -153 6 155 45 -26
1%>YestHigh 19 16 36 52 31 33
1%<YestLow 30 63 34 15 16 45
Spread -11 -47 2 37 15 -12
>Yest Midp 206 143 246 376 268 220
<Yest Midp 293 354 252 121 230 280
Spread -87 -211 -6 255 38 -60
1%>YestMidp 57 43 78 158 84 88
1%<YestMidp 97 169 81 37 56 102
Spread -40 -126 -3 121 28 -14
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 29 53 59 60 50 42
1%of52wkLo 3 2 2 1 3 2
S;pread 26 51 57 59 47 40
50%<52wkHi 22 22 22 23 23 21
50%<52wkLo 3 5 6 7 7 7
Spread 19 17 16 16 16 14
1%of20dHi 102 164 174 179 127 145
1%of20dLo 181 122 96 90 122 108
Spread -79 42 78 89 5 37
10%<20dHi 17 11 7 7 9 7
10%<20dLo 29 36 36 37 33 33
Spread -12 -25 -29 -30 -24 -26
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 267 207 282 310 257 210
<10d Avg 233 293 217 190 243 290
Spread 34 -86 65 120 14 -80
5% >10d Avg 9 11 16 8 10 8
5% <10d Avg 15 14 7 6 4 2
Spread -6 -3 9 2 6 6
>20d Avg 267 237 303 325 311 267
<20d Avg 233 263 197 175 188 233
Spread 34 -26 106 150 123 34
5% >20d Avg 26 24 32 40 30 23
5% <20d Avg 21 15 9 7 3 4
Spread 5 9 23 33 27 19
>50d Avg 265 258 287 288 282 254
<50d Avg 234 242 213 212 218 246
Spread 31 16 74 76 64 8
5% >50d Avg 58 53 65 79 62 56
5% <50d Avg 30 29 22 26 21 23
Spread 28 24 43 53 41 33
10%>50dAvg 18 15 15 13 10 8
10%<50dAvg 4 3 1 0 1 2
Spread 14 12 14 13 9 6
>200d Avg 358 346 351 354 350 341
<200d Avg 142 154 149 146 150 159
Spread 216 192 202 208 200 182
10%>200dAvg 116 117 132 128 129 121
10%<200dAvg 29 29 29 27 31 35
Spread 87 88 103 101 98 86
25%>200dAvg 11 10 17 17 16 16
25%<200dAvg 3 3 3 4 5 6
Spread 8 7 14 13 11 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 43 50 54 45 46 38
10d HV >50 16 16 15 13 13 11
20d HV <10 21 17 15 14 13 11
20d HV >50 7 7 7 8 9 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 42 31 84 92 51 24
RSI2 <10 64 80 42 20 26 33
Spread -22 -49 42 72 25 -9
RSI2 >98 8 7 11 12 6 4
RSI2 <2 7 8 3 2 1 1
Spread 1 -1 8 10 5 3
RSI14 >70 17 14 19 17 12 6
RSI14 <30 8 7 3 3 3 2
Spread 9 7 16 14 9 4
RSI14 >80 2 2 2 0 0 1
RSI14 <20 0 0 0 0 0 1
Spread 2 2 2 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.33 13.09 12.50 12.68 12.68 13.23
Upper Band 16.35 16.38 16.67 16.99 17.17 17.11
Lower Band 11.29 11.48 11.49 11.57 11.74 11.90
vs 10d Avg -4.75% -0.16% -5.70% -4.34% -4.98% -2.12%
VIX 12.41 13.12 12.29 12.48 12.71 13.25
Upper Band 15.47 15.54 15.73 15.98 16.12 16.08
Lower Band 11.60 11.74 11.75 11.85 12.00 12.14
vs 10d Avg -3.72% 0.81% -6.16% -4.92% -3.62% -0.48%
VXV 15.31 15.93 15.26 15.17 15.46 15.52
Upper Band 17.54 17.63 17.80 17.96 18.07 18.06
Lower Band 14.57 14.65 14.63 14.70 14.82 14.95
vs 10d Avg -1.47% 2.16% -2.38% -3.08% -1.76% -1.96%
VIX/VXV Rati0.811 0.824 0.805 0.823 0.822 0.854
Upper Band 0.892 0.892 0.894 0.900 0.902 0.902
Lower Band 0.793 0.797 0.799 0.803 0.806 0.806
vs 10d Avg -2.25% -1.30% -3.84% -1.87% -1.87% 1.54%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3243 3248 3244 3237 3234 3237
Advancers 1974 1162 1582 2086 1791 1582
% of Total 60.9% 35.8% 48.8% 64.4% 55.4% 48.9%
Decliners 1163 1978 1539 1011 1295 1547
% of Total 35.9% 60.9% 47.4% 31.2% 40.0% 47.8%
Unchanged 106 108 123 140 148 108
New Highs 61 95 107 128 97 95
New Lows 16 14 9 13 25 12
Adv Volume 2164531 1369430 1688350 2273084 2336293 1214798
% of Total 61.0% 39.8% 50.0% 62.3% 69.7% 37.4%
Decl Volume 1337136 2035690 1632700 1319366 961457 2011229
% of Total 37.7% 59.1% 48.3% 36.1% 28.7% 61.9%
Total Vol 3550354 3443145 3377512 3650567 3351743 3249488
ARMS Index 0.98 0.96 0.99 1.23 0.56 1.63
5 Day ARMS 4.72 5.37 5.61 5.75 5.69 6.04
McClellanOs 18 -16 39 54 10 -8
McClellanSm 2687 2669 2685 2646 2592 2582
Cumul TICK 23,077 -29851 7709 52677 24619 886
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2871 2890 2888 2871 2883 2873
Advancers 1675 828 1287 1682 1504 1373
% of Total 58.3% 28.7% 44.6% 58.6% 52.2% 47.8%
Decliners 1088 1962 1490 1072 1278 1396
% of Total 37.9% 67.9% 51.6% 37.3% 44.3% 48.6%
Unchanged 108 100 111 117 101 104
New Highs 66 136 129 141 115 109
New Lows 41 48 35 42 42 35
Adv Volume 1047454 685064 905809 1086443 1028124 1014642
% of Total 51.4% 31.4% 47.7% 58.3% 60.4% 58.9%
Decl Volume 969651 1482310 977550 761307 634524 664199
% of Total 47.6% 68.0% 51.5% 40.8% 37.3% 38.5%
Total Vol 2036856 2178800 1898012 1863804 1701463 1723776
ARMS Index 0.27 1.55 0.64 1.3 0.71 0.5
5 Day ARMS 4.47 4.7 4.51 3.97 3.42 4.1
McClellanOs -11 -44 19 38 12 4
McClellanSm 1469 1480 1524 1505 1467 1455
Cumul TICK 13679 -31888 1767 33731 30945 8700
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 86847511 79358126 61327387 102550252 78245756 72529851
Upper Band 153768604 154151879 156667213 163953243 172050478 172064638
SPX Vol 2260533041 2368850443 2159603699 2319256154 2083852674 2091371774
Upper Band 2448795017 2426808654 2376288067 2402718375 2412589818 2407001460
NYSE Vol 3550354000 3443145000 3377512000 3650567000 3351743000 3249488000
Upper Band 3868609676 3860835305 3851960893 3866401013 3846163225 3839371030
Consolidated3549703231 3443167436 3377567489 3650541552 3351700758 3249540813
Upper Band 3868079159 3860535776 3851752640 3866293070 3846054219 3839294452
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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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