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April 29th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2112.49 2113.65 2097.41 2106.85 -7.91 -0.4%
S&P100 927.94 929.46 921.97 926.18 -2.68 -0.3%
VIX 13.44 14.34 12.61 13.39 0.98 7.9%
Nasdaq100 4490.57 4517.01 4463.98 4488.15 -27.12 -0.6%
VXN 15.64 16.24 14.99 15.47 0.59 4.0%
NYSE TICK -494 968 -1354 5 ---- ----
PreCloseTICK-426
Lead TICK -1970
CumAdj TICK -301
NYSE TRIN 0.60 0.60 0.60 0.60 ----
Dow Indus 18093.69 18096.46 17953.69 18035.53 -74.6 -0.4%
DJIA@10:00 18060.7
DJIA@3:00 18053.0
Last Hour 32.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 153 322 139 213 334 345
Decliners 344 175 360 285 162 150
Unchanged 4 4 2 3 5 6
A/D Ratio 0.44 1.84 0.39 0.75 2.06 2.30
A/D Thrust 30.78 64.79 27.86 42.77 67.34 69.70
Up Volume 999986 1452880 864356 1009331 1291782 1519873
Up Vol % 41.1% 64.3% 36.5% 46.7% 55.7% 72.9%
Dn Volume 1423391 781033 1498140 1128527 1011445 538872
Dn Vol % 58.5% 34.6% 63.2% 52.3% 43.6% 25.9%
Tot Volume 2432758 2260533 2368850 2159604 2319256 2083853
UpDn Thrust41.26 65.04 36.59 47.21 56.09 73.83
> Upr Bband 37 29 30 50 54 40
< Lwr Bband 68 35 44 24 14 14
New 20d Hi 68 45 63 70 102 58
New 20d Lo 94 86 45 31 17 42
New 52wk Hi 12 9 18 18 38 23
New 52wk Lo 1 0 1 1 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 52.67 50.41 41.63 51.81 64.46 56.61
UDT3 47.26 49.40 46.53 58.79 56.42 63.34
UDT5 49.02 55.32 50.34 58.45 51.18 48.00
UDT10 48.54 51.42 50.61 50.45 52.88 54.12
UDT20 53.17 52.33 53.09 54.13 53.54 51.26
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 52.66 51.17 45.46 57.30 66.90 54.43
UDT3 48.79 51.06 51.66 61.67 57.57 57.90
UDT5 52.08 57.43 52.74 57.65 50.61 45.53
UDT10 48.94 51.76 52.34 52.46 53.89 53.25
UDT20 54.96 54.49 55.36 55.79 55.00 52.95
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 47.79 61.99 37.20 23.27 54.89 61.03
ADT3 41.13 45.72 35.77 41.07 51.62 57.56
ADT5 46.68 54.45 50.24 61.12 54.52 48.39
ADT10 47.53 50.72 49.83 49.47 51.49 51.30
ADT20 51.45 50.98 52.42 54.20 53.83 51.04
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 48.52 49.96 43.83 58.99 62.70 54.27
ADT3 44.68 50.20 51.61 58.67 58.62 59.58
ADT5 50.37 55.16 52.67 59.34 53.15 48.55
ADT10 49.46 52.72 52.68 52.75 53.68 52.00
ADT20 53.28 53.63 54.19 55.35 54.77 52.76
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 178 268 150 264 342 322
2-day <50 323 233 351 237 159 179
2-day >98 6 8 7 11 12 6
2-day <2 22 7 8 3 2 1
5-day >50 205
5-day <50 296
5-day >90 2
5-day <10 5
9-day >50 215 273 239 298 330 303
9-day <50 286 228 262 203 171 198
9-day >80 3 6 5 7 5 3
9-day <20 7 2 2 2 0 0
14-day >50 235 275 249 296 318 300
14-day <50 266 226 252 205 183 201
14-day >70 20 17 14 19 17 12
14-day <30 19 8 7 3 3 3
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 29 27 15 30 33 35
>50d Avg 266 192 211 164 194 173
<50d Avg 234 308 289 336 306 327
Spread 32 -116 -78 -172 -112 -154
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 75 27 57 124 74 66
Outside Day 50 52 90 31 33 61
Spread 25 -25 -33 93 41 5
Gap Up 12 3 9 15 14 10
Gap Down 10 18 2 15 11 9
Spread 2 -15 7 0 3 1
Top10%Range 32 145 8 28 15 78
Bot10%Range 39 14 161 34 27 7
Spread -7 131 -153 -6 -12 71
>UpperBand 37 29 30 50 54 40
<LowerBand 68 35 44 24 14 14
Spread -31 -6 -14 26 40 26
WR20 55 35 37 34 34 28
NR20 8 8 14 41 20 16
Spread 47 27 23 -7 14 12
1% up 73 108 42 60 91 105
1% down 154 54 160 84 46 38
Spread -81 54 -118 -24 45 67
2% up 32 29 12 26 25 28
2% down 57 18 43 34 18 15
Spread -25 11 -31 -8 7 13
5% up 5days 25 25 22 34 21 17
5% dn 5days 32 24 24 16 14 17
Spread -7 1 -2 18 7 0
+10% 5days 7 5 4 7 4 4
-10% 5days 3 3 1 0 1 4
Spread 4 2 3 7 3 0
+10% 20days 40 31 35 36 37 29
-10% 20days 12 9 3 0 1 2
Spread 28 22 32 36 36 27
Close>Open 242 359 95 200 371 303
Close<Open 256 138 404 292 123 192
Spread -14 221 -309 -92 248 111
+1%fromOpen 106 123 28 58 117 75
-1%fromOpen 102 32 207 84 19 36
Spread 4 91 -179 -26 98 39
+2%fromOpen 31 25 7 19 27 18
-2%fromOpen 23 10 62 26 5 12
Spread 8 15 -55 -7 22 6
Close>Midp 241 396 69 226 324 380
Close<Midp 256 103 428 272 173 119
Spread -15 293 -359 -46 151 261
+1% vs Midp 34 53 4 17 19 30
-1% vs Midp 33 9 80 21 9 6
Spread 1 44 -76 -4 10 24
+2% vs Midp 8 3 0 1 3 6
-2% vs Midp 4 3 7 0 0 2
Spread 4 0 -7 1 3 4
>Yest High 120 78 57 107 194 110
<Yest Low 142 114 210 101 39 65
Spread -22 -36 -153 6 155 45
1%>YestHigh 52 19 16 36 52 31
1%<YestLow 51 30 63 34 15 16
Spread 1 -11 -47 2 37 15
>Yest Midp 223 206 143 246 376 268
<Yest Midp 276 293 354 252 121 230
Spread -53 -87 -211 -6 255 38
1%>YestMidp 109 57 43 78 158 84
1%<YestMidp 117 97 169 81 37 56
Spread -8 -40 -126 -3 121 28
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 30 29 53 59 60 50
1%of52wkLo 5 3 2 2 1 3
S;pread 25 26 51 57 59 47
50%<52wkHi 20 22 22 22 23 23
50%<52wkLo 3 3 5 6 7 7
Spread 17 19 17 16 16 16
1%of20dHi 130 102 164 174 179 127
1%of20dLo 184 181 122 96 90 122
Spread -54 -79 42 78 89 5
10%<20dHi 24 17 11 7 7 9
10%<20dLo 26 29 36 36 37 33
Spread -2 -12 -25 -29 -30 -24
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 215 267 207 282 310 257
<10d Avg 284 233 293 217 190 243
Spread -69 34 -86 65 120 14
5% >10d Avg 12 9 11 16 8 10
5% <10d Avg 18 15 14 7 6 4
Spread -6 -6 -3 9 2 6
>20d Avg 223 267 237 303 325 311
<20d Avg 277 233 263 197 175 188
Spread -54 34 -26 106 150 123
5% >20d Avg 35 26 24 32 40 30
5% <20d Avg 28 21 15 9 7 3
Spread 7 5 9 23 33 27
>50d Avg 236 265 258 287 288 282
<50d Avg 264 234 242 213 212 218
Spread -28 31 16 74 76 64
5% >50d Avg 66 58 53 65 79 62
5% <50d Avg 43 30 29 22 26 21
Spread 23 28 24 43 53 41
10%>50dAvg 22 18 15 15 13 10
10%<50dAvg 6 4 3 1 0 1
Spread 16 14 12 14 13 9
>200d Avg 352 358 346 351 354 350
<200d Avg 148 142 154 149 146 150
Spread 204 216 192 202 208 200
10%>200dAvg 99 116 117 132 128 129
10%<200dAvg 27 29 29 29 27 31
Spread 72 87 88 103 101 98
25%>200dAvg 8 11 10 17 17 16
25%<200dAvg 4 3 3 3 4 5
Spread 4 8 7 14 13 11
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 33 43 50 54 45 46
10d HV >50 14 16 16 15 13 13
20d HV <10 25 21 17 15 14 13
20d HV >50 8 7 7 7 8 9
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 59 42 31 84 92 51
RSI2 <10 118 64 80 42 20 26
Spread -59 -22 -49 42 72 25
RSI2 >98 6 8 7 11 12 6
RSI2 <2 22 7 8 3 2 1
Spread -16 1 -1 8 10 5
RSI14 >70 20 17 14 19 17 12
RSI14 <30 19 8 7 3 3 3
Spread 1 9 7 16 14 9
RSI14 >80 2 2 2 2 0 0
RSI14 <20 0 0 0 0 0 0
Spread 2 2 2 2 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.46 12.33 13.09 12.50 12.68 12.68
Upper Band 15.99 16.35 16.38 16.67 16.99 17.17
Lower Band 11.39 11.29 11.48 11.49 11.57 11.74
vs 10d Avg 3.59% -4.75% -0.16% -5.70% -4.34% -4.98%
VIX 13.39 12.41 13.12 12.29 12.48 12.71
Upper Band 15.19 15.47 15.54 15.73 15.98 16.12
Lower Band 11.69 11.60 11.74 11.75 11.85 12.00
vs 10d Avg 3.45% -3.72% 0.81% -6.16% -4.92% -3.62%
VXV 15.97 15.31 15.93 15.26 15.17 15.46
Upper Band 17.29 17.54 17.63 17.80 17.96 18.07
Lower Band 14.67 14.57 14.65 14.63 14.70 14.82
vs 10d Avg 2.59% -1.47% 2.16% -2.38% -3.08% -1.76%
VIX/VXV Rati0.838 0.811 0.824 0.805 0.823 0.822
Upper Band 0.888 0.892 0.892 0.894 0.900 0.902
Lower Band 0.793 0.793 0.797 0.799 0.803 0.806
vs 10d Avg 0.86% -2.25% -1.30% -3.84% -1.87% -1.87%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3240 3243 3248 3244 3237 3234
Advancers 1075 1974 1162 1582 2086 1791
% of Total 33.2% 60.9% 35.8% 48.8% 64.4% 55.4%
Decliners 2072 1163 1978 1539 1011 1295
% of Total 64.0% 35.9% 60.9% 47.4% 31.2% 40.0%
Unchanged 93 106 108 123 140 148
New Highs 54 61 95 107 128 97
New Lows 28 16 14 9 13 25
Adv Volume 1808858 2164531 1369430 1688350 2273084 2336293
% of Total 44.2% 61.0% 39.8% 50.0% 62.3% 69.7%
Decl Volume 2234578 1337136 2035690 1632700 1319366 961457
% of Total 54.6% 37.7% 59.1% 48.3% 36.1% 28.7%
Total Vol 4089726 3550354 3443145 3377512 3650567 3351743
ARMS Index 0.60 0.98 0.96 0.99 1.23 0.56
5 Day ARMS 4.76 4.72 5.37 5.61 5.75 5.69
McClellanOs -43 18 -16 39 54 10
McClellanSm 2644 2687 2669 2685 2646 2592
Cumul TICK -17,344 23077 -29851 7709 52677 24619
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2866 2871 2890 2888 2871 2883
Advancers 889 1675 828 1287 1682 1504
% of Total 31.0% 58.3% 28.7% 44.6% 58.6% 52.2%
Decliners 1870 1088 1962 1490 1072 1278
% of Total 65.2% 37.9% 67.9% 51.6% 37.3% 44.3%
Unchanged 107 108 100 111 117 101
New Highs 63 66 136 129 141 115
New Lows 55 41 48 35 42 42
Adv Volume 604769 1047454 685064 905809 1086443 1028124
% of Total 32.3% 51.4% 31.4% 47.7% 58.3% 60.4%
Decl Volume 1242814 969651 1482310 977550 761307 634524
% of Total 66.3% 47.6% 68.0% 51.5% 40.8% 37.3%
Total Vol 1874612 2036856 2178800 1898012 1863804 1701463
ARMS Index 0.65 0.27 1.55 0.64 1.3 0.71
5 Day ARMS 4.41 4.47 4.7 4.51 3.97 3.42
McClellanOs -61 -11 -44 19 38 12
McClellanSm 1408 1469 1480 1524 1505 1467
Cumul TICK -3289 13679 -31888 1767 33731 30945
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 125684903 86847511 79358126 61327387 102550252 78245756
Upper Band 153591257 153768604 154151879 156667213 163953243 172050478
SPX Vol 2432757813 2260533041 2368850443 2159603699 2319256154 2083852674
Upper Band 2500224175 2448795017 2426808654 2376288067 2402718375 2412589818
NYSE Vol 4089726000 3550354000 3443145000 3377512000 3650567000 3351743000
Upper Band 4001303855 3868609676 3860835305 3851960893 3866401013 3846163225
Consolidated4089635171 3549703231 3443167436 3377567489 3650541552 3351700758
Upper Band 4000797992 3868079159 3860535776 3851752640 3866293070 3846054219
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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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