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April 30th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2105.52 2105.52 2077.59 2085.51 -21.34 -1.0%
S&P100 925.61 925.61 912.79 916.29 -9.89 -1.1%
VIX 13.89 15.29 12.49 14.55 1.16 8.7%
Nasdaq100 4459.23 4480.36 4395.1 4414.25 -73.9 -1.6%
VXN 16.13 17.30 15.46 16.51 1.04 6.7%
NYSE TICK -280 1032 -1195 -247 ---- ----
PreCloseTICK3
Lead TICK -4020
CumAdj TICK -660
NYSE TRIN 0.88 0.88 0.88 0.88 ----
Dow Indus 18033.33 18033.33 17774.89 17840.52 -195.0 -1.1%
DJIA@10:00 17938.4
DJIA@3:00 17820.2
Last Hour 117.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 86 153 322 139 213 334
Decliners 412 344 175 360 285 162
Unchanged 3 4 4 2 3 5
A/D Ratio 0.21 0.44 1.84 0.39 0.75 2.06
A/D Thrust 17.27 30.78 64.79 27.86 42.77 67.34
Up Volume 483295 999986 1452880 864356 1009331 1291782
Up Vol % 18.8% 41.1% 64.3% 36.5% 46.7% 55.7%
Dn Volume 2077314 1423391 781033 1498140 1128527 1011445
Dn Vol % 80.9% 58.5% 34.6% 63.2% 52.3% 43.6%
Tot Volume 2566280 2432758 2260533 2368850 2159604 2319256
UpDn Thrust18.87 41.26 65.04 36.59 47.21 56.09
> Upr Bband 21 37 29 30 50 54
< Lwr Bband 124 68 35 44 24 14
New 20d Hi 48 68 45 63 70 102
New 20d Lo 169 94 86 45 31 17
New 52wk Hi 7 12 9 18 18 38
New 52wk Lo 3 1 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 29.76 52.67 50.41 41.63 51.81 64.46
UDT3 40.68 47.26 49.40 46.53 58.79 56.42
UDT5 41.05 49.02 55.32 50.34 58.45 51.18
UDT10 45.88 48.54 51.42 50.61 50.45 52.88
UDT20 51.62 53.17 52.33 53.09 54.13 53.54
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 36.54 52.66 51.17 45.46 57.30 66.90
UDT3 43.91 48.79 51.06 51.66 61.67 57.57
UDT5 44.46 52.08 57.43 52.74 57.65 50.61
UDT10 47.35 48.94 51.76 52.34 52.46 53.89
UDT20 53.33 54.96 54.49 55.36 55.79 55.00
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 24.02 61.99 37.20 23.27 54.89 61.03
ADT3 37.60 45.72 35.77 41.07 51.62 57.56
ADT5 36.68 46.68 54.45 50.24 61.12 54.52
ADT10 45.58 47.53 50.72 49.83 49.47 51.49
ADT20 50.44 51.45 50.98 52.42 54.20 53.83
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 28.79 48.52 49.96 43.83 58.99 62.70
ADT3 40.13 44.68 50.20 51.61 58.67 58.62
ADT5 41.61 50.37 55.16 52.67 59.34 53.15
ADT10 47.36 49.46 52.72 52.68 52.75 53.68
ADT20 51.79 53.28 53.63 54.19 55.35 54.77
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 115 178 268 150 264 342
2-day <50 386 323 233 351 237 159
2-day >98 3 6 8 7 11 12
2-day <2 51 22 7 8 3 2
5-day >50 148
5-day <50 353
5-day >90 0
5-day <10 21
9-day >50 170 215 273 239 298 330
9-day <50 331 286 228 262 203 171
9-day >80 3 3 6 5 7 5
9-day <20 18 7 2 2 2 0
14-day >50 183 235 275 249 296 318
14-day <50 318 266 226 252 205 183
14-day >70 11 20 17 14 19 17
14-day <30 36 19 8 7 3 3
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 44 29 27 15 30 33
>50d Avg 375 266 192 211 164 194
<50d Avg 125 234 308 289 336 306
Spread 250 32 -116 -78 -172 -112
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 57 75 27 57 124 74
Outside Day 40 50 52 90 31 33
Spread 17 25 -25 -33 93 41
Gap Up 4 12 3 9 15 14
Gap Down 14 10 18 2 15 11
Spread -10 2 -15 7 0 3
Top10%Range 9 32 145 8 28 15
Bot10%Range 30 39 14 161 34 27
Spread -21 -7 131 -153 -6 -12
>UpperBand 21 37 29 30 50 54
<LowerBand 124 68 35 44 24 14
Spread -103 -31 -6 -14 26 40
WR20 77 55 35 37 34 34
NR20 2 8 8 14 41 20
Spread 75 47 27 23 -7 14
1% up 34 73 108 42 60 91
1% down 230 154 54 160 84 46
Spread -196 -81 54 -118 -24 45
2% up 19 32 29 12 26 25
2% down 73 57 18 43 34 18
Spread -54 -25 11 -31 -8 7
5% up 5days 18 25 25 22 34 21
5% dn 5days 68 32 24 24 16 14
Spread -50 -7 1 -2 18 7
+10% 5days 8 7 5 4 7 4
-10% 5days 8 3 3 1 0 1
Spread 0 4 2 3 7 3
+10% 20days 36 40 31 35 36 37
-10% 20days 13 12 9 3 0 1
Spread 23 28 22 32 36 36
Close>Open 112 242 359 95 200 371
Close<Open 383 256 138 404 292 123
Spread -271 -14 221 -309 -92 248
+1%fromOpen 35 106 123 28 58 117
-1%fromOpen 177 102 32 207 84 19
Spread -142 4 91 -179 -26 98
+2%fromOpen 22 31 25 7 19 27
-2%fromOpen 40 23 10 62 26 5
Spread -18 8 15 -55 -7 22
Close>Midp 113 241 396 69 226 324
Close<Midp 383 256 103 428 272 173
Spread -270 -15 293 -359 -46 151
+1% vs Midp 15 34 53 4 17 19
-1% vs Midp 44 33 9 80 21 9
Spread -29 1 44 -76 -4 10
+2% vs Midp 7 8 3 0 1 3
-2% vs Midp 7 4 3 7 0 0
Spread 0 4 0 -7 1 3
>Yest High 37 120 78 57 107 194
<Yest Low 253 142 114 210 101 39
Spread -216 -22 -36 -153 6 155
1%>YestHigh 19 52 19 16 36 52
1%<YestLow 88 51 30 63 34 15
Spread -69 1 -11 -47 2 37
>Yest Midp 105 223 206 143 246 376
<Yest Midp 394 276 293 354 252 121
Spread -289 -53 -87 -211 -6 255
1%>YestMidp 40 109 57 43 78 158
1%<YestMidp 238 117 97 169 81 37
Spread -198 -8 -40 -126 -3 121
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 27 30 29 53 59 60
1%of52wkLo 6 5 3 2 2 1
S;pread 21 25 26 51 57 59
50%<52wkHi 18 20 22 22 22 23
50%<52wkLo 3 3 3 5 6 7
Spread 15 17 19 17 16 16
1%of20dHi 117 130 102 164 174 179
1%of20dLo 230 184 181 122 96 90
Spread -113 -54 -79 42 78 89
10%<20dHi 33 24 17 11 7 7
10%<20dLo 32 26 29 36 36 37
Spread 1 -2 -12 -25 -29 -30
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 151 215 267 207 282 310
<10d Avg 349 284 233 293 217 190
Spread -198 -69 34 -86 65 120
5% >10d Avg 15 12 9 11 16 8
5% <10d Avg 28 18 15 14 7 6
Spread -13 -6 -6 -3 9 2
>20d Avg 174 223 267 237 303 325
<20d Avg 326 277 233 263 197 175
Spread -152 -54 34 -26 106 150
5% >20d Avg 26 35 26 24 32 40
5% <20d Avg 57 28 21 15 9 7
Spread -31 7 5 9 23 33
>50d Avg 200 236 265 258 287 288
<50d Avg 300 264 234 242 213 212
Spread -100 -28 31 16 74 76
5% >50d Avg 51 66 58 53 65 79
5% <50d Avg 77 43 30 29 22 26
Spread -26 23 28 24 43 53
10%>50dAvg 25 22 18 15 15 13
10%<50dAvg 10 6 4 3 1 0
Spread 15 16 14 12 14 13
>200d Avg 322 352 358 346 351 354
<200d Avg 178 148 142 154 149 146
Spread 144 204 216 192 202 208
10%>200dAvg 82 99 116 117 132 128
10%<200dAvg 25 27 29 29 29 27
Spread 57 72 87 88 103 101
25%>200dAvg 9 8 11 10 17 17
25%<200dAvg 1 4 3 3 3 4
Spread 8 4 8 7 14 13
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 26 33 43 50 54 45
10d HV >50 15 14 16 16 15 13
20d HV <10 24 25 21 17 15 14
20d HV >50 10 8 7 7 7 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 24 59 42 31 84 92
RSI2 <10 193 118 64 80 42 20
Spread -169 -59 -22 -49 42 72
RSI2 >98 3 6 8 7 11 12
RSI2 <2 51 22 7 8 3 2
Spread -48 -16 1 -1 8 10
RSI14 >70 11 20 17 14 19 17
RSI14 <30 36 19 8 7 3 3
Spread -25 1 9 7 16 14
RSI14 >80 0 2 2 2 2 0
RSI14 <20 0 0 0 0 0 0
Spread 0 2 2 2 2 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.17 13.46 12.33 13.09 12.50 12.68
Upper Band 15.72 15.99 16.35 16.38 16.67 16.99
Lower Band 11.55 11.39 11.29 11.48 11.49 11.57
vs 10d Avg 14.62% 3.59% -4.75% -0.16% -5.70% -4.34%
VIX 14.55 13.39 12.41 13.12 12.29 12.48
Upper Band 15.06 15.19 15.47 15.54 15.73 15.98
Lower Band 11.76 11.69 11.60 11.74 11.75 11.85
vs 10d Avg 10.74% 3.45% -3.72% 0.81% -6.16% -4.92%
VXV 16.48 15.97 15.31 15.93 15.26 15.17
Upper Band 17.11 17.29 17.54 17.63 17.80 17.96
Lower Band 14.77 14.67 14.57 14.65 14.63 14.70
vs 10d Avg 5.09% 2.59% -1.47% 2.16% -2.38% -3.08%
VIX/VXV Rati0.883 0.838 0.811 0.824 0.805 0.823
Upper Band 0.890 0.888 0.892 0.892 0.894 0.900
Lower Band 0.792 0.793 0.793 0.797 0.799 0.803
vs 10d Avg 5.44% 0.86% -2.25% -1.30% -3.84% -1.87%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3250 3240 3243 3248 3244 3237
Advancers 740 1075 1974 1162 1582 2086
% of Total 22.8% 33.2% 60.9% 35.8% 48.8% 64.4%
Decliners 2417 2072 1163 1978 1539 1011
% of Total 74.4% 64.0% 35.9% 60.9% 47.4% 31.2%
Unchanged 93 93 106 108 123 140
New Highs 44 54 61 95 107 128
New Lows 58 28 16 14 9 13
Adv Volume 1302127 1808858 2164531 1369430 1688350 2273084
% of Total 28.8% 44.2% 61.0% 39.8% 50.0% 62.3%
Decl Volume 3168355 2234578 1337136 2035690 1632700 1319366
% of Total 70.0% 54.6% 37.7% 59.1% 48.3% 36.1%
Total Vol 4526077 4089726 3550354 3443145 3377512 3650567
ARMS Index 0.88 0.60 0.98 0.96 0.99 1.23
5 Day ARMS 4.41 4.76 4.72 5.37 5.61 5.75
McClellanOs -130 -43 18 -16 39 54
McClellanSm 2514 2644 2687 2669 2685 2646
Cumul TICK -55,012 -17344 23077 -29851 7709 52677
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2895 2866 2871 2890 2888 2871
Advancers 668 889 1675 828 1287 1682
% of Total 23.1% 31.0% 58.3% 28.7% 44.6% 58.6%
Decliners 2139 1870 1088 1962 1490 1072
% of Total 73.9% 65.2% 37.9% 67.9% 51.6% 37.3%
Unchanged 88 107 108 100 111 117
New Highs 49 63 66 136 129 141
New Lows 94 55 41 48 35 42
Adv Volume 495540 604769 1047454 685064 905809 1086443
% of Total 21.7% 32.3% 51.4% 31.4% 47.7% 58.3%
Decl Volume 1769337 1242814 969651 1482310 977550 761307
% of Total 77.6% 66.3% 47.6% 68.0% 51.5% 40.8%
Total Vol 2280484 1874612 2036856 2178800 1898012 1863804
ARMS Index 1.12 0.65 0.27 1.55 0.64 1.3
5 Day ARMS 4.23 4.41 4.47 4.7 4.51 3.97
McClellanOs -128 -61 -11 -44 19 38
McClellanSm 1280 1408 1469 1480 1524 1505
Cumul TICK -23174 -3289 13679 -31888 1767 33731
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 161304890 125684903 86847511 79358126 61327387 102550252
Upper Band 159264223 153591257 153768604 154151879 156667213 163953243
SPX Vol 2566279747 2432757813 2260533041 2368850443 2159603699 2319256154
Upper Band 2564846370 2500224175 2448795017 2426808654 2376288067 2402718375
NYSE Vol 4526077000 4089726000 3550354000 3443145000 3377512000 3650567000
Upper Band 4230868000 4001303855 3868609676 3860835305 3851960893 3866401013
Consolidated4526033048 4089635171 3549703231 3443167436 3377567489 3650541552
Upper Band 4230377088 4000797992 3868079159 3860535776 3851752640 3866293070
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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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