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May 4th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2110.23 2120.95 2110.23 2114.49 6.2 0.3%
S&P100 926.99 932.15 926.99 928.88 2.79 0.3%
VIX 13.12 13.18 12.63 12.85 0.15 1.2%
Nasdaq100 4491.19 4510.47 4480.85 4482.61 3.55 0.1%
VXN 15.25 15.30 14.8 15.15 0.08 0.5%
NYSE TICK 338 724 -1065 412 ---- ----
PreCloseTICK13
Lead TICK 135
CumAdj TICK -300
NYSE TRIN 0.84 0.84 0.84 0.84 ----
Dow Indus 18026.02 18133.76 18026.02 18070.4 46.3 0.3%
DJIA@10:00 18122.1
DJIA@3:00 18092.6
Last Hour -120.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 336 434 86 153 322 139
Decliners 159 61 412 344 175 360
Unchanged 6 6 3 4 4 2
A/D Ratio 2.11 7.11 0.21 0.44 1.84 0.39
A/D Thrust 67.88 87.68 17.27 30.78 64.79 27.86
Up Volume 1062552 1826696 483295 999986 1452880 864356
Up Vol % 59.2% 86.3% 18.8% 41.1% 64.3% 36.5%
Dn Volume 716543 258901 2077314 1423391 781033 1498140
Dn Vol % 39.9% 12.2% 80.9% 58.5% 34.6% 63.2%
Tot Volume 1794305 2117650 2566280 2432758 2260533 2368850
UpDn Thrust59.72 87.59 18.87 41.26 65.04 36.59
> Upr Bband 40 36 21 37 29 30
< Lwr Bband 12 32 124 68 35 44
New 20d Hi 73 48 48 68 45 63
New 20d Lo 12 40 169 94 86 45
New 52wk Hi 14 10 7 12 9 18
New 52wk Lo 0 1 3 1 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 74.76 49.72 29.76 52.67 50.41 41.63
UDT3 52.49 46.82 40.68 47.26 49.40 46.53
UDT5 52.56 48.24 41.05 49.02 55.32 50.34
UDT10 51.46 53.07 45.88 48.54 51.42 50.61
UDT20 52.16 52.56 51.62 53.17 52.33 53.09
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 66.19 46.96 36.54 52.66 51.17 45.46
UDT3 51.00 46.20 43.91 48.79 51.06 51.66
UDT5 51.68 48.03 44.46 52.08 57.43 52.74
UDT10 52.18 52.51 47.35 48.94 51.76 52.34
UDT20 52.39 53.14 53.33 54.96 54.49 55.36
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 77.78 61.99 37.20 23.27 54.89 61.03
ADT3 57.53 45.72 35.77 41.07 51.62 57.56
ADT5 53.63 45.62 36.68 46.68 54.45 50.24
ADT10 51.93 53.36 45.58 47.53 50.72 49.83
ADT20 50.78 51.17 50.44 51.45 50.98 52.42
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 58.79 41.96 28.79 48.52 49.96 43.83
ADT3 46.99 39.36 40.13 44.68 50.20 51.61
ADT5 47.60 43.59 41.61 50.37 55.16 52.67
ADT10 50.12 51.42 47.36 49.46 52.72 52.68
ADT20 50.89 51.63 51.79 53.28 53.63 54.19
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 369 332 115 178 268 150
2-day <50 132 169 386 323 233 351
2-day >98 9 8 3 6 8 7
2-day <2 4 6 51 22 7 8
5-day >50 300
5-day <50 201
5-day >90 2
5-day <10 2
9-day >50 284 246 170 215 273 239
9-day <50 217 255 331 286 228 262
9-day >80 3 7 3 3 6 5
9-day <20 2 5 18 7 2 2
14-day >50 286 256 183 235 275 249
14-day <50 215 245 318 266 226 252
14-day >70 16 16 11 20 17 14
14-day <30 10 11 36 19 8 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 8 23 44 29 27 15
>50d Avg 147 204 375 266 192 211
<50d Avg 353 296 125 234 308 289
Spread -206 -92 250 32 -116 -78
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 59 163 57 75 27 57
Outside Day 19 12 40 50 52 90
Spread 40 151 17 25 -25 -33
Gap Up 32 15 4 12 3 9
Gap Down 0 1 14 10 18 2
Spread 32 14 -10 2 -15 7
Top10%Range 46 114 9 32 145 8
Bot10%Range 47 3 30 39 14 161
Spread -1 111 -21 -7 131 -153
>UpperBand 40 36 21 37 29 30
<LowerBand 12 32 124 68 35 44
Spread 28 4 -103 -31 -6 -14
WR20 10 35 77 55 35 37
NR20 36 15 2 8 8 14
Spread -26 20 75 47 27 23
1% up 92 238 34 73 108 42
1% down 37 15 230 154 54 160
Spread 55 223 -196 -81 54 -118
2% up 22 83 19 32 29 12
2% down 7 7 73 57 18 43
Spread 15 76 -54 -25 11 -31
5% up 5days 31 24 18 25 25 22
5% dn 5days 16 33 68 32 24 24
Spread 15 -9 -50 -7 1 -2
+10% 5days 9 9 8 7 5 4
-10% 5days 1 3 8 3 3 1
Spread 8 6 0 4 2 3
+10% 20days 32 37 36 40 31 35
-10% 20days 10 8 13 12 9 3
Spread 22 29 23 28 22 32
Close>Open 289 379 112 242 359 95
Close<Open 208 120 383 256 138 404
Spread 81 259 -271 -14 221 -309
+1%fromOpen 61 158 35 106 123 28
-1%fromOpen 43 19 177 102 32 207
Spread 18 139 -142 4 91 -179
+2%fromOpen 7 44 22 31 25 7
-2%fromOpen 8 4 40 23 10 62
Spread -1 40 -18 8 15 -55
Close>Midp 229 380 113 241 396 69
Close<Midp 268 117 383 256 103 428
Spread -39 263 -270 -15 293 -359
+1% vs Midp 6 45 15 34 53 4
-1% vs Midp 14 5 44 33 9 80
Spread -8 40 -29 1 44 -76
+2% vs Midp 0 6 7 8 3 0
-2% vs Midp 2 0 7 4 3 7
Spread -2 6 0 4 0 -7
>Yest High 228 177 37 120 78 57
<Yest Low 20 23 253 142 114 210
Spread 208 154 -216 -22 -36 -153
1%>YestHigh 43 59 19 52 19 16
1%<YestLow 3 6 88 51 30 63
Spread 40 53 -69 1 -11 -47
>Yest Midp 383 371 105 223 206 143
<Yest Midp 116 126 394 276 293 354
Spread 267 245 -289 -53 -87 -211
1%>YestMidp 183 178 40 109 57 43
1%<YestMidp 22 33 238 117 97 169
Spread 161 145 -198 -8 -40 -126
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 35 26 27 30 29 53
1%of52wkLo 1 3 6 5 3 2
S;pread 34 23 21 25 26 51
50%<52wkHi 18 19 18 20 22 22
50%<52wkLo 4 3 3 3 3 5
Spread 14 16 15 17 19 17
1%of20dHi 154 116 117 130 102 164
1%of20dLo 60 173 230 184 181 122
Spread 94 -57 -113 -54 -79 42
10%<20dHi 23 32 33 24 17 11
10%<20dLo 28 30 32 26 29 36
Spread -5 2 1 -2 -12 -25
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 272 236 151 215 267 207
<10d Avg 228 264 349 284 233 293
Spread 44 -28 -198 -69 34 -86
5% >10d Avg 15 20 15 12 9 11
5% <10d Avg 5 12 28 18 15 14
Spread 10 8 -13 -6 -6 -3
>20d Avg 262 235 174 223 267 237
<20d Avg 238 265 326 277 233 263
Spread 24 -30 -152 -54 34 -26
5% >20d Avg 32 36 26 35 26 24
5% <20d Avg 25 30 57 28 21 15
Spread 7 6 -31 7 5 9
>50d Avg 281 246 200 236 265 258
<50d Avg 219 254 300 264 234 242
Spread 62 -8 -100 -28 31 16
5% >50d Avg 74 68 51 66 58 53
5% <50d Avg 47 46 77 43 30 29
Spread 27 22 -26 23 28 24
10%>50dAvg 26 27 25 22 18 15
10%<50dAvg 3 5 10 6 4 3
Spread 23 22 15 16 14 12
>200d Avg 353 345 322 352 358 346
<200d Avg 147 155 178 148 142 154
Spread 206 190 144 204 216 192
10%>200dAvg 101 98 82 99 116 117
10%<200dAvg 22 23 25 27 29 29
Spread 79 75 57 72 87 88
25%>200dAvg 10 13 9 8 11 10
25%<200dAvg 2 1 1 4 3 3
Spread 8 12 8 4 8 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 25 28 26 33 43 50
10d HV >50 14 17 15 14 16 16
20d HV <10 17 16 24 25 21 17
20d HV >50 8 10 10 8 7 7
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 59 42 24 59 42 31
RSI2 <10 17 19 193 118 64 80
Spread 42 23 -169 -59 -22 -49
RSI2 >98 9 8 3 6 8 7
RSI2 <2 4 6 51 22 7 8
Spread 5 2 -48 -16 1 -1
RSI14 >70 16 16 11 20 17 14
RSI14 <30 10 11 36 19 8 7
Spread 6 5 -25 1 9 7
RSI14 >80 0 1 0 2 2 2
RSI14 <20 0 0 0 0 0 0
Spread 0 1 0 2 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.57 12.96 15.17 13.46 12.33 13.09
Upper Band 15.19 15.41 15.72 15.99 16.35 16.38
Lower Band 11.58 11.60 11.55 11.39 11.29 11.48
vs 10d Avg -3.80% -0.95% 14.62% 3.59% -4.75% -0.16%
VIX 12.85 12.70 14.55 13.39 12.41 13.12
Upper Band 14.65 14.88 15.06 15.19 15.47 15.54
Lower Band 11.79 11.75 11.76 11.69 11.60 11.74
vs 10d Avg -0.96% -2.46% 10.74% 3.45% -3.72% 0.81%
VXV 15.43 15.38 16.48 15.97 15.31 15.93
Upper Band 16.71 16.87 17.11 17.29 17.54 17.63
Lower Band 14.84 14.82 14.77 14.67 14.57 14.65
vs 10d Avg -1.03% -1.45% 5.09% 2.59% -1.47% 2.16%
VIX/VXV Rati0.833 0.826 0.883 0.838 0.811 0.824
Upper Band 0.884 0.889 0.890 0.888 0.892 0.892
Lower Band 0.791 0.790 0.792 0.793 0.793 0.797
vs 10d Avg 0.12% -0.98% 5.44% 0.86% -2.25% -1.30%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3254 3243 3250 3240 3243 3248
Advancers 1795 1907 740 1075 1974 1162
% of Total 55.2% 58.8% 22.8% 33.2% 60.9% 35.8%
Decliners 1350 1245 2417 2072 1163 1978
% of Total 41.5% 38.4% 74.4% 64.0% 35.9% 60.9%
Unchanged 109 91 93 93 106 108
New Highs 59 51 44 54 61 95
New Lows 17 48 58 28 16 14
Adv Volume 1879010 2380438 1302127 1808858 2164531 1369430
% of Total 60.7% 69.6% 28.8% 44.2% 61.0% 39.8%
Decl Volume 1184440 991292 3168355 2234578 1337136 2035690
% of Total 38.3% 29.0% 70.0% 54.6% 37.7% 59.1%
Total Vol 3094609 3419650 4526077 4089726 3550354 3443145
ARMS Index 0.84 0.62 0.88 0.6 0.98 0.96
5 Day ARMS 3.92 4.04 4.41 4.76 4.72 5.37
McClellanOs -59 -86 -130 -43 18 -16
McClellanSm 2369 2428 2514 2644 2687 2669
Cumul TICK -27,576 -26221 -55012 -17344 23077 -29851
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2894 2905 2895 2866 2871 2890
Advancers 1613 1682 668 889 1675 828
% of Total 55.7% 57.9% 23.1% 31.0% 58.3% 28.7%
Decliners 1178 1133 2139 1870 1088 1962
% of Total 40.7% 39.0% 73.9% 65.2% 37.9% 67.9%
Unchanged 103 90 88 107 108 100
New Highs 66 40 49 63 66 136
New Lows 34 74 94 55 41 48
Adv Volume 965519 1333491 495540 604769 1047454 685064
% of Total 57.8% 71.5% 21.7% 32.3% 51.4% 31.4%
Decl Volume 665294 511344 1769337 1242814 969651 1482310
% of Total 39.8% 27.4% 77.6% 66.3% 47.6% 68.0%
Total Vol 1671794 1865227 2280484 1874612 2036856 2178800
ARMS Index 0.7 0.53 1.12 0.65 0.27 1.55
5 Day ARMS 3.27 4.12 4.23 4.41 4.47 4.7
McClellanOs -52 -84 -128 -61 -11 -44
McClellanSm 1144 1196 1280 1408 1469 1480
Cumul TICK 9840 15507 -23174 -3289 13679 -31888
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 70927235 103399711 161304890 125684903 86847511 79358126
Upper Band 158197077 160076669 159264223 153591257 153768604 154151879
SPX Vol 1794304853 2117650070 2566279747 2432757813 2260533041 2368850443
Upper Band 2571343836 2563742326 2564846370 2500224175 2448795017 2426808654
NYSE Vol 3094609000 3419650000 4526077000 4089726000 3550354000 3443145000
Upper Band 4234648618 4231736348 4230868000 4001303855 3868609676 3860835305
Consolidated3094573482 3419651661 4526033048 4089635171 3549703231 3443167436
Upper Band 4234142902 4231198171 4230377088 4000797992 3868079159 3860535776
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Weekly Sentiment
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Sentiment 1-May 24-Apr 17-Apr 10-Apr 2-Apr 27-Mar
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AAII Bull 31 n.a 32 29 35 38
AAII Bear 22 n.a 23 24 32 24
Market Vane 65 n.a 62 60 60 63
II Bull 57.4 n.a 50.5 50.4 54.5 56.6
II Bear 13.9 n.a 13.9 14.2 14.2 14.1
OddLot ShRt 53.3 n.a 48.8 48.8 50.9 49.3
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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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