******************************************************************************
May 7th, 2015 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 2079.96 2092.9 2074.99 2088 7.85 0.4%
S&P100 913.49 919.52 911.33 917.17 3.52 0.4%
VIX 15.48 15.97 14.81 15.13 -0.02 -0.1%
Nasdaq100 4377.81 4413.73 4373.29 4401.55 21.8 0.5%
VXN 18.15 18.15 17.25 17.37 -0.42 -2.4%
NYSE TICK -520 1060 -918 -47 ---- ----
PreCloseTICK-220
Lead TICK 1261
CumAdj TICK 258
NYSE TRIN 1.09 1.09 1.09 1.09 ----
Dow Indus 17840.25 17973.07 17796.94 17924.06 82.1 0.5%
DJIA@10:00 17817.6
DJIA@3:00 17956.5
Last Hour -8.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 358 175 55 336 434 86
Decliners 140 323 445 159 61 412
Unchanged 3 3 1 6 6 3
A/D Ratio 2.56 0.54 0.12 2.11 7.11 0.21
A/D Thrust 71.89 35.14 11.00 67.88 87.68 17.27
Up Volume 1290240 679716 233564 1062552 1826696 483295
Up Vol % 60.6% 29.5% 10.4% 59.2% 86.3% 18.8%
Dn Volume 829042 1619904 2013499 716543 258901 2077314
Dn Vol % 38.9% 70.3% 89.3% 39.9% 12.2% 80.9%
Tot Volume 2128773 2305230 2254687 1794305 2117650 2566280
UpDn Thrust60.88 29.56 10.39 59.72 87.59 18.87
> Upr Bband 11 25 8 40 36 21
< Lwr Bband 27 2 63 12 32 124
New 20d Hi 17 15 63 73 48 48
New 20d Lo 49 135 81 12 40 169
New 52wk Hi 8 6 16 14 10 7
New 52wk Lo 3 6 0 0 1 3
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 44.58 20.09 32.19 74.76 49.72 29.76
UDT3 33.06 31.23 51.10 52.49 46.82 40.68
UDT5 48.36 39.06 41.51 52.56 48.24 41.05
UDT10 44.51 44.15 48.42 51.46 53.07 45.88
UDT20 48.53 48.86 50.50 52.16 52.56 51.62
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 44.16 27.18 39.16 66.19 46.96 36.54
UDT3 36.38 37.10 49.57 51.00 46.20 43.91
UDT5 47.30 41.30 43.64 51.68 48.03 44.46
UDT10 45.83 46.61 50.23 52.18 52.51 47.35
UDT20 49.68 49.76 51.04 52.39 53.14 53.33
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
ADT2 53.51 61.99 37.20 23.27 54.89 61.03
ADT3 39.30 45.72 35.77 41.07 51.62 57.56
ADT5 54.63 43.68 42.82 53.63 45.62 36.68
ADT10 45.65 45.18 48.63 51.93 53.36 45.58
ADT20 48.57 48.24 49.64 50.78 51.17 50.44
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 45.13 26.51 38.74 58.79 41.96 28.79
ADT3 36.91 36.64 45.99 46.99 39.36 40.13
ADT5 45.64 38.77 39.11 47.60 43.59 41.61
ADT10 43.63 44.54 47.09 50.12 51.42 47.36
ADT20 48.64 48.26 49.67 50.89 51.63 51.79
RSI for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2-day >50 251 89 105 369 332 115
2-day <50 250 412 396 132 169 386
2-day >98 0 1 4 9 8 3
2-day <2 7 5 5 4 6 51
5-day >50 178
5-day <50 323
5-day >90 1
5-day <10 2
9-day >50 183 135 180 284 246 170
9-day <50 318 366 321 217 255 331
9-day >80 1 1 3 3 7 3
9-day <20 3 14 10 2 5 18
14-day >50 193 161 195 286 256 183
14-day <50 308 340 306 215 245 318
14-day >70 7 9 10 16 16 11
14-day <30 12 28 28 10 11 36
Volume for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2x 50d Avg 16 10 22 8 23 44
>50d Avg 200 79 252 147 204 375
<50d Avg 300 421 248 353 296 125
Spread -100 -342 4 -206 -92 250
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Inside Day 134 23 20 59 163 57
Outside Day 19 20 79 19 12 40
Spread 115 3 -59 40 151 17
Gap Up 12 115 4 32 15 4
Gap Down 14 1 28 0 1 14
Spread -2 114 -24 32 14 -10
Top10%Range 40 67 4 46 114 9
Bot10%Range 14 15 194 47 3 30
Spread 26 52 -190 -1 111 -21
>UpperBand 11 25 8 40 36 21
<LowerBand 27 2 63 12 32 124
Spread -16 23 -55 28 4 -103
WR20 26 15 45 10 35 77
NR20 13 20 5 36 15 2
Spread 13 -5 40 -26 20 75
1% up 119 311 17 92 238 34
1% down 50 9 295 37 15 230
Spread 69 302 -278 55 223 -196
2% up 39 80 7 22 83 19
2% down 31 3 119 7 7 73
Spread 8 77 -112 15 76 -54
5% up 5days 11 13 18 31 24 18
5% dn 5days 20 18 32 16 33 68
Spread -9 -5 -14 15 -9 -50
+10% 5days 1 4 6 9 9 8
-10% 5days 3 1 3 1 3 8
Spread -2 3 3 8 6 0
+10% 20days 16 7 27 32 37 36
-10% 20days 15 24 15 10 8 13
Spread 1 -17 12 22 29 23
Close>Open 364 408 62 289 379 112
Close<Open 131 89 436 208 120 383
Spread 233 319 -374 81 259 -271
+1%fromOpen 121 149 9 61 158 35
-1%fromOpen 45 17 250 43 19 177
Spread 76 132 -241 18 139 -142
+2%fromOpen 33 28 2 7 44 22
-2%fromOpen 14 3 91 8 4 40
Spread 19 25 -89 -1 40 -18
Close>Midp 341 385 47 229 380 113
Close<Midp 156 113 453 268 117 383
Spread 185 272 -406 -39 263 -270
+1% vs Midp 29 33 2 6 45 15
-1% vs Midp 11 0 129 14 5 44
Spread 18 33 -127 -8 40 -29
+2% vs Midp 1 1 0 0 6 7
-2% vs Midp 2 0 16 2 0 7
Spread -1 1 -16 -2 6 0
>Yest High 138 390 21 228 177 37
<Yest Low 61 8 345 20 23 253
Spread 77 382 -324 208 154 -216
1%>YestHigh 45 158 5 43 59 19
1%<YestLow 28 1 182 3 6 88
Spread 17 157 -177 40 53 -69
>Yest Midp 305 463 69 383 371 105
<Yest Midp 194 36 429 116 126 394
Spread 111 427 -360 267 245 -289
1%>YestMidp 110 343 19 183 178 40
1%<YestMidp 71 4 290 22 33 238
Spread 39 339 -271 161 145 -198
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
1%of52wkHi 24 62 29 35 26 27
1%of52wkLo 8 6 4 1 3 6
S;pread 16 56 25 34 23 21
50%<52wkHi 23 27 14 18 19 18
50%<52wkLo 2 6 3 4 3 3
Spread 21 21 11 14 16 15
1%of20dHi 49 118 132 154 116 117
1%of20dLo 195 57 173 60 173 230
Spread -146 61 -41 94 -57 -113
10%<20dHi 35 32 28 23 32 33
10%<20dLo 21 15 26 28 30 32
Spread 14 17 2 -5 2 1
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
>10d Avg 170 293 158 272 236 151
<10d Avg 330 207 342 228 264 349
Spread -160 86 -184 44 -28 -198
5% >10d Avg 3 8 7 15 20 15
5% <10d Avg 10 3 11 5 12 28
Spread -7 5 -4 10 8 -13
>20d Avg 179 317 180 262 235 174
<20d Avg 321 183 320 238 265 326
Spread -142 134 -140 24 -30 -152
5% >20d Avg 17 24 24 32 36 26
5% <20d Avg 27 7 48 25 30 57
Spread -10 17 -24 7 6 -31
>50d Avg 214 319 217 281 246 200
<50d Avg 286 181 283 219 254 300
Spread -72 138 -66 62 -8 -100
5% >50d Avg 50 91 53 74 68 51
5% <50d Avg 50 42 79 47 46 77
Spread 0 49 -26 27 22 -26
10%>50dAvg 14 19 21 26 27 25
10%<50dAvg 8 9 7 3 5 10
Spread 6 10 14 23 22 15
>200d Avg 324 334 322 353 345 322
<200d Avg 176 166 178 147 155 178
Spread 148 168 144 206 190 144
10%>200dAvg 93 166 82 101 98 82
10%<200dAvg 35 56 29 22 23 25
Spread 58 110 53 79 75 57
25%>200dAvg 10 25 8 10 13 9
25%<200dAvg 4 14 1 2 1 1
Spread 6 11 7 8 12 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
10d HV <10 20 9 20 25 28 26
10d HV >50 18 10 10 14 17 15
20d HV <10 13 5 19 17 16 24
20d HV >50 12 6 9 8 10 10
SPX Components RSI Values
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
RSI2 >90 12 53 18 59 42 24
RSI2 <10 47 7 56 17 19 193
Spread -35 46 -38 42 23 -169
RSI2 >98 0 6 4 9 8 3
RSI2 <2 7 1 5 4 6 51
Spread -7 5 -1 5 2 -48
RSI14 >70 7 13 10 16 16 11
RSI14 <30 12 4 28 10 11 36
Spread -5 9 -18 6 5 -25
RSI14 >80 0 2 0 0 1 0
RSI14 <20 1 0 0 0 0 0
Spread -1 2 0 0 1 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 16.07 16.00 14.95 12.57 12.96 15.17
Upper Band 15.98 15.55 15.16 15.19 15.41 15.72
Lower Band 11.18 11.36 11.59 11.58 11.60 11.55
vs 10d Avg 15.53% 17.90% 12.92% -3.80% -0.95% 14.62%
VIX 15.13 15.15 14.31 12.85 12.70 14.55
Upper Band 15.13 14.82 14.53 14.65 14.88 15.06
Lower Band 11.59 11.70 11.87 11.79 11.75 11.76
vs 10d Avg 11.33% 13.70% 9.40% -0.96% -2.46% 10.74%
VXV 16.74 16.72 16.32 15.43 15.38 16.48
Upper Band 16.80 16.67 16.59 16.71 16.87 17.11
Lower Band 14.81 14.86 14.91 14.84 14.82 14.77
vs 10d Avg 4.93% 5.84% 4.14% -1.03% -1.45% 5.09%
VIX/VXV Rati0.904 0.906 0.877 0.833 0.826 0.883
Upper Band 0.905 0.895 0.883 0.884 0.889 0.890
Lower Band 0.784 0.785 0.792 0.791 0.790 0.792
vs 10d Avg 6.25% 7.55% 5.12% 0.12% -0.98% 5.44%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3242 3252 3245 3254 3243 3250
Advancers 1820 1032 649 1795 1907 740
% of Total 56.1% 31.7% 20.0% 55.2% 58.8% 22.8%
Decliners 1323 2145 2515 1350 1245 2417
% of Total 40.8% 66.0% 77.5% 41.5% 38.4% 74.4%
Unchanged 99 75 81 109 91 93
New Highs 30 26 45 59 51 44
New Lows 61 85 56 17 48 58
Adv Volume 2017376 1247064 789164 1879010 2380438 1302127
% of Total 54.4% 32.9% 20.8% 60.7% 69.6% 28.8%
Decl Volume 1633073 2494039 2960688 1184440 991292 3168355
% of Total 44.0% 65.8% 77.9% 38.3% 29.0% 70.0%
Total Vol 3708374 3792171 3798253 3094609 3419650 4526077
ARMS Index 1.09 0.97 1.06 0.84 0.62 0.88
5 Day ARMS 4.58 4.37 4 3.92 4.04 4.41
McClellanOs -144 -191 -151 -59 -86 -130
McClellanSm 1883 2027 2218 2369 2428 2514
Cumul TICK 15,092 -113529 -111996 -27576 -26221 -55012
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2872 2896 2908 2894 2905 2895
Advancers 1545 1303 702 1613 1682 668
% of Total 53.8% 45.0% 24.1% 55.7% 57.9% 23.1%
Decliners 1218 1477 2101 1178 1133 2139
% of Total 42.4% 51.0% 72.2% 40.7% 39.0% 73.9%
Unchanged 109 116 105 103 90 88
New Highs 47 32 43 66 40 49
New Lows 70 86 72 34 74 94
Adv Volume 1257147 906127 350994 965519 1333491 495540
% of Total 61.4% 42.2% 16.9% 57.8% 71.5% 21.7%
Decl Volume 775002 1223284 1702614 665294 511344 1769337
% of Total 37.8% 57.0% 82.0% 39.8% 27.4% 77.6%
Total Vol 2048136 2145945 2075475 1671794 1865227 2280484
ARMS Index 0.42 1.63 0.78 0.7 0.53 1.12
5 Day ARMS 4.06 4.76 3.78 3.27 4.12 4.23
McClellanOs -76 -108 -115 -52 -84 -128
McClellanSm 845 921 1029 1144 1196 1280
Cumul TICK 28393 -8564 -30334 9840 15507 -23174
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 88244940 135001684 113308869 70927235 103399711 161304890
Upper Band 164737734 164683444 160097897 158197077 160076669 159264223
SPX Vol 2128772529 2305229585 2254686866 1794304853 2117650070 2566279747
Upper Band 2583742788 2587482912 2573856770 2571343836 2563742326 2564846370
NYSE Vol 3708374000 3792171000 3798253000 3094609000 3419650000 4526077000
Upper Band 4316065235 4299222579 4266802834 4234648618 4231736348 4230868000
Consolidated3708355327 3792069385 3798211688 3094573482 3419651661 4526033048
Upper Band 4315985011 4299132315 4266714799 4234142902 4231198171 4230377088
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 1-May 24-Apr 17-Apr 10-Apr 2-Apr 27-Mar
------------------------------------------------------------------------------
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
******************************************************************************
DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL
PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
******************************************************************************
(C) 2015 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION