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May 8th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2092.13 2117.66 2092.13 2116.1 28.1 1.3%
S&P100 918.73 931.09 918.73 930.69 13.52 1.5%
VIX 13.36 13.42 12.7 12.86 -2.27 -15.0%
Nasdaq100 4445.00 4466.17 4441.73 4458.65 57.1 1.3%
VXN 16.06 16.06 15.22 15.38 -1.99 -11.5%
NYSE TICK 560 1422 -724 670 ---- ----
PreCloseTICK-323
Lead TICK 1007
CumAdj TICK 441
NYSE TRIN 0.75 0.75 0.75 0.75 ----
Dow Indus 17933.64 18205.23 17933.64 18191.11 267.0 1.5%
DJIA@10:00 18168.5
DJIA@3:00 18196.5
Last Hour -249.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 456 358 175 55 336 434
Decliners 42 140 323 445 159 61
Unchanged 3 3 3 1 6 6
A/D Ratio 10.86 2.56 0.54 0.12 2.11 7.11
A/D Thrust 91.57 71.89 35.14 11.00 67.88 87.68
Up Volume 1857885 1290240 679716 233564 1062552 1826696
Up Vol % 89.3% 60.6% 29.5% 10.4% 59.2% 86.3%
Dn Volume 216759 829042 1619904 2013499 716543 258901
Dn Vol % 10.4% 38.9% 70.3% 89.3% 39.9% 12.2%
Tot Volume 2081382 2128773 2305230 2254687 1794305 2117650
UpDn Thrust89.55 60.88 29.56 10.39 59.72 87.59
> Upr Bband 37 11 25 8 40 36
< Lwr Bband 11 27 2 63 12 32
New 20d Hi 61 17 15 63 73 48
New 20d Lo 14 49 135 81 12 40
New 52wk Hi 24 8 6 16 14 10
New 52wk Lo 2 3 6 0 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 75.06 44.58 20.09 32.19 74.76 49.72
UDT3 58.95 33.06 31.23 51.10 52.49 46.82
UDT5 48.71 48.36 39.06 41.51 52.56 48.24
UDT10 48.46 44.51 44.15 48.42 51.46 53.07
UDT20 49.42 48.53 48.86 50.50 52.16 52.56
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 69.45 44.16 27.18 39.16 66.19 46.96
UDT3 56.89 36.38 37.10 49.57 51.00 46.20
UDT5 50.02 47.30 41.30 43.64 51.68 48.03
UDT10 48.99 45.83 46.61 50.23 52.18 52.51
UDT20 50.65 49.68 49.76 51.04 52.39 53.14
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 81.73 61.99 37.20 23.27 54.89 61.03
ADT3 66.20 45.72 35.77 41.07 51.62 57.56
ADT5 55.44 54.63 43.68 42.82 53.63 45.62
ADT10 50.53 45.65 45.18 48.63 51.93 53.36
ADT20 50.00 48.57 48.24 49.64 50.78 51.17
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 68.93 45.13 26.51 38.74 58.79 41.96
ADT3 56.73 36.91 36.64 45.99 46.99 39.36
ADT5 49.54 45.64 38.77 39.11 47.60 43.59
ADT10 46.57 43.63 44.54 47.09 50.12 51.42
ADT20 49.65 48.64 48.26 49.67 50.89 51.63
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 443 251 89 105 369 332
2-day <50 58 250 412 396 132 169
2-day >98 6 0 1 4 9 8
2-day <2 1 7 5 5 4 6
5-day >50 367
5-day <50 134
5-day >90 2
5-day <10 0
9-day >50 308 183 135 180 284 246
9-day <50 193 318 366 321 217 255
9-day >80 6 1 1 3 3 7
9-day <20 2 3 14 10 2 5
14-day >50 291 193 161 195 286 256
14-day <50 210 308 340 306 215 245
14-day >70 16 7 9 10 16 16
14-day <30 6 12 28 28 10 11
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 14 16 10 22 8 23
>50d Avg 193 200 79 252 147 204
<50d Avg 307 300 421 248 353 296
Spread -114 -100 -342 4 -206 -92
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 32 134 23 20 59 163
Outside Day 9 19 20 79 19 12
Spread 23 115 3 -59 40 151
Gap Up 206 12 115 4 32 15
Gap Down 2 14 1 28 0 1
Spread 204 -2 114 -24 32 14
Top10%Range 69 40 67 4 46 114
Bot10%Range 35 14 15 194 47 3
Spread 34 26 52 -190 -1 111
>UpperBand 37 11 25 8 40 36
<LowerBand 11 27 2 63 12 32
Spread 26 -16 23 -55 28 4
WR20 18 26 15 45 10 35
NR20 26 13 20 5 36 15
Spread -8 13 -5 40 -26 20
1% up 291 119 311 17 92 238
1% down 8 50 9 295 37 15
Spread 283 69 302 -278 55 223
2% up 92 39 80 7 22 83
2% down 6 31 3 119 7 7
Spread 86 8 77 -112 15 76
5% up 5days 9 11 13 18 31 24
5% dn 5days 18 20 18 32 16 33
Spread -9 -9 -5 -14 15 -9
+10% 5days 1 1 4 6 9 9
-10% 5days 3 3 1 3 1 3
Spread -2 -2 3 3 8 6
+10% 20days 26 16 7 27 32 37
-10% 20days 13 15 24 15 10 8
Spread 13 1 -17 12 22 29
Close>Open 314 364 408 62 289 379
Close<Open 183 131 89 436 208 120
Spread 131 233 319 -374 81 259
+1%fromOpen 89 121 149 9 61 158
-1%fromOpen 36 45 17 250 43 19
Spread 53 76 132 -241 18 139
+2%fromOpen 24 33 28 2 7 44
-2%fromOpen 6 14 3 91 8 4
Spread 18 19 25 -89 -1 40
Close>Midp 263 341 385 47 229 380
Close<Midp 232 156 113 453 268 117
Spread 31 185 272 -406 -39 263
+1% vs Midp 38 29 33 2 6 45
-1% vs Midp 11 11 0 129 14 5
Spread 27 18 33 -127 -8 40
+2% vs Midp 7 1 1 0 0 6
-2% vs Midp 1 2 0 16 2 0
Spread 6 -1 1 -16 -2 6
>Yest High 361 138 390 21 228 177
<Yest Low 7 61 8 345 20 23
Spread 354 77 382 -324 208 154
1%>YestHigh 153 45 158 5 43 59
1%<YestLow 5 28 1 182 3 6
Spread 148 17 157 -177 40 53
>Yest Midp 460 305 463 69 383 371
<Yest Midp 40 194 36 429 116 126
Spread 420 111 427 -360 267 245
1%>YestMidp 330 110 343 19 183 178
1%<YestMidp 8 71 4 290 22 33
Spread 322 39 339 -271 161 145
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 46 24 62 29 35 26
1%of52wkLo 4 8 6 4 1 3
S;pread 42 16 56 25 34 23
50%<52wkHi 21 23 27 14 18 19
50%<52wkLo 3 2 6 3 4 3
Spread 18 21 21 11 14 16
1%of20dHi 135 49 118 132 154 116
1%of20dLo 47 195 57 173 60 173
Spread 88 -146 61 -41 94 -57
10%<20dHi 25 35 32 28 23 32
10%<20dLo 26 21 15 26 28 30
Spread -1 14 17 2 -5 2
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 345 170 293 158 272 236
<10d Avg 155 330 207 342 228 264
Spread 190 -160 86 -184 44 -28
5% >10d Avg 7 3 8 7 15 20
5% <10d Avg 8 10 3 11 5 12
Spread -1 -7 5 -4 10 8
>20d Avg 273 179 317 180 262 235
<20d Avg 226 321 183 320 238 265
Spread 47 -142 134 -140 24 -30
5% >20d Avg 26 17 24 24 32 36
5% <20d Avg 17 27 7 48 25 30
Spread 9 -10 17 -24 7 6
>50d Avg 278 214 319 217 281 246
<50d Avg 222 286 181 283 219 254
Spread 56 -72 138 -66 62 -8
5% >50d Avg 70 50 91 53 74 68
5% <50d Avg 34 50 42 79 47 46
Spread 36 0 49 -26 27 22
10%>50dAvg 21 14 19 21 26 27
10%<50dAvg 5 8 9 7 3 5
Spread 16 6 10 14 23 22
>200d Avg 341 324 334 322 353 345
<200d Avg 159 176 166 178 147 155
Spread 182 148 168 144 206 190
10%>200dAvg 106 93 166 82 101 98
10%<200dAvg 30 35 56 29 22 23
Spread 76 58 110 53 79 75
25%>200dAvg 10 10 25 8 10 13
25%<200dAvg 1 4 14 1 2 1
Spread 9 6 11 7 8 12
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 11 20 9 20 25 28
10d HV >50 19 18 10 10 14 17
20d HV <10 12 13 5 19 17 16
20d HV >50 12 12 6 9 8 10
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 93 12 53 18 59 42
RSI2 <10 14 47 7 56 17 19
Spread 79 -35 46 -38 42 23
RSI2 >98 6 0 6 4 9 8
RSI2 <2 1 7 1 5 4 6
Spread 5 -7 5 -1 5 2
RSI14 >70 16 7 13 10 16 16
RSI14 <30 6 12 4 28 10 11
Spread 10 -5 9 -18 6 5
RSI14 >80 0 0 2 0 0 1
RSI14 <20 1 1 0 0 0 0
Spread -1 -1 2 0 0 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.57 16.07 16.00 14.95 12.57 12.96
Upper Band 15.98 15.98 15.55 15.16 15.19 15.41
Lower Band 11.19 11.18 11.36 11.59 11.58 11.60
vs 10d Avg -9.68% 15.53% 17.90% 12.92% -3.80% -0.95%
VIX 12.86 15.13 15.15 14.31 12.85 12.70
Upper Band 15.12 15.13 14.82 14.53 14.65 14.88
Lower Band 11.63 11.59 11.70 11.87 11.79 11.75
vs 10d Avg -5.77% 11.33% 13.70% 9.40% -0.96% -2.46%
VXV 15.56 16.74 16.72 16.32 15.43 15.38
Upper Band 16.80 16.80 16.67 16.59 16.71 16.87
Lower Band 14.82 14.81 14.86 14.91 14.84 14.82
vs 10d Avg -2.65% 4.93% 5.84% 4.14% -1.03% -1.45%
VIX/VXV Rati0.826 0.904 0.906 0.877 0.833 0.826
Upper Band 0.905 0.905 0.895 0.883 0.884 0.889
Lower Band 0.786 0.784 0.785 0.792 0.791 0.790
vs 10d Avg -3.08% 6.25% 7.55% 5.12% 0.12% -0.98%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3245 3242 3252 3245 3254 3243
Advancers 2529 1820 1032 649 1795 1907
% of Total 77.9% 56.1% 31.7% 20.0% 55.2% 58.8%
Decliners 637 1323 2145 2515 1350 1245
% of Total 19.6% 40.8% 66.0% 77.5% 41.5% 38.4%
Unchanged 79 99 75 81 109 91
New Highs 79 30 26 45 59 51
New Lows 29 61 85 56 17 48
Adv Volume 2856804 2017376 1247064 789164 1879010 2380438
% of Total 83.9% 54.4% 32.9% 20.8% 60.7% 69.6%
Decl Volume 511433 1633073 2494039 2960688 1184440 991292
% of Total 15.0% 44.0% 65.8% 77.9% 38.3% 29.0%
Total Vol 3405314 3708374 3792171 3798253 3094609 3419650
ARMS Index 0.75 1.09 0.97 1.06 0.84 0.62
5 Day ARMS 4.71 4.58 4.37 4 3.92 4.04
McClellanOs -34 -144 -191 -151 -59 -86
McClellanSm 1849 1883 2027 2218 2369 2428
Cumul TICK 32,178 15092 -113529 -111996 -27576 -26221
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2891 2872 2896 2908 2894 2905
Advancers 1754 1545 1303 702 1613 1682
% of Total 60.7% 53.8% 45.0% 24.1% 55.7% 57.9%
Decliners 1035 1218 1477 2101 1178 1133
% of Total 35.8% 42.4% 51.0% 72.2% 40.7% 39.0%
Unchanged 102 109 116 105 103 90
New Highs 78 47 32 43 66 40
New Lows 48 70 86 72 34 74
Adv Volume 1378284 1257147 906127 350994 965519 1333491
% of Total 69.5% 61.4% 42.2% 16.9% 57.8% 71.5%
Decl Volume 587462 775002 1223284 1702614 665294 511344
% of Total 29.6% 37.8% 57.0% 82.0% 39.8% 27.4%
Total Vol 1982254 2048136 2145945 2075475 1671794 1865227
ARMS Index 0.43 0.42 1.63 0.78 0.7 0.53
5 Day ARMS 3.96 4.06 4.76 3.78 3.27 4.12
McClellanOs -29 -76 -108 -115 -52 -84
McClellanSm 816 845 921 1029 1144 1196
Cumul TICK 7139 28393 -8564 -30334 9840 15507
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 155877260 88244940 135001684 113308869 70927235 103399711
Upper Band 172596336 164737734 164683444 160097897 158197077 160076669
SPX Vol 2081381559 2128772529 2305229585 2254686866 1794304853 2117650070
Upper Band 2583752716 2583742788 2587482912 2573856770 2571343836 2563742326
NYSE Vol 3405314000 3708374000 3792171000 3798253000 3094609000 3419650000
Upper Band 4309156001 4316065235 4299222579 4266802834 4234648618 4231736348
Consolidated3405314455 3708355327 3792069385 3798211688 3094573482 3419651661
Upper Band 4309082592 4315985011 4299132315 4266714799 4234142902 4231198171
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Weekly Sentiment
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Sentiment 8-May 1-May 24-Apr 17-Apr 10-Apr 2-Apr
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AAII Bull 27 31 n.a 32 29 35
AAII Bear 27 22 n.a 23 24 32
Market Vane 62 65 n.a 62 60 60
II Bull 52.5 57.4 n.a 50.5 50.4 54.5
II Bear 13.9 13.9 n.a 13.9 14.2 14.2
OddLot ShRt 49.2 53.3 n.a 48.8 48.8 50.9
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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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