******************************************************************************
May 12th, 2015 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 2102.87 2105.06 2085.57 2099.12 -6.21 -0.3%
S&P100 924.27 925.25 916.15 922.43 -2.87 -0.3%
VIX 14.73 15.13 13.73 13.86 0.01 0.1%
Nasdaq100 4412.82 4441.40 4380.52 4420.65 -17.99 -0.4%
VXN 15.56 17.17 15.56 15.96 0.4 2.6%
NYSE TICK -223 1169 -1188 310 ---- ----
PreCloseTICK-36
Lead TICK 147
CumAdj TICK 279
NYSE TRIN 1.05 1.05 1.05 1.05 ----
Dow Indus 18096.16 18119.18 17924.8 18068.23 -36.9 -0.2%
DJIA@10:00 17970.6
DJIA@3:00 18085.1
Last Hour 117.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 152 172 456 358 175 55
Decliners 343 324 42 140 323 445
Unchanged 6 5 3 3 3 1
A/D Ratio 0.44 0.53 10.86 2.56 0.54 0.12
A/D Thrust 30.71 34.68 91.57 71.89 35.14 11.00
Up Volume 619609 618017 1857885 1290240 679716 233564
Up Vol % 33.2% 33.4% 89.3% 60.6% 29.5% 10.4%
Dn Volume 1232559 1208411 216759 829042 1619904 2013499
Dn Vol % 65.9% 65.3% 10.4% 38.9% 70.3% 89.3%
Tot Volume 1868995 1850301 2081382 2128773 2305230 2254687
UpDn Thrust33.45 33.84 89.55 60.88 29.56 10.39
> Upr Bband 9 26 37 11 25 8
< Lwr Bband 21 27 11 27 2 63
New 20d Hi 19 57 61 17 15 63
New 20d Lo 63 29 14 49 135 81
New 52wk Hi 4 21 24 8 6 16
New 52wk Lo 6 3 2 3 6 0
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 33.64 63.47 75.06 44.58 20.09 32.19
UDT3 53.80 62.56 58.95 33.06 31.23 51.10
UDT5 49.80 44.28 48.71 48.36 39.06 41.51
UDT10 45.47 48.52 48.46 44.51 44.15 48.42
UDT20 48.47 49.56 49.42 48.53 48.86 50.50
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 39.79 62.17 69.45 44.16 27.18 39.16
UDT3 55.86 59.65 56.89 36.38 37.10 49.57
UDT5 50.72 45.73 50.02 47.30 41.30 43.64
UDT10 46.99 48.78 48.99 45.83 46.61 50.23
UDT20 49.34 50.51 50.65 49.68 49.76 51.04
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
ADT2 32.69 61.99 37.20 23.27 54.89 61.03
ADT3 52.38 45.72 35.77 41.07 51.62 57.56
ADT5 52.84 48.84 55.44 54.63 43.68 42.82
ADT10 47.83 51.23 50.53 45.65 45.18 48.63
ADT20 49.28 50.53 50.00 48.57 48.24 49.64
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 40.31 57.68 68.93 45.13 26.51 38.74
ADT3 53.56 57.76 56.73 36.91 36.64 45.99
ADT5 50.18 45.22 49.54 45.64 38.77 39.11
ADT10 44.65 46.41 46.57 43.63 44.54 47.09
ADT20 48.67 49.53 49.65 48.64 48.26 49.67
RSI for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2-day >50 183 313 443 251 89 105
2-day <50 318 188 58 250 412 396
2-day >98 3 4 6 0 1 4
2-day <2 4 4 1 7 5 5
5-day >50 228
5-day <50 273
5-day >90 3
5-day <10 1
9-day >50 235 270 308 183 135 180
9-day <50 266 231 193 318 366 321
9-day >80 4 5 6 1 1 3
9-day <20 2 4 2 3 14 10
14-day >50 234 263 291 193 161 195
14-day <50 267 238 210 308 340 306
14-day >70 11 13 16 7 9 10
14-day <30 12 9 6 12 28 28
Volume for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2x 50d Avg 17 12 14 16 10 22
>50d Avg 138 170 193 200 79 252
<50d Avg 362 330 307 300 421 248
Spread -224 -160 -114 -100 -342 4
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Inside Day 43 91 32 134 23 20
Outside Day 40 44 9 19 20 79
Spread 3 47 23 115 3 -59
Gap Up 2 6 206 12 115 4
Gap Down 69 4 2 14 1 28
Spread -67 2 204 -2 114 -24
Top10%Range 26 9 69 40 67 4
Bot10%Range 33 137 35 14 15 194
Spread -7 -128 34 26 52 -190
>UpperBand 9 26 37 11 25 8
<LowerBand 21 27 11 27 2 63
Spread -12 -1 26 -16 23 -55
WR20 12 12 18 26 15 45
NR20 19 41 26 13 20 5
Spread -7 -29 -8 13 -5 40
1% up 31 40 291 119 311 17
1% down 114 114 8 50 9 295
Spread -83 -74 283 69 302 -278
2% up 12 13 92 39 80 7
2% down 17 34 6 31 3 119
Spread -5 -21 86 8 77 -112
5% up 5days 19 14 9 11 13 18
5% dn 5days 19 28 18 20 18 32
Spread 0 -14 -9 -9 -5 -14
+10% 5days 3 2 1 1 4 6
-10% 5days 3 4 3 3 1 3
Spread 0 -2 -2 -2 3 3
+10% 20days 20 23 26 16 7 27
-10% 20days 12 11 13 15 24 15
Spread 8 12 13 1 -17 12
Close>Open 268 197 314 364 408 62
Close<Open 229 296 183 131 89 436
Spread 39 -99 131 233 319 -374
+1%fromOpen 63 49 89 121 149 9
-1%fromOpen 42 100 36 45 17 250
Spread 21 -51 53 76 132 -241
+2%fromOpen 13 13 24 33 28 2
-2%fromOpen 5 31 6 14 3 91
Spread 8 -18 18 19 25 -89
Close>Midp 317 147 263 341 385 47
Close<Midp 177 349 232 156 113 453
Spread 140 -202 31 185 272 -406
+1% vs Midp 13 9 38 29 33 2
-1% vs Midp 8 35 11 11 0 129
Spread 5 -26 27 18 33 -127
+2% vs Midp 0 0 7 1 1 0
-2% vs Midp 0 1 1 2 0 16
Spread 0 -1 6 -1 1 -16
>Yest High 35 83 361 138 390 21
<Yest Low 218 152 7 61 8 345
Spread -183 -69 354 77 382 -324
1%>YestHigh 12 21 153 45 158 5
1%<YestLow 39 47 5 28 1 182
Spread -27 -26 148 17 157 -177
>Yest Midp 101 202 460 305 463 69
<Yest Midp 398 297 40 194 36 429
Spread -297 -95 420 111 427 -360
1%>YestMidp 29 62 330 110 343 19
1%<YestMidp 162 115 8 71 4 290
Spread -133 -53 322 39 339 -271
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
1%of52wkHi 35 52 46 24 62 29
1%of52wkLo 11 8 4 8 6 4
S;pread 24 44 42 16 56 25
50%<52wkHi 23 20 21 23 27 14
50%<52wkLo 3 3 3 2 6 3
Spread 20 17 18 21 21 11
1%of20dHi 92 142 135 49 118 132
1%of20dLo 150 65 47 195 57 173
Spread -58 77 88 -146 61 -41
10%<20dHi 37 25 25 35 32 28
10%<20dLo 19 28 26 21 15 26
Spread 18 -3 -1 14 17 2
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
>10d Avg 259 297 345 170 293 158
<10d Avg 241 203 155 330 207 342
Spread 18 94 190 -160 86 -184
5% >10d Avg 3 5 7 3 8 7
5% <10d Avg 10 12 8 10 3 11
Spread -7 -7 -1 -7 5 -4
>20d Avg 224 252 273 179 317 180
<20d Avg 276 248 226 321 183 320
Spread -52 4 47 -142 134 -140
5% >20d Avg 14 22 26 17 24 24
5% <20d Avg 25 28 17 27 7 48
Spread -11 -6 9 -10 17 -24
>50d Avg 242 261 278 214 319 217
<50d Avg 258 239 222 286 181 283
Spread -16 22 56 -72 138 -66
5% >50d Avg 64 70 70 50 91 53
5% <50d Avg 52 48 34 50 42 79
Spread 12 22 36 0 49 -26
10%>50dAvg 17 16 21 14 19 21
10%<50dAvg 6 6 5 8 9 7
Spread 11 10 16 6 10 14
>200d Avg 330 337 341 324 334 322
<200d Avg 170 163 159 176 166 178
Spread 160 174 182 148 168 144
10%>200dAvg 95 106 106 93 166 82
10%<200dAvg 37 38 30 35 56 29
Spread 58 68 76 58 110 53
25%>200dAvg 10 9 10 10 25 8
25%<200dAvg 1 1 1 4 14 1
Spread 9 8 9 6 11 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
10d HV <10 16 12 11 20 9 20
10d HV >50 19 19 19 18 10 10
20d HV <10 12 12 12 13 5 19
20d HV >50 14 13 12 12 6 9
SPX Components RSI Values
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
RSI2 >90 27 70 93 12 53 18
RSI2 <10 28 18 14 47 7 56
Spread -1 52 79 -35 46 -38
RSI2 >98 3 4 6 0 6 4
RSI2 <2 4 4 1 7 1 5
Spread -1 0 5 -7 5 -1
RSI14 >70 11 13 16 7 13 10
RSI14 <30 12 9 6 12 4 28
Spread -1 4 10 -5 9 -18
RSI14 >80 1 0 0 0 2 0
RSI14 <20 1 1 1 1 0 0
Spread 0 -1 -1 -1 2 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 14.57 13.68 12.57 16.07 16.00 14.95
Upper Band 15.96 15.90 15.98 15.98 15.55 15.16
Lower Band 11.18 11.19 11.19 11.18 11.36 11.59
vs 10d Avg 2.61% -2.12% -9.68% 15.53% 17.90% 12.92%
VIX 13.86 13.85 12.86 15.13 15.15 14.31
Upper Band 15.13 15.11 15.12 15.13 14.82 14.53
Lower Band 11.63 11.63 11.63 11.59 11.70 11.87
vs 10d Avg -0.04% 0.95% -5.77% 11.33% 13.70% 9.40%
VXV 16.40 16.10 15.56 16.74 16.72 16.32
Upper Band 16.83 16.77 16.80 16.80 16.67 16.59
Lower Band 14.82 14.82 14.82 14.81 14.86 14.91
vs 10d Avg 1.80% 0.62% -2.65% 4.93% 5.84% 4.14%
VIX/VXV Rati0.845 0.860 0.826 0.904 0.906 0.877
Upper Band 0.904 0.905 0.905 0.905 0.895 0.883
Lower Band 0.785 0.786 0.786 0.784 0.785 0.792
vs 10d Avg -1.71% 0.45% -3.08% 6.25% 7.55% 5.12%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3232 3245 3245 3242 3252 3245
Advancers 1419 1116 2529 1820 1032 649
% of Total 43.9% 34.4% 77.9% 56.1% 31.7% 20.0%
Decliners 1717 2037 637 1323 2145 2515
% of Total 53.1% 62.8% 19.6% 40.8% 66.0% 77.5%
Unchanged 96 92 79 99 75 81
New Highs 36 61 79 30 26 45
New Lows 73 28 29 61 85 56
Adv Volume 1337108 1077418 2856804 2017376 1247064 789164
% of Total 42.3% 36.0% 83.9% 54.4% 32.9% 20.8%
Decl Volume 1771595 1882188 511433 1633073 2494039 2960688
% of Total 56.0% 62.9% 15.0% 44.0% 65.8% 77.9%
Total Vol 3162477 2994693 3405314 3708374 3792171 3798253
ARMS Index 1.05 1.04 0.75 1.09 0.97 1.06
5 Day ARMS 4.9 4.91 4.71 4.58 4.37 4
McClellanOs -87 -80 -34 -144 -191 -151
McClellanSm 1682 1769 1849 1883 2027 2218
Cumul TICK 18,282 -55301 32178 15092 -113529 -111996
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2875 2879 2891 2872 2896 2908
Advancers 1202 1459 1754 1545 1303 702
% of Total 41.8% 50.7% 60.7% 53.8% 45.0% 24.1%
Decliners 1576 1315 1035 1218 1477 2101
% of Total 54.8% 45.7% 35.8% 42.4% 51.0% 72.2%
Unchanged 97 105 102 109 116 105
New Highs 59 70 78 47 32 43
New Lows 59 42 48 70 86 72
Adv Volume 671630 914867 1378284 1257147 906127 350994
% of Total 39.2% 52.7% 69.5% 61.4% 42.2% 16.9%
Decl Volume 1026118 786744 587462 775002 1223284 1702614
% of Total 60.0% 45.3% 29.6% 37.8% 57.0% 82.0%
Total Vol 1711318 1736843 1982254 2048136 2145945 2075475
ARMS Index 0.33 0.97 0.43 0.42 1.63 0.78
5 Day ARMS 3.78 4.23 3.96 4.06 4.76 3.78
McClellanOs -33 -17 -29 -76 -108 -115
McClellanSm 766 799 816 845 921 1029
Cumul TICK 13031 12181 7139 28393 -8564 -30334
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 0 75550831 155877260 88244940 135001684 113308869
Upper Band 183177886 172563060 172596336 164737734 164683444 160097897
SPX Vol 1868995237 1850301383 2081381559 2128772529 2305229585 2254686866
Upper Band 2574602218 2577611099 2583752716 2583742788 2587482912 2573856770
NYSE Vol 3162477000 2994693000 3405314000 3708374000 3792171000 3798253000
Upper Band 4305015110 4300086652 4309156001 4316065235 4299222579 4266802834
Consolidated3162413670 2993869715 3405314455 3708355327 3792069385 3798211688
Upper Band 4305006420 4300088140 4309082592 4315985011 4299132315 4266714799
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 8-May 1-May 24-Apr 17-Apr 10-Apr 2-Apr
------------------------------------------------------------------------------
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
******************************************************************************
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