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May 13th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2099.62 2110.19 2096.04 2098.48 -0.64 0.0%
S&P100 922.47 927.27 921.3 922.41 -0.02 0.0%
VIX 13.63 14.04 13.06 13.76 -0.1 -0.7%
Nasdaq100 4436.08 4460.54 4421.75 4426.56 5.91 0.1%
VXN 15.66 15.75 15.12 15.62 -0.34 -2.1%
NYSE TICK 423 1030 -1010 99 ---- ----
PreCloseTICK-11
Lead TICK -2046
CumAdj TICK 202
NYSE TRIN 1.09 1.09 1.09 1.09 ----
Dow Indus 18070.37 18132.79 18039.2 18060.49 -7.7 0.0%
DJIA@10:00 18107.2
DJIA@3:00 18057.8
Last Hour -36.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 243 152 172 456 358 175
Decliners 251 343 324 42 140 323
Unchanged 7 6 5 3 3 3
A/D Ratio 0.97 0.44 0.53 10.86 2.56 0.54
A/D Thrust 49.19 30.71 34.68 91.57 71.89 35.14
Up Volume 1183705 619609 618017 1857885 1290240 679716
Up Vol % 57.2% 33.2% 33.4% 89.3% 60.6% 29.5%
Dn Volume 855547 1232559 1208411 216759 829042 1619904
Dn Vol % 41.4% 65.9% 65.3% 10.4% 38.9% 70.3%
Tot Volume 2068950 1868995 1850301 2081382 2128773 2305230
UpDn Thrust58.05 33.45 33.84 89.55 60.88 29.56
> Upr Bband 15 9 26 37 11 25
< Lwr Bband 32 21 27 11 27 2
New 20d Hi 42 19 57 61 17 15
New 20d Lo 51 63 29 14 49 135
New 52wk Hi 12 4 21 24 8 6
New 52wk Lo 5 6 3 2 3 6
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 46.34 33.64 63.47 75.06 44.58 20.09
UDT3 42.35 53.80 62.56 58.95 33.06 31.23
UDT5 56.19 49.80 44.28 48.71 48.36 39.06
UDT10 47.19 45.47 48.52 48.46 44.51 44.15
UDT20 47.88 48.47 49.56 49.42 48.53 48.86
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 48.62 39.79 62.17 69.45 44.16 27.18
UDT3 44.77 55.86 59.65 56.89 36.38 37.10
UDT5 55.33 50.72 45.73 50.02 47.30 41.30
UDT10 47.91 46.99 48.78 48.99 45.83 46.61
UDT20 48.42 49.34 50.51 50.65 49.68 49.76
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 39.94 61.99 37.20 23.27 54.89 61.03
ADT3 38.18 45.72 35.77 41.07 51.62 57.56
ADT5 55.66 52.84 48.84 55.44 54.63 43.68
ADT10 49.67 47.83 51.23 50.53 45.65 45.18
ADT20 48.60 49.28 50.53 50.00 48.57 48.24
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 50.48 40.31 57.68 68.93 45.13 26.51
ADT3 45.44 53.56 57.76 56.73 36.91 36.64
ADT5 54.85 50.18 45.22 49.54 45.64 38.77
ADT10 46.80 44.65 46.41 46.57 43.63 44.54
ADT20 48.12 48.67 49.53 49.65 48.64 48.26
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 219 183 313 443 251 89
2-day <50 282 318 188 58 250 412
2-day >98 8 3 4 6 0 1
2-day <2 6 4 4 1 7 5
5-day >50 237
5-day <50 264
5-day >90 3
5-day <10 2
9-day >50 232 235 270 308 183 135
9-day <50 269 266 231 193 318 366
9-day >80 6 4 5 6 1 1
9-day <20 1 2 4 2 3 14
14-day >50 238 234 263 291 193 161
14-day <50 263 267 238 210 308 340
14-day >70 11 11 13 16 7 9
14-day <30 12 12 9 6 12 28
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 19 17 12 14 16 10
>50d Avg 163 138 170 193 200 79
<50d Avg 337 362 330 307 300 421
Spread -174 -224 -160 -114 -100 -342
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 46 43 91 32 134 23
Outside Day 70 40 44 9 19 20
Spread -24 3 47 23 115 3
Gap Up 13 2 6 206 12 115
Gap Down 2 69 4 2 14 1
Spread 11 -67 2 204 -2 114
Top10%Range 13 26 9 69 40 67
Bot10%Range 51 33 137 35 14 15
Spread -38 -7 -128 34 26 52
>UpperBand 15 9 26 37 11 25
<LowerBand 32 21 27 11 27 2
Spread -17 -12 -1 26 -16 23
WR20 10 12 12 18 26 15
NR20 23 19 41 26 13 20
Spread -13 -7 -29 -8 13 -5
1% up 58 31 40 291 119 311
1% down 92 114 114 8 50 9
Spread -34 -83 -74 283 69 302
2% up 16 12 13 92 39 80
2% down 21 17 34 6 31 3
Spread -5 -5 -21 86 8 77
5% up 5days 23 19 14 9 11 13
5% dn 5days 19 19 28 18 20 18
Spread 4 0 -14 -9 -9 -5
+10% 5days 4 3 2 1 1 4
-10% 5days 1 3 4 3 3 1
Spread 3 0 -2 -2 -2 3
+10% 20days 12 20 23 26 16 7
-10% 20days 22 12 11 13 15 24
Spread -10 8 12 13 1 -17
Close>Open 203 268 197 314 364 408
Close<Open 293 229 296 183 131 89
Spread -90 39 -99 131 233 319
+1%fromOpen 40 63 49 89 121 149
-1%fromOpen 107 42 100 36 45 17
Spread -67 21 -51 53 76 132
+2%fromOpen 3 13 13 24 33 28
-2%fromOpen 29 5 31 6 14 3
Spread -26 8 -18 18 19 25
Close>Midp 176 317 147 263 341 385
Close<Midp 322 177 349 232 156 113
Spread -146 140 -202 31 185 272
+1% vs Midp 7 13 9 38 29 33
-1% vs Midp 37 8 35 11 11 0
Spread -30 5 -26 27 18 33
+2% vs Midp 1 0 0 7 1 1
-2% vs Midp 3 0 1 1 2 0
Spread -2 0 -1 6 -1 1
>Yest High 121 35 83 361 138 390
<Yest Low 104 218 152 7 61 8
Spread 17 -183 -69 354 77 382
1%>YestHigh 22 12 21 153 45 158
1%<YestLow 24 39 47 5 28 1
Spread -2 -27 -26 148 17 157
>Yest Midp 276 101 202 460 305 463
<Yest Midp 223 398 297 40 194 36
Spread 53 -297 -95 420 111 427
1%>YestMidp 87 29 62 330 110 343
1%<YestMidp 81 162 115 8 71 4
Spread 6 -133 -53 322 39 339
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 46 35 52 46 24 62
1%of52wkLo 12 11 8 4 8 6
S;pread 34 24 44 42 16 56
50%<52wkHi 21 23 20 21 23 27
50%<52wkLo 3 3 3 3 2 6
Spread 18 20 17 18 21 21
1%of20dHi 114 92 142 135 49 118
1%of20dLo 126 150 65 47 195 57
Spread -12 -58 77 88 -146 61
10%<20dHi 32 37 25 25 35 32
10%<20dLo 18 19 28 26 21 15
Spread 14 18 -3 -1 14 17
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 260 259 297 345 170 293
<10d Avg 240 241 203 155 330 207
Spread 20 18 94 190 -160 86
5% >10d Avg 7 3 5 7 3 8
5% <10d Avg 10 10 12 8 10 3
Spread -3 -7 -7 -1 -7 5
>20d Avg 232 224 252 273 179 317
<20d Avg 268 276 248 226 321 183
Spread -36 -52 4 47 -142 134
5% >20d Avg 16 14 22 26 17 24
5% <20d Avg 31 25 28 17 27 7
Spread -15 -11 -6 9 -10 17
>50d Avg 237 242 261 278 214 319
<50d Avg 263 258 239 222 286 181
Spread -26 -16 22 56 -72 138
5% >50d Avg 63 64 70 70 50 91
5% <50d Avg 63 52 48 34 50 42
Spread 0 12 22 36 0 49
10%>50dAvg 18 17 16 21 14 19
10%<50dAvg 7 6 6 5 8 9
Spread 11 11 10 16 6 10
>200d Avg 332 330 337 341 324 334
<200d Avg 168 170 163 159 176 166
Spread 164 160 174 182 148 168
10%>200dAvg 98 95 106 106 93 166
10%<200dAvg 40 37 38 30 35 56
Spread 58 58 68 76 58 110
25%>200dAvg 10 10 9 10 10 25
25%<200dAvg 1 1 1 1 4 14
Spread 9 9 8 9 6 11
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 21 16 12 11 20 9
10d HV >50 14 19 19 19 18 10
20d HV <10 12 12 12 12 13 5
20d HV >50 12 14 13 12 12 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 40 27 70 93 12 53
RSI2 <10 59 28 18 14 47 7
Spread -19 -1 52 79 -35 46
RSI2 >98 8 3 4 6 0 6
RSI2 <2 6 4 4 1 7 1
Spread 2 -1 0 5 -7 5
RSI14 >70 11 11 13 16 7 13
RSI14 <30 12 12 9 6 12 4
Spread -1 -1 4 10 -5 9
RSI14 >80 3 1 0 0 0 2
RSI14 <20 1 1 1 1 1 0
Spread 2 0 -1 -1 -1 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.32 14.57 13.68 12.57 16.07 16.00
Upper Band 16.04 15.96 15.90 15.98 15.98 15.55
Lower Band 11.24 11.18 11.19 11.19 11.18 11.36
vs 10d Avg 0.24% 2.61% -2.12% -9.68% 15.53% 17.90%
VIX 13.76 13.86 13.85 12.86 15.13 15.15
Upper Band 15.16 15.13 15.11 15.12 15.13 14.82
Lower Band 11.68 11.63 11.63 11.63 11.59 11.70
vs 10d Avg -1.02% -0.04% 0.95% -5.77% 11.33% 13.70%
VXV 16.29 16.40 16.10 15.56 16.74 16.72
Upper Band 16.88 16.83 16.77 16.80 16.80 16.67
Lower Band 14.83 14.82 14.82 14.82 14.81 14.86
vs 10d Avg 0.92% 1.80% 0.62% -2.65% 4.93% 5.84%
VIX/VXV Rati0.845 0.845 0.860 0.826 0.904 0.906
Upper Band 0.904 0.904 0.905 0.905 0.905 0.895
Lower Band 0.788 0.785 0.786 0.786 0.784 0.785
vs 10d Avg -1.83% -1.71% 0.45% -3.08% 6.25% 7.55%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3238 3232 3245 3245 3242 3252
Advancers 1756 1419 1116 2529 1820 1032
% of Total 54.2% 43.9% 34.4% 77.9% 56.1% 31.7%
Decliners 1398 1717 2037 637 1323 2145
% of Total 43.2% 53.1% 62.8% 19.6% 40.8% 66.0%
Unchanged 84 96 92 79 99 75
New Highs 57 36 61 79 30 26
New Lows 37 73 28 29 61 85
Adv Volume 1790182 1337108 1077418 2856804 2017376 1247064
% of Total 52.9% 42.3% 36.0% 83.9% 54.4% 32.9%
Decl Volume 1532703 1771595 1882188 511433 1633073 2494039
% of Total 45.3% 56.0% 62.9% 15.0% 44.0% 65.8%
Total Vol 3381655 3162477 2994693 3405314 3708374 3792171
ARMS Index 1.09 1.05 1.04 0.75 1.09 0.97
5 Day ARMS 5.02 4.9 4.91 4.71 4.58 4.37
McClellanOs -61 -87 -80 -34 -144 -191
McClellanSm 1621 1682 1769 1849 1883 2027
Cumul TICK 7,516 18282 -55301 32178 15092 -113529
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2872 2875 2879 2891 2872 2896
Advancers 1383 1202 1459 1754 1545 1303
% of Total 48.2% 41.8% 50.7% 60.7% 53.8% 45.0%
Decliners 1366 1576 1315 1035 1218 1477
% of Total 47.6% 54.8% 45.7% 35.8% 42.4% 51.0%
Unchanged 123 97 105 102 109 116
New Highs 74 59 70 78 47 32
New Lows 34 59 42 48 70 86
Adv Volume 928585 671630 914867 1378284 1257147 906127
% of Total 55.2% 39.2% 52.7% 69.5% 61.4% 42.2%
Decl Volume 713641 1026118 786744 587462 775002 1223284
% of Total 42.5% 60.0% 45.3% 29.6% 37.8% 57.0%
Total Vol 1680741 1711318 1736843 1982254 2048136 2145945
ARMS Index 0.82 0.33 0.97 0.43 0.42 1.63
5 Day ARMS 2.97 3.78 4.23 3.96 4.06 4.76
McClellanOs -26 -33 -17 -29 -76 -108
McClellanSm 740 766 799 816 845 921
Cumul TICK 6895 13031 12181 7139 28393 -8564
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 94662003 119727592 75550831 155877260 88244940 135001684
Upper Band 173903202 174045821 172563060 172596336 164737734 164683444
SPX Vol 2068950065 1868995237 1850301383 2081381559 2128772529 2305229585
Upper Band 2567816345 2574602218 2577611099 2583752716 2583742788 2587482912
NYSE Vol 3381655000 3162477000 2994693000 3405314000 3708374000 3792171000
Upper Band 4241173515 4305015110 4300086652 4309156001 4316065235 4299222579
Consolidated3381438474 3162413670 2993869715 3405314455 3708355327 3792069385
Upper Band 4241158429 4305006420 4300088140 4309082592 4315985011 4299132315
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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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