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May 15th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2122.07 2123.89 2116.79 2122.73 1.63 0.1%
S&P100 933.14 934.04 930.87 933.12 0.23 0.0%
VIX 12.46 13.09 12.35 12.38 -0.36 -2.8%
Nasdaq100 4505.39 4509.13 4482.55 4494.29 -0.75 0.0%
VXN 14.31 14.67 13.78 13.89 -0.42 -2.9%
NYSE TICK 510 809 -717 267 ---- ----
PreCloseTICK441
Lead TICK 1307
CumAdj TICK 482
NYSE TRIN 0.95 0.95 0.95 0.95 ----
Dow Indus 18251.97 18272.72 18215.07 18272.56 20.3 0.1%
DJIA@10:00 18244.6
DJIA@3:00 18255.2
Last Hour 25.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 274 414 243 152 172 456
Decliners 223 86 251 343 324 42
Unchanged 4 1 7 6 5 3
A/D Ratio 1.23 4.81 0.97 0.44 0.53 10.86
A/D Thrust 55.13 82.80 49.19 30.71 34.68 91.57
Up Volume 1043304 1427886 1183705 619609 618017 1857885
Up Vol % 54.3% 72.7% 57.2% 33.2% 33.4% 89.3%
Dn Volume 863109 535803 855547 1232559 1208411 216759
Dn Vol % 44.9% 27.3% 41.4% 65.9% 65.3% 10.4%
Tot Volume 1922714 1964624 2068950 1868995 1850301 2081382
UpDn Thrust54.73 72.71 58.05 33.45 33.84 89.55
> Upr Bband 36 50 15 9 26 37
< Lwr Bband 2 16 32 21 27 11
New 20d Hi 93 87 42 19 57 61
New 20d Lo 21 33 51 63 29 14
New 52wk Hi 39 33 12 4 21 24
New 52wk Lo 3 6 5 6 3 2
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 63.85 65.24 46.34 33.64 63.47 75.06
UDT3 61.85 55.19 42.35 53.80 62.56 58.95
UDT5 51.03 58.50 56.19 49.80 44.28 48.71
UDT10 49.81 53.24 47.19 45.47 48.52 48.46
UDT20 51.52 49.38 47.88 48.47 49.56 49.42
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 62.38 60.41 48.62 39.79 62.17 69.45
UDT3 59.41 54.78 44.77 55.86 59.65 56.89
UDT5 51.77 57.72 55.33 50.72 45.73 50.02
UDT10 50.84 52.25 47.91 46.99 48.78 48.99
UDT20 51.70 49.74 48.42 49.34 50.51 50.65
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 69.01 61.99 37.20 23.27 54.89 61.03
ADT3 62.44 45.72 35.77 41.07 51.62 57.56
ADT5 50.56 57.87 55.66 52.84 48.84 55.44
ADT10 53.01 56.25 49.67 47.83 51.23 50.53
ADT20 53.18 50.92 48.60 49.28 50.53 50.00
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 66.59 65.57 50.48 40.31 57.68 68.93
ADT3 62.94 58.82 45.44 53.56 57.76 56.73
ADT5 53.89 58.37 54.85 50.18 45.22 49.54
ADT10 51.71 52.00 46.80 44.65 46.41 46.57
ADT20 51.57 49.69 48.12 48.67 49.53 49.65
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 354 406 219 183 313 443
2-day <50 147 95 282 318 188 58
2-day >98 12 15 8 3 4 6
2-day <2 1 8 6 4 4 1
5-day >50 355
5-day <50 146
5-day >90 5
5-day <10 0
9-day >50 334 334 232 235 270 308
9-day <50 167 167 269 266 231 193
9-day >80 9 7 6 4 5 6
9-day <20 1 5 1 2 4 2
14-day >50 317 312 238 234 263 291
14-day <50 184 189 263 267 238 210
14-day >70 15 17 11 11 13 16
14-day <30 5 7 12 12 9 6
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 22 20 19 17 12 14
>50d Avg 172 159 163 138 170 193
<50d Avg 328 341 337 362 330 307
Spread -156 -182 -174 -224 -160 -114
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 45 90 46 43 91 32
Outside Day 50 20 70 40 44 9
Spread -5 70 -24 3 47 23
Gap Up 21 31 13 2 6 206
Gap Down 3 4 2 69 4 2
Spread 18 27 11 -67 2 204
Top10%Range 92 174 13 26 9 69
Bot10%Range 21 21 51 33 137 35
Spread 71 153 -38 -7 -128 34
>UpperBand 36 50 15 9 26 37
<LowerBand 2 16 32 21 27 11
Spread 34 34 -17 -12 -1 26
WR20 13 19 10 12 12 18
NR20 60 45 23 19 41 26
Spread -47 -26 -13 -7 -29 -8
1% up 87 261 58 31 40 291
1% down 53 34 92 114 114 8
Spread 34 227 -34 -83 -74 283
2% up 16 72 16 12 13 92
2% down 6 14 21 17 34 6
Spread 10 58 -5 -5 -21 86
5% up 5days 10 22 23 19 14 9
5% dn 5days 11 9 19 19 28 18
Spread -1 13 4 0 -14 -9
+10% 5days 1 2 4 3 2 1
-10% 5days 1 1 1 3 4 3
Spread 0 1 3 0 -2 -2
+10% 20days 22 15 12 20 23 26
-10% 20days 15 22 22 12 11 13
Spread 7 -7 -10 8 12 13
Close>Open 258 348 203 268 197 314
Close<Open 239 149 293 229 296 183
Spread 19 199 -90 39 -99 131
+1%fromOpen 70 125 40 63 49 89
-1%fromOpen 64 44 107 42 100 36
Spread 6 81 -67 21 -51 53
+2%fromOpen 16 23 3 13 13 24
-2%fromOpen 7 19 29 5 31 6
Spread 9 4 -26 8 -18 18
Close>Midp 293 375 176 317 147 263
Close<Midp 204 121 322 177 349 232
Spread 89 254 -146 140 -202 31
+1% vs Midp 19 32 7 13 9 38
-1% vs Midp 5 18 37 8 35 11
Spread 14 14 -30 5 -26 27
+2% vs Midp 3 1 1 0 0 7
-2% vs Midp 1 5 3 0 1 1
Spread 2 -4 -2 0 -1 6
>Yest High 188 259 121 35 83 361
<Yest Low 69 49 104 218 152 7
Spread 119 210 17 -183 -69 354
1%>YestHigh 38 82 22 12 21 153
1%<YestLow 11 21 24 39 47 5
Spread 27 61 -2 -27 -26 148
>Yest Midp 332 389 276 101 202 460
<Yest Midp 167 109 223 398 297 40
Spread 165 280 53 -297 -95 420
1%>YestMidp 157 218 87 29 62 330
1%<YestMidp 52 44 81 162 115 8
Spread 105 174 6 -133 -53 322
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 75 67 46 35 52 46
1%of52wkLo 7 12 12 11 8 4
S;pread 68 55 34 24 44 42
50%<52wkHi 27 24 21 23 20 21
50%<52wkLo 3 3 3 3 3 3
Spread 24 21 18 20 17 18
1%of20dHi 180 169 114 92 142 135
1%of20dLo 60 95 126 150 65 47
Spread 120 74 -12 -58 77 88
10%<20dHi 36 39 32 37 25 25
10%<20dLo 20 19 18 19 28 26
Spread 16 20 14 18 -3 -1
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 359 351 260 259 297 345
<10d Avg 140 149 240 241 203 155
Spread 219 202 20 18 94 190
5% >10d Avg 7 9 7 3 5 7
5% <10d Avg 6 8 10 10 12 8
Spread 1 1 -3 -7 -7 -1
>20d Avg 323 312 232 224 252 273
<20d Avg 177 188 268 276 248 226
Spread 146 124 -36 -52 4 47
5% >20d Avg 19 18 16 14 22 26
5% <20d Avg 20 26 31 25 28 17
Spread -1 -8 -15 -11 -6 9
>50d Avg 306 294 237 242 261 278
<50d Avg 194 206 263 258 239 222
Spread 112 88 -26 -16 22 56
5% >50d Avg 78 81 63 64 70 70
5% <50d Avg 36 44 63 52 48 34
Spread 42 37 0 12 22 36
10%>50dAvg 17 16 18 17 16 21
10%<50dAvg 6 7 7 6 6 5
Spread 11 9 11 11 10 16
>200d Avg 344 340 332 330 337 341
<200d Avg 156 160 168 170 163 159
Spread 188 180 164 160 174 182
10%>200dAvg 112 108 98 95 106 106
10%<200dAvg 33 36 40 37 38 30
Spread 79 72 58 58 68 76
25%>200dAvg 10 11 10 10 9 10
25%<200dAvg 2 1 1 1 1 1
Spread 8 10 9 9 8 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 19 16 21 16 12 11
10d HV >50 13 14 14 19 19 19
20d HV <10 8 9 12 12 12 12
20d HV >50 12 10 12 14 13 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 106 122 40 27 70 93
RSI2 <10 8 32 59 28 18 14
Spread 98 90 -19 -1 52 79
RSI2 >98 12 15 8 3 4 6
RSI2 <2 1 8 6 4 4 1
Spread 11 7 2 -1 0 5
RSI14 >70 15 17 11 11 13 16
RSI14 <30 5 7 12 12 9 6
Spread 10 10 -1 -1 4 10
RSI14 >80 3 3 3 1 0 0
RSI14 <20 0 1 1 1 1 1
Spread 3 2 2 0 -1 -1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.86 13.23 14.32 14.57 13.68 12.57
Upper Band 15.94 16.03 16.04 15.96 15.90 15.98
Lower Band 11.22 11.30 11.24 11.18 11.19 11.19
vs 10d Avg -8.68% -6.12% 0.24% 2.61% -2.12% -9.68%
VIX 12.38 12.74 13.76 13.86 13.85 12.86
Upper Band 15.13 15.16 15.16 15.13 15.11 15.12
Lower Band 11.58 11.70 11.68 11.63 11.63 11.63
vs 10d Avg -9.56% -7.15% -1.02% -0.04% 0.95% -5.77%
VXV 15.57 15.91 16.29 16.40 16.10 15.56
Upper Band 16.85 16.88 16.88 16.83 16.77 16.80
Lower Band 14.86 14.89 14.83 14.82 14.82 14.82
vs 10d Avg -3.32% -1.09% 0.92% 1.80% 0.62% -2.65%
VIX/VXV Rati0.795 0.801 0.845 0.845 0.860 0.826
Upper Band 0.905 0.905 0.904 0.904 0.905 0.905
Lower Band 0.778 0.784 0.788 0.785 0.786 0.786
vs 10d Avg -6.37% -6.04% -1.83% -1.71% 0.45% -3.08%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3236 3242 3238 3232 3245 3245
Advancers 1802 2381 1756 1419 1116 2529
% of Total 55.7% 73.4% 54.2% 43.9% 34.4% 77.9%
Decliners 1325 774 1398 1717 2037 637
% of Total 40.9% 23.9% 43.2% 53.1% 62.8% 19.6%
Unchanged 109 87 84 96 92 79
New Highs 95 104 57 36 61 79
New Lows 16 26 37 73 28 29
Adv Volume 1737065 2130574 1790182 1337108 1077418 2856804
% of Total 56.1% 66.0% 52.9% 42.3% 36.0% 83.9%
Decl Volume 1296088 1036438 1532703 1771595 1882188 511433
% of Total 41.8% 32.1% 45.3% 56.0% 62.9% 15.0%
Total Vol 3098399 3227659 3381655 3162477 2994693 3405314
ARMS Index 0.95 1.30 1.09 1.05 1.04 0.75
5 Day ARMS 5.43 5.23 5.02 4.9 4.91 4.71
McClellanOs 41 25 -61 -87 -80 -34
McClellanSm 1687 1646 1621 1682 1769 1849
Cumul TICK 38,890 55003 7516 18282 -55301 32178
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2890 2889 2872 2875 2879 2891
Advancers 1383 1922 1383 1202 1459 1754
% of Total 47.9% 66.5% 48.2% 41.8% 50.7% 60.7%
Decliners 1391 878 1366 1576 1315 1035
% of Total 48.1% 30.4% 47.6% 54.8% 45.7% 35.8%
Unchanged 116 89 123 97 105 102
New Highs 115 114 74 59 70 78
New Lows 34 34 34 59 42 48
Adv Volume 883250 1187189 928585 671630 914867 1378284
% of Total 52.8% 68.0% 55.2% 39.2% 52.7% 69.5%
Decl Volume 707713 530262 713641 1026118 786744 587462
% of Total 42.3% 30.4% 42.5% 60.0% 45.3% 29.6%
Total Vol 1671306 1745818 1680741 1711318 1736843 1982254
ARMS Index 0.87 1.64 0.82 0.33 0.97 0.43
5 Day ARMS 4.63 4.19 2.97 3.78 4.23 3.96
McClellanOs 26 30 -26 -33 -17 -29
McClellanSm 796 770 740 766 799 816
Cumul TICK 11252 26538 6895 13031 12181 7139
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 76510099 95934006 94661967 119727592 75550831 155877260
Upper Band 155483365 173436668 173903202 174045821 172563060 172596336
SPX Vol 1922714361 1964623912 2068950065 1868995237 1850301383 2081381559
Upper Band 2543698133 2569207257 2567816345 2574602218 2577611099 2583752716
NYSE Vol 3098399000 3227659000 3381655000 3162477000 2994693000 3405314000
Upper Band 4229852476 4239867541 4241173515 4305015110 4300086652 4309156001
Consolidated3098375632 3227634208 3381438474 3162413670 2993869715 3405314455
Upper Band 4229815782 4239849114 4241158429 4305006420 4300088140 4309082592
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Weekly Sentiment
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Sentiment 15-May 8-May 1-May 24-Apr 17-Apr 10-Apr
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AAII Bull 27 27 31 n.a 32 29
AAII Bear 26 27 22 n.a 23 24
Market Vane 63 62 65 n.a 62 60
II Bull 47.5 52.5 57.4 n.a 50.5 50.4
II Bear 15.8 13.9 13.9 n.a 13.9 14.2
OddLot ShRt 49.1 49.2 53.3 n.a 48.8 48.8
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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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