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May 18th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2121.3 2131.78 2120.01 2129.2 6.47 0.3%
S&P100 932.38 936.62 931.97 935.2 2.08 0.2%
VIX 13.08 13.22 12.55 12.73 0.35 2.8%
Nasdaq100 4487.14 4521.01 4483.76 4512.95 18.66 0.4%
VXN 13.89 14.65 13.79 13.95 0.06 0.4%
NYSE TICK -48 793 -897 566 ---- ----
PreCloseTICK90
Lead TICK 4290
CumAdj TICK 228
NYSE TRIN 1.05 1.05 1.05 1.05 ----
Dow Indus 18267.25 18325.54 18244.26 18298.88 26.3 0.1%
DJIA@10:00 18278.1
DJIA@3:00 18321.9
Last Hour -28.6
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 340 274 414 243 152 172
Decliners 158 223 86 251 343 324
Unchanged 3 4 1 7 6 5
A/D Ratio 2.15 1.23 4.81 0.97 0.44 0.53
A/D Thrust 68.27 55.13 82.80 49.19 30.71 34.68
Up Volume 1140576 1043304 1427886 1183705 619609 618017
Up Vol % 66.3% 54.3% 72.7% 57.2% 33.2% 33.4%
Dn Volume 575994 863109 535803 855547 1232559 1208411
Dn Vol % 33.5% 44.9% 27.3% 41.4% 65.9% 65.3%
Tot Volume 1720730 1922714 1964624 2068950 1868995 1850301
UpDn Thrust66.45 54.73 72.71 58.05 33.45 33.84
> Upr Bband 31 36 50 15 9 26
< Lwr Bband 1 2 16 32 21 27
New 20d Hi 77 93 87 42 19 57
New 20d Lo 11 21 33 51 63 29
New 52wk Hi 37 39 33 12 4 21
New 52wk Lo 2 3 6 5 6 3
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 60.28 63.85 65.24 46.34 33.64 63.47
UDT3 64.65 61.85 55.19 42.35 53.80 62.56
UDT5 57.13 51.03 58.50 56.19 49.80 44.28
UDT10 50.36 49.81 53.24 47.19 45.47 48.52
UDT20 50.93 51.52 49.38 47.88 48.47 49.56
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 56.64 62.38 60.41 48.62 39.79 62.17
UDT3 60.36 59.41 54.78 44.77 55.86 59.65
UDT5 55.49 51.77 57.72 55.33 50.72 45.73
UDT10 50.31 50.84 52.25 47.91 46.99 48.78
UDT20 51.28 51.70 49.74 48.42 49.34 50.51
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 61.71 61.99 37.20 23.27 54.89 61.03
ADT3 68.76 45.72 35.77 41.07 51.62 57.56
ADT5 57.29 50.56 57.87 55.66 52.84 48.84
ADT10 53.06 53.01 56.25 49.67 47.83 51.23
ADT20 52.49 53.18 50.92 48.60 49.28 50.53
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 56.97 66.59 65.57 50.48 40.31 57.68
ADT3 63.16 62.94 58.82 45.44 53.56 57.76
ADT5 58.09 53.89 58.37 54.85 50.18 45.22
ADT10 51.64 51.71 52.00 46.80 44.65 46.41
ADT20 50.88 51.57 49.69 48.12 48.67 49.53
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 401 354 406 219 183 313
2-day <50 100 147 95 282 318 188
2-day >98 16 12 15 8 3 4
2-day <2 0 1 8 6 4 4
5-day >50 407
5-day <50 94
5-day >90 4
5-day <10 0
9-day >50 374 334 334 232 235 270
9-day <50 127 167 167 269 266 231
9-day >80 7 9 7 6 4 5
9-day <20 2 1 5 1 2 4
14-day >50 346 317 312 238 234 263
14-day <50 155 184 189 263 267 238
14-day >70 16 15 17 11 11 13
14-day <30 5 5 7 12 12 9
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 22 20 19 17 12
>50d Avg 112 172 159 163 138 170
<50d Avg 388 328 341 337 362 330
Spread -276 -156 -182 -174 -224 -160
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 103 45 90 46 43 91
Outside Day 40 50 20 70 40 44
Spread 63 -5 70 -24 3 47
Gap Up 8 21 31 13 2 6
Gap Down 2 3 4 2 69 4
Spread 6 18 27 11 -67 2
Top10%Range 74 92 174 13 26 9
Bot10%Range 15 21 21 51 33 137
Spread 59 71 153 -38 -7 -128
>UpperBand 31 36 50 15 9 26
<LowerBand 1 2 16 32 21 27
Spread 30 34 34 -17 -12 -1
WR20 5 13 19 10 12 12
NR20 58 60 45 23 19 41
Spread -53 -47 -26 -13 -7 -29
1% up 104 87 261 58 31 40
1% down 25 53 34 92 114 114
Spread 79 34 227 -34 -83 -74
2% up 15 16 72 16 12 13
2% down 9 6 14 21 17 34
Spread 6 10 58 -5 -5 -21
5% up 5days 14 10 22 23 19 14
5% dn 5days 7 11 9 19 19 28
Spread 7 -1 13 4 0 -14
+10% 5days 1 1 2 4 3 2
-10% 5days 2 1 1 1 3 4
Spread -1 0 1 3 0 -2
+10% 20days 18 22 15 12 20 23
-10% 20days 18 15 22 22 12 11
Spread 0 7 -7 -10 8 12
Close>Open 380 258 348 203 268 197
Close<Open 113 239 149 293 229 296
Spread 267 19 199 -90 39 -99
+1%fromOpen 128 70 125 40 63 49
-1%fromOpen 18 64 44 107 42 100
Spread 110 6 81 -67 21 -51
+2%fromOpen 14 16 23 3 13 13
-2%fromOpen 6 7 19 29 5 31
Spread 8 9 4 -26 8 -18
Close>Midp 386 293 375 176 317 147
Close<Midp 113 204 121 322 177 349
Spread 273 89 254 -146 140 -202
+1% vs Midp 26 19 32 7 13 9
-1% vs Midp 5 5 18 37 8 35
Spread 21 14 14 -30 5 -26
+2% vs Midp 2 3 1 1 0 0
-2% vs Midp 1 1 5 3 0 1
Spread 1 2 -4 -2 0 -1
>Yest High 180 188 259 121 35 83
<Yest Low 42 69 49 104 218 152
Spread 138 119 210 17 -183 -69
1%>YestHigh 30 38 82 22 12 21
1%<YestLow 8 11 21 24 39 47
Spread 22 27 61 -2 -27 -26
>Yest Midp 360 332 389 276 101 202
<Yest Midp 136 167 109 223 398 297
Spread 224 165 280 53 -297 -95
1%>YestMidp 130 157 218 87 29 62
1%<YestMidp 24 52 44 81 162 115
Spread 106 105 174 6 -133 -53
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 76 75 67 46 35 52
1%of52wkLo 2 7 12 12 11 8
S;pread 74 68 55 34 24 44
50%<52wkHi 27 27 24 21 23 20
50%<52wkLo 3 3 3 3 3 3
Spread 24 24 21 18 20 17
1%of20dHi 184 180 169 114 92 142
1%of20dLo 42 60 95 126 150 65
Spread 142 120 74 -12 -58 77
10%<20dHi 32 36 39 32 37 25
10%<20dLo 21 20 19 18 19 28
Spread 11 16 20 14 18 -3
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 412 359 351 260 259 297
<10d Avg 87 140 149 240 241 203
Spread 325 219 202 20 18 94
5% >10d Avg 11 7 9 7 3 5
5% <10d Avg 2 6 8 10 10 12
Spread 9 1 1 -3 -7 -7
>20d Avg 348 323 312 232 224 252
<20d Avg 152 177 188 268 276 248
Spread 196 146 124 -36 -52 4
5% >20d Avg 27 19 18 16 14 22
5% <20d Avg 16 20 26 31 25 28
Spread 11 -1 -8 -15 -11 -6
>50d Avg 313 306 294 237 242 261
<50d Avg 187 194 206 263 258 239
Spread 126 112 88 -26 -16 22
5% >50d Avg 92 78 81 63 64 70
5% <50d Avg 30 36 44 63 52 48
Spread 62 42 37 0 12 22
10%>50dAvg 16 17 16 18 17 16
10%<50dAvg 6 6 7 7 6 6
Spread 10 11 9 11 11 10
>200d Avg 352 344 340 332 330 337
<200d Avg 148 156 160 168 170 163
Spread 204 188 180 164 160 174
10%>200dAvg 114 112 108 98 95 106
10%<200dAvg 33 33 36 40 37 38
Spread 81 79 72 58 58 68
25%>200dAvg 12 10 11 10 10 9
25%<200dAvg 3 2 1 1 1 1
Spread 9 8 10 9 9 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 18 19 16 21 16 12
10d HV >50 12 13 14 14 19 19
20d HV <10 9 8 9 12 12 12
20d HV >50 12 12 10 12 14 13
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 116 106 122 40 27 70
RSI2 <10 11 8 32 59 28 18
Spread 105 98 90 -19 -1 52
RSI2 >98 16 12 15 8 3 4
RSI2 <2 0 1 8 6 4 4
Spread 16 11 7 2 -1 0
RSI14 >70 16 15 17 11 11 13
RSI14 <30 5 5 7 12 12 9
Spread 11 10 10 -1 -1 4
RSI14 >80 3 3 3 3 1 0
RSI14 <20 0 0 1 1 1 1
Spread 3 3 2 2 0 -1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.85 12.86 13.23 14.32 14.57 13.68
Upper Band 15.94 15.94 16.03 16.04 15.96 15.90
Lower Band 11.23 11.22 11.30 11.24 11.18 11.19
vs 10d Avg -8.93% -8.68% -6.12% 0.24% 2.61% -2.12%
VIX 12.73 12.38 12.74 13.76 13.86 13.85
Upper Band 15.12 15.13 15.16 15.16 15.13 15.11
Lower Band 11.53 11.58 11.70 11.68 11.63 11.63
vs 10d Avg -6.92% -9.56% -7.15% -1.02% -0.04% 0.95%
VXV 15.23 15.57 15.91 16.29 16.40 16.10
Upper Band 16.87 16.85 16.88 16.88 16.83 16.77
Lower Band 14.81 14.86 14.89 14.83 14.82 14.82
vs 10d Avg -5.31% -3.32% -1.09% 0.92% 1.80% 0.62%
VIX/VXV Rati0.836 0.795 0.801 0.845 0.845 0.860
Upper Band 0.904 0.905 0.905 0.904 0.904 0.905
Lower Band 0.777 0.778 0.784 0.788 0.785 0.786
vs 10d Avg -1.61% -6.37% -6.04% -1.83% -1.71% 0.45%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3250 3236 3242 3238 3232 3245
Advancers 1773 1802 2381 1756 1419 1116
% of Total 54.6% 55.7% 73.4% 54.2% 43.9% 34.4%
Decliners 1375 1325 774 1398 1717 2037
% of Total 42.3% 40.9% 23.9% 43.2% 53.1% 62.8%
Unchanged 102 109 87 84 96 92
New Highs 117 95 104 57 36 61
New Lows 31 16 26 37 73 28
Adv Volume 1599370 1737065 2130574 1790182 1337108 1077418
% of Total 55.3% 56.1% 66.0% 52.9% 42.3% 36.0%
Decl Volume 1257629 1296088 1036438 1532703 1771595 1882188
% of Total 43.5% 41.8% 32.1% 45.3% 56.0% 62.9%
Total Vol 2893978 3098399 3227659 3381655 3162477 2994693
ARMS Index 1.05 0.95 1.3 1.09 1.05 1.04
5 Day ARMS 5.44 5.43 5.23 5.02 4.9 4.91
McClellanOs 51 41 25 -61 -87 -80
McClellanSm 1738 1687 1646 1621 1682 1769
Cumul TICK 13,727 38890 55003 7516 18282 -55301
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2900 2890 2889 2872 2875 2879
Advancers 1801 1383 1922 1383 1202 1459
% of Total 62.1% 47.9% 66.5% 48.2% 41.8% 50.7%
Decliners 1000 1391 878 1366 1576 1315
% of Total 34.5% 48.1% 30.4% 47.6% 54.8% 45.7%
Unchanged 99 116 89 123 97 105
New Highs 152 115 114 74 59 70
New Lows 52 34 34 34 59 42
Adv Volume 1062568 883250 1187189 928585 671630 914867
% of Total 64.4% 52.8% 68.0% 55.2% 39.2% 52.7%
Decl Volume 561705 707713 530262 713641 1026118 786744
% of Total 34.0% 42.3% 30.4% 42.5% 60.0% 45.3%
Total Vol 1649756 1671306 1745818 1680741 1711318 1736843
ARMS Index 0.88 0.87 1.64 0.82 0.33 0.97
5 Day ARMS 4.54 4.63 4.19 2.97 3.78 4.23
McClellanOs 63 26 30 -26 -33 -17
McClellanSm 859 796 770 740 766 799
Cumul TICK 34547 11252 26538 6895 13031 12181
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 74549685 76510099 95934006 94661967 119727592 75550831
Upper Band 155630641 155483365 173436668 173903202 174045821 172563060
SPX Vol 1720729608 1922714361 1964623912 2068950065 1868995237 1850301383
Upper Band 2563583673 2543698133 2569207257 2567816345 2574602218 2577611099
NYSE Vol 2893978000 3098399000 3227659000 3381655000 3162477000 2994693000
Upper Band 4239661002 4229852476 4239867541 4241173515 4305015110 4300086652
Consolidated2893780761 3098375632 3227634208 3381438474 3162413670 2993869715
Upper Band 4239636443 4229815782 4239849114 4241158429 4305006420 4300088140
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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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