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May 20th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2127.79 2134.72 2122.59 2125.85 -1.98 -0.1%
S&P100 935.32 938.23 932.61 934.43 -0.94 -0.1%
VIX 12.90 13.27 12.62 12.88 0.03 0.2%
Nasdaq100 4505.59 4533.92 4484.52 4505.3 1.58 0.0%
VXN 14.22 14.56 13.48 14 -0.15 -1.1%
NYSE TICK 0 1290 -979 -261 ---- ----
PreCloseTICK-571
Lead TICK -154
CumAdj TICK 289
NYSE TRIN 1.08 1.08 1.08 1.08 ----
Dow Indus 18315.06 18350.13 18272.56 18285.4 -27.0 -0.1%
DJIA@10:00 18284.5
DJIA@3:00 18327.7
Last Hour -14.4
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 222 232 340 274 414 243
Decliners 270 265 158 223 86 251
Unchanged 9 4 3 4 1 7
A/D Ratio 0.82 0.88 2.15 1.23 4.81 0.97
A/D Thrust 45.12 46.68 68.27 55.13 82.80 49.19
Up Volume 831696 868499 1140576 1043304 1427886 1183705
Up Vol % 42.8% 43.2% 66.3% 54.3% 72.7% 57.2%
Dn Volume 1074150 1132117 575994 863109 535803 855547
Dn Vol % 55.2% 56.3% 33.5% 44.9% 27.3% 41.4%
Tot Volume 1944612 2009316 1720730 1922714 1964624 2068950
UpDn Thrust43.64 43.41 66.45 54.73 72.71 58.05
> Upr Bband 23 39 31 36 50 15
< Lwr Bband 9 8 1 2 16 32
New 20d Hi 76 104 77 93 87 42
New 20d Lo 25 24 11 21 33 51
New 52wk Hi 34 43 37 39 33 12
New 52wk Lo 4 2 2 3 6 5
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 43.52 54.05 60.28 63.85 65.24 46.34
UDT3 50.52 54.28 64.65 61.85 55.19 42.35
UDT5 55.96 58.84 57.13 51.03 58.50 56.19
UDT10 56.08 54.19 50.36 49.81 53.24 47.19
UDT20 49.68 51.14 50.93 51.52 49.38 47.88
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 43.71 46.40 56.64 62.38 60.41 48.62
UDT3 47.56 50.00 60.36 59.41 54.78 44.77
UDT5 53.57 54.32 55.49 51.77 57.72 55.33
UDT10 54.48 52.46 50.31 50.84 52.25 47.91
UDT20 50.28 51.29 51.28 51.70 49.74 48.42
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 45.90 61.99 37.20 23.27 54.89 61.03
ADT3 53.40 45.72 35.77 41.07 51.62 57.56
ADT5 59.66 60.46 57.29 50.56 57.87 55.66
ADT10 57.66 56.65 53.06 53.01 56.25 49.67
ADT20 51.42 52.64 52.49 53.18 50.92 48.60
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 46.05 48.29 56.97 66.59 65.57 50.48
ADT3 49.48 51.38 63.16 62.94 58.82 45.44
ADT5 56.33 57.07 58.09 53.89 58.37 54.85
ADT10 55.59 53.62 51.64 51.71 52.00 46.80
ADT20 50.07 50.37 50.88 51.57 49.69 48.12
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 264 311 401 354 406 219
2-day <50 237 190 100 147 95 282
2-day >98 23 18 16 12 15 8
2-day <2 1 1 0 1 8 6
5-day >50 340
5-day <50 161
5-day >90 4
5-day <10 1
9-day >50 340 339 374 334 334 232
9-day <50 161 162 127 167 167 269
9-day >80 8 7 7 9 7 6
9-day <20 3 4 2 1 5 1
14-day >50 325 331 346 317 312 238
14-day <50 176 170 155 184 189 263
14-day >70 23 19 16 15 17 11
14-day <30 8 6 5 5 7 12
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 19 11 10 22 20 19
>50d Avg 121 150 112 172 159 163
<50d Avg 379 350 388 328 341 337
Spread -258 -200 -276 -156 -182 -174
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 74 44 103 45 90 46
Outside Day 45 66 40 50 20 70
Spread 29 -22 63 -5 70 -24
Gap Up 5 17 8 21 31 13
Gap Down 7 6 2 3 4 2
Spread -2 11 6 18 27 11
Top10%Range 18 37 74 92 174 13
Bot10%Range 62 32 15 21 21 51
Spread -44 5 59 71 153 -38
>UpperBand 23 39 31 36 50 15
<LowerBand 9 8 1 2 16 32
Spread 14 31 30 34 34 -17
WR20 10 14 5 13 19 10
NR20 46 53 58 60 45 23
Spread -36 -39 -53 -47 -26 -13
1% up 48 55 104 87 261 58
1% down 44 90 25 53 34 92
Spread 4 -35 79 34 227 -34
2% up 14 8 15 16 72 16
2% down 10 32 9 6 14 21
Spread 4 -24 6 10 58 -5
5% up 5days 30 28 14 10 22 23
5% dn 5days 15 19 7 11 9 19
Spread 15 9 7 -1 13 4
+10% 5days 1 0 1 1 2 4
-10% 5days 5 3 2 1 1 1
Spread -4 -3 -1 0 1 3
+10% 20days 18 16 18 22 15 12
-10% 20days 20 17 18 15 22 22
Spread -2 -1 0 7 -7 -10
Close>Open 196 229 380 258 348 203
Close<Open 303 266 113 239 149 293
Spread -107 -37 267 19 199 -90
+1%fromOpen 33 46 128 70 125 40
-1%fromOpen 49 78 18 64 44 107
Spread -16 -32 110 6 81 -67
+2%fromOpen 10 3 14 16 23 3
-2%fromOpen 8 20 6 7 19 29
Spread 2 -17 8 9 4 -26
Close>Midp 203 240 386 293 375 176
Close<Midp 295 258 113 204 121 322
Spread -92 -18 273 89 254 -146
+1% vs Midp 13 8 26 19 32 7
-1% vs Midp 6 20 5 5 18 37
Spread 7 -12 21 14 14 -30
+2% vs Midp 2 1 2 3 1 1
-2% vs Midp 3 2 1 1 5 3
Spread -1 -1 1 2 -4 -2
>Yest High 81 146 180 188 259 121
<Yest Low 102 103 42 69 49 104
Spread -21 43 138 119 210 17
1%>YestHigh 17 33 30 38 82 22
1%<YestLow 16 38 8 11 21 24
Spread 1 -5 22 27 61 -2
>Yest Midp 214 300 360 332 389 276
<Yest Midp 286 196 136 167 109 223
Spread -72 104 224 165 280 53
1%>YestMidp 53 93 130 157 218 87
1%<YestMidp 69 75 24 52 44 81
Spread -16 18 106 105 174 6
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 89 88 76 75 67 46
1%of52wkLo 6 6 2 7 12 12
S;pread 83 82 74 68 55 34
50%<52wkHi 30 30 27 27 24 21
50%<52wkLo 3 3 3 3 3 3
Spread 27 27 24 24 21 18
1%of20dHi 193 205 184 180 169 114
1%of20dLo 60 52 42 60 95 126
Spread 133 153 142 120 74 -12
10%<20dHi 40 35 32 36 39 32
10%<20dLo 25 25 21 20 19 18
Spread 15 10 11 16 20 14
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 348 369 412 359 351 260
<10d Avg 152 131 87 140 149 240
Spread 196 238 325 219 202 20
5% >10d Avg 5 7 11 7 9 7
5% <10d Avg 12 10 2 6 8 10
Spread -7 -3 9 1 1 -3
>20d Avg 329 328 348 323 312 232
<20d Avg 171 172 152 177 188 268
Spread 158 156 196 146 124 -36
5% >20d Avg 26 29 27 19 18 16
5% <20d Avg 26 26 16 20 26 31
Spread 0 3 11 -1 -8 -15
>50d Avg 304 311 313 306 294 237
<50d Avg 196 189 187 194 206 263
Spread 108 122 126 112 88 -26
5% >50d Avg 73 80 92 78 81 63
5% <50d Avg 34 34 30 36 44 63
Spread 39 46 62 42 37 0
10%>50dAvg 13 12 16 17 16 18
10%<50dAvg 11 7 6 6 7 7
Spread 2 5 10 11 9 11
>200d Avg 342 346 352 344 340 332
<200d Avg 158 154 148 156 160 168
Spread 184 192 204 188 180 164
10%>200dAvg 123 118 114 112 108 98
10%<200dAvg 36 38 33 33 36 40
Spread 87 80 81 79 72 58
25%>200dAvg 15 13 12 10 11 10
25%<200dAvg 4 4 3 2 1 1
Spread 11 9 9 8 10 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 44 38 18 19 16 21
10d HV >50 15 15 12 13 14 14
20d HV <10 11 9 9 8 9 12
20d HV >50 12 12 12 12 10 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 81 111 116 106 122 40
RSI2 <10 32 31 11 8 32 59
Spread 49 80 105 98 90 -19
RSI2 >98 23 18 16 12 15 8
RSI2 <2 1 1 0 1 8 6
Spread 22 17 16 11 7 2
RSI14 >70 23 19 16 15 17 11
RSI14 <30 8 6 5 5 7 12
Spread 15 13 11 10 10 -1
RSI14 >80 3 2 3 3 3 3
RSI14 <20 1 0 0 0 1 1
Spread 2 2 3 3 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.13 12.60 12.85 12.86 13.23 14.32
Upper Band 15.94 15.95 15.94 15.94 16.03 16.04
Lower Band 11.22 11.17 11.23 11.22 11.30 11.24
vs 10d Avg -3.37% -9.19% -8.93% -8.68% -6.12% 0.24%
VIX 12.88 12.85 12.73 12.38 12.74 13.76
Upper Band 15.11 15.11 15.12 15.13 15.16 15.16
Lower Band 11.52 11.50 11.53 11.58 11.70 11.68
vs 10d Avg -3.19% -5.03% -6.92% -9.56% -7.15% -1.02%
VXV 15.15 15.28 15.23 15.57 15.91 16.29
Upper Band 16.89 16.88 16.87 16.85 16.88 16.88
Lower Band 14.73 14.77 14.81 14.86 14.89 14.83
vs 10d Avg -4.25% -4.38% -5.31% -3.32% -1.09% 0.92%
VIX/VXV Rati0.850 0.841 0.836 0.795 0.801 0.845
Upper Band 0.904 0.903 0.904 0.905 0.905 0.904
Lower Band 0.778 0.777 0.777 0.778 0.784 0.788
vs 10d Avg 1.17% -0.58% -1.61% -6.37% -6.04% -1.83%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3243 3260 3250 3236 3242 3238
Advancers 1614 1270 1773 1802 2381 1756
% of Total 49.8% 39.0% 54.6% 55.7% 73.4% 54.2%
Decliners 1495 1884 1375 1325 774 1398
% of Total 46.1% 57.8% 42.3% 40.9% 23.9% 43.2%
Unchanged 134 106 102 109 87 84
New Highs 123 124 117 95 104 57
New Lows 29 43 31 16 26 37
Adv Volume 1484160 1240426 1599370 1737065 2130574 1790182
% of Total 48.7% 37.6% 55.3% 56.1% 66.0% 52.9%
Decl Volume 1485961 2023291 1257629 1296088 1036438 1532703
% of Total 48.8% 61.3% 43.5% 41.8% 32.1% 45.3%
Total Vol 3045812 3302480 2893978 3098399 3227659 3381655
ARMS Index 1.08 1.07 1.05 0.95 1.3 1.09
5 Day ARMS 5.45 5.46 5.44 5.43 5.23 5.02
McClellanOs 9 9 51 41 25 -61
McClellanSm 1756 1747 1738 1687 1646 1621
Cumul TICK 21,701 11469 13727 38890 55003 7516
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2895 2898 2900 2890 2889 2872
Advancers 1386 1210 1801 1383 1922 1383
% of Total 47.9% 41.8% 62.1% 47.9% 66.5% 48.2%
Decliners 1407 1588 1000 1391 878 1366
% of Total 48.6% 54.8% 34.5% 48.1% 30.4% 47.6%
Unchanged 102 100 99 116 89 123
New Highs 110 134 152 115 114 74
New Lows 48 53 52 34 34 34
Adv Volume 819603 661903 1062568 883250 1187189 928585
% of Total 45.7% 38.1% 64.4% 52.8% 68.0% 55.2%
Decl Volume 924901 1045349 561705 707713 530262 713641
% of Total 51.6% 60.2% 34.0% 42.3% 30.4% 42.5%
Total Vol 1792235 1736037 1649756 1671306 1745818 1680741
ARMS Index 1.59 0.51 0.88 0.87 1.64 0.82
5 Day ARMS 5.49 4.72 4.54 4.63 4.19 2.97
McClellanOs 29 35 63 26 30 -26
McClellanSm 923 894 859 796 770 740
Cumul TICK 23681 5830 34547 11252 26538 6895
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 76857530 0 74549685 76510099 95934006 94661967
Upper Band 155689895 166438493 155630641 155483365 173436668 173903202
SPX Vol 1944611605 2009316043 1720729608 1922714361 1964623912 2068950065
Upper Band 2561308553 2562018975 2563583673 2543698133 2569207257 2567816345
NYSE Vol 3045812000 3302480000 2893978000 3098399000 3227659000 3381655000
Upper Band 4245384582 4239639927 4239661002 4229852476 4239867541 4241173515
Consolidated3045742748 3300841467 2893780761 3098375632 3227634208 3381438474
Upper Band 4245336846 4239607613 4239636443 4229815782 4239849114 4241158429
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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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