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May 21st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2125.55 2134.28 2122.95 2130.82 4.97 0.2%
S&P100 934.30 938.44 932.93 936.8 2.37 0.3%
VIX 13.03 13.09 12.09 12.11 -0.77 -6.0%
Nasdaq100 4499.42 4537.28 4495.39 4529.47 24.17 0.5%
VXN 14.00 14.37 13.17 13.38 -0.62 -4.4%
NYSE TICK -152 1130 -894 -31 ---- ----
PreCloseTICK23
Lead TICK 1077
CumAdj TICK 264
NYSE TRIN 0.91 0.91 0.91 0.91 ----
Dow Indus 18285.87 18314.89 18249.9 18285.74 0.3 0.0%
DJIA@10:00 18270.1
DJIA@3:00 18302.7
Last Hour -1.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 271 222 232 340 274 414
Decliners 224 270 265 158 223 86
Unchanged 6 9 4 3 4 1
A/D Ratio 1.21 0.82 0.88 2.15 1.23 4.81
A/D Thrust 54.75 45.12 46.68 68.27 55.13 82.80
Up Volume 1082106 831696 868499 1140576 1043304 1427886
Up Vol % 58.7% 42.8% 43.2% 66.3% 54.3% 72.7%
Dn Volume 738651 1074150 1132117 575994 863109 535803
Dn Vol % 40.1% 55.2% 56.3% 33.5% 44.9% 27.3%
Tot Volume 1844284 1944612 2009316 1720730 1922714 1964624
UpDn Thrust59.43 43.64 43.41 66.45 54.73 72.71
> Upr Bband 15 23 39 31 36 50
< Lwr Bband 4 9 8 1 2 16
New 20d Hi 52 76 104 77 93 87
New 20d Lo 13 25 24 11 21 33
New 52wk Hi 21 34 43 37 39 33
New 52wk Lo 2 4 2 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 51.36 43.52 54.05 60.28 63.85 65.24
UDT3 48.58 50.52 54.28 64.65 61.85 55.19
UDT5 53.11 55.96 58.84 57.13 51.03 58.50
UDT10 55.86 56.08 54.19 50.36 49.81 53.24
UDT20 49.75 49.68 51.14 50.93 51.52 49.38
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 55.67 43.71 46.40 56.64 62.38 60.41
UDT3 49.46 47.56 50.00 60.36 59.41 54.78
UDT5 52.25 53.57 54.32 55.49 51.77 57.72
UDT10 55.05 54.48 52.46 50.31 50.84 52.25
UDT20 50.08 50.28 51.29 51.28 51.70 49.74
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 49.95 61.99 37.20 23.27 54.89 61.03
ADT3 48.85 45.72 35.77 41.07 51.62 57.56
ADT5 54.01 59.66 60.46 57.29 50.56 57.87
ADT10 55.95 57.66 56.65 53.06 53.01 56.25
ADT20 50.79 51.42 52.64 52.49 53.18 50.92
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 53.71 46.05 48.29 56.97 66.59 65.57
ADT3 49.20 49.48 51.38 63.16 62.94 58.82
ADT5 52.31 56.33 57.07 58.09 53.89 58.37
ADT10 55.35 55.59 53.62 51.64 51.71 52.00
ADT20 49.48 50.07 50.37 50.88 51.57 49.69
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 295 264 311 401 354 406
2-day <50 206 237 190 100 147 95
2-day >98 16 23 18 16 12 15
2-day <2 2 1 1 0 1 8
5-day >50 352
5-day <50 149
5-day >90 7
5-day <10 0
9-day >50 347 340 339 374 334 334
9-day <50 154 161 162 127 167 167
9-day >80 7 8 7 7 9 7
9-day <20 1 3 4 2 1 5
14-day >50 336 325 331 346 317 312
14-day <50 165 176 170 155 184 189
14-day >70 18 23 19 16 15 17
14-day <30 7 8 6 5 5 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 14 19 11 10 22 20
>50d Avg 121 121 150 112 172 159
<50d Avg 379 379 350 388 328 341
Spread -258 -258 -200 -276 -156 -182
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 67 74 44 103 45 90
Outside Day 42 45 66 40 50 20
Spread 25 29 -22 63 -5 70
Gap Up 10 5 17 8 21 31
Gap Down 4 7 6 2 3 4
Spread 6 -2 11 6 18 27
Top10%Range 33 18 37 74 92 174
Bot10%Range 22 62 32 15 21 21
Spread 11 -44 5 59 71 153
>UpperBand 15 23 39 31 36 50
<LowerBand 4 9 8 1 2 16
Spread 11 14 31 30 34 34
WR20 13 10 14 5 13 19
NR20 64 46 53 58 60 45
Spread -51 -36 -39 -53 -47 -26
1% up 83 48 55 104 87 261
1% down 22 44 90 25 53 34
Spread 61 4 -35 79 34 227
2% up 32 14 8 15 16 72
2% down 6 10 32 9 6 14
Spread 26 4 -24 6 10 58
5% up 5days 12 30 28 14 10 22
5% dn 5days 9 15 19 7 11 9
Spread 3 15 9 7 -1 13
+10% 5days 2 1 0 1 1 2
-10% 5days 6 5 3 2 1 1
Spread -4 -4 -3 -1 0 1
+10% 20days 17 18 16 18 22 15
-10% 20days 19 20 17 18 15 22
Spread -2 -2 -1 0 7 -7
Close>Open 317 196 229 380 258 348
Close<Open 179 303 266 113 239 149
Spread 138 -107 -37 267 19 199
+1%fromOpen 86 33 46 128 70 125
-1%fromOpen 19 49 78 18 64 44
Spread 67 -16 -32 110 6 81
+2%fromOpen 21 10 3 14 16 23
-2%fromOpen 6 8 20 6 7 19
Spread 15 2 -17 8 9 4
Close>Midp 292 203 240 386 293 375
Close<Midp 206 295 258 113 204 121
Spread 86 -92 -18 273 89 254
+1% vs Midp 15 13 8 26 19 32
-1% vs Midp 6 6 20 5 5 18
Spread 9 7 -12 21 14 14
+2% vs Midp 0 2 1 2 3 1
-2% vs Midp 0 3 2 1 1 5
Spread 0 -1 -1 1 2 -4
>Yest High 118 81 146 180 188 259
<Yest Low 94 102 103 42 69 49
Spread 24 -21 43 138 119 210
1%>YestHigh 43 17 33 30 38 82
1%<YestLow 6 16 38 8 11 21
Spread 37 1 -5 22 27 61
>Yest Midp 251 214 300 360 332 389
<Yest Midp 248 286 196 136 167 109
Spread 3 -72 104 224 165 280
1%>YestMidp 89 53 93 130 157 218
1%<YestMidp 39 69 75 24 52 44
Spread 50 -16 18 106 105 174
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 73 89 88 76 75 67
1%of52wkLo 5 6 6 2 7 12
S;pread 68 83 82 74 68 55
50%<52wkHi 26 30 30 27 27 24
50%<52wkLo 3 3 3 3 3 3
Spread 23 27 27 24 24 21
1%of20dHi 186 193 205 184 180 169
1%of20dLo 43 60 52 42 60 95
Spread 143 133 153 142 120 74
10%<20dHi 32 40 35 32 36 39
10%<20dLo 25 25 25 21 20 19
Spread 7 15 10 11 16 20
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 354 348 369 412 359 351
<10d Avg 145 152 131 87 140 149
Spread 209 196 238 325 219 202
5% >10d Avg 2 5 7 11 7 9
5% <10d Avg 7 12 10 2 6 8
Spread -5 -7 -3 9 1 1
>20d Avg 347 329 328 348 323 312
<20d Avg 153 171 172 152 177 188
Spread 194 158 156 196 146 124
5% >20d Avg 21 26 29 27 19 18
5% <20d Avg 16 26 26 16 20 26
Spread 5 0 3 11 -1 -8
>50d Avg 313 304 311 313 306 294
<50d Avg 187 196 189 187 194 206
Spread 126 108 122 126 112 88
5% >50d Avg 80 73 80 92 78 81
5% <50d Avg 31 34 34 30 36 44
Spread 49 39 46 62 42 37
10%>50dAvg 13 13 12 16 17 16
10%<50dAvg 9 11 7 6 6 7
Spread 4 2 5 10 11 9
>200d Avg 347 342 346 352 344 340
<200d Avg 153 158 154 148 156 160
Spread 194 184 192 204 188 180
10%>200dAvg 123 123 118 114 112 108
10%<200dAvg 31 36 38 33 33 36
Spread 92 87 80 81 79 72
25%>200dAvg 14 15 13 12 10 11
25%<200dAvg 2 4 4 3 2 1
Spread 12 11 9 9 8 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 41 44 38 18 19 16
10d HV >50 12 15 15 12 13 14
20d HV <10 13 11 9 9 8 9
20d HV >50 12 12 12 12 12 10
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 62 81 111 116 106 122
RSI2 <10 18 32 31 11 8 32
Spread 44 49 80 105 98 90
RSI2 >98 16 23 18 16 12 15
RSI2 <2 2 1 1 0 1 8
Spread 14 22 17 16 11 7
RSI14 >70 18 23 19 16 15 17
RSI14 <30 7 8 6 5 5 7
Spread 11 15 13 11 10 10
RSI14 >80 4 3 2 3 3 3
RSI14 <20 0 1 0 0 0 1
Spread 4 2 2 3 3 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.15 13.13 12.60 12.85 12.86 13.23
Upper Band 15.97 15.94 15.95 15.94 15.94 16.03
Lower Band 11.13 11.22 11.17 11.23 11.22 11.30
vs 10d Avg -7.93% -3.37% -9.19% -8.93% -8.68% -6.12%
VIX 12.11 12.88 12.85 12.73 12.38 12.74
Upper Band 15.14 15.11 15.11 15.12 15.13 15.16
Lower Band 11.46 11.52 11.50 11.53 11.58 11.70
vs 10d Avg -6.86% -3.19% -5.03% -6.92% -9.56% -7.15%
VXV 14.61 15.15 15.28 15.23 15.57 15.91
Upper Band 16.96 16.89 16.88 16.87 16.85 16.88
Lower Band 14.60 14.73 14.77 14.81 14.86 14.89
vs 10d Avg -6.41% -4.25% -4.38% -5.31% -3.32% -1.09%
VIX/VXV Rati0.829 0.850 0.841 0.836 0.795 0.801
Upper Band 0.904 0.904 0.903 0.904 0.905 0.905
Lower Band 0.779 0.778 0.777 0.777 0.778 0.784
vs 10d Avg -0.47% 1.17% -0.58% -1.61% -6.37% -6.04%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3243 3260 3250 3236 3242
Advancers 1740 1614 1270 1773 1802 2381
% of Total 53.4% 49.8% 39.0% 54.6% 55.7% 73.4%
Decliners 1396 1495 1884 1375 1325 774
% of Total 42.9% 46.1% 57.8% 42.3% 40.9% 23.9%
Unchanged 120 134 106 102 109 87
New Highs 86 123 124 117 95 104
New Lows 24 29 43 31 16 26
Adv Volume 1865573 1484160 1240426 1599370 1737065 2130574
% of Total 60.2% 48.7% 37.6% 55.3% 56.1% 66.0%
Decl Volume 1181237 1485961 2023291 1257629 1296088 1036438
% of Total 38.1% 48.8% 61.3% 43.5% 41.8% 32.1%
Total Vol 3097577 3045812 3302480 2893978 3098399 3227659
ARMS Index 0.91 1.08 1.07 1.05 0.95 1.3
5 Day ARMS 5.06 5.45 5.46 5.44 5.43 5.23
McClellanOs 21 9 9 51 41 25
McClellanSm 1777 1756 1747 1738 1687 1646
Cumul TICK 17,798 21701 11469 13727 38890 55003
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2889 2895 2898 2900 2890 2889
Advancers 1398 1386 1210 1801 1383 1922
% of Total 48.4% 47.9% 41.8% 62.1% 47.9% 66.5%
Decliners 1382 1407 1588 1000 1391 878
% of Total 47.8% 48.6% 54.8% 34.5% 48.1% 30.4%
Unchanged 109 102 100 99 116 89
New Highs 89 110 134 152 115 114
New Lows 53 48 53 52 34 34
Adv Volume 969668 819603 661903 1062568 883250 1187189
% of Total 57.5% 45.7% 38.1% 64.4% 52.8% 68.0%
Decl Volume 680291 924901 1045349 561705 707713 530262
% of Total 40.3% 51.6% 60.2% 34.0% 42.3% 30.4%
Total Vol 1686910 1792235 1736037 1649756 1671306 1745818
ARMS Index 1.05 1.59 0.51 0.88 0.87 1.64
5 Day ARMS 4.9 5.49 4.72 4.54 4.63 4.19
McClellanOs 26 29 35 63 26 30
McClellanSm 949 923 894 859 796 770
Cumul TICK 24811 23681 5830 34547 11252 26538
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 64764585 76857530 0 74549685 76510099 95934006
Upper Band 155699851 155689895 166438493 155630641 155483365 173436668
SPX Vol 1844284332 1944611605 2009316043 1720729608 1922714361 1964623912
Upper Band 2540484992 2561308553 2562018975 2563583673 2543698133 2569207257
NYSE Vol 3097577000 3045812000 3302480000 2893978000 3098399000 3227659000
Upper Band 4226485009 4245384582 4239639927 4239661002 4229852476 4239867541
Consolidated3097544172 3045742748 3300841467 2893780761 3098375632 3227634208
Upper Band 4226410787 4245336846 4239607613 4239636443 4229815782 4239849114
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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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