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May 26th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2125.34 2125.34 2099.18 2104.2 -21.86 -1.0%
S&P100 933.88 933.88 922.09 924.55 -9.53 -1.0%
VIX 13.45 14.63 13.34 14.06 1.93 15.9%
Nasdaq100 4516.63 4521.85 4456.76 4472.96 -54.2 -1.2%
VXN 13.22 15.56 13.22 15.15 1.92 14.5%
NYSE TICK -399 979 -1071 -414 ---- ----
PreCloseTICK259
Lead TICK -6440
CumAdj TICK -330
NYSE TRIN 2.21 2.21 2.21 2.21 ----
Dow Indus 18229.75 18229.75 17990.02 18041.54 -190.5 -1.0%
DJIA@10:00 18107.2
DJIA@3:00 17993.5
Last Hour 172.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 33 151 271 222 232 340
Decliners 465 344 224 270 265 158
Unchanged 3 6 6 9 4 3
A/D Ratio 0.07 0.44 1.21 0.82 0.88 2.15
A/D Thrust 6.63 30.51 54.75 45.12 46.68 68.27
Up Volume 190589 596491 1082106 831696 868499 1140576
Up Vol % 9.2% 38.1% 58.7% 42.8% 43.2% 66.3%
Dn Volume 1867040 960031 738651 1074150 1132117 575994
Dn Vol % 90.3% 61.3% 40.1% 55.2% 56.3% 33.5%
Tot Volume 2066667 1566284 1844284 1944612 2009316 1720730
UpDn Thrust9.26 38.32 59.43 43.64 43.41 66.45
> Upr Bband 5 15 15 23 39 31
< Lwr Bband 31 3 4 9 8 1
New 20d Hi 14 47 52 76 104 77
New 20d Lo 58 12 13 25 24 11
New 52wk Hi 5 29 21 34 43 37
New 52wk Lo 7 3 2 4 2 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 21.78 49.70 51.36 43.52 54.05 60.28
UDT3 34.39 47.52 48.58 50.52 54.28 64.65
UDT5 38.21 50.21 53.11 55.96 58.84 57.13
UDT10 47.74 50.63 55.86 56.08 54.19 50.36
UDT20 48.16 49.45 49.75 49.68 51.14 50.93
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 22.93 49.45 55.67 43.71 46.40 56.64
UDT3 36.03 49.63 49.46 47.56 50.00 60.36
UDT5 39.19 48.28 52.25 53.57 54.32 55.49
UDT10 47.43 50.08 55.05 54.48 52.46 50.31
UDT20 48.16 49.48 50.08 50.28 51.29 51.28
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 18.53 61.99 37.20 23.27 54.89 61.03
ADT3 30.58 45.72 35.77 41.07 51.62 57.56
ADT5 36.70 49.09 54.01 59.66 60.46 57.29
ADT10 47.01 49.83 55.95 57.66 56.65 53.06
ADT20 49.12 50.18 50.79 51.42 52.64 52.49
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 29.00 46.41 53.71 46.05 48.29 56.97
ADT3 37.82 48.24 49.20 49.48 51.38 63.16
ADT5 41.11 48.26 52.31 56.33 57.07 58.09
ADT10 49.61 51.08 55.35 55.59 53.62 51.64
ADT20 48.00 48.82 49.48 50.07 50.37 50.88
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 45 207 295 264 311 401
2-day <50 456 294 206 237 190 100
2-day >98 4 13 16 23 18 16
2-day <2 24 1 2 1 1 0
5-day >50 112
5-day <50 389
5-day >90 3
5-day <10 2
9-day >50 177 312 347 340 339 374
9-day <50 324 189 154 161 162 127
9-day >80 5 10 7 8 7 7
9-day <20 3 1 1 3 4 2
14-day >50 210 311 336 325 331 346
14-day <50 291 190 165 176 170 155
14-day >70 6 24 18 23 19 16
14-day <30 10 7 7 8 6 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 6 10 14 19 11 10
>50d Avg 177 69 121 121 150 112
<50d Avg 323 431 379 379 350 388
Spread -146 -362 -258 -258 -200 -276
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 34 99 67 74 44 103
Outside Day 21 37 42 45 66 40
Spread 13 62 25 29 -22 63
Gap Up 2 7 10 5 17 8
Gap Down 74 2 4 7 6 2
Spread -72 5 6 -2 11 6
Top10%Range 7 3 33 18 37 74
Bot10%Range 77 101 22 62 32 15
Spread -70 -98 11 -44 5 59
>UpperBand 5 15 15 23 39 31
<LowerBand 31 3 4 9 8 1
Spread -26 12 11 14 31 30
WR20 20 6 13 10 14 5
NR20 29 100 64 46 53 58
Spread -9 -94 -51 -36 -39 -53
1% up 5 28 83 48 55 104
1% down 270 48 22 44 90 25
Spread -265 -20 61 4 -35 79
2% up 2 14 32 14 8 15
2% down 62 6 6 10 32 9
Spread -60 8 26 4 -24 6
5% up 5days 6 12 12 30 28 14
5% dn 5days 17 9 9 15 19 7
Spread -11 3 3 15 9 7
+10% 5days 2 2 2 1 0 1
-10% 5days 6 3 6 5 3 2
Spread -4 -1 -4 -4 -3 -1
+10% 20days 14 18 17 18 16 18
-10% 20days 21 18 19 20 17 18
Spread -7 0 -2 -2 -1 0
Close>Open 53 218 317 196 229 380
Close<Open 445 277 179 303 266 113
Spread -392 -59 138 -107 -37 267
+1%fromOpen 9 31 86 33 46 128
-1%fromOpen 186 29 19 49 78 18
Spread -177 2 67 -16 -32 110
+2%fromOpen 1 10 21 10 3 14
-2%fromOpen 36 4 6 8 20 6
Spread -35 6 15 2 -17 8
Close>Midp 96 183 292 203 240 386
Close<Midp 399 315 206 295 258 113
Spread -303 -132 86 -92 -18 273
+1% vs Midp 1 7 15 13 8 26
-1% vs Midp 37 8 6 6 20 5
Spread -36 -1 9 7 -12 21
+2% vs Midp 0 1 0 2 1 2
-2% vs Midp 3 2 0 3 2 1
Spread -3 -1 0 -1 -1 1
>Yest High 10 66 118 81 146 180
<Yest Low 377 123 94 102 103 42
Spread -367 -57 24 -21 43 138
1%>YestHigh 2 15 43 17 33 30
1%<YestLow 154 10 6 16 38 8
Spread -152 5 37 1 -5 22
>Yest Midp 35 204 251 214 300 360
<Yest Midp 464 293 248 286 196 136
Spread -429 -89 3 -72 104 224
1%>YestMidp 6 43 89 53 93 130
1%<YestMidp 296 49 39 69 75 24
Spread -290 -6 50 -16 18 106
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 47 82 73 89 88 76
1%of52wkLo 12 4 5 6 6 2
S;pread 35 78 68 83 82 74
50%<52wkHi 29 28 26 30 30 27
50%<52wkLo 2 3 3 3 3 3
Spread 27 25 23 27 27 24
1%of20dHi 102 175 186 193 205 184
1%of20dLo 120 44 43 60 52 42
Spread -18 131 143 133 153 142
10%<20dHi 39 31 32 40 35 32
10%<20dLo 22 26 25 25 25 21
Spread 17 5 7 15 10 11
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 136 303 354 348 369 412
<10d Avg 364 197 145 152 131 87
Spread -228 106 209 196 238 325
5% >10d Avg 3 6 2 5 7 11
5% <10d Avg 12 5 7 12 10 2
Spread -9 1 -5 -7 -3 9
>20d Avg 222 324 347 329 328 348
<20d Avg 278 176 153 171 172 152
Spread -56 148 194 158 156 196
5% >20d Avg 16 22 21 26 29 27
5% <20d Avg 28 15 16 26 26 16
Spread -12 7 5 0 3 11
>50d Avg 235 300 313 304 311 313
<50d Avg 265 200 187 196 189 187
Spread -30 100 126 108 122 126
5% >50d Avg 48 80 80 73 80 92
5% <50d Avg 54 31 31 34 34 30
Spread -6 49 49 39 46 62
10%>50dAvg 10 14 13 13 12 16
10%<50dAvg 10 8 9 11 7 6
Spread 0 6 4 2 5 10
>200d Avg 318 338 347 342 346 352
<200d Avg 182 162 153 158 154 148
Spread 136 176 194 184 192 204
10%>200dAvg 100 119 123 123 118 114
10%<200dAvg 41 32 31 36 38 33
Spread 59 87 92 87 80 81
25%>200dAvg 11 13 14 15 13 12
25%<200dAvg 4 2 2 4 4 3
Spread 7 11 12 11 9 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 39 61 41 44 38 18
10d HV >50 11 10 12 15 15 12
20d HV <10 10 12 13 11 9 9
20d HV >50 12 12 12 12 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 9 43 62 81 111 116
RSI2 <10 191 44 18 32 31 11
Spread -182 -1 44 49 80 105
RSI2 >98 4 13 16 23 18 16
RSI2 <2 24 1 2 1 1 0
Spread -20 12 14 22 17 16
RSI14 >70 6 24 18 23 19 16
RSI14 <30 10 7 7 8 6 5
Spread -4 17 11 15 13 11
RSI14 >80 5 3 4 3 2 3
RSI14 <20 1 1 0 1 0 0
Spread 4 2 4 2 2 3
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.36 12.60 12.15 13.13 12.60 12.85
Upper Band 16.05 15.97 15.97 15.94 15.95 15.94
Lower Band 11.20 11.15 11.13 11.22 11.17 11.23
vs 10d Avg 8.24% -4.54% -7.93% -3.37% -9.19% -8.93%
VIX 14.06 12.13 12.11 12.88 12.85 12.73
Upper Band 15.22 15.15 15.14 15.11 15.11 15.12
Lower Band 11.45 11.43 11.46 11.52 11.50 11.53
vs 10d Avg 8.57% -6.18% -6.86% -3.19% -5.03% -6.92%
VXV 15.48 14.48 14.61 15.15 15.28 15.23
Upper Band 17.02 17.04 16.96 16.89 16.88 16.87
Lower Band 14.42 14.45 14.60 14.73 14.77 14.81
vs 10d Avg 0.26% -6.59% -6.41% -4.25% -4.38% -5.31%
VIX/VXV Rati0.908 0.838 0.829 0.850 0.841 0.836
Upper Band 0.914 0.904 0.904 0.904 0.903 0.904
Lower Band 0.782 0.783 0.779 0.778 0.777 0.777
vs 10d Avg 8.29% 0.45% -0.47% 1.17% -0.58% -1.61%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3244 3256 3243 3260 3250
Advancers 666 1155 1740 1614 1270 1773
% of Total 20.5% 35.6% 53.4% 49.8% 39.0% 54.6%
Decliners 2512 1947 1396 1495 1884 1375
% of Total 77.1% 60.0% 42.9% 46.1% 57.8% 42.3%
Unchanged 78 142 120 134 106 102
New Highs 39 81 86 123 124 117
New Lows 77 49 24 29 43 31
Adv Volume 452503 891761 1865573 1484160 1240426 1599370
% of Total 13.5% 34.6% 60.2% 48.7% 37.6% 55.3%
Decl Volume 2879698 1637612 1181237 1485961 2023291 1257629
% of Total 85.9% 63.5% 38.1% 48.8% 61.3% 43.5%
Total Vol 3350498 2577607 3097577 3045812 3302480 2893978
ARMS Index 2.21 1.20 0.91 1.08 1.07 1.05
5 Day ARMS 6.47 5.31 5.06 5.45 5.46 5.44
McClellanOs -119 -26 21 9 9 51
McClellanSm 1632 1751 1777 1756 1747 1738
Cumul TICK -43775 -14555 17798 21701 11469 13727
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2887 2876 2889 2895 2898 2900
Advancers 706 1195 1398 1386 1210 1801
% of Total 24.5% 41.6% 48.4% 47.9% 41.8% 62.1%
Decliners 2085 1584 1382 1407 1588 1000
% of Total 72.2% 55.1% 47.8% 48.6% 54.8% 34.5%
Unchanged 96 97 109 102 100 99
New Highs 49 81 89 110 134 152
New Lows 74 48 53 48 53 52
Adv Volume 349525 809402 969668 819603 661903 1062568
% of Total 20.1% 52.3% 57.5% 45.7% 38.1% 64.4%
Decl Volume 1358363 696875 680291 924901 1045349 561705
% of Total 78.3% 45.0% 40.3% 51.6% 60.2% 34.0%
Total Vol 1734826 1548967 1686910 1792235 1736037 1649756
ARMS Index 0.26 0.64 1.05 1.59 0.51 0.88
5 Day ARMS 4.05 4.67 4.9 5.49 4.72 4.54
McClellanOs -67 2 26 29 35 63
McClellanSm 884 951 949 923 894 859
Cumul TICK -8869 27452 24811 23681 5830 34547
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 124215036 57433495 64764585 76857530 0 74549685
Upper Band 158930460 156018083 155699851 155689895 166438493 155630641
SPX Vol 2066667315 1566284322 1844284332 1944611605 2009316043 1720729608
Upper Band 2526875879 2563865622 2540484992 2561308553 2562018975 2563583673
NYSE Vol 3350498000 2577607000 3097577000 3045812000 3302480000 2893978000
Upper Band 4265440116 4270481008 4226485009 4245384582 4239639927 4239661002
Consolidated3348308177 2577267930 3097544172 3045742748 3300841467 2893780761
Upper Band 4265258853 4270401889 4226410787 4245336846 4239607613 4239636443
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Weekly Sentiment
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Sentiment 22-May 15-May 8-May 1-May 24-Apr 17-Apr
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AAII Bull 25 27 27 31 n.a 32
AAII Bear 25 26 27 22 n.a 23
Market Vane 65 63 62 65 n.a 62
II Bull 50.6 47.5 52.5 57.4 n.a 50.5
II Bear 15.8 15.8 13.9 13.9 n.a 13.9
OddLot ShRt 46.6 49.1 49.2 53.3 n.a 48.8