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May 27th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2105.13 2126.22 2105.13 2123.48 19.28 0.9%
S&P100 924.82 934.70 924.82 933.38 8.83 1.0%
VIX 14.16 14.41 13.05 13.27 -0.79 -5.6%
Nasdaq100 4488.05 4551.53 4479.74 4546.06 73.1 1.6%
VXN 15.13 15.19 13.83 13.96 -1.19 -7.9%
NYSE TICK -215 1008 -741 -23 ---- ----
PreCloseTICK-405
Lead TICK 4006
CumAdj TICK 629
NYSE TRIN 0.82 0.82 0.82 0.82 ----
Dow Indus 18045.08 18190.35 18045.08 18162.99 121.5 0.7%
DJIA@10:00 18144.2
DJIA@3:00 18166.3
Last Hour -106.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 425 33 151 271 222 232
Decliners 75 465 344 224 270 265
Unchanged 1 3 6 6 9 4
A/D Ratio 5.67 0.07 0.44 1.21 0.82 0.88
A/D Thrust 85.00 6.63 30.51 54.75 45.12 46.68
Up Volume 1678150 190589 596491 1082106 831696 868499
Up Vol % 83.1% 9.2% 38.1% 58.7% 42.8% 43.2%
Dn Volume 317260 1867040 960031 738651 1074150 1132117
Dn Vol % 15.7% 90.3% 61.3% 40.1% 55.2% 56.3%
Tot Volume 2020588 2066667 1566284 1844284 1944612 2009316
UpDn Thrust84.10 9.26 38.32 59.43 43.64 43.41
> Upr Bband 14 5 15 15 23 39
< Lwr Bband 9 31 3 4 9 8
New 20d Hi 45 14 47 52 76 104
New 20d Lo 34 58 12 13 25 24
New 52wk Hi 21 5 29 21 34 43
New 52wk Lo 5 7 3 2 4 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 46.11 21.78 49.70 51.36 43.52 54.05
UDT3 43.95 34.39 47.52 48.58 50.52 54.28
UDT5 46.90 38.21 50.21 53.11 55.96 58.84
UDT10 52.96 47.74 50.63 55.86 56.08 54.19
UDT20 49.00 48.16 49.45 49.75 49.68 51.14
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 42.07 22.93 49.45 55.67 43.71 46.40
UDT3 40.14 36.03 49.63 49.46 47.56 50.00
UDT5 46.38 39.19 48.28 52.25 53.57 54.32
UDT10 50.44 47.43 50.08 55.05 54.48 52.46
UDT20 48.59 48.16 49.48 50.08 50.28 51.29
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 45.89 61.99 37.20 23.27 54.89 61.03
ADT3 40.79 45.72 35.77 41.07 51.62 57.56
ADT5 44.44 36.70 49.09 54.01 59.66 60.46
ADT10 52.46 47.01 49.83 55.95 57.66 56.65
ADT20 50.14 49.12 50.18 50.79 51.42 52.64
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 47.10 29.00 46.41 53.71 46.05 48.29
ADT3 43.86 37.82 48.24 49.20 49.48 51.38
ADT5 47.78 41.11 48.26 52.31 56.33 57.07
ADT10 52.43 49.61 51.08 55.35 55.59 53.62
ADT20 48.53 48.00 48.82 49.48 50.07 50.37
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 299 45 207 295 264 311
2-day <50 202 456 294 206 237 190
2-day >98 7 4 13 16 23 18
2-day <2 4 24 1 2 1 1
5-day >50 268
5-day <50 233
5-day >90 3
5-day <10 2
9-day >50 285 177 312 347 340 339
9-day <50 216 324 189 154 161 162
9-day >80 7 5 10 7 8 7
9-day <20 2 3 1 1 3 4
14-day >50 289 210 311 336 325 331
14-day <50 212 291 190 165 176 170
14-day >70 20 6 24 18 23 19
14-day <30 9 10 7 7 8 6
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 14 6 10 14 19 11
>50d Avg 130 177 69 121 121 150
<50d Avg 370 323 431 379 379 350
Spread -240 -146 -362 -258 -258 -200
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 119 34 99 67 74 44
Outside Day 29 21 37 42 45 66
Spread 90 13 62 25 29 -22
Gap Up 4 2 7 10 5 17
Gap Down 3 74 2 4 7 6
Spread 1 -72 5 6 -2 11
Top10%Range 82 7 3 33 18 37
Bot10%Range 8 77 101 22 62 32
Spread 74 -70 -98 11 -44 5
>UpperBand 14 5 15 15 23 39
<LowerBand 9 31 3 4 9 8
Spread 5 -26 12 11 14 31
WR20 17 20 6 13 10 14
NR20 23 29 100 64 46 53
Spread -6 -9 -94 -51 -36 -39
1% up 184 5 28 83 48 55
1% down 15 270 48 22 44 90
Spread 169 -265 -20 61 4 -35
2% up 40 2 14 32 14 8
2% down 4 62 6 6 10 32
Spread 36 -60 8 26 4 -24
5% up 5days 12 6 12 12 30 28
5% dn 5days 12 17 9 9 15 19
Spread 0 -11 3 3 15 9
+10% 5days 3 2 2 2 1 0
-10% 5days 2 6 3 6 5 3
Spread 1 -4 -1 -4 -4 -3
+10% 20days 21 14 18 17 18 16
-10% 20days 23 21 18 19 20 17
Spread -2 -7 0 -2 -2 -1
Close>Open 400 53 218 317 196 229
Close<Open 97 445 277 179 303 266
Spread 303 -392 -59 138 -107 -37
+1%fromOpen 133 9 31 86 33 46
-1%fromOpen 10 186 29 19 49 78
Spread 123 -177 2 67 -16 -32
+2%fromOpen 27 1 10 21 10 3
-2%fromOpen 3 36 4 6 8 20
Spread 24 -35 6 15 2 -17
Close>Midp 395 96 183 292 203 240
Close<Midp 103 399 315 206 295 258
Spread 292 -303 -132 86 -92 -18
+1% vs Midp 34 1 7 15 13 8
-1% vs Midp 2 37 8 6 6 20
Spread 32 -36 -1 9 7 -12
+2% vs Midp 5 0 1 0 2 1
-2% vs Midp 1 3 2 0 3 2
Spread 4 -3 -1 0 -1 -1
>Yest High 175 10 66 118 81 146
<Yest Low 34 377 123 94 102 103
Spread 141 -367 -57 24 -21 43
1%>YestHigh 45 2 15 43 17 33
1%<YestLow 5 154 10 6 16 38
Spread 40 -152 5 37 1 -5
>Yest Midp 340 35 204 251 214 300
<Yest Midp 160 464 293 248 286 196
Spread 180 -429 -89 3 -72 104
1%>YestMidp 125 6 43 89 53 93
1%<YestMidp 35 296 49 39 69 75
Spread 90 -290 -6 50 -16 18
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 59 47 82 73 89 88
1%of52wkLo 10 12 4 5 6 6
S;pread 49 35 78 68 83 82
50%<52wkHi 30 29 28 26 30 30
50%<52wkLo 2 2 3 3 3 3
Spread 28 27 25 23 27 27
1%of20dHi 127 102 175 186 193 205
1%of20dLo 122 120 44 43 60 52
Spread 5 -18 131 143 133 153
10%<20dHi 42 39 31 32 40 35
10%<20dLo 22 22 26 25 25 25
Spread 20 17 5 7 15 10
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 244 136 303 354 348 369
<10d Avg 256 364 197 145 152 131
Spread -12 -228 106 209 196 238
5% >10d Avg 7 3 6 2 5 7
5% <10d Avg 9 12 5 7 12 10
Spread -2 -9 1 -5 -7 -3
>20d Avg 305 222 324 347 329 328
<20d Avg 195 278 176 153 171 172
Spread 110 -56 148 194 158 156
5% >20d Avg 25 16 22 21 26 29
5% <20d Avg 26 28 15 16 26 26
Spread -1 -12 7 5 0 3
>50d Avg 274 235 300 313 304 311
<50d Avg 226 265 200 187 196 189
Spread 48 -30 100 126 108 122
5% >50d Avg 65 48 80 80 73 80
5% <50d Avg 43 54 31 31 34 34
Spread 22 -6 49 49 39 46
10%>50dAvg 15 10 14 13 13 12
10%<50dAvg 14 10 8 9 11 7
Spread 1 0 6 4 2 5
>200d Avg 325 318 338 347 342 346
<200d Avg 175 182 162 153 158 154
Spread 150 136 176 194 184 192
10%>200dAvg 116 100 119 123 123 118
10%<200dAvg 39 41 32 31 36 38
Spread 77 59 87 92 87 80
25%>200dAvg 15 11 13 14 15 13
25%<200dAvg 5 4 2 2 4 4
Spread 10 7 11 12 11 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 36 39 61 41 44 38
10d HV >50 15 11 10 12 15 15
20d HV <10 8 10 12 13 11 9
20d HV >50 14 12 12 12 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 25 9 43 62 81 111
RSI2 <10 33 191 44 18 32 31
Spread -8 -182 -1 44 49 80
RSI2 >98 7 4 13 16 23 18
RSI2 <2 4 24 1 2 1 1
Spread 3 -20 12 14 22 17
RSI14 >70 20 6 24 18 23 19
RSI14 <30 9 10 7 7 8 6
Spread 11 -4 17 11 15 13
RSI14 >80 6 5 3 4 3 2
RSI14 <20 1 1 1 0 1 0
Spread 5 4 2 4 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.12 14.36 12.60 12.15 13.13 12.60
Upper Band 16.02 16.05 15.97 15.97 15.94 15.95
Lower Band 11.30 11.20 11.15 11.13 11.22 11.17
vs 10d Avg -0.02% 8.24% -4.54% -7.93% -3.37% -9.19%
VIX 13.27 14.06 12.13 12.11 12.88 12.85
Upper Band 15.22 15.22 15.15 15.14 15.11 15.11
Lower Band 11.54 11.45 11.43 11.46 11.52 11.50
vs 10d Avg 2.94% 8.57% -6.18% -6.86% -3.19% -5.03%
VXV 14.99 15.48 14.48 14.61 15.15 15.28
Upper Band 17.03 17.02 17.04 16.96 16.89 16.88
Lower Band 14.38 14.42 14.45 14.60 14.73 14.77
vs 10d Avg -2.02% 0.26% -6.59% -6.41% -4.25% -4.38%
VIX/VXV Rati0.885 0.908 0.838 0.829 0.850 0.841
Upper Band 0.917 0.914 0.904 0.904 0.904 0.903
Lower Band 0.786 0.782 0.783 0.779 0.778 0.777
vs 10d Avg 5.04% 8.29% 0.45% -0.47% 1.17% -0.58%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3254 3256 3244 3256 3243 3260
Advancers 2320 666 1155 1740 1614 1270
% of Total 71.3% 20.5% 35.6% 53.4% 49.8% 39.0%
Decliners 842 2512 1947 1396 1495 1884
% of Total 25.9% 77.1% 60.0% 42.9% 46.1% 57.8%
Unchanged 92 78 142 120 134 106
New Highs 64 39 81 86 123 124
New Lows 45 77 49 24 29 43
Adv Volume 2248746 452503 891761 1865573 1484160 1240426
% of Total 71.8% 13.5% 34.6% 60.2% 48.7% 37.6%
Decl Volume 840485 2879698 1637612 1181237 1485961 2023291
% of Total 26.8% 85.9% 63.5% 38.1% 48.8% 61.3%
Total Vol 3132745 3350498 2577607 3097577 3045812 3302480
ARMS Index 0.82 2.21 1.2 0.91 1.08 1.07
5 Day ARMS 6.22 6.47 5.31 5.06 5.45 5.46
McClellanOs -31 -119 -26 21 9 9
McClellanSm 1601 1632 1751 1777 1756 1747
Cumul TICK 51870 -43775 -14555 17798 21701 11469
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2899 2887 2876 2889 2895 2898
Advancers 1941 706 1195 1398 1386 1210
% of Total 67.0% 24.5% 41.6% 48.4% 47.9% 41.8%
Decliners 866 2085 1584 1382 1407 1588
% of Total 29.9% 72.2% 55.1% 47.8% 48.6% 54.8%
Unchanged 92 96 97 109 102 100
New Highs 87 49 81 89 110 134
New Lows 48 74 48 53 48 53
Adv Volume 1465894 349525 809402 969668 819603 661903
% of Total 80.9% 20.1% 52.3% 57.5% 45.7% 38.1%
Decl Volume 321689 1358363 696875 680291 924901 1045349
% of Total 17.7% 78.3% 45.0% 40.3% 51.6% 60.2%
Total Vol 1812787 1734826 1548967 1686910 1792235 1736037
ARMS Index 1.1 0.26 0.64 1.05 1.59 0.51
5 Day ARMS 4.64 4.05 4.67 4.9 5.49 4.72
McClellanOs -4 -67 2 26 29 35
McClellanSm 880 884 951 949 923 894
Cumul TICK 45275 -8869 27452 24811 23681 5830
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 93213981 124211817 57433495 64764585 76857530 0
Upper Band 159065908 158930012 156018083 155699851 155689895 166438493
SPX Vol 2020588324 2066667315 1566284322 1844284332 1944611605 2009316043
Upper Band 2503566920 2526875879 2563865622 2540484992 2561308553 2562018975
NYSE Vol 3132745000 3350498000 2577607000 3097577000 3045812000 3302480000
Upper Band 4246916483 4265440116 4270481008 4226485009 4245384582 4239639927
Consolidated3132189405 3348308177 2577267930 3097544172 3045742748 3300841467
Upper Band 4246766207 4265258853 4270401889 4226410787 4245336846 4239607613
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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