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May 28th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2122.27 2122.27 2112.86 2120.79 -2.69 -0.1%
S&P100 932.90 933.15 928.97 932.52 -0.86 -0.1%
VIX 13.49 13.99 13.31 13.31 0.04 0.3%
Nasdaq100 4537.48 4548.24 4523.55 4535.66 -10.4 -0.2%
VXN 14.08 14.62 14.07 14.22 0.26 1.9%
NYSE TICK -463 864 -1066 -89 ---- ----
PreCloseTICK352
Lead TICK 1572
CumAdj TICK -9
NYSE TRIN 1.16 1.16 1.16 1.16 ----
Dow Indus 18154.14 18154.14 18066.4 18126.12 -36.9 -0.2%
DJIA@10:00 18080.5
DJIA@3:00 18123.8
Last Hour 84.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 190 425 33 151 271 222
Decliners 306 75 465 344 224 270
Unchanged 5 1 3 6 6 9
A/D Ratio 0.62 5.67 0.07 0.44 1.21 0.82
A/D Thrust 38.31 85.00 6.63 30.51 54.75 45.12
Up Volume 692483 1678150 190589 596491 1082106 831696
Up Vol % 38.4% 83.1% 9.2% 38.1% 58.7% 42.8%
Dn Volume 1096393 317260 1867040 960031 738651 1074150
Dn Vol % 60.7% 15.7% 90.3% 61.3% 40.1% 55.2%
Tot Volume 1805159 2020588 2066667 1566284 1844284 1944612
UpDn Thrust38.71 84.10 9.26 38.32 59.43 43.64
> Upr Bband 12 14 5 15 15 23
< Lwr Bband 15 9 31 3 4 9
New 20d Hi 43 45 14 47 52 76
New 20d Lo 48 34 58 12 13 25
New 52wk Hi 19 21 5 29 21 34
New 52wk Lo 7 5 7 3 2 4
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 62.64 46.11 21.78 49.70 51.36 43.52
UDT3 43.84 43.95 34.39 47.52 48.58 50.52
UDT5 45.99 46.90 38.21 50.21 53.11 55.96
UDT10 51.05 52.96 47.74 50.63 55.86 56.08
UDT20 49.01 49.00 48.16 49.45 49.75 49.68
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 56.72 42.07 22.93 49.45 55.67 43.71
UDT3 41.33 40.14 36.03 49.63 49.46 47.56
UDT5 44.36 46.38 39.19 48.28 52.25 53.57
UDT10 49.02 50.44 47.43 50.08 55.05 54.48
UDT20 48.43 48.59 48.16 49.48 50.08 50.28
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 61.75 61.99 37.20 23.27 54.89 61.03
ADT3 43.37 45.72 35.77 41.07 51.62 57.56
ADT5 43.08 44.44 36.70 49.09 54.01 59.66
ADT10 51.37 52.46 47.01 49.83 55.95 57.66
ADT20 50.52 50.14 49.12 50.18 50.79 51.42
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 57.85 47.10 29.00 46.41 53.71 46.05
ADT3 45.46 43.86 37.82 48.24 49.20 49.48
ADT5 45.84 47.78 41.11 48.26 52.31 56.33
ADT10 51.08 52.43 49.61 51.08 55.35 55.59
ADT20 48.93 48.53 48.00 48.82 49.48 50.07
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 232 299 45 207 295 264
2-day <50 269 202 456 294 206 237
2-day >98 3 7 4 13 16 23
2-day <2 6 4 24 1 2 1
5-day >50 244
5-day <50 257
5-day >90 2
5-day <10 1
9-day >50 270 285 177 312 347 340
9-day <50 231 216 324 189 154 161
9-day >80 7 7 5 10 7 8
9-day <20 3 2 3 1 1 3
14-day >50 276 289 210 311 336 325
14-day <50 225 212 291 190 165 176
14-day >70 18 20 6 24 18 23
14-day <30 11 9 10 7 7 8
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 9 14 6 10 14 19
>50d Avg 121 130 177 69 121 121
<50d Avg 379 370 323 431 379 379
Spread -258 -240 -146 -362 -258 -258
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 107 119 34 99 67 74
Outside Day 25 29 21 37 42 45
Spread 82 90 13 62 25 29
Gap Up 7 4 2 7 10 5
Gap Down 6 3 74 2 4 7
Spread 1 1 -72 5 6 -2
Top10%Range 62 82 7 3 33 18
Bot10%Range 19 8 77 101 22 62
Spread 43 74 -70 -98 11 -44
>UpperBand 12 14 5 15 15 23
<LowerBand 15 9 31 3 4 9
Spread -3 5 -26 12 11 14
WR20 10 17 20 6 13 10
NR20 46 23 29 100 64 46
Spread -36 -6 -9 -94 -51 -36
1% up 31 184 5 28 83 48
1% down 60 15 270 48 22 44
Spread -29 169 -265 -20 61 4
2% up 9 40 2 14 32 14
2% down 18 4 62 6 6 10
Spread -9 36 -60 8 26 4
5% up 5days 9 12 6 12 12 30
5% dn 5days 10 12 17 9 9 15
Spread -1 0 -11 3 3 15
+10% 5days 2 3 2 2 2 1
-10% 5days 1 2 6 3 6 5
Spread 1 1 -4 -1 -4 -4
+10% 20days 21 21 14 18 17 18
-10% 20days 25 23 21 18 19 20
Spread -4 -2 -7 0 -2 -2
Close>Open 245 400 53 218 317 196
Close<Open 249 97 445 277 179 303
Spread -4 303 -392 -59 138 -107
+1%fromOpen 35 133 9 31 86 33
-1%fromOpen 38 10 186 29 19 49
Spread -3 123 -177 2 67 -16
+2%fromOpen 5 27 1 10 21 10
-2%fromOpen 7 3 36 4 6 8
Spread -2 24 -35 6 15 2
Close>Midp 298 395 96 183 292 203
Close<Midp 199 103 399 315 206 295
Spread 99 292 -303 -132 86 -92
+1% vs Midp 9 34 1 7 15 13
-1% vs Midp 8 2 37 8 6 6
Spread 1 32 -36 -1 9 7
+2% vs Midp 0 5 0 1 0 2
-2% vs Midp 2 1 3 2 0 3
Spread -2 4 -3 -1 0 -1
>Yest High 97 175 10 66 118 81
<Yest Low 65 34 377 123 94 102
Spread 32 141 -367 -57 24 -21
1%>YestHigh 14 45 2 15 43 17
1%<YestLow 16 5 154 10 6 16
Spread -2 40 -152 5 37 1
>Yest Midp 287 340 35 204 251 214
<Yest Midp 210 160 464 293 248 286
Spread 77 180 -429 -89 3 -72
1%>YestMidp 68 125 6 43 89 53
1%<YestMidp 45 35 296 49 39 69
Spread 23 90 -290 -6 50 -16
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 64 59 47 82 73 89
1%of52wkLo 11 10 12 4 5 6
S;pread 53 49 35 78 68 83
50%<52wkHi 31 30 29 28 26 30
50%<52wkLo 3 2 2 3 3 3
Spread 28 28 27 25 23 27
1%of20dHi 141 127 102 175 186 193
1%of20dLo 113 122 120 44 43 60
Spread 28 5 -18 131 143 133
10%<20dHi 44 42 39 31 32 40
10%<20dLo 19 22 22 26 25 25
Spread 25 20 17 5 7 15
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 210 244 136 303 354 348
<10d Avg 290 256 364 197 145 152
Spread -80 -12 -228 106 209 196
5% >10d Avg 5 7 3 6 2 5
5% <10d Avg 15 9 12 5 7 12
Spread -10 -2 -9 1 -5 -7
>20d Avg 292 305 222 324 347 329
<20d Avg 208 195 278 176 153 171
Spread 84 110 -56 148 194 158
5% >20d Avg 20 25 16 22 21 26
5% <20d Avg 31 26 28 15 16 26
Spread -11 -1 -12 7 5 0
>50d Avg 270 274 235 300 313 304
<50d Avg 230 226 265 200 187 196
Spread 40 48 -30 100 126 108
5% >50d Avg 56 65 48 80 80 73
5% <50d Avg 46 43 54 31 31 34
Spread 10 22 -6 49 49 39
10%>50dAvg 10 15 10 14 13 13
10%<50dAvg 15 14 10 8 9 11
Spread -5 1 0 6 4 2
>200d Avg 325 325 318 338 347 342
<200d Avg 175 175 182 162 153 158
Spread 150 150 136 176 194 184
10%>200dAvg 114 116 100 119 123 123
10%<200dAvg 39 39 41 32 31 36
Spread 75 77 59 87 92 87
25%>200dAvg 15 15 11 13 14 15
25%<200dAvg 5 5 4 2 2 4
Spread 10 10 7 11 12 11
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 42 36 39 61 41 44
10d HV >50 13 15 11 10 12 15
20d HV <10 11 8 10 12 13 11
20d HV >50 13 14 12 12 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 25 25 9 43 62 81
RSI2 <10 39 33 191 44 18 32
Spread -14 -8 -182 -1 44 49
RSI2 >98 3 7 4 13 16 23
RSI2 <2 6 4 24 1 2 1
Spread -3 3 -20 12 14 22
RSI14 >70 18 20 6 24 18 23
RSI14 <30 11 9 10 7 7 8
Spread 7 11 -4 17 11 15
RSI14 >80 2 6 5 3 4 3
RSI14 <20 1 1 1 1 0 1
Spread 1 5 4 2 4 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.60 13.12 14.36 12.60 12.15 13.13
Upper Band 16.03 16.02 16.05 15.97 15.97 15.94
Lower Band 11.31 11.30 11.20 11.15 11.13 11.22
vs 10d Avg 4.21% -0.02% 8.24% -4.54% -7.93% -3.37%
VIX 13.31 13.27 14.06 12.13 12.11 12.88
Upper Band 15.21 15.22 15.22 15.15 15.14 15.11
Lower Band 11.54 11.54 11.45 11.43 11.46 11.52
vs 10d Avg 3.61% 2.94% 8.57% -6.18% -6.86% -3.19%
VXV 15.01 14.99 15.48 14.48 14.61 15.15
Upper Band 17.01 17.03 17.02 17.04 16.96 16.89
Lower Band 14.30 14.38 14.42 14.45 14.60 14.73
vs 10d Avg -1.06% -2.02% 0.26% -6.59% -6.41% -4.25%
VIX/VXV Rati0.887 0.885 0.908 0.838 0.829 0.850
Upper Band 0.921 0.917 0.914 0.904 0.904 0.904
Lower Band 0.786 0.786 0.782 0.783 0.779 0.778
vs 10d Avg 4.70% 5.04% 8.29% 0.45% -0.47% 1.17%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3249 3254 3256 3244 3256 3243
Advancers 1317 2320 666 1155 1740 1614
% of Total 40.5% 71.3% 20.5% 35.6% 53.4% 49.8%
Decliners 1808 842 2512 1947 1396 1495
% of Total 55.6% 25.9% 77.1% 60.0% 42.9% 46.1%
Unchanged 124 92 78 142 120 134
New Highs 66 64 39 81 86 123
New Lows 59 45 77 49 24 29
Adv Volume 1158062 2248746 452503 891761 1865573 1484160
% of Total 38.8% 71.8% 13.5% 34.6% 60.2% 48.7%
Decl Volume 1759042 840485 2879698 1637612 1181237 1485961
% of Total 59.0% 26.8% 85.9% 63.5% 38.1% 48.8%
Total Vol 2983104 3132745 3350498 2577607 3097577 3045812
ARMS Index 1.16 0.82 2.21 1.2 0.91 1.08
5 Day ARMS 6.3 6.22 6.47 5.31 5.06 5.45
McClellanOs -55 -31 -119 -26 21 9
McClellanSm 1546 1601 1632 1751 1777 1756
Cumul TICK -9550 51870 -43775 -14555 17798 21701
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2884 2899 2887 2876 2889 2895
Advancers 1301 1941 706 1195 1398 1386
% of Total 45.1% 67.0% 24.5% 41.6% 48.4% 47.9%
Decliners 1485 866 2085 1584 1382 1407
% of Total 51.5% 29.9% 72.2% 55.1% 47.8% 48.6%
Unchanged 98 92 96 97 109 102
New Highs 90 87 49 81 89 110
New Lows 50 48 74 48 53 48
Adv Volume 814165 1465894 349525 809402 969668 819603
% of Total 46.7% 80.9% 20.1% 52.3% 57.5% 45.7%
Decl Volume 911705 321689 1358363 696875 680291 924901
% of Total 52.3% 17.7% 78.3% 45.0% 40.3% 51.6%
Total Vol 1743996 1812787 1734826 1548967 1686910 1792235
ARMS Index 0.57 1.1 0.26 0.64 1.05 1.59
5 Day ARMS 3.62 4.64 4.05 4.67 4.9 5.49
McClellanOs -12 -4 -67 2 26 29
McClellanSm 868 880 884 951 949 923
Cumul TICK 7341 45275 -8869 27452 24811 23681
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 74974560 93213981 124211817 57433495 64764585 76857530
Upper Band 156063642 159065908 158930012 156018083 155699851 155689895
SPX Vol 1805158833 2020588324 2066667315 1566284322 1844284332 1944611605
Upper Band 2441220505 2503566920 2526875879 2563865622 2540484992 2561308553
NYSE Vol 2983104000 3132745000 3350498000 2577607000 3097577000 3045812000
Upper Band 4135186944 4246916483 4265440116 4270481008 4226485009 4245384582
Consolidated2982608123 3132189405 3348308177 2577267930 3097544172 3045742748
Upper Band 4134995186 4246766207 4265258853 4270401889 4226410787 4245336846
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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