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May 29th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2120.66 2120.66 2104.89 2107.39 -13.4 -0.6%
S&P100 932.40 932.40 925.17 926.11 -6.41 -0.7%
VIX 13.59 14.43 13.4 13.84 0.53 4.0%
Nasdaq100 4532.15 4539.57 4499.65 4508.25 -27.41 -0.6%
VXN 14.49 15.20 14.28 14.75 0.53 3.7%
NYSE TICK -226 977 -1203 238 ---- ----
PreCloseTICK-783
Lead TICK -6680
CumAdj TICK -353
NYSE TRIN 1.06 1.06 1.06 1.06 ----
Dow Indus 18128.12 18128.12 17967.74 18010.68 -115.4 -0.6%
DJIA@10:00 18075.7
DJIA@3:00 18012.8
Last Hour 48.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 91 190 425 33 151 271
Decliners 407 306 75 465 344 224
Unchanged 3 5 1 3 6 6
A/D Ratio 0.22 0.62 5.67 0.07 0.44 1.21
A/D Thrust 18.27 38.31 85.00 6.63 30.51 54.75
Up Volume 664657 692483 1678150 190589 596491 1082106
Up Vol % 26.1% 38.4% 83.1% 9.2% 38.1% 58.7%
Dn Volume 1838942 1096393 317260 1867040 960031 738651
Dn Vol % 72.3% 60.7% 15.7% 90.3% 61.3% 40.1%
Tot Volume 2542656 1805159 2020588 2066667 1566284 1844284
UpDn Thrust26.55 38.71 84.10 9.26 38.32 59.43
> Upr Bband 13 12 14 5 15 15
< Lwr Bband 37 15 9 31 3 4
New 20d Hi 31 43 45 14 47 52
New 20d Lo 65 48 34 58 12 13
New 52wk Hi 17 19 21 5 29 21
New 52wk Lo 7 7 5 7 3 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 31.62 62.64 46.11 21.78 49.70 51.36
UDT3 48.27 43.84 43.95 34.39 47.52 48.58
UDT5 38.60 45.99 46.90 38.21 50.21 53.11
UDT10 45.65 51.05 52.96 47.74 50.63 55.86
UDT20 49.54 49.01 49.00 48.16 49.45 49.75
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 33.67 56.72 42.07 22.93 49.45 55.67
UDT3 45.91 41.33 40.14 36.03 49.63 49.46
UDT5 37.35 44.36 46.38 39.19 48.28 52.25
UDT10 44.66 49.02 50.44 47.43 50.08 55.05
UDT20 48.61 48.43 48.59 48.16 49.48 50.08
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 28.27 61.99 37.20 23.27 54.89 61.03
ADT3 47.26 45.72 35.77 41.07 51.62 57.56
ADT5 35.79 43.08 44.44 36.70 49.09 54.01
ADT10 44.89 51.37 52.46 47.01 49.83 55.95
ADT20 50.57 50.52 50.14 49.12 50.18 50.79
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 37.04 57.85 47.10 29.00 46.41 53.71
ADT3 49.22 45.46 43.86 37.82 48.24 49.20
ADT5 41.14 45.84 47.78 41.11 48.26 52.31
ADT10 46.72 51.08 52.43 49.61 51.08 55.35
ADT20 49.37 48.93 48.53 48.00 48.82 49.48
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 100 232 299 45 207 295
2-day <50 401 269 202 456 294 206
2-day >98 4 3 7 4 13 16
2-day <2 15 6 4 24 1 2
5-day >50 130
5-day <50 371
5-day >90 3
5-day <10 2
9-day >50 178 270 285 177 312 347
9-day <50 323 231 216 324 189 154
9-day >80 6 7 7 5 10 7
9-day <20 5 3 2 3 1 1
14-day >50 215 276 289 210 311 336
14-day <50 286 225 212 291 190 165
14-day >70 16 18 20 6 24 18
14-day <30 15 11 9 10 7 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 49 9 14 6 10 14
>50d Avg 307 121 130 177 69 121
<50d Avg 193 379 370 323 431 379
Spread 114 -258 -240 -146 -362 -258
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 36 107 119 34 99 67
Outside Day 66 25 29 21 37 42
Spread -30 82 90 13 62 25
Gap Up 3 7 4 2 7 10
Gap Down 7 6 3 74 2 4
Spread -4 1 1 -72 5 6
Top10%Range 4 62 82 7 3 33
Bot10%Range 126 19 8 77 101 22
Spread -122 43 74 -70 -98 11
>UpperBand 13 12 14 5 15 15
<LowerBand 37 15 9 31 3 4
Spread -24 -3 5 -26 12 11
WR20 21 10 17 20 6 13
NR20 18 46 23 29 100 64
Spread 3 -36 -6 -9 -94 -51
1% up 25 31 184 5 28 83
1% down 167 60 15 270 48 22
Spread -142 -29 169 -265 -20 61
2% up 11 9 40 2 14 32
2% down 24 18 4 62 6 6
Spread -13 -9 36 -60 8 26
5% up 5days 11 9 12 6 12 12
5% dn 5days 25 10 12 17 9 9
Spread -14 -1 0 -11 3 3
+10% 5days 3 2 3 2 2 2
-10% 5days 4 1 2 6 3 6
Spread -1 1 1 -4 -1 -4
+10% 20days 27 21 21 14 18 17
-10% 20days 24 25 23 21 18 19
Spread 3 -4 -2 -7 0 -2
Close>Open 89 245 400 53 218 317
Close<Open 406 249 97 445 277 179
Spread -317 -4 303 -392 -59 138
+1%fromOpen 21 35 133 9 31 86
-1%fromOpen 149 38 10 186 29 19
Spread -128 -3 123 -177 2 67
+2%fromOpen 9 5 27 1 10 21
-2%fromOpen 19 7 3 36 4 6
Spread -10 -2 24 -35 6 15
Close>Midp 103 298 395 96 183 292
Close<Midp 396 199 103 399 315 206
Spread -293 99 292 -303 -132 86
+1% vs Midp 6 9 34 1 7 15
-1% vs Midp 30 8 2 37 8 6
Spread -24 1 32 -36 -1 9
+2% vs Midp 1 0 5 0 1 0
-2% vs Midp 1 2 1 3 2 0
Spread 0 -2 4 -3 -1 0
>Yest High 42 97 175 10 66 118
<Yest Low 262 65 34 377 123 94
Spread -220 32 141 -367 -57 24
1%>YestHigh 12 14 45 2 15 43
1%<YestLow 49 16 5 154 10 6
Spread -37 -2 40 -152 5 37
>Yest Midp 118 287 340 35 204 251
<Yest Midp 380 210 160 464 293 248
Spread -262 77 180 -429 -89 3
1%>YestMidp 29 68 125 6 43 89
1%<YestMidp 166 45 35 296 49 39
Spread -137 23 90 -290 -6 50
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 61 64 59 47 82 73
1%of52wkLo 11 11 10 12 4 5
S;pread 50 53 49 35 78 68
50%<52wkHi 31 31 30 29 28 26
50%<52wkLo 3 3 2 2 3 3
Spread 28 28 28 27 25 23
1%of20dHi 123 141 127 102 175 186
1%of20dLo 151 113 122 120 44 43
Spread -28 28 5 -18 131 143
10%<20dHi 43 44 42 39 31 32
10%<20dLo 20 19 22 22 26 25
Spread 23 25 20 17 5 7
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 123 210 244 136 303 354
<10d Avg 377 290 256 364 197 145
Spread -254 -80 -12 -228 106 209
5% >10d Avg 7 5 7 3 6 2
5% <10d Avg 9 15 9 12 5 7
Spread -2 -10 -2 -9 1 -5
>20d Avg 215 292 305 222 324 347
<20d Avg 285 208 195 278 176 153
Spread -70 84 110 -56 148 194
5% >20d Avg 18 20 25 16 22 21
5% <20d Avg 30 31 26 28 15 16
Spread -12 -11 -1 -12 7 5
>50d Avg 230 270 274 235 300 313
<50d Avg 270 230 226 265 200 187
Spread -40 40 48 -30 100 126
5% >50d Avg 49 56 65 48 80 80
5% <50d Avg 62 46 43 54 31 31
Spread -13 10 22 -6 49 49
10%>50dAvg 14 10 15 10 14 13
10%<50dAvg 16 15 14 10 8 9
Spread -2 -5 1 0 6 4
>200d Avg 298 325 325 318 338 347
<200d Avg 202 175 175 182 162 153
Spread 96 150 150 136 176 194
10%>200dAvg 98 114 116 100 119 123
10%<200dAvg 44 39 39 41 32 31
Spread 54 75 77 59 87 92
25%>200dAvg 16 15 15 11 13 14
25%<200dAvg 6 5 5 4 2 2
Spread 10 10 10 7 11 12
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 72 42 36 39 61 41
10d HV >50 12 13 15 11 10 12
20d HV <10 10 11 8 10 12 13
20d HV >50 11 13 14 12 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 23 25 25 9 43 62
RSI2 <10 95 39 33 191 44 18
Spread -72 -14 -8 -182 -1 44
RSI2 >98 4 3 7 4 13 16
RSI2 <2 15 6 4 24 1 2
Spread -11 -3 3 -20 12 14
RSI14 >70 16 18 20 6 24 18
RSI14 <30 15 11 9 10 7 7
Spread 1 7 11 -4 17 11
RSI14 >80 3 2 6 5 3 4
RSI14 <20 1 1 1 1 1 0
Spread 2 1 5 4 2 4
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.46 13.60 13.12 14.36 12.60 12.15
Upper Band 15.92 16.03 16.02 16.05 15.97 15.97
Lower Band 11.35 11.31 11.30 11.20 11.15 11.13
vs 10d Avg 9.77% 4.21% -0.02% 8.24% -4.54% -7.93%
VIX 13.84 13.31 13.27 14.06 12.13 12.11
Upper Band 15.11 15.21 15.22 15.22 15.15 15.14
Lower Band 11.57 11.54 11.54 11.45 11.43 11.46
vs 10d Avg 6.82% 3.61% 2.94% 8.57% -6.18% -6.86%
VXV 15.38 15.01 14.99 15.48 14.48 14.61
Upper Band 16.91 17.01 17.03 17.02 17.04 16.96
Lower Band 14.30 14.30 14.38 14.42 14.45 14.60
vs 10d Avg 1.73% -1.06% -2.02% 0.26% -6.59% -6.41%
VIX/VXV Rati0.900 0.887 0.885 0.908 0.838 0.829
Upper Band 0.924 0.921 0.917 0.914 0.904 0.904
Lower Band 0.785 0.786 0.786 0.782 0.783 0.779
vs 10d Avg 5.02% 4.70% 5.04% 8.29% 0.45% -0.47%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3249 3249 3254 3256 3244 3256
Advancers 1007 1317 2320 666 1155 1740
% of Total 31.0% 40.5% 71.3% 20.5% 35.6% 53.4%
Decliners 2142 1808 842 2512 1947 1396
% of Total 65.9% 55.6% 25.9% 77.1% 60.0% 42.9%
Unchanged 100 124 92 78 142 120
New Highs 56 66 64 39 81 86
New Lows 61 59 45 77 49 24
Adv Volume 1126842 1158062 2248746 452503 891761 1865573
% of Total 28.6% 38.8% 71.8% 13.5% 34.6% 60.2%
Decl Volume 2741994 1759042 840485 2879698 1637612 1181237
% of Total 69.7% 59.0% 26.8% 85.9% 63.5% 38.1%
Total Vol 3934553 2983104 3132745 3350498 2577607 3097577
ARMS Index 1.06 1.16 0.82 2.21 1.2 0.91
5 Day ARMS 6.45 6.3 6.22 6.47 5.31 5.06
McClellanOs -107 -55 -31 -119 -26 21
McClellanSm 1439 1546 1601 1632 1751 1777
Cumul TICK -42125 -9550 51870 -43775 -14555 17798
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2901 2884 2899 2887 2876 2889
Advancers 1065 1301 1941 706 1195 1398
% of Total 36.7% 45.1% 67.0% 24.5% 41.6% 48.4%
Decliners 1746 1485 866 2085 1584 1382
% of Total 60.2% 51.5% 29.9% 72.2% 55.1% 47.8%
Unchanged 90 98 92 96 97 109
New Highs 84 90 87 49 81 89
New Lows 39 50 48 74 48 53
Adv Volume 773836 814165 1465894 349525 809402 969668
% of Total 38.1% 46.7% 80.9% 20.1% 52.3% 57.5%
Decl Volume 1244195 911705 321689 1358363 696875 680291
% of Total 61.3% 52.3% 17.7% 78.3% 45.0% 40.3%
Total Vol 2029919 1743996 1812787 1734826 1548967 1686910
ARMS Index 0.41 0.57 1.1 0.26 0.64 1.05
5 Day ARMS 2.98 3.62 4.64 4.05 4.67 4.9
McClellanOs -44 -12 -4 -67 2 26
McClellanSm 824 868 880 884 951 949
Cumul TICK 6130 7341 45275 -8869 27452 24811
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 124919611 74974560 93213981 124211817 57433495 64764585
Upper Band 147781165 156063642 159065908 158930012 156018083 155699851
SPX Vol 2542655641 1805158833 2020588324 2066667315 1566284322 1844284332
Upper Band 2433752474 2441220505 2503566920 2526875879 2563865622 2540484992
NYSE Vol 3934553000 2983104000 3132745000 3350498000 2577607000 3097577000
Upper Band 3950253512 4135186944 4246916483 4265440116 4270481008 4226485009
Consolidated3934716519 2982608123 3132189405 3348308177 2577267930 3097544172
Upper Band 3950094720 4134995186 4246766207 4265258853 4270401889 4226410787
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Weekly Sentiment
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Sentiment 29-May 22-May 15-May 8-May 1-May 24-Apr
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AAII Bull 27 25 27 27 31 n.a
AAII Bear 25 25 26 27 22 n.a
Market Vane 63 65 63 62 65 n.a
II Bull 48.5 50.6 47.5 52.5 57.4 n.a
II Bear 14.9 15.8 15.8 13.9 13.9 n.a
OddLot ShRt 48.8 46.6 49.1 49.2 53.3 n.a