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June 1st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2108.64 2119.15 2102.54 2111.73 4.34 0.2%
S&P100 926.65 931.53 924.38 928.16 2.05 0.2%
VIX 13.92 14.86 13.47 13.97 0.13 0.9%
Nasdaq100 4530.03 4535.43 4488.17 4521.85 13.6 0.3%
VXN 14.92 15.85 14.79 14.98 0.23 1.6%
NYSE TICK 600 1106 -1002 30 ---- ----
PreCloseTICK500
Lead TICK -521
CumAdj TICK 261
NYSE TRIN 1.08 1.08 1.08 1.08 ----
Dow Indus 18017.82 18105.83 17982.06 18040.37 29.7 0.2%
DJIA@10:00 18051.7
DJIA@3:00 18093.0
Last Hour -93.6
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 272 91 190 425 33 151
Decliners 219 407 306 75 465 344
Unchanged 10 3 5 1 3 6
A/D Ratio 1.24 0.22 0.62 5.67 0.07 0.44
A/D Thrust 55.40 18.27 38.31 85.00 6.63 30.51
Up Volume 1128183 664657 692483 1678150 190589 596491
Up Vol % 57.0% 26.1% 38.4% 83.1% 9.2% 38.1%
Dn Volume 828849 1838942 1096393 317260 1867040 960031
Dn Vol % 41.8% 72.3% 60.7% 15.7% 90.3% 61.3%
Tot Volume 1980541 2542656 1805159 2020588 2066667 1566284
UpDn Thrust57.65 26.55 38.71 84.10 9.26 38.32
> Upr Bband 8 13 12 14 5 15
< Lwr Bband 18 37 15 9 31 3
New 20d Hi 29 31 43 45 14 47
New 20d Lo 76 65 48 34 58 12
New 52wk Hi 15 17 19 21 5 29
New 52wk Lo 6 7 7 5 7 3
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 40.19 31.62 62.64 46.11 21.78 49.70
UDT3 39.77 48.27 43.84 43.95 34.39 47.52
UDT5 42.26 38.60 45.99 46.90 38.21 50.21
UDT10 45.97 45.65 51.05 52.96 47.74 50.63
UDT20 47.93 49.54 49.01 49.00 48.16 49.45
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 39.00 33.67 56.72 42.07 22.93 49.45
UDT3 39.21 45.91 41.33 40.14 36.03 49.63
UDT5 40.34 37.35 44.36 46.38 39.19 48.28
UDT10 44.12 44.66 49.02 50.44 47.43 50.08
UDT20 47.60 48.61 48.43 48.59 48.16 49.48
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 36.70 61.99 37.20 23.27 54.89 61.03
ADT3 37.24 45.72 35.77 41.07 51.62 57.56
ADT5 40.72 35.79 43.08 44.44 36.70 49.09
ADT10 44.90 44.89 51.37 52.46 47.01 49.83
ADT20 48.96 50.57 50.52 50.14 49.12 50.18
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 42.56 37.04 57.85 47.10 29.00 46.41
ADT3 42.42 49.22 45.46 43.86 37.82 48.24
ADT5 44.30 41.14 45.84 47.78 41.11 48.26
ADT10 46.27 46.72 51.08 52.43 49.61 51.08
ADT20 49.00 49.37 48.93 48.53 48.00 48.82
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 183 100 232 299 45 207
2-day <50 318 401 269 202 456 294
2-day >98 4 4 3 7 4 13
2-day <2 9 15 6 4 24 1
5-day >50 183
5-day <50 318
5-day >90 3
5-day <10 3
9-day >50 199 178 270 285 177 312
9-day <50 302 323 231 216 324 189
9-day >80 7 6 7 7 5 10
9-day <20 6 5 3 2 3 1
14-day >50 224 215 276 289 210 311
14-day <50 277 286 225 212 291 190
14-day >70 18 16 18 20 6 24
14-day <30 13 15 11 9 10 7
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 13 49 9 14 6 10
>50d Avg 144 307 121 130 177 69
<50d Avg 356 193 379 370 323 431
Spread -212 114 -258 -240 -146 -362
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 76 36 107 119 34 99
Outside Day 58 66 25 29 21 37
Spread 18 -30 82 90 13 62
Gap Up 2 3 7 4 2 7
Gap Down 1 7 6 3 74 2
Spread 1 -4 1 1 -72 5
Top10%Range 22 4 62 82 7 3
Bot10%Range 33 126 19 8 77 101
Spread -11 -122 43 74 -70 -98
>UpperBand 8 13 12 14 5 15
<LowerBand 18 37 15 9 31 3
Spread -10 -24 -3 5 -26 12
WR20 7 21 10 17 20 6
NR20 19 18 46 23 29 100
Spread -12 3 -36 -6 -9 -94
1% up 68 25 31 184 5 28
1% down 40 167 60 15 270 48
Spread 28 -142 -29 169 -265 -20
2% up 11 11 9 40 2 14
2% down 7 24 18 4 62 6
Spread 4 -13 -9 36 -60 8
5% up 5days 11 11 9 12 6 12
5% dn 5days 20 25 10 12 17 9
Spread -9 -14 -1 0 -11 3
+10% 5days 3 3 2 3 2 2
-10% 5days 3 4 1 2 6 3
Spread 0 -1 1 1 -4 -1
+10% 20days 22 27 21 21 14 18
-10% 20days 33 24 25 23 21 18
Spread -11 3 -4 -2 -7 0
Close>Open 189 89 245 400 53 218
Close<Open 306 406 249 97 445 277
Spread -117 -317 -4 303 -392 -59
+1%fromOpen 39 21 35 133 9 31
-1%fromOpen 56 149 38 10 186 29
Spread -17 -128 -3 123 -177 2
+2%fromOpen 4 9 5 27 1 10
-2%fromOpen 7 19 7 3 36 4
Spread -3 -10 -2 24 -35 6
Close>Midp 247 103 298 395 96 183
Close<Midp 249 396 199 103 399 315
Spread -2 -293 99 292 -303 -132
+1% vs Midp 9 6 9 34 1 7
-1% vs Midp 7 30 8 2 37 8
Spread 2 -24 1 32 -36 -1
+2% vs Midp 1 1 0 5 0 1
-2% vs Midp 0 1 2 1 3 2
Spread 1 0 -2 4 -3 -1
>Yest High 56 42 97 175 10 66
<Yest Low 111 262 65 34 377 123
Spread -55 -220 32 141 -367 -57
1%>YestHigh 9 12 14 45 2 15
1%<YestLow 13 49 16 5 154 10
Spread -4 -37 -2 40 -152 5
>Yest Midp 190 118 287 340 35 204
<Yest Midp 310 380 210 160 464 293
Spread -120 -262 77 180 -429 -89
1%>YestMidp 38 29 68 125 6 43
1%<YestMidp 75 166 45 35 296 49
Spread -37 -137 23 90 -290 -6
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 46 61 64 59 47 82
1%of52wkLo 11 11 11 10 12 4
S;pread 35 50 53 49 35 78
50%<52wkHi 32 31 31 30 29 28
50%<52wkLo 3 3 3 2 2 3
Spread 29 28 28 28 27 25
1%of20dHi 103 123 141 127 102 175
1%of20dLo 160 151 113 122 120 44
Spread -57 -28 28 5 -18 131
10%<20dHi 43 43 44 42 39 31
10%<20dLo 22 20 19 22 22 26
Spread 21 23 25 20 17 5
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 148 123 210 244 136 303
<10d Avg 352 377 290 256 364 197
Spread -204 -254 -80 -12 -228 106
5% >10d Avg 7 7 5 7 3 6
5% <10d Avg 10 9 15 9 12 5
Spread -3 -2 -10 -2 -9 1
>20d Avg 230 215 292 305 222 324
<20d Avg 270 285 208 195 278 176
Spread -40 -70 84 110 -56 148
5% >20d Avg 23 18 20 25 16 22
5% <20d Avg 26 30 31 26 28 15
Spread -3 -12 -11 -1 -12 7
>50d Avg 242 230 270 274 235 300
<50d Avg 258 270 230 226 265 200
Spread -16 -40 40 48 -30 100
5% >50d Avg 52 49 56 65 48 80
5% <50d Avg 56 62 46 43 54 31
Spread -4 -13 10 22 -6 49
10%>50dAvg 12 14 10 15 10 14
10%<50dAvg 13 16 15 14 10 8
Spread -1 -2 -5 1 0 6
>200d Avg 304 298 325 325 318 338
<200d Avg 196 202 175 175 182 162
Spread 108 96 150 150 136 176
10%>200dAvg 101 98 114 116 100 119
10%<200dAvg 44 44 39 39 41 32
Spread 57 54 75 77 59 87
25%>200dAvg 17 16 15 15 11 13
25%<200dAvg 5 6 5 5 4 2
Spread 12 10 10 10 7 11
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 98 72 42 36 39 61
10d HV >50 13 12 13 15 11 10
20d HV <10 16 10 11 8 10 12
20d HV >50 10 11 13 14 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 23 23 25 25 9 43
RSI2 <10 74 95 39 33 191 44
Spread -51 -72 -14 -8 -182 -1
RSI2 >98 4 4 3 7 4 13
RSI2 <2 9 15 6 4 24 1
Spread -5 -11 -3 3 -20 12
RSI14 >70 18 16 18 20 6 24
RSI14 <30 13 15 11 9 10 7
Spread 5 1 7 11 -4 17
RSI14 >80 2 3 2 6 5 3
RSI14 <20 1 1 1 1 1 1
Spread 1 2 1 5 4 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.12 14.46 13.60 13.12 14.36 12.60
Upper Band 15.96 15.92 16.03 16.02 16.05 15.97
Lower Band 11.42 11.35 11.31 11.30 11.20 11.15
vs 10d Avg 6.17% 9.77% 4.21% -0.02% 8.24% -4.54%
VIX 13.97 13.84 13.31 13.27 14.06 12.13
Upper Band 15.17 15.11 15.21 15.22 15.22 15.15
Lower Band 11.64 11.57 11.54 11.54 11.45 11.43
vs 10d Avg 6.52% 6.82% 3.61% 2.94% 8.57% -6.18%
VXV 15.41 15.38 15.01 14.99 15.48 14.48
Upper Band 16.91 16.91 17.01 17.03 17.02 17.04
Lower Band 14.30 14.30 14.30 14.38 14.42 14.45
vs 10d Avg 2.04% 1.73% -1.06% -2.02% 0.26% -6.59%
VIX/VXV Rati0.907 0.900 0.887 0.885 0.908 0.838
Upper Band 0.930 0.924 0.921 0.917 0.914 0.904
Lower Band 0.787 0.785 0.786 0.786 0.782 0.783
vs 10d Avg 4.44% 5.02% 4.70% 5.04% 8.29% 0.45%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3257 3249 3249 3254 3256 3244
Advancers 1672 1007 1317 2320 666 1155
% of Total 51.3% 31.0% 40.5% 71.3% 20.5% 35.6%
Decliners 1473 2142 1808 842 2512 1947
% of Total 45.2% 65.9% 55.6% 25.9% 77.1% 60.0%
Unchanged 112 100 124 92 78 142
New Highs 70 56 66 64 39 81
New Lows 67 61 59 45 77 49
Adv Volume 1538650 1126842 1158062 2248746 452503 891761
% of Total 51.1% 28.6% 38.8% 71.8% 13.5% 34.6%
Decl Volume 1426916 2741994 1759042 840485 2879698 1637612
% of Total 47.4% 69.7% 59.0% 26.8% 85.9% 63.5%
Total Vol 3011911 3934553 2983104 3132745 3350498 2577607
ARMS Index 1.08 1.06 1.16 0.82 2.21 1.2
5 Day ARMS 6.33 6.45 6.3 6.22 6.47 5.31
McClellanOs -84 -107 -55 -31 -119 -26
McClellanSm 1355 1439 1546 1601 1632 1751
Cumul TICK 20527 -42125 -9550 51870 -43775 -14555
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2899 2901 2884 2899 2887 2876
Advancers 1381 1065 1301 1941 706 1195
% of Total 47.6% 36.7% 45.1% 67.0% 24.5% 41.6%
Decliners 1394 1746 1485 866 2085 1584
% of Total 48.1% 60.2% 51.5% 29.9% 72.2% 55.1%
Unchanged 124 90 98 92 96 97
New Highs 106 84 90 87 49 81
New Lows 54 39 50 48 74 48
Adv Volume 1090881 773836 814165 1465894 349525 809402
% of Total 57.3% 38.1% 46.7% 80.9% 20.1% 52.3%
Decl Volume 779964 1244195 911705 321689 1358363 696875
% of Total 41.0% 61.3% 52.3% 17.7% 78.3% 45.0%
Total Vol 1903970 2029919 1743996 1812787 1734826 1548967
ARMS Index 0.7 0.41 0.57 1.1 0.26 0.64
5 Day ARMS 3.04 2.98 3.62 4.64 4.05 4.67
McClellanOs -38 -44 -12 -4 -67 2
McClellanSm 786 824 868 880 884 951
Cumul TICK 28771 6130 7341 45275 -8869 27452
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 93338750 124919611 74974560 93213981 124211817 57433495
Upper Band 147118697 147781165 156063642 159065908 158930012 156018083
SPX Vol 1980540673 2542655641 1805158833 2020588324 2066667315 1566284322
Upper Band 2423032646 2433752474 2441220505 2503566920 2526875879 2563865622
NYSE Vol 3011911000 3934553000 2983104000 3132745000 3350498000 2577607000
Upper Band 3935410326 3950253512 4135186944 4246916483 4265440116 4270481008
Consolidated3011777492 3934716519 2982608123 3132189405 3348308177 2577267930
Upper Band 3935211065 3950094720 4134995186 4246766207 4265258853 4270401889
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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