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June 2nd, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2110.41 2117.59 2099.14 2109.6 -2.13 -0.1%
S&P100 927.59 931.02 922.25 927.17 -0.99 -0.1%
VIX 14.72 15.05 13.59 14.24 0.27 1.9%
Nasdaq100 4503.76 4531.08 4486.19 4508.89 -12.96 -0.3%
VXN 14.98 15.95 14.51 15.46 0.48 3.2%
NYSE TICK -472 1157 -1103 143 ---- ----
PreCloseTICK-442
Lead TICK 843
CumAdj TICK 130
NYSE TRIN 0.74 0.74 0.74 0.74 ----
Dow Indus 18033.33 18091.87 17925.33 18011.94 -28.4 -0.2%
DJIA@10:00 17974.9
DJIA@3:00 18038.3
Last Hour 39.1
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 249 272 91 190 425 33
Decliners 248 219 407 306 75 465
Unchanged 4 10 3 5 1 3
A/D Ratio 1.00 1.24 0.22 0.62 5.67 0.07
A/D Thrust 50.10 55.40 18.27 38.31 85.00 6.63
Up Volume 938269 1128183 664657 692483 1678150 190589
Up Vol % 50.1% 57.0% 26.1% 38.4% 83.1% 9.2%
Dn Volume 920540 828849 1838942 1096393 317260 1867040
Dn Vol % 49.1% 41.8% 72.3% 60.7% 15.7% 90.3%
Tot Volume 1873820 1980541 2542656 1805159 2020588 2066667
UpDn Thrust50.48 57.65 26.55 38.71 84.10 9.26
> Upr Bband 9 8 13 12 14 5
< Lwr Bband 14 18 37 15 9 31
New 20d Hi 14 29 31 43 45 14
New 20d Lo 63 76 65 48 34 58
New 52wk Hi 3 15 17 19 21 5
New 52wk Lo 1 6 7 7 5 7
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 54.15 40.19 31.62 62.64 46.11 21.78
UDT3 43.22 39.77 48.27 43.84 43.95 34.39
UDT5 50.49 42.26 38.60 45.99 46.90 38.21
UDT10 44.59 45.97 45.65 51.05 52.96 47.74
UDT20 47.52 47.93 49.54 49.01 49.00 48.16
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.41 39.00 33.67 56.72 42.07 22.93
UDT3 46.29 39.21 45.91 41.33 40.14 36.03
UDT5 50.25 40.34 37.35 44.36 46.38 39.19
UDT10 44.84 44.12 44.66 49.02 50.44 47.43
UDT20 47.66 47.60 48.61 48.43 48.59 48.16
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 52.73 61.99 37.20 23.27 54.89 61.03
ADT3 41.18 45.72 35.77 41.07 51.62 57.56
ADT5 49.44 40.72 35.79 43.08 44.44 36.70
ADT10 43.07 44.90 44.89 51.37 52.46 47.01
ADT20 48.07 48.96 50.57 50.52 50.14 49.12
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 53.69 42.56 37.04 57.85 47.10 29.00
ADT3 46.45 42.42 49.22 45.46 43.86 37.82
ADT5 51.00 44.30 41.14 45.84 47.78 41.11
ADT10 46.06 46.27 46.72 51.08 52.43 49.61
ADT20 48.85 49.00 49.37 48.93 48.53 48.00
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 208 183 100 232 299 45
2-day <50 293 318 401 269 202 456
2-day >98 1 4 4 3 7 4
2-day <2 7 9 15 6 4 24
5-day >50 186
5-day <50 315
5-day >90 1
5-day <10 1
9-day >50 202 199 178 270 285 177
9-day <50 299 302 323 231 216 324
9-day >80 3 7 6 7 7 5
9-day <20 2 6 5 3 2 3
14-day >50 215 224 215 276 289 210
14-day <50 286 277 286 225 212 291
14-day >70 12 18 16 18 20 6
14-day <30 6 13 15 11 9 10
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 16 13 49 9 14 6
>50d Avg 165 144 307 121 130 177
<50d Avg 335 356 193 379 370 323
Spread -170 -212 114 -258 -240 -146
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 76 76 36 107 119 34
Outside Day 51 58 66 25 29 21
Spread 25 18 -30 82 90 13
Gap Up 6 2 3 7 4 2
Gap Down 26 1 7 6 3 74
Spread -20 1 -4 1 1 -72
Top10%Range 20 22 4 62 82 7
Bot10%Range 21 33 126 19 8 77
Spread -1 -11 -122 43 74 -70
>UpperBand 9 8 13 12 14 5
<LowerBand 14 18 37 15 9 31
Spread -5 -10 -24 -3 5 -26
WR20 22 7 21 10 17 20
NR20 13 19 18 46 23 29
Spread 9 -12 3 -36 -6 -9
1% up 71 68 25 31 184 5
1% down 76 40 167 60 15 270
Spread -5 28 -142 -29 169 -265
2% up 23 11 11 9 40 2
2% down 11 7 24 18 4 62
Spread 12 4 -13 -9 36 -60
5% up 5days 15 11 11 9 12 6
5% dn 5days 6 20 25 10 12 17
Spread 9 -9 -14 -1 0 -11
+10% 5days 3 3 3 2 3 2
-10% 5days 2 3 4 1 2 6
Spread 1 0 -1 1 1 -4
+10% 20days 13 22 27 21 21 14
-10% 20days 24 33 24 25 23 21
Spread -11 -11 3 -4 -2 -7
Close>Open 299 189 89 245 400 53
Close<Open 197 306 406 249 97 445
Spread 102 -117 -317 -4 303 -392
+1%fromOpen 86 39 21 35 133 9
-1%fromOpen 45 56 149 38 10 186
Spread 41 -17 -128 -3 123 -177
+2%fromOpen 20 4 9 5 27 1
-2%fromOpen 4 7 19 7 3 36
Spread 16 -3 -10 -2 24 -35
Close>Midp 300 247 103 298 395 96
Close<Midp 196 249 396 199 103 399
Spread 104 -2 -293 99 292 -303
+1% vs Midp 11 9 6 9 34 1
-1% vs Midp 4 7 30 8 2 37
Spread 7 2 -24 1 32 -36
+2% vs Midp 1 1 1 0 5 0
-2% vs Midp 0 0 1 2 1 3
Spread 1 1 0 -2 4 -3
>Yest High 88 56 42 97 175 10
<Yest Low 108 111 262 65 34 377
Spread -20 -55 -220 32 141 -367
1%>YestHigh 28 9 12 14 45 2
1%<YestLow 27 13 49 16 5 154
Spread 1 -4 -37 -2 40 -152
>Yest Midp 234 190 118 287 340 35
<Yest Midp 264 310 380 210 160 464
Spread -30 -120 -262 77 180 -429
1%>YestMidp 66 38 29 68 125 6
1%<YestMidp 77 75 166 45 35 296
Spread -11 -37 -137 23 90 -290
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 37 46 61 64 59 47
1%of52wkLo 11 11 11 11 10 12
S;pread 26 35 50 53 49 35
50%<52wkHi 31 32 31 31 30 29
50%<52wkLo 3 3 3 3 2 2
Spread 28 29 28 28 28 27
1%of20dHi 87 103 123 141 127 102
1%of20dLo 167 160 151 113 122 120
Spread -80 -57 -28 28 5 -18
10%<20dHi 42 43 43 44 42 39
10%<20dLo 21 22 20 19 22 22
Spread 21 21 23 25 20 17
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 156 148 123 210 244 136
<10d Avg 344 352 377 290 256 364
Spread -188 -204 -254 -80 -12 -228
5% >10d Avg 5 7 7 5 7 3
5% <10d Avg 4 10 9 15 9 12
Spread 1 -3 -2 -10 -2 -9
>20d Avg 219 230 215 292 305 222
<20d Avg 281 270 285 208 195 278
Spread -62 -40 -70 84 110 -56
5% >20d Avg 15 23 18 20 25 16
5% <20d Avg 17 26 30 31 26 28
Spread -2 -3 -12 -11 -1 -12
>50d Avg 236 242 230 270 274 235
<50d Avg 264 258 270 230 226 265
Spread -28 -16 -40 40 48 -30
5% >50d Avg 50 52 49 56 65 48
5% <50d Avg 50 56 62 46 43 54
Spread 0 -4 -13 10 22 -6
10%>50dAvg 11 12 14 10 15 10
10%<50dAvg 10 13 16 15 14 10
Spread 1 -1 -2 -5 1 0
>200d Avg 302 304 298 325 325 318
<200d Avg 198 196 202 175 175 182
Spread 104 108 96 150 150 136
10%>200dAvg 102 101 98 114 116 100
10%<200dAvg 35 44 44 39 39 41
Spread 67 57 54 75 77 59
25%>200dAvg 15 17 16 15 15 11
25%<200dAvg 4 5 6 5 5 4
Spread 11 12 10 10 10 7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 92 98 72 42 36 39
10d HV >50 14 13 12 13 15 11
20d HV <10 16 16 10 11 8 10
20d HV >50 11 10 11 13 14 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 16 23 23 25 25 9
RSI2 <10 68 74 95 39 33 191
Spread -52 -51 -72 -14 -8 -182
RSI2 >98 1 4 4 3 7 4
RSI2 <2 7 9 15 6 4 24
Spread -6 -5 -11 -3 3 -20
RSI14 >70 12 18 16 18 20 6
RSI14 <30 6 13 15 11 9 10
Spread 6 5 1 7 11 -4
RSI14 >80 2 2 3 2 6 5
RSI14 <20 0 1 1 1 1 1
Spread 2 1 2 1 5 4
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.40 14.12 14.46 13.60 13.12 14.36
Upper Band 16.01 15.96 15.92 16.03 16.02 16.05
Lower Band 11.55 11.42 11.35 11.31 11.30 11.20
vs 10d Avg 7.03% 6.17% 9.77% 4.21% -0.02% 8.24%
VIX 14.24 13.97 13.84 13.31 13.27 14.06
Upper Band 15.25 15.17 15.11 15.21 15.22 15.22
Lower Band 11.69 11.64 11.57 11.54 11.54 11.45
vs 10d Avg 7.34% 6.52% 6.82% 3.61% 2.94% 8.57%
VXV 15.71 15.41 15.38 15.01 14.99 15.48
Upper Band 16.92 16.91 16.91 17.01 17.03 17.02
Lower Band 14.32 14.30 14.30 14.30 14.38 14.42
vs 10d Avg 3.70% 2.04% 1.73% -1.06% -2.02% 0.26%
VIX/VXV Rati0.906 0.907 0.900 0.887 0.885 0.908
Upper Band 0.936 0.930 0.924 0.921 0.917 0.914
Lower Band 0.789 0.787 0.785 0.786 0.786 0.782
vs 10d Avg 3.58% 4.44% 5.02% 4.70% 5.04% 8.29%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3252 3257 3249 3249 3254 3256
Advancers 1705 1672 1007 1317 2320 666
% of Total 52.4% 51.3% 31.0% 40.5% 71.3% 20.5%
Decliners 1440 1473 2142 1808 842 2512
% of Total 44.3% 45.2% 65.9% 55.6% 25.9% 77.1%
Unchanged 107 112 100 124 92 78
New Highs 47 70 56 66 64 39
New Lows 31 67 61 59 45 77
Adv Volume 1890144 1538650 1126842 1158062 2248746 452503
% of Total 61.9% 51.1% 28.6% 38.8% 71.8% 13.5%
Decl Volume 1116355 1426916 2741994 1759042 840485 2879698
% of Total 36.6% 47.4% 69.7% 59.0% 26.8% 85.9%
Total Vol 3053401 3011911 3934553 2983104 3132745 3350498
ARMS Index 0.74 1.08 1.06 1.16 0.82 2.21
5 Day ARMS 4.86 6.33 6.45 6.3 6.22 6.47
McClellanOs -61 -84 -107 -55 -31 -119
McClellanSm 1294 1355 1439 1546 1601 1632
Cumul TICK 7156 20527 -42125 -9550 51870 -43775
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2876 2899 2901 2884 2899 2887
Advancers 1607 1381 1065 1301 1941 706
% of Total 55.9% 47.6% 36.7% 45.1% 67.0% 24.5%
Decliners 1166 1394 1746 1485 866 2085
% of Total 40.5% 48.1% 60.2% 51.5% 29.9% 72.2%
Unchanged 103 124 90 98 92 96
New Highs 89 106 84 90 87 49
New Lows 39 54 39 50 48 74
Adv Volume 861325 1090881 773836 814165 1465894 349525
% of Total 49.7% 57.3% 38.1% 46.7% 80.9% 20.1%
Decl Volume 855335 779964 1244195 911705 321689 1358363
% of Total 49.3% 41.0% 61.3% 52.3% 17.7% 78.3%
Total Vol 1734043 1903970 2029919 1743996 1812787 1734826
ARMS Index 0.41 0.7 0.41 0.57 1.1 0.26
5 Day ARMS 3.19 3.04 2.98 3.62 4.64 4.05
McClellanOs -10 -38 -44 -12 -4 -67
McClellanSm 776 786 824 868 880 884
Cumul TICK 49968 28771 6130 7341 45275 -8869
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 91531012 93338750 124919611 74974560 93213981 124211817
Upper Band 147039777 147118697 147781165 156063642 159065908 158930012
SPX Vol 1873820048 1980540673 2542655641 1805158833 2020588324 2066667315
Upper Band 2421017317 2423032646 2433752474 2441220505 2503566920 2526875879
NYSE Vol 3053401000 3011911000 3934553000 2983104000 3132745000 3350498000
Upper Band 3935556072 3935410326 3950253512 4135186944 4246916483 4265440116
Consolidated3053392962 3011777492 3934716519 2982608123 3132189405 3348308177
Upper Band 3935352236 3935211065 3950094720 4134995186 4246766207 4265258853
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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