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June 3rd, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2110.64 2121.92 2109.61 2114.07 4.47 0.2%
S&P100 927.57 934.06 927.57 930.12 2.95 0.3%
VIX 13.73 14.20 13.4 13.66 -0.58 -4.1%
Nasdaq100 4531.04 4539.36 4512.44 4519.86 10.97 0.2%
VXN 14.97 15.31 14.81 15.03 -0.43 -2.8%
NYSE TICK 172 926 -1022 186 ---- ----
PreCloseTICK389
Lead TICK -509
CumAdj TICK -352
NYSE TRIN 1.00 1.00 1.00 1.00 ----
Dow Indus 18018.42 18168.09 18010.42 18076.27 64.3 0.4%
DJIA@10:00 18082.5
DJIA@3:00 18093.9
Last Hour -88.2
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 285 249 272 91 190 425
Decliners 209 248 219 407 306 75
Unchanged 7 4 10 3 5 1
A/D Ratio 1.36 1.00 1.24 0.22 0.62 5.67
A/D Thrust 57.69 50.10 55.40 18.27 38.31 85.00
Up Volume 1123062 938269 1128183 664657 692483 1678150
Up Vol % 57.4% 50.1% 57.0% 26.1% 38.4% 83.1%
Dn Volume 810863 920540 828849 1838942 1096393 317260
Dn Vol % 41.4% 49.1% 41.8% 72.3% 60.7% 15.7%
Tot Volume 1956978 1873820 1980541 2542656 1805159 2020588
UpDn Thrust58.07 50.48 57.65 26.55 38.71 84.10
> Upr Bband 15 9 8 13 12 14
< Lwr Bband 28 14 18 37 15 9
New 20d Hi 41 14 29 31 43 45
New 20d Lo 53 63 76 65 48 34
New 52wk Hi 11 3 15 17 19 21
New 52wk Lo 4 1 6 7 7 5
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 54.35 54.15 40.19 31.62 62.64 46.11
UDT3 55.47 43.22 39.77 48.27 43.84 43.95
UDT5 45.28 50.49 42.26 38.60 45.99 46.90
UDT10 46.06 44.59 45.97 45.65 51.05 52.96
UDT20 50.17 47.52 47.93 49.54 49.01 49.00
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 57.56 57.41 39.00 33.67 56.72 42.07
UDT3 55.70 46.29 39.21 45.91 41.33 40.14
UDT5 46.24 50.25 40.34 37.35 44.36 46.38
UDT10 46.31 44.84 44.12 44.66 49.02 50.44
UDT20 49.47 47.66 47.60 48.61 48.43 48.59
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 53.88 61.99 37.20 23.27 54.89 61.03
ADT3 54.39 45.72 35.77 41.07 51.62 57.56
ADT5 43.90 49.44 40.72 35.79 43.08 44.44
ADT10 44.17 43.07 44.90 44.89 51.37 52.46
ADT20 50.42 48.07 48.96 50.57 50.52 50.14
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 52.42 53.69 42.56 37.04 57.85 47.10
ADT3 52.67 46.45 42.42 49.22 45.46 43.86
ADT5 46.43 51.00 44.30 41.14 45.84 47.78
ADT10 47.10 46.06 46.27 46.72 51.08 52.43
ADT20 50.37 48.85 49.00 49.37 48.93 48.53
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 269 208 183 100 232 299
2-day <50 232 293 318 401 269 202
2-day >98 2 1 4 4 3 7
2-day <2 18 7 9 15 6 4
5-day >50 244
5-day <50 257
5-day >90 2
5-day <10 3
9-day >50 241 202 199 178 270 285
9-day <50 260 299 302 323 231 216
9-day >80 4 3 7 6 7 7
9-day <20 4 2 6 5 3 2
14-day >50 246 215 224 215 276 289
14-day <50 255 286 277 286 225 212
14-day >70 7 12 18 16 18 20
14-day <30 11 6 13 15 11 9
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 8 16 13 49 9 14
>50d Avg 165 165 144 307 121 130
<50d Avg 335 335 356 193 379 370
Spread -170 -170 -212 114 -258 -240
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 77 76 76 36 107 119
Outside Day 21 51 58 66 25 29
Spread 56 25 18 -30 82 90
Gap Up 10 6 2 3 7 4
Gap Down 3 26 1 7 6 3
Spread 7 -20 1 -4 1 1
Top10%Range 40 20 22 4 62 82
Bot10%Range 48 21 33 126 19 8
Spread -8 -1 -11 -122 43 74
>UpperBand 15 9 8 13 12 14
<LowerBand 28 14 18 37 15 9
Spread -13 -5 -10 -24 -3 5
WR20 20 22 7 21 10 17
NR20 14 13 19 18 46 23
Spread 6 9 -12 3 -36 -6
1% up 86 71 68 25 31 184
1% down 79 76 40 167 60 15
Spread 7 -5 28 -142 -29 169
2% up 16 23 11 11 9 40
2% down 20 11 7 24 18 4
Spread -4 12 4 -13 -9 36
5% up 5days 8 15 11 11 9 12
5% dn 5days 7 6 20 25 10 12
Spread 1 9 -9 -14 -1 0
+10% 5days 3 3 3 3 2 3
-10% 5days 1 2 3 4 1 2
Spread 2 1 0 -1 1 1
+10% 20days 20 13 22 27 21 21
-10% 20days 23 24 33 24 25 23
Spread -3 -11 -11 3 -4 -2
Close>Open 244 299 189 89 245 400
Close<Open 247 197 306 406 249 97
Spread -3 102 -117 -317 -4 303
+1%fromOpen 53 86 39 21 35 133
-1%fromOpen 83 45 56 149 38 10
Spread -30 41 -17 -128 -3 123
+2%fromOpen 10 20 4 9 5 27
-2%fromOpen 16 4 7 19 7 3
Spread -6 16 -3 -10 -2 24
Close>Midp 253 300 247 103 298 395
Close<Midp 242 196 249 396 199 103
Spread 11 104 -2 -293 99 292
+1% vs Midp 9 11 9 6 9 34
-1% vs Midp 14 4 7 30 8 2
Spread -5 7 2 -24 1 32
+2% vs Midp 0 1 1 1 0 5
-2% vs Midp 1 0 0 1 2 1
Spread -1 1 1 0 -2 4
>Yest High 155 88 56 42 97 175
<Yest Low 100 108 111 262 65 34
Spread 55 -20 -55 -220 32 141
1%>YestHigh 40 28 9 12 14 45
1%<YestLow 29 27 13 49 16 5
Spread 11 1 -4 -37 -2 40
>Yest Midp 301 234 190 118 287 340
<Yest Midp 197 264 310 380 210 160
Spread 104 -30 -120 -262 77 180
1%>YestMidp 113 66 38 29 68 125
1%<YestMidp 77 77 75 166 45 35
Spread 36 -11 -37 -137 23 90
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 51 37 46 61 64 59
1%of52wkLo 10 11 11 11 11 10
S;pread 41 26 35 50 53 49
50%<52wkHi 31 31 32 31 31 30
50%<52wkLo 3 3 3 3 3 2
Spread 28 28 29 28 28 28
1%of20dHi 130 87 103 123 141 127
1%of20dLo 151 167 160 151 113 122
Spread -21 -80 -57 -28 28 5
10%<20dHi 42 42 43 43 44 42
10%<20dLo 23 21 22 20 19 22
Spread 19 21 21 23 25 20
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 220 156 148 123 210 244
<10d Avg 279 344 352 377 290 256
Spread -59 -188 -204 -254 -80 -12
5% >10d Avg 5 5 7 7 5 7
5% <10d Avg 7 4 10 9 15 9
Spread -2 1 -3 -2 -10 -2
>20d Avg 240 219 230 215 292 305
<20d Avg 260 281 270 285 208 195
Spread -20 -62 -40 -70 84 110
5% >20d Avg 11 15 23 18 20 25
5% <20d Avg 20 17 26 30 31 26
Spread -9 -2 -3 -12 -11 -1
>50d Avg 243 236 242 230 270 274
<50d Avg 257 264 258 270 230 226
Spread -14 -28 -16 -40 40 48
5% >50d Avg 58 50 52 49 56 65
5% <50d Avg 49 50 56 62 46 43
Spread 9 0 -4 -13 10 22
10%>50dAvg 11 11 12 14 10 15
10%<50dAvg 12 10 13 16 15 14
Spread -1 1 -1 -2 -5 1
>200d Avg 306 302 304 298 325 325
<200d Avg 194 198 196 202 175 175
Spread 112 104 108 96 150 150
10%>200dAvg 108 102 101 98 114 116
10%<200dAvg 37 35 44 44 39 39
Spread 71 67 57 54 75 77
25%>200dAvg 14 15 17 16 15 15
25%<200dAvg 4 4 5 6 5 5
Spread 10 11 12 10 10 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 79 92 98 72 42 36
10d HV >50 10 14 13 12 13 15
20d HV <10 22 16 16 10 11 8
20d HV >50 11 11 10 11 13 14
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 52 16 23 23 25 25
RSI2 <10 77 68 74 95 39 33
Spread -25 -52 -51 -72 -14 -8
RSI2 >98 2 1 4 4 3 7
RSI2 <2 18 7 9 15 6 4
Spread -16 -6 -5 -11 -3 3
RSI14 >70 7 12 18 16 18 20
RSI14 <30 11 6 13 15 11 9
Spread -4 6 5 1 7 11
RSI14 >80 2 2 2 3 2 6
RSI14 <20 0 0 1 1 1 1
Spread 2 2 1 2 1 5
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.19 14.40 14.12 14.46 13.60 13.12
Upper Band 15.91 16.01 15.96 15.92 16.03 16.02
Lower Band 11.57 11.55 11.42 11.35 11.31 11.30
vs 10d Avg 4.24% 7.03% 6.17% 9.77% 4.21% -0.02%
VIX 13.66 14.24 13.97 13.84 13.31 13.27
Upper Band 15.18 15.25 15.17 15.11 15.21 15.22
Lower Band 11.70 11.69 11.64 11.57 11.54 11.54
vs 10d Avg 2.35% 7.34% 6.52% 6.82% 3.61% 2.94%
VXV 15.36 15.71 15.41 15.38 15.01 14.99
Upper Band 16.83 16.92 16.91 16.91 17.01 17.03
Lower Band 14.31 14.32 14.30 14.30 14.30 14.38
vs 10d Avg 1.33% 3.70% 2.04% 1.73% -1.06% -2.02%
VIX/VXV Rati0.889 0.906 0.907 0.900 0.887 0.885
Upper Band 0.937 0.936 0.930 0.924 0.921 0.917
Lower Band 0.789 0.789 0.787 0.785 0.786 0.786
vs 10d Avg 1.07% 3.58% 4.44% 5.02% 4.70% 5.04%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3249 3252 3257 3249 3249 3254
Advancers 1594 1705 1672 1007 1317 2320
% of Total 49.1% 52.4% 51.3% 31.0% 40.5% 71.3%
Decliners 1554 1440 1473 2142 1808 842
% of Total 47.8% 44.3% 45.2% 65.9% 55.6% 25.9%
Unchanged 101 107 112 100 124 92
New Highs 104 47 70 56 66 64
New Lows 60 31 67 61 59 45
Adv Volume 1594971 1890144 1538650 1126842 1158062 2248746
% of Total 51.4% 61.9% 51.1% 28.6% 38.8% 71.8%
Decl Volume 1452903 1116355 1426916 2741994 1759042 840485
% of Total 46.8% 36.6% 47.4% 69.7% 59.0% 26.8%
Total Vol 3101448 3053401 3011911 3934553 2983104 3132745
ARMS Index 1.00 0.74 1.08 1.06 1.16 0.82
5 Day ARMS 5.04 4.86 6.33 6.45 6.3 6.22
McClellanOs -52 -61 -84 -107 -55 -31
McClellanSm 1242 1294 1355 1439 1546 1601
Cumul TICK -36464 7156 20527 -42125 -9550 51870
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2901 2876 2899 2901 2884 2899
Advancers 1926 1607 1381 1065 1301 1941
% of Total 66.4% 55.9% 47.6% 36.7% 45.1% 67.0%
Decliners 880 1166 1394 1746 1485 866
% of Total 30.3% 40.5% 48.1% 60.2% 51.5% 29.9%
Unchanged 95 103 124 90 98 92
New Highs 153 89 106 84 90 87
New Lows 30 39 54 39 50 48
Adv Volume 1308164 861325 1090881 773836 814165 1465894
% of Total 70.5% 49.7% 57.3% 38.1% 46.7% 80.9%
Decl Volume 527831 855335 779964 1244195 911705 321689
% of Total 28.4% 49.3% 41.0% 61.3% 52.3% 17.7%
Total Vol 1855849 1734043 1903970 2029919 1743996 1812787
ARMS Index 0.9 0.41 0.7 0.41 0.57 1.1
5 Day ARMS 2.99 3.19 3.04 2.98 3.62 4.64
McClellanOs 44 -10 -38 -44 -12 -4
McClellanSm 820 776 786 824 868 880
Cumul TICK 33437 49968 28771 6130 7341 45275
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 87767299 91531012 93338750 124919611 74974560 93213981
Upper Band 145132420 147039777 147118697 147781165 156063642 159065908
SPX Vol 1956977759 1873820048 1980540673 2542655641 1805158833 2020588324
Upper Band 2387926344 2421017317 2423032646 2433752474 2441220505 2503566920
NYSE Vol 3101448000 3053401000 3011911000 3934553000 2983104000 3132745000
Upper Band 3852166141 3935556072 3935410326 3950253512 4135186944 4246916483
Consolidated3101399422 3053392962 3011777492 3934716519 2982608123 3132189405
Upper Band 3851903959 3935352236 3935211065 3950094720 4134995186 4246766207
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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