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June 4th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2112.35 2112.89 2093.23 2095.84 -18.23 -0.9%
S&P100 929.74 930.21 920.82 922.16 -7.96 -0.9%
VIX 14.57 15.49 13.99 14.71 1.05 7.7%
Nasdaq100 4501.73 4526.21 4475.05 4487.03 -32.83 -0.7%
VXN 15.03 16.31 15.03 15.79 0.76 5.1%
NYSE TICK -322 961 -1434 -187 ---- ----
PreCloseTICK459
Lead TICK -3754
CumAdj TICK -680
NYSE TRIN 1.68 1.68 1.68 1.68 ----
Dow Indus 18072.47 18087.15 17876.95 17905.58 -170.7 -0.9%
DJIA@10:00 18026.4
DJIA@3:00 17910.1
Last Hour 45.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 62 285 249 272 91 190
Decliners 439 209 248 219 407 306
Unchanged 0 7 4 10 3 5
A/D Ratio 0.14 1.36 1.00 1.24 0.22 0.62
A/D Thrust 12.38 57.69 50.10 55.40 18.27 38.31
Up Volume 277453 1123062 938269 1128183 664657 692483
Up Vol % 13.3% 57.4% 50.1% 57.0% 26.1% 38.4%
Dn Volume 1813002 810863 920540 828849 1838942 1096393
Dn Vol % 86.7% 41.4% 49.1% 41.8% 72.3% 60.7%
Tot Volume 2090439 1956978 1873820 1980541 2542656 1805159
UpDn Thrust13.27 58.07 50.48 57.65 26.55 38.71
> Upr Bband 5 15 9 8 13 12
< Lwr Bband 66 28 14 18 37 15
New 20d Hi 18 41 14 29 31 43
New 20d Lo 118 53 63 76 65 48
New 52wk Hi 4 11 3 15 17 19
New 52wk Lo 6 4 1 6 7 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 34.80 54.35 54.15 40.19 31.62 62.64
UDT3 39.75 55.47 43.22 39.77 48.27 43.84
UDT5 39.94 45.28 50.49 42.26 38.60 45.99
UDT10 42.79 46.06 44.59 45.97 45.65 51.05
UDT20 49.41 50.17 47.52 47.93 49.54 49.01
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 33.86 57.56 57.41 39.00 33.67 56.72
UDT3 43.29 55.70 46.29 39.21 45.91 41.33
UDT5 41.47 46.24 50.25 40.34 37.35 44.36
UDT10 42.86 46.31 44.84 44.12 44.66 49.02
UDT20 48.74 49.47 47.66 47.60 48.61 48.43
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 34.87 61.99 37.20 23.27 54.89 61.03
ADT3 39.95 45.72 35.77 41.07 51.62 57.56
ADT5 38.65 43.90 49.44 40.72 35.79 43.08
ADT10 40.87 44.17 43.07 44.90 44.89 51.37
ADT20 49.26 50.42 48.07 48.96 50.57 50.52
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 36.79 52.42 53.69 42.56 37.04 57.85
ADT3 42.60 52.67 46.45 42.42 49.22 45.46
ADT5 42.58 46.43 51.00 44.30 41.14 45.84
ADT10 44.21 47.10 46.06 46.27 46.72 51.08
ADT20 49.90 50.37 48.85 49.00 49.37 48.93
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 269 269 208 183 100 232
2-day <50 232 232 293 318 401 269
2-day >98 2 2 1 4 4 3
2-day <2 18 18 7 9 15 6
5-day >50 244
5-day <50 257
5-day >90 2
5-day <10 3
9-day >50 241 241 202 199 178 270
9-day <50 260 260 299 302 323 231
9-day >80 4 4 3 7 6 7
9-day <20 4 4 2 6 5 3
14-day >50 246 246 215 224 215 276
14-day <50 255 255 286 277 286 225
14-day >70 7 7 12 18 16 18
14-day <30 11 11 6 13 15 11
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 8 16 13 49 9
>50d Avg 195 165 165 144 307 121
<50d Avg 305 335 335 356 193 379
Spread -110 -170 -170 -212 114 -258
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 53 77 76 76 36 107
Outside Day 34 21 51 58 66 25
Spread 19 56 25 18 -30 82
Gap Up 1 10 6 2 3 7
Gap Down 32 3 26 1 7 6
Spread -31 7 -20 1 -4 1
Top10%Range 14 40 20 22 4 62
Bot10%Range 86 48 21 33 126 19
Spread -72 -8 -1 -11 -122 43
>UpperBand 5 15 9 8 13 12
<LowerBand 66 28 14 18 37 15
Spread -61 -13 -5 -10 -24 -3
WR20 19 20 22 7 21 10
NR20 20 14 13 19 18 46
Spread -1 6 9 -12 3 -36
1% up 13 86 71 68 25 31
1% down 231 79 76 40 167 60
Spread -218 7 -5 28 -142 -29
2% up 5 16 23 11 11 9
2% down 37 20 11 7 24 18
Spread -32 -4 12 4 -13 -9
5% up 5days 8 8 15 11 11 9
5% dn 5days 11 7 6 20 25 10
Spread -3 1 9 -9 -14 -1
+10% 5days 2 3 3 3 3 2
-10% 5days 1 1 2 3 4 1
Spread 1 2 1 0 -1 1
+10% 20days 18 20 13 22 27 21
-10% 20days 24 23 24 33 24 25
Spread -6 -3 -11 -11 3 -4
Close>Open 158 244 299 189 89 245
Close<Open 341 247 197 306 406 249
Spread -183 -3 102 -117 -317 -4
+1%fromOpen 29 53 86 39 21 35
-1%fromOpen 86 83 45 56 149 38
Spread -57 -30 41 -17 -128 -3
+2%fromOpen 7 10 20 4 9 5
-2%fromOpen 10 16 4 7 19 7
Spread -3 -6 16 -3 -10 -2
Close>Midp 100 253 300 247 103 298
Close<Midp 395 242 196 249 396 199
Spread -295 11 104 -2 -293 99
+1% vs Midp 7 9 11 9 6 9
-1% vs Midp 18 14 4 7 30 8
Spread -11 -5 7 2 -24 1
+2% vs Midp 0 0 1 1 1 0
-2% vs Midp 1 1 0 0 1 2
Spread -1 -1 1 1 0 -2
>Yest High 21 155 88 56 42 97
<Yest Low 306 100 108 111 262 65
Spread -285 55 -20 -55 -220 32
1%>YestHigh 5 40 28 9 12 14
1%<YestLow 83 29 27 13 49 16
Spread -78 11 1 -4 -37 -2
>Yest Midp 67 301 234 190 118 287
<Yest Midp 430 197 264 310 380 210
Spread -363 104 -30 -120 -262 77
1%>YestMidp 15 113 66 38 29 68
1%<YestMidp 237 77 77 75 166 45
Spread -222 36 -11 -37 -137 23
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 37 51 37 46 61 64
1%of52wkLo 13 10 11 11 11 11
S;pread 24 41 26 35 50 53
50%<52wkHi 32 31 31 32 31 31
50%<52wkLo 3 3 3 3 3 3
Spread 29 28 28 29 28 28
1%of20dHi 93 130 87 103 123 141
1%of20dLo 193 151 167 160 151 113
Spread -100 -21 -80 -57 -28 28
10%<20dHi 47 42 42 43 43 44
10%<20dLo 18 23 21 22 20 19
Spread 29 19 21 21 23 25
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 97 220 156 148 123 210
<10d Avg 403 279 344 352 377 290
Spread -306 -59 -188 -204 -254 -80
5% >10d Avg 4 5 5 7 7 5
5% <10d Avg 8 7 4 10 9 15
Spread -4 -2 1 -3 -2 -10
>20d Avg 140 240 219 230 215 292
<20d Avg 360 260 281 270 285 208
Spread -220 -20 -62 -40 -70 84
5% >20d Avg 8 11 15 23 18 20
5% <20d Avg 25 20 17 26 30 31
Spread -17 -9 -2 -3 -12 -11
>50d Avg 202 243 236 242 230 270
<50d Avg 298 257 264 258 270 230
Spread -96 -14 -28 -16 -40 40
5% >50d Avg 38 58 50 52 49 56
5% <50d Avg 72 49 50 56 62 46
Spread -34 9 0 -4 -13 10
10%>50dAvg 10 11 11 12 14 10
10%<50dAvg 11 12 10 13 16 15
Spread -1 -1 1 -1 -2 -5
>200d Avg 285 306 302 304 298 325
<200d Avg 215 194 198 196 202 175
Spread 70 112 104 108 96 150
10%>200dAvg 89 108 102 101 98 114
10%<200dAvg 43 37 35 44 44 39
Spread 46 71 67 57 54 75
25%>200dAvg 11 14 15 17 16 15
25%<200dAvg 6 4 4 5 6 5
Spread 5 10 11 12 10 10
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 51 79 92 98 72 42
10d HV >50 7 10 14 13 12 13
20d HV <10 20 22 16 16 10 11
20d HV >50 11 11 11 10 11 13
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 11 52 16 23 23 25
RSI2 <10 131 77 68 74 95 39
Spread -120 -25 -52 -51 -72 -14
RSI2 >98 2 2 1 4 4 3
RSI2 <2 39 18 7 9 15 6
Spread -37 -16 -6 -5 -11 -3
RSI14 >70 7 7 12 18 16 18
RSI14 <30 19 11 6 13 15 11
Spread -12 -4 6 5 1 7
RSI14 >80 2 2 2 2 3 2
RSI14 <20 0 0 0 1 1 1
Spread 2 2 2 1 2 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.49 14.19 14.40 14.12 14.46 13.60
Upper Band 15.79 15.91 16.01 15.96 15.92 16.03
Lower Band 11.65 11.57 11.55 11.42 11.35 11.31
vs 10d Avg 11.85% 4.24% 7.03% 6.17% 9.77% 4.21%
VIX 14.71 13.66 14.24 13.97 13.84 13.31
Upper Band 15.08 15.18 15.25 15.17 15.11 15.21
Lower Band 11.76 11.70 11.69 11.64 11.57 11.54
vs 10d Avg 8.72% 2.35% 7.34% 6.52% 6.82% 3.61%
VXV 16.28 15.36 15.71 15.41 15.38 15.01
Upper Band 16.74 16.83 16.92 16.91 16.91 17.01
Lower Band 14.36 14.31 14.32 14.30 14.30 14.30
vs 10d Avg 6.61% 1.33% 3.70% 2.04% 1.73% -1.06%
VIX/VXV Rati0.904 0.889 0.906 0.907 0.900 0.887
Upper Band 0.937 0.937 0.936 0.930 0.924 0.921
Lower Band 0.789 0.789 0.789 0.787 0.785 0.786
vs 10d Avg 2.07% 1.07% 3.58% 4.44% 5.02% 4.70%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3241 3249 3252 3257 3249 3249
Advancers 722 1594 1705 1672 1007 1317
% of Total 22.3% 49.1% 52.4% 51.3% 31.0% 40.5%
Decliners 2425 1554 1440 1473 2142 1808
% of Total 74.8% 47.8% 44.3% 45.2% 65.9% 55.6%
Unchanged 94 101 107 112 100 124
New Highs 37 104 47 70 56 66
New Lows 85 60 31 67 61 59
Adv Volume 518039 1594971 1890144 1538650 1126842 1158062
% of Total 16.1% 51.4% 61.9% 51.1% 28.6% 38.8%
Decl Volume 2674637 1452903 1116355 1426916 2741994 1759042
% of Total 83.3% 46.8% 36.6% 47.4% 69.7% 59.0%
Total Vol 3212374 3101448 3053401 3011911 3934553 2983104
ARMS Index 1.68 1.00 0.74 1.08 1.06 1.16
5 Day ARMS 5.56 5.04 4.86 6.33 6.45 6.3
McClellanOs -131 -52 -61 -84 -107 -55
McClellanSm 1111 1242 1294 1355 1439 1546
Cumul TICK -66038 -36464 7156 20527 -42125 -9550
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2900 2901 2876 2899 2901 2884
Advancers 790 1926 1607 1381 1065 1301
% of Total 27.2% 66.4% 55.9% 47.6% 36.7% 45.1%
Decliners 2018 880 1166 1394 1746 1485
% of Total 69.6% 30.3% 40.5% 48.1% 60.2% 51.5%
Unchanged 92 95 103 124 90 98
New Highs 89 153 89 106 84 90
New Lows 37 30 39 54 39 50
Adv Volume 515681 1308164 861325 1090881 773836 814165
% of Total 28.3% 70.5% 49.7% 57.3% 38.1% 46.7%
Decl Volume 1287008 527831 855335 779964 1244195 911705
% of Total 70.7% 28.4% 49.3% 41.0% 61.3% 52.3%
Total Vol 1820342 1855849 1734043 1903970 2029919 1743996
ARMS Index 0.11 0.9 0.41 0.7 0.41 0.57
5 Day ARMS 2.53 2.99 3.19 3.04 2.98 3.62
McClellanOs -23 44 -10 -38 -44 -12
McClellanSm 797 820 776 786 824 868
Cumul TICK 14171 33437 49968 28771 6130 7341
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 151882820 87767299 91531012 93338750 124919611 74974560
Upper Band 149266875 145132420 147039777 147118697 147781165 156063642
SPX Vol 2090438836 1956977759 1873820048 1980540673 2542655641 1805158833
Upper Band 2351447545 2387926344 2421017317 2423032646 2433752474 2441220505
NYSE Vol 3212374000 3101448000 3053401000 3011911000 3934553000 2983104000
Upper Band 3762240888 3852166141 3935556072 3935410326 3950253512 4135186944
Consolidated3212331364 3101399422 3053392962 3011777492 3934716519 2982608123
Upper Band 3761940088 3851903959 3935352236 3935211065 3950094720 4134995186
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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
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PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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