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March 9th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2072.25 2083.49 2072.21 2079.43 8.17 0.4%
S&P100 912.58 918.23 912.3 915.87 3.87 0.4%
VIX 15.72 15.76 14.71 15.06 -0.14 -0.9%
Nasdaq100 4406.87 4424.22 4391.62 4412.99 13.76 0.3%
VXN 16.75 17.31 16.38 16.44 -0.31 -1.9%
NYSE TICK -245 877 -1071 193 ---- ----
PreCloseTICK193
Lead TICK 1146
CumAdj TICK -319
NYSE TRIN 1.21 1.21 1.21 1.21 ----
Dow Indus 17856.56 18031.04 17856.56 17995.72 138.9 0.8%
DJIA@10:00 17928.9
DJIA@3:00 18011.6
Last Hour -88.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 355 51 310 114 138 370
Decliners 142 449 186 382 360 129
Unchanged 4 1 5 5 3 2
A/D Ratio 2.50 0.11 1.67 0.30 0.38 2.87
A/D Thrust 71.43 10.20 62.50 22.98 27.71 74.15
Up Volume 1179986 550922 997230 550016 685853 1451581
Up Vol % 59.1% 22.2% 53.7% 27.0% 35.4% 70.2%
Dn Volume 798322 1924636 831743 1472639 1232953 613490
Dn Vol % 40.0% 77.7% 44.8% 72.4% 63.7% 29.7%
Tot Volume 1996959 2477782 1855778 2033842 1935879 2066486
UpDn Thrust59.65 22.25 54.52 27.19 35.74 70.29
> Upr Bband 12 8 12 8 9 20
< Lwr Bband 48 101 7 16 10 10
New 20d Hi 15 39 43 27 43 106
New 20d Lo 63 126 20 46 36 32
New 52wk Hi 9 13 22 17 15 57
New 52wk Lo 13 6 2 3 1 4
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 38.86 35.97 40.17 31.36 53.65 53.99
UDT3 43.42 33.16 38.70 44.74 48.26 48.06
UDT5 38.77 41.08 45.13 41.67 46.05 51.40
UDT10 45.15 43.06 48.72 47.63 49.59 51.97
UDT20 51.02 50.56 54.05 53.06 56.76 59.41
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 30.41 31.20 39.30 35.48 47.23 49.57
UDT3 35.83 31.10 39.63 41.73 46.62 44.57
UDT5 35.69 37.41 43.78 41.02 45.52 49.68
UDT10 42.67 41.69 47.15 46.31 48.21 49.84
UDT20 48.90 48.85 52.38 51.52 54.89 57.01
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 40.72 61.99 37.20 23.27 54.89 61.03
ADT3 47.96 45.72 35.77 41.07 51.62 57.56
ADT5 38.92 39.49 44.45 38.98 43.91 50.83
ADT10 44.86 41.88 48.47 46.89 50.02 53.07
ADT20 51.45 49.89 53.65 52.21 55.61 58.54
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 33.87 34.78 46.76 39.97 50.73 55.71
ADT3 40.77 36.08 44.91 46.73 50.90 52.53
ADT5 40.45 41.95 49.25 47.52 50.78 54.88
ADT10 47.67 47.37 52.71 52.02 53.62 53.84
ADT20 51.24 50.46 53.51 52.53 54.57 56.15
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 176 58 221 113 170 345
2-day <50 325 443 280 388 331 156
2-day >98 8 3 1 4 7 17
2-day <2 24 35 12 18 7 9
5-day >50 135
5-day <50 366
5-day >90 3
5-day <10 8
9-day >50 196 142 263 242 313 357
9-day <50 305 359 238 259 188 144
9-day >80 4 3 8 10 12 22
9-day <20 8 7 2 2 1 3
14-day >50 234 205 314 297 340 367
14-day <50 267 296 187 204 161 134
14-day >70 17 13 23 26 33 68
14-day <30 20 24 6 7 5 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 8 19 10 11 10 8
>50d Avg 136 263 117 164 139 181
<50d Avg 364 237 383 336 361 319
Spread -228 26 -266 -172 -222 -138
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 183 15 108 52 125 39
Outside Day 13 58 34 42 26 74
Spread 170 -43 74 10 99 -35
Gap Up 3 10 14 0 4 10
Gap Down 4 85 3 35 6 11
Spread -1 -75 11 -35 -2 -1
Top10%Range 39 6 65 49 60 171
Bot10%Range 43 103 41 28 32 6
Spread -4 -97 24 21 28 165
>UpperBand 12 8 12 8 9 20
<LowerBand 48 101 7 16 10 10
Spread -36 -93 5 -8 -1 10
WR20 12 65 9 21 14 18
NR20 45 7 56 32 27 23
Spread -33 58 -47 -11 -13 -5
1% up 98 20 80 30 43 176
1% down 40 370 55 145 136 53
Spread 58 -350 25 -115 -93 123
2% up 9 4 17 10 14 48
2% down 20 155 14 29 30 29
Spread -11 -151 3 -19 -16 19
5% up 5days 7 7 14 12 16 16
5% dn 5days 46 43 14 20 20 22
Spread -39 -36 0 -8 -4 -6
+10% 5days 0 0 1 2 3 4
-10% 5days 5 3 1 3 4 4
Spread -5 -3 0 -1 -1 0
+10% 20days 30 22 49 46 85 138
-10% 20days 24 36 11 26 15 18
Spread 6 -14 38 20 70 120
Close>Open 346 84 266 186 212 368
Close<Open 150 415 228 313 282 130
Spread 196 -331 38 -127 -70 238
+1%fromOpen 78 28 51 52 48 176
-1%fromOpen 45 240 50 79 86 47
Spread 33 -212 1 -27 -38 129
+2%fromOpen 9 4 10 17 21 41
-2%fromOpen 15 69 9 14 18 19
Spread -6 -65 1 3 3 22
Close>Midp 320 53 276 262 256 368
Close<Midp 179 447 220 232 242 132
Spread 141 -394 56 30 14 236
+1% vs Midp 10 3 17 30 17 57
-1% vs Midp 26 104 11 14 21 11
Spread -16 -101 6 16 -4 46
+2% vs Midp 0 0 3 3 1 5
-2% vs Midp 5 5 1 1 0 0
Spread -5 -5 2 2 1 5
>Yest High 56 32 150 34 67 217
<Yest Low 76 385 63 221 107 76
Spread -20 -353 87 -187 -40 141
1%>YestHigh 10 13 27 12 16 59
1%<YestLow 32 211 11 45 29 41
Spread -22 -198 16 -33 -13 18
>Yest Midp 204 65 299 150 226 347
<Yest Midp 293 435 201 348 274 153
Spread -89 -370 98 -198 -48 194
1%>YestMidp 45 27 100 35 63 154
1%<YestMidp 100 348 52 153 81 68
Spread -55 -321 48 -118 -18 86
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 39 61 81 66 108 133
1%of52wkLo 19 13 8 5 3 4
S;pread 20 48 73 61 105 129
50%<52wkHi 30 29 29 29 27 28
50%<52wkLo 7 7 7 7 6 6
Spread 23 22 22 22 21 22
1%of20dHi 68 111 126 119 191 231
1%of20dLo 195 190 95 104 75 58
Spread -127 -79 31 15 116 173
10%<20dHi 48 45 35 35 38 36
10%<20dLo 28 27 41 41 64 108
Spread 20 18 -6 -6 -26 -72
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 110 77 169 143 217 306
<10d Avg 390 423 331 357 283 193
Spread -280 -346 -162 -214 -66 113
5% >10d Avg 2 0 7 8 7 8
5% <10d Avg 25 24 8 9 8 13
Spread -23 -24 -1 -1 -1 -5
>20d Avg 177 155 259 249 320 359
<20d Avg 323 345 241 251 180 141
Spread -146 -190 18 -2 140 218
5% >20d Avg 14 12 22 24 27 57
5% <20d Avg 54 55 19 23 17 29
Spread -40 -43 3 1 10 28
>50d Avg 292 279 329 321 346 361
<50d Avg 208 221 171 179 154 139
Spread 84 58 158 142 192 222
5% >50d Avg 103 88 124 126 139 165
5% <50d Avg 77 85 52 50 43 42
Spread 26 3 72 76 96 123
10%>50dAvg 19 19 29 27 33 48
10%<50dAvg 20 17 7 10 9 7
Spread -1 2 22 17 24 41
>200d Avg 331 329 354 356 369 370
<200d Avg 169 171 146 144 131 130
Spread 162 158 208 212 238 240
10%>200dAvg 158 145 172 168 183 196
10%<200dAvg 66 67 57 56 48 50
Spread 92 78 115 112 135 146
25%>200dAvg 17 13 19 19 20 28
25%<200dAvg 18 16 13 12 12 12
Spread -1 -3 6 7 8 16
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 32 29 59 61 63 76
10d HV >50 9 9 9 8 12 15
20d HV <10 19 14 16 15 15 10
20d HV >50 14 14 15 18 20 21
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 20 15 22 14 27 74
RSI2 <10 87 198 53 91 46 61
Spread -67 -183 -31 -77 -19 13
RSI2 >98 8 3 1 4 7 17
RSI2 <2 24 35 12 18 7 9
Spread -16 -32 -11 -14 0 8
RSI14 >70 17 13 23 26 33 68
RSI14 <30 20 24 6 7 5 5
Spread -3 -11 17 19 28 63
RSI14 >80 1 2 3 4 7 8
RSI14 <20 0 0 0 0 0 0
Spread 1 2 3 4 7 8
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.66 15.58 13.76 13.83 13.34 12.36
Upper Band 17.10 17.52 17.62 18.03 18.17 18.73
Lower Band 11.78 11.63 11.60 11.56 11.65 11.62
vs 10d Avg 7.74% 15.42% 3.10% 2.66% -2.20% -10.65%
VIX 15.06 15.20 14.04 14.23 13.86 13.04
Upper Band 17.70 18.01 18.20 18.69 18.91 19.53
Lower Band 12.14 12.05 12.02 11.97 12.05 12.00
vs 10d Avg 7.41% 8.80% 1.15% 1.60% -1.90% -8.95%
VXV 17.31 17.51 16.64 16.91 16.78 16.46
Upper Band 20.13 20.43 20.58 20.91 21.03 21.37
Lower Band 15.41 15.37 15.39 15.44 15.58 15.65
vs 10d Avg 2.47% 3.51% -1.50% -0.71% -2.48% -5.22%
VIX/VXV Rati0.870 0.868 0.844 0.842 0.826 0.792
Upper Band 0.893 0.893 0.894 0.903 0.909 0.924
Lower Band 0.784 0.784 0.783 0.780 0.779 0.774
vs 10d Avg 4.86% 5.14% 2.70% 2.36% 0.64% -3.87%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3258 3240 3239 3258 3262
Advancers 1666 492 1707 1214 1303 1906
% of Total 51.2% 15.1% 52.7% 37.5% 40.0% 58.4%
Decliners 1493 2721 1402 1924 1856 1261
% of Total 45.9% 83.5% 43.3% 59.4% 57.0% 38.7%
Unchanged 97 45 131 101 99 95
New Highs 53 64 117 107 126 191
New Lows 85 66 38 37 25 33
Adv Volume 1499366 673625 1479154 1033467 1289250 1822158
% of Total 44.7% 17.4% 47.6% 30.2% 39.5% 53.4%
Decl Volume 1794553 3177924 1568780 2312349 1911560 1564813
% of Total 53.5% 82.3% 50.5% 67.5% 58.5% 45.8%
Total Vol 3352796 3862240 3106337 3426082 3267022 3413712
ARMS Index 1.21 0.82 1.24 1.44 1.06 1.28
5 Day ARMS 5.77 5.84 6.23 6.63 6.26 6.14
McClellanOs -129 -150 -34 -45 1 46
McClellanSm 2631 2760 2910 2944 2989 2988
Cumul TICK -17,108 -123265 10614 31764 10958 22277
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2870 2885 2850 2844 2858 2865
Advancers 1533 859 1578 1130 960 1813
% of Total 53.4% 29.8% 55.4% 39.7% 33.6% 63.3%
Decliners 1241 1943 1170 1600 1800 975
% of Total 43.2% 67.3% 41.1% 56.3% 63.0% 34.0%
Unchanged 96 83 102 114 98 77
New Highs 69 69 101 84 73 163
New Lows 65 53 43 55 34 34
Adv Volume 994992 581945 1013036 842051 783252 1373200
% of Total 58.5% 30.3% 58.7% 46.0% 38.7% 71.0%
Decl Volume 650312 1333582 697872 968369 1211039 535070
% of Total 38.3% 69.4% 40.4% 52.9% 59.9% 27.7%
Total Vol 1699758 1922009 1726651 1830263 2022942 1934196
ARMS Index 0.85 1.41 1.1 0.44 0.85 0.82
5 Day ARMS 4.65 4.62 4.17 4.01 3.69 4.31
McClellanOs -36 -56 1 -19 9 63
McClellanSm 1420 1456 1512 1511 1530 1521
Cumul TICK 16752 -16395 22537 11034 -4438 10952
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 89751693 188127982 76865327 114497192 110325809 87480773
Upper Band 151402981 154637269 130661195 133219620 136676904 137396356
SPX Vol 1996959315 2477781740 1855778046 2033841575 1935879056 2066485881
Upper Band 2402313775 2486486043 2449705097 2559388473 2669375702 2714601517
NYSE Vol 3352796000 3862240000 3106337000 3426082000 3267022000 3413712000
Upper Band 3840193901 4031754436 4025213941 4126495723 4357940326 4402798940
Consolidated3351645837 3862240671 3106173004 3425992666 3265350153 3412789949
Upper Band 3839387587 4031047596 4024107429 4125654309 4357329358 4401938186
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Weekly Sentiment
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Sentiment 6-Mar 27-Feb 20-Feb 13-Feb 6-Feb 30-Jan
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AAII Bull 40 34 47 40 36 44
AAII Bear 23 20 18 20 32 22
Market Vane 64 65 65 62 61 59
II Bull 58.7 59.5 56.6 52.5 49 53.1
II Bear 14.1 14.1 14.1 15.2 16.3 16.3
OddLot ShRt 48.1 47.1 49.3 48.4 48.3 48.8
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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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