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March 10th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2076.14 2076.14 2044.16 2044.16 -35.27 -1.7%
S&P100 914.65 914.65 899.27 899.27 -16.6 -1.8%
VIX 16.47 16.91 16.03 16.69 1.63 10.8%
Nasdaq100 4376.03 4381.62 4329.08 4329.08 -83.91 -1.9%
VXN 17.36 18.14 17.36 18.02 1.58 9.6%
NYSE TICK -313 871 -944 -855 ---- ----
PreCloseTICK-471
Lead TICK -3436
CumAdj TICK -274
NYSE TRIN 2.67 2.67 2.67 2.67 ----
Dow Indus 17989.56 17989.56 17662.94 17662.94 -332.8 -1.8%
DJIA@10:00 17803.1
DJIA@3:00 17702.9
Last Hour 152.8
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 34 355 51 310 114 138
Decliners 465 142 449 186 382 360
Unchanged 2 4 1 5 5 3
A/D Ratio 0.07 2.50 0.11 1.67 0.30 0.38
A/D Thrust 6.81 71.43 10.20 62.50 22.98 27.71
Up Volume 131409 1179986 550922 997230 550016 685853
Up Vol % 5.7% 59.1% 22.2% 53.7% 27.0% 35.4%
Dn Volume 2169135 798322 1924636 831743 1472639 1232953
Dn Vol % 93.7% 40.0% 77.7% 44.8% 72.4% 63.7%
Tot Volume 2313821 1996959 2477782 1855778 2033842 1935879
UpDn Thrust5.71 59.65 22.25 54.52 27.19 35.74
> Upr Bband 2 12 8 12 8 9
< Lwr Bband 160 48 101 7 16 10
New 20d Hi 8 15 39 43 27 43
New 20d Lo 181 63 126 20 46 36
New 52wk Hi 6 9 13 22 17 15
New 52wk Lo 16 13 6 2 3 1
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 30.65 38.86 35.97 40.17 31.36 53.65
UDT3 27.57 43.42 33.16 38.70 44.74 48.26
UDT5 32.15 38.77 41.08 45.13 41.67 46.05
UDT10 39.01 45.15 43.06 48.72 47.63 49.59
UDT20 49.42 51.02 50.56 54.05 53.06 56.76
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 28.23 30.41 31.20 39.30 35.48 47.23
UDT3 24.39 35.83 31.10 39.63 41.73 46.62
UDT5 29.94 35.69 37.41 43.78 41.02 45.52
UDT10 37.62 42.67 41.69 47.15 46.31 48.21
UDT20 47.24 48.90 48.85 52.38 51.52 54.89
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 39.06 61.99 37.20 23.27 54.89 61.03
ADT3 29.41 45.72 35.77 41.07 51.62 57.56
ADT5 34.73 38.92 39.49 44.45 38.98 43.91
ADT10 39.31 44.86 41.88 48.47 46.89 50.02
ADT20 50.41 51.45 49.89 53.65 52.21 55.61
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 39.96 33.87 34.78 46.76 39.97 50.73
ADT3 31.68 40.77 36.08 44.91 46.73 50.90
ADT5 37.64 40.45 41.95 49.25 47.52 50.78
ADT10 44.21 47.67 47.37 52.71 52.02 53.62
ADT20 50.52 51.24 50.46 53.51 52.53 54.57
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 22 176 58 221 113 170
2-day <50 479 325 443 280 388 331
2-day >98 2 8 3 1 4 7
2-day <2 51 24 35 12 18 7
5-day >50 39
5-day <50 462
5-day >90 1
5-day <10 21
9-day >50 60 196 142 263 242 313
9-day <50 441 305 359 238 259 188
9-day >80 2 4 3 8 10 12
9-day <20 13 8 7 2 2 1
14-day >50 122 234 205 314 297 340
14-day <50 379 267 296 187 204 161
14-day >70 7 17 13 23 26 33
14-day <30 32 20 24 6 7 5
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 6 8 19 10 11 10
>50d Avg 228 136 263 117 164 139
<50d Avg 272 364 237 383 336 361
Spread -44 -228 26 -266 -172 -222
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 28 183 15 108 52 125
Outside Day 28 13 58 34 42 26
Spread 0 170 -43 74 10 99
Gap Up 1 3 10 14 0 4
Gap Down 112 4 85 3 35 6
Spread -111 -1 -75 11 -35 -2
Top10%Range 4 39 6 65 49 60
Bot10%Range 244 43 103 41 28 32
Spread -240 -4 -97 24 21 28
>UpperBand 2 12 8 12 8 9
<LowerBand 160 48 101 7 16 10
Spread -158 -36 -93 5 -8 -1
WR20 14 12 65 9 21 14
NR20 14 45 7 56 32 27
Spread 0 -33 58 -47 -11 -13
1% up 5 98 20 80 30 43
1% down 372 40 370 55 145 136
Spread -367 58 -350 25 -115 -93
2% up 1 9 4 17 10 14
2% down 165 20 155 14 29 30
Spread -164 -11 -151 3 -19 -16
5% up 5days 5 7 7 14 12 16
5% dn 5days 86 46 43 14 20 20
Spread -81 -39 -36 0 -8 -4
+10% 5days 1 0 0 1 2 3
-10% 5days 10 5 3 1 3 4
Spread -9 -5 -3 0 -1 -1
+10% 20days 22 30 22 49 46 85
-10% 20days 27 24 36 11 26 15
Spread -5 6 -14 38 20 70
Close>Open 86 346 84 266 186 212
Close<Open 408 150 415 228 313 282
Spread -322 196 -331 38 -127 -70
+1%fromOpen 15 78 28 51 52 48
-1%fromOpen 186 45 240 50 79 86
Spread -171 33 -212 1 -27 -38
+2%fromOpen 2 9 4 10 17 21
-2%fromOpen 33 15 69 9 14 18
Spread -31 -6 -65 1 3 3
Close>Midp 66 320 53 276 262 256
Close<Midp 430 179 447 220 232 242
Spread -364 141 -394 56 30 14
+1% vs Midp 3 10 3 17 30 17
-1% vs Midp 61 26 104 11 14 21
Spread -58 -16 -101 6 16 -4
+2% vs Midp 1 0 0 3 3 1
-2% vs Midp 4 5 5 1 1 0
Spread -3 -5 -5 2 2 1
>Yest High 12 56 32 150 34 67
<Yest Low 380 76 385 63 221 107
Spread -368 -20 -353 87 -187 -40
1%>YestHigh 2 10 13 27 12 16
1%<YestLow 207 32 211 11 45 29
Spread -205 -22 -198 16 -33 -13
>Yest Midp 43 204 65 299 150 226
<Yest Midp 457 293 435 201 348 274
Spread -414 -89 -370 98 -198 -48
1%>YestMidp 7 45 27 100 35 63
1%<YestMidp 339 100 348 52 153 81
Spread -332 -55 -321 48 -118 -18
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 22 39 61 81 66 108
1%of52wkLo 24 19 13 8 5 3
S;pread -2 20 48 73 61 105
50%<52wkHi 32 30 29 29 29 27
50%<52wkLo 7 7 7 7 7 6
Spread 25 23 22 22 22 21
1%of20dHi 29 68 111 126 119 191
1%of20dLo 277 195 190 95 104 75
Spread -248 -127 -79 31 15 116
10%<20dHi 53 48 45 35 35 38
10%<20dLo 17 28 27 41 41 64
Spread 36 20 18 -6 -6 -26
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 33 110 77 169 143 217
<10d Avg 467 390 423 331 357 283
Spread -434 -280 -346 -162 -214 -66
5% >10d Avg 2 2 0 7 8 7
5% <10d Avg 42 25 24 8 9 8
Spread -40 -23 -24 -1 -1 -1
>20d Avg 66 177 155 259 249 320
<20d Avg 434 323 345 241 251 180
Spread -368 -146 -190 18 -2 140
5% >20d Avg 8 14 12 22 24 27
5% <20d Avg 83 54 55 19 23 17
Spread -75 -40 -43 3 1 10
>50d Avg 215 292 279 329 321 346
<50d Avg 285 208 221 171 179 154
Spread -70 84 58 158 142 192
5% >50d Avg 50 103 88 124 126 139
5% <50d Avg 102 77 85 52 50 43
Spread -52 26 3 72 76 96
10%>50dAvg 15 19 19 29 27 33
10%<50dAvg 24 20 17 7 10 9
Spread -9 -1 2 22 17 24
>200d Avg 315 331 329 354 356 369
<200d Avg 185 169 171 146 144 131
Spread 130 162 158 208 212 238
10%>200dAvg 127 158 145 172 168 183
10%<200dAvg 73 66 67 57 56 48
Spread 54 92 78 115 112 135
25%>200dAvg 14 17 13 19 19 20
25%<200dAvg 22 18 16 13 12 12
Spread -8 -1 -3 6 7 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 13 32 29 59 61 63
10d HV >50 8 9 9 9 8 12
20d HV <10 10 19 14 16 15 15
20d HV >50 13 14 14 15 18 20
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 3 20 15 22 14 27
RSI2 <10 183 87 198 53 91 46
Spread -180 -67 -183 -31 -77 -19
RSI2 >98 2 8 3 1 4 7
RSI2 <2 51 24 35 12 18 7
Spread -49 -16 -32 -11 -14 0
RSI14 >70 7 17 13 23 26 33
RSI14 <30 32 20 24 6 7 5
Spread -25 -3 -11 17 19 28
RSI14 >80 2 1 2 3 4 7
RSI14 <20 0 0 0 0 0 0
Spread 2 1 2 3 4 7
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 17.25 14.66 15.58 13.76 13.83 13.34
Upper Band 17.06 17.10 17.52 17.62 18.03 18.17
Lower Band 11.81 11.78 11.63 11.60 11.56 11.65
vs 10d Avg 22.92% 7.74% 15.42% 3.10% 2.66% -2.20%
VIX 16.69 15.06 15.20 14.04 14.23 13.86
Upper Band 17.19 17.70 18.01 18.20 18.69 18.91
Lower Band 12.46 12.14 12.05 12.02 11.97 12.05
vs 10d Avg 16.54% 7.41% 8.80% 1.15% 1.60% -1.90%
VXV 18.26 17.31 17.51 16.64 16.91 16.78
Upper Band 19.60 20.13 20.43 20.58 20.91 21.03
Lower Band 15.70 15.41 15.37 15.39 15.44 15.58
vs 10d Avg 7.11% 2.47% 3.51% -1.50% -0.71% -2.48%
VIX/VXV Rati0.914 0.870 0.868 0.844 0.842 0.826
Upper Band 0.898 0.893 0.893 0.894 0.903 0.909
Lower Band 0.780 0.784 0.784 0.783 0.780 0.779
vs 10d Avg 8.92% 4.86% 5.14% 2.70% 2.36% 0.64%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3256 3256 3258 3240 3239 3258
Advancers 872 1666 492 1707 1214 1303
% of Total 26.8% 51.2% 15.1% 52.7% 37.5% 40.0%
Decliners 2320 1493 2721 1402 1924 1856
% of Total 71.3% 45.9% 83.5% 43.3% 59.4% 57.0%
Unchanged 64 97 45 131 101 99
New Highs 28 53 64 117 107 126
New Lows 130 85 66 38 37 25
Adv Volume 455146 1499366 673625 1479154 1033467 1289250
% of Total 12.4% 44.7% 17.4% 47.6% 30.2% 39.5%
Decl Volume 3175046 1794553 3177924 1568780 2312349 1911560
% of Total 86.5% 53.5% 82.3% 50.5% 67.5% 58.5%
Total Vol 3671355 3352796 3862240 3106337 3426082 3267022
ARMS Index 2.67 1.21 0.82 1.24 1.44 1.06
5 Day ARMS 7.38 5.77 5.84 6.23 6.63 6.26
McClellanOs -192 -129 -150 -34 -45 1
McClellanSm 2439 2631 2760 2910 2944 2989
Cumul TICK -11,113 -17108 -123265 10614 31764 10958
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2855 2870 2885 2850 2844 2858
Advancers 675 1533 859 1578 1130 960
% of Total 23.6% 53.4% 29.8% 55.4% 39.7% 33.6%
Decliners 2097 1241 1943 1170 1600 1800
% of Total 73.5% 43.2% 67.3% 41.1% 56.3% 63.0%
Unchanged 83 96 83 102 114 98
New Highs 47 69 69 101 84 73
New Lows 99 65 53 43 55 34
Adv Volume 345183 994992 581945 1013036 842051 783252
% of Total 18.4% 58.5% 30.3% 58.7% 46.0% 38.7%
Decl Volume 1522674 650312 1333582 697872 968369 1211039
% of Total 81.0% 38.3% 69.4% 40.4% 52.9% 59.9%
Total Vol 1879261 1699758 1922009 1726651 1830263 2022942
ARMS Index 0.14 0.85 1.41 1.1 0.44 0.85
5 Day ARMS 3.94 4.65 4.62 4.17 4.01 3.69
McClellanOs -105 -36 -56 1 -19 9
McClellanSm 1315 1420 1456 1512 1511 1530
Cumul TICK -12965 16752 -16395 22537 11034 -4438
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 157110103 89751693 188127982 76865327 114497192 110325809
Upper Band 161018558 151402981 154637269 130661195 133219620 136676904
SPX Vol 2313821101 1996959315 2477781740 1855778046 2033841575 1935879056
Upper Band 2429572769 2402313775 2486486043 2449705097 2559388473 2669375702
NYSE Vol 3671355000 3352796000 3862240000 3106337000 3426082000 3267022000
Upper Band 3856409814 3840193901 4031754436 4025213941 4126495723 4357940326
Consolidated3669413213 3351645837 3862240671 3106173004 3425992666 3265350153
Upper Band 3855594298 3839387587 4031047596 4024107429 4125654309 4357329358
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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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