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March 17th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2080.59 2080.59 2065.08 2074.28 -6.91 -0.3%
S&P100 913.14 913.14 905.77 909.58 -3.37 -0.4%
VIX 16.31 16.37 15.66 15.66 0.05 0.3%
Nasdaq100 4355.83 4384.98 4349.69 4375.63 5.16 0.1%
VXN 16.91 17.18 16.47 16.6 -0.31 -1.8%
NYSE TICK 85 837 -849 499 ---- ----
PreCloseTICK146
Lead TICK 710
CumAdj TICK 40
NYSE TRIN 1.10 1.10 1.10 1.10 ----
Dow Indus 17972.22 17972.22 17785.79 17849.08 -128.3 -0.7%
DJIA@10:00 17821.6
DJIA@3:00 17848.0
Last Hour 157.0
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 148 466 99 433 240 34
Decliners 344 34 397 63 258 465
Unchanged 9 1 5 5 3 2
A/D Ratio 0.43 13.71 0.25 6.87 0.93 0.07
A/D Thrust 30.08 93.20 19.96 87.30 48.19 6.81
Up Volume 648826 1741010 513172 1640733 1062706 131409
Up Vol % 34.3% 86.6% 23.9% 73.0% 49.7% 5.7%
Dn Volume 1215446 264773 1496162 590242 1060977 2169135
Dn Vol % 64.2% 13.2% 69.8% 26.3% 49.6% 93.7%
Tot Volume 1892620 2011344 2144116 2247325 2140060 2313821
UpDn Thrust34.80 86.80 25.54 73.54 50.04 5.71
> Upr Bband 32 46 11 27 2 2
< Lwr Bband 11 5 29 18 92 160
New 20d Hi 38 74 30 34 10 8
New 20d Lo 28 33 117 52 183 181
New 52wk Hi 25 54 18 18 8 6
New 52wk Lo 3 9 18 3 16 16
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 61.75 56.14 50.80 62.33 26.99 30.65
UDT3 49.38 62.36 50.77 42.82 37.08 27.57
UDT5 54.91 47.82 42.69 41.25 36.63 32.15
UDT10 43.35 43.41 41.91 43.09 39.10 39.01
UDT20 46.42 47.64 46.37 49.40 47.64 49.42
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 61.04 50.57 49.02 65.60 35.33 28.23
UDT3 49.14 57.63 52.63 47.06 38.58 24.39
UDT5 55.88 48.42 42.71 40.28 35.62 29.94
UDT10 42.66 42.10 40.08 41.97 38.29 37.62
UDT20 45.39 45.92 45.52 48.59 47.13 47.24
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 61.90 61.99 37.20 23.27 54.89 61.03
ADT3 47.92 45.72 35.77 41.07 51.62 57.56
ADT5 55.84 51.10 46.70 44.70 39.76 34.73
ADT10 45.28 45.03 43.11 44.57 39.37 39.31
ADT20 47.64 49.03 47.59 50.82 48.63 50.41
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.96 47.60 51.74 65.00 42.18 39.96
ADT3 47.55 55.99 53.57 52.34 45.69 31.68
ADT5 54.53 50.45 48.10 44.93 41.33 37.64
ADT10 46.07 45.45 45.03 47.08 44.42 44.21
ADT20 49.85 49.65 49.55 51.86 50.53 50.52
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 302 432 206 371 82 22
2-day <50 199 69 295 130 419 479
2-day >98 8 6 3 4 2 2
2-day <2 2 2 11 11 36 51
5-day >50 264
5-day <50 237
5-day >90 2
5-day <10 3
9-day >50 235 279 155 198 81 60
9-day <50 266 222 346 303 420 441
9-day >80 5 4 3 4 3 2
9-day <20 3 5 7 3 16 13
14-day >50 247 281 183 227 129 122
14-day <50 254 220 318 274 372 379
14-day >70 18 22 9 10 7 7
14-day <30 10 10 17 13 41 32
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 7 12 3 8 8 6
>50d Avg 106 134 163 137 156 228
<50d Avg 394 366 337 363 344 272
Spread -288 -232 -174 -226 -188 -44
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 156 60 80 48 76 28
Outside Day 29 15 53 23 36 28
Spread 127 45 27 25 40 0
Gap Up 2 47 2 57 2 1
Gap Down 8 3 20 2 8 112
Spread -6 44 -18 55 -6 -111
Top10%Range 46 189 41 193 15 4
Bot10%Range 35 6 3 25 94 244
Spread 11 183 38 168 -79 -240
>UpperBand 32 46 11 27 2 2
<LowerBand 11 5 29 18 92 160
Spread 21 41 -18 9 -90 -158
WR20 11 27 21 20 10 14
NR20 40 21 4 24 30 14
Spread -29 6 17 -4 -20 0
1% up 38 322 21 327 56 5
1% down 96 10 166 27 69 372
Spread -58 312 -145 300 -13 -367
2% up 10 91 5 131 19 1
2% down 16 6 34 11 11 165
Spread -6 85 -29 120 8 -164
5% up 5days 32 13 4 2 4 5
5% dn 5days 6 17 28 45 70 86
Spread 26 -4 -24 -43 -66 -81
+10% 5days 4 2 1 1 1 1
-10% 5days 1 1 5 5 4 10
Spread 3 1 -4 -4 -3 -9
+10% 20days 16 21 12 21 14 22
-10% 20days 42 39 34 23 34 27
Spread -26 -18 -22 -2 -20 -5
Close>Open 282 441 136 415 217 86
Close<Open 213 57 360 83 278 408
Spread 69 384 -224 332 -61 -322
+1%fromOpen 64 227 39 255 46 15
-1%fromOpen 30 11 100 33 84 186
Spread 34 216 -61 222 -38 -171
+2%fromOpen 18 55 9 62 15 2
-2%fromOpen 3 7 20 14 12 33
Spread 15 48 -11 48 3 -31
Close>Midp 299 421 237 403 179 66
Close<Midp 196 79 260 97 317 430
Spread 103 342 -23 306 -138 -364
+1% vs Midp 23 67 21 62 19 3
-1% vs Midp 8 6 7 17 24 61
Spread 15 61 14 45 -5 -58
+2% vs Midp 2 9 0 2 4 1
-2% vs Midp 0 3 2 4 3 4
Spread 2 6 -2 -2 1 -3
>Yest High 84 332 49 321 47 12
<Yest Low 83 7 108 25 192 380
Spread 1 325 -59 296 -145 -368
1%>YestHigh 23 136 15 164 5 2
1%<YestLow 12 5 35 4 42 207
Spread 11 131 -20 160 -37 -205
>Yest Midp 274 457 206 420 136 43
<Yest Midp 222 42 292 80 364 457
Spread 52 415 -86 340 -228 -414
1%>YestMidp 83 324 45 282 39 7
1%<YestMidp 50 13 83 28 150 339
Spread 33 311 -38 254 -111 -332
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 78 87 58 50 21 22
1%of52wkLo 8 19 23 16 25 24
S;pread 70 68 35 34 -4 -2
50%<52wkHi 33 34 33 32 33 32
50%<52wkLo 10 9 8 8 7 7
Spread 23 25 25 24 26 25
1%of20dHi 113 127 82 73 27 29
1%of20dLo 93 112 263 204 292 277
Spread 20 15 -181 -131 -265 -248
10%<20dHi 56 58 67 57 65 53
10%<20dLo 12 13 10 13 14 17
Spread 44 45 57 44 51 36
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 280 313 127 192 42 33
<10d Avg 220 187 373 308 458 467
Spread 60 126 -246 -116 -416 -434
5% >10d Avg 6 8 2 2 2 2
5% <10d Avg 10 13 24 23 23 42
Spread -4 -5 -22 -21 -21 -40
>20d Avg 196 219 127 157 75 66
<20d Avg 304 281 373 343 425 434
Spread -108 -62 -246 -186 -350 -368
5% >20d Avg 16 21 7 10 6 8
5% <20d Avg 43 42 70 57 82 83
Spread -27 -21 -63 -47 -76 -75
>50d Avg 274 289 241 267 224 215
<50d Avg 226 211 259 233 276 285
Spread 48 78 -18 34 -52 -70
5% >50d Avg 107 117 77 95 57 50
5% <50d Avg 73 63 96 82 105 102
Spread 34 54 -19 13 -48 -52
10%>50dAvg 24 24 15 18 12 15
10%<50dAvg 17 17 18 17 27 24
Spread 7 7 -3 1 -15 -9
>200d Avg 325 334 321 332 308 315
<200d Avg 175 166 179 168 192 185
Spread 150 168 142 164 116 130
10%>200dAvg 152 161 137 147 121 127
10%<200dAvg 69 68 76 69 74 73
Spread 83 93 61 78 47 54
25%>200dAvg 25 26 16 19 13 14
25%<200dAvg 22 22 23 22 20 22
Spread 3 4 -7 -3 -7 -8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 8 8 12 12 16 13
10d HV >50 5 7 6 7 8 8
20d HV <10 7 7 10 9 11 10
20d HV >50 5 8 8 11 11 13
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 48 79 16 20 5 3
RSI2 <10 12 8 37 24 151 183
Spread 36 71 -21 -4 -146 -180
RSI2 >98 8 6 3 4 2 2
RSI2 <2 2 2 11 11 36 51
Spread 6 4 -8 -7 -34 -49
RSI14 >70 18 22 9 10 7 7
RSI14 <30 10 10 17 13 41 32
Spread 8 12 -8 -3 -34 -25
RSI14 >80 3 3 2 2 2 2
RSI14 <20 0 0 0 0 0 0
Spread 3 3 2 2 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.14 15.93 16.88 15.96 17.64 17.25
Upper Band 17.86 17.75 17.62 17.33 17.38 17.06
Lower Band 11.55 11.56 11.55 11.64 11.62 11.81
vs 10d Avg 2.39% 2.89% 11.60% 8.09% 21.54% 22.92%
VIX 15.66 15.61 16.00 15.42 16.87 16.69
Upper Band 16.97 16.99 16.91 16.81 17.10 17.19
Lower Band 12.64 12.63 12.62 12.65 12.51 12.46
vs 10d Avg 1.18% 2.04% 6.38% 4.37% 15.36% 16.54%
VXV 17.48 17.40 17.89 17.39 18.53 18.26
Upper Band 18.64 18.76 18.84 18.90 19.33 19.60
Lower Band 16.10 16.07 16.07 16.04 15.85 15.70
vs 10d Avg -0.30% -0.36% 3.01% 0.71% 7.64% 7.11%
VIX/VXV Rati0.896 0.897 0.894 0.887 0.910 0.914
Upper Band 0.928 0.923 0.917 0.910 0.907 0.898
Lower Band 0.775 0.776 0.773 0.774 0.776 0.780
vs 10d Avg 1.55% 2.51% 3.43% 3.80% 7.34% 8.92%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3250 3254 3235 3248 3237 3256
Advancers 1497 2043 957 2300 1802 872
% of Total 46.1% 62.8% 29.6% 70.8% 55.7% 26.8%
Decliners 1658 1128 2175 863 1346 2320
% of Total 51.0% 34.7% 67.2% 26.6% 41.6% 71.3%
Unchanged 95 83 103 85 89 64
New Highs 107 157 75 112 44 28
New Lows 73 99 123 51 115 130
Adv Volume 1461331 2439797 885916 2414504 2020136 455146
% of Total 45.3% 74.0% 25.3% 70.5% 59.2% 12.4%
Decl Volume 1703641 786811 2463705 969087 1356793 3175046
% of Total 52.9% 23.9% 70.3% 28.3% 39.7% 86.5%
Total Vol 3222833 3296862 3503338 3423816 3413493 3671355
ARMS Index 1.10 0.50 1.32 1.05 0.93 2.67
5 Day ARMS 4.9 6.47 7.18 6.68 6.87 7.38
McClellanOs -68 -64 -121 -62 -149 -192
McClellanSm 1975 2043 2107 2228 2290 2439
Cumul TICK 14,141 19942 -31148 3648 4150 -11113
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2876 2888 2859 2876 2861 2855
Advancers 1418 1580 1092 2006 1558 675
% of Total 49.3% 54.7% 38.2% 69.7% 54.5% 23.6%
Decliners 1348 1220 1653 785 1187 2097
% of Total 46.9% 42.2% 57.8% 27.3% 41.5% 73.5%
Unchanged 110 88 114 85 116 83
New Highs 118 180 99 122 59 47
New Lows 70 73 62 55 88 99
Adv Volume 878139 1116685 666613 1196531 974489 345183
% of Total 50.9% 65.1% 35.9% 64.3% 52.7% 18.4%
Decl Volume 815868 575861 1150139 639706 850696 1522674
% of Total 47.3% 33.6% 62.0% 34.4% 46.0% 81.0%
Total Vol 1726059 1715471 1854283 1860163 1850254 1879261
ARMS Index 0.65 1.65 0.36 0.72 1 0.14
5 Day ARMS 4.38 3.87 3.07 4.12 4.5 3.94
McClellanOs -8 -11 -32 -3 -73 -105
McClellanSm 1188 1196 1207 1239 1242 1315
Cumul TICK 9981 34146 12434 31476 24914 -12965
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 94490834 135986817 162410893 93993523 110145718 157110103
Upper Band 174290968 174514238 171086431 161937221 161870587 161018558
SPX Vol 1892619684 2011343682 2144116154 2247324979 2140059831 2313821101
Upper Band 2385162047 2382648481 2385313781 2421446899 2412983465 2429572769
NYSE Vol 3222833000 3296862000 3503338000 3423816000 3413493000 3671355000
Upper Band 3736554901 3736778091 3752851927 3809157564 3827640424 3856409814
Consolidated3222734740 3296742103 3503338787 3423781437 3411406502 3669413213
Upper Band 3735414282 3735683314 3751857243 3808312323 3826827207 3855594298
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Weekly Sentiment
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Sentiment 13-Mar 6-Mar 27-Feb 20-Feb 13-Feb 6-Feb
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AAII Bull 32 40 34 47 40 36
AAII Bear 25 23 20 18 20 32
Market Vane 58 64 65 65 62 61
II Bull 53.6 58.7 59.5 56.6 52.5 49
II Bear 14.1 14.1 14.1 14.1 15.2 16.3
OddLot ShRt 47.1 48.1 47.1 49.3 48.4 48.3
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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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