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March 20th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2090.32 2113.92 2090.32 2108.1 18.83 0.9%
S&P100 915.25 926.04 915.25 922.49 7.67 0.8%
VIX 13.52 13.53 12.54 13.02 -1.05 -7.5%
Nasdaq100 4468.29 4478.68 4456.41 4458.54 31.72 0.7%
VXN 14.72 14.72 11.15 13.82 -0.89 -6.1%
NYSE TICK 429 962 -799 118 ---- ----
PreCloseTICK-422
Lead TICK 3565
CumAdj TICK 690
NYSE TRIN 0.75 0.75 0.75 0.75 ----
Dow Indus 17961.13 18197.29 17961.13 18127.65 168.6 0.9%
DJIA@10:00 18075.0
DJIA@3:00 18194.0
Last Hour -182.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 437 142 441 148 466 99
Decliners 61 354 57 344 34 397
Unchanged 3 5 3 9 1 5
A/D Ratio 7.16 0.40 7.74 0.43 13.71 0.25
A/D Thrust 87.75 28.63 88.55 30.08 93.20 19.96
Up Volume 3165243 482588 2118999 648826 1741010 513172
Up Vol % 88.6% 23.6% 81.5% 34.3% 86.6% 23.9%
Dn Volume 375890 1558200 445816 1215446 264773 1496162
Dn Vol % 10.5% 76.1% 17.1% 64.2% 13.2% 69.8%
Tot Volume 3573023 2047450 2599769 1892620 2011344 2144116
UpDn Thrust89.39 23.65 82.62 34.80 86.80 25.54
> Upr Bband 56 31 55 32 46 11
< Lwr Bband 1 6 2 11 5 29
New 20d Hi 127 59 113 38 74 30
New 20d Lo 5 12 66 28 33 117
New 52wk Hi 82 39 73 25 54 18
New 52wk Lo 1 3 7 3 9 18
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 65.73 56.84 62.27 61.75 56.14 50.80
UDT3 71.14 50.33 70.11 49.38 62.36 50.77
UDT5 68.44 52.64 62.45 54.91 47.82 42.69
UDT10 56.49 46.78 49.61 43.35 43.41 41.91
UDT20 50.16 47.74 48.65 46.42 47.64 46.37
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 61.58 57.91 67.38 61.04 50.57 49.02
UDT3 68.62 54.38 69.91 49.14 57.63 52.63
UDT5 66.11 52.92 61.75 55.88 48.42 42.71
UDT10 55.14 46.52 48.70 42.66 42.10 40.08
UDT20 48.72 46.83 47.54 45.39 45.92 45.52
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 58.29 61.99 37.20 23.27 54.89 61.03
ADT3 68.41 45.72 35.77 41.07 51.62 57.56
ADT5 65.92 52.24 63.95 55.84 51.10 46.70
ADT10 56.37 48.46 51.82 45.28 45.03 43.11
ADT20 49.11 48.45 49.35 47.64 49.03 47.59
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 57.44 58.74 64.64 55.96 47.60 51.74
ADT3 65.56 54.99 64.57 47.55 55.99 53.57
ADT5 61.72 52.04 59.46 54.53 50.45 48.10
ADT10 54.92 48.47 50.39 46.07 45.45 45.03
ADT20 51.15 50.59 51.21 49.85 49.65 49.55
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 429 288 439 302 432 206
2-day <50 72 213 62 199 69 295
2-day >98 35 14 19 8 6 3
2-day <2 0 0 0 2 2 11
5-day >50 424
5-day <50 77
5-day >90 9
5-day <10 0
9-day >50 377 297 360 235 279 155
9-day <50 124 204 141 266 222 346
9-day >80 13 9 7 5 4 3
9-day <20 0 0 1 3 5 7
14-day >50 366 302 340 247 281 183
14-day <50 135 199 161 254 220 318
14-day >70 30 30 28 18 22 9
14-day <30 2 2 2 10 10 17
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 85 4 13 7 12 3
>50d Avg 427 134 294 106 134 163
<50d Avg 73 366 206 394 366 337
Spread 354 -232 88 -288 -232 -174
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 53 255 7 156 60 80
Outside Day 28 1 250 29 15 53
Spread 25 254 -243 127 45 27
Gap Up 31 4 1 2 47 2
Gap Down 4 0 3 8 3 20
Spread 27 4 -2 -6 44 -18
Top10%Range 80 42 75 46 189 41
Bot10%Range 43 58 1 35 6 3
Spread 37 -16 74 11 183 38
>UpperBand 56 31 55 32 46 11
<LowerBand 1 6 2 11 5 29
Spread 55 25 53 21 41 -18
WR20 12 8 215 11 27 21
NR20 22 25 0 40 21 4
Spread -10 -17 215 -29 6 17
1% up 246 44 311 38 322 21
1% down 16 151 18 96 10 166
Spread 230 -107 293 -58 312 -145
2% up 75 15 137 10 91 5
2% down 5 50 4 16 6 34
Spread 70 -35 133 -6 85 -29
5% up 5days 91 32 84 32 13 4
5% dn 5days 3 10 1 6 17 28
Spread 88 22 83 26 -4 -24
+10% 5days 4 3 5 4 2 1
-10% 5days 0 1 1 1 1 5
Spread 4 2 4 3 1 -4
+10% 20days 18 23 21 16 21 12
-10% 20days 21 28 18 42 39 34
Spread -3 -5 3 -26 -18 -22
Close>Open 352 187 461 282 441 136
Close<Open 143 305 37 213 57 360
Spread 209 -118 424 69 384 -224
+1%fromOpen 143 54 344 64 227 39
-1%fromOpen 27 85 12 30 11 100
Spread 116 -31 332 34 216 -61
+2%fromOpen 36 13 173 18 55 9
-2%fromOpen 6 18 4 3 7 20
Spread 30 -5 169 15 48 -11
Close>Midp 336 207 473 299 421 237
Close<Midp 162 286 25 196 79 260
Spread 174 -79 448 103 342 -23
+1% vs Midp 44 14 207 23 67 21
-1% vs Midp 16 20 2 8 6 7
Spread 28 -6 205 15 61 14
+2% vs Midp 3 1 31 2 9 0
-2% vs Midp 0 0 0 0 3 2
Spread 3 1 31 2 6 -2
>Yest High 270 76 372 84 332 49
<Yest Low 23 29 19 83 7 108
Spread 247 47 353 1 325 -59
1%>YestHigh 88 20 193 23 136 15
1%<YestLow 6 5 7 12 5 35
Spread 82 15 186 11 131 -20
>Yest Midp 415 341 443 274 457 206
<Yest Midp 83 157 56 222 42 292
Spread 332 184 387 52 415 -86
1%>YestMidp 234 133 314 83 324 45
1%<YestMidp 21 55 16 50 13 83
Spread 213 78 298 33 311 -38
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 131 101 109 78 87 58
1%of52wkLo 5 4 11 8 19 23
S;pread 126 97 98 70 68 35
50%<52wkHi 29 30 28 33 34 33
50%<52wkLo 10 10 10 10 9 8
Spread 19 20 18 23 25 25
1%of20dHi 200 157 168 113 127 82
1%of20dLo 30 45 143 93 112 263
Spread 170 112 25 20 15 -181
10%<20dHi 33 38 30 56 58 67
10%<20dLo 27 18 15 12 13 10
Spread 6 20 15 44 45 57
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 439 369 413 280 313 127
<10d Avg 61 131 87 220 187 373
Spread 378 238 326 60 126 -246
5% >10d Avg 21 13 21 6 8 2
5% <10d Avg 1 2 1 10 13 24
Spread 20 11 20 -4 -5 -22
>20d Avg 337 253 295 196 219 127
<20d Avg 163 247 205 304 281 373
Spread 174 6 90 -108 -62 -246
5% >20d Avg 35 26 31 16 21 7
5% <20d Avg 15 28 19 43 42 70
Spread 20 -2 12 -27 -21 -63
>50d Avg 343 307 327 274 289 241
<50d Avg 157 193 173 226 211 259
Spread 186 114 154 48 78 -18
5% >50d Avg 133 108 121 107 117 77
5% <50d Avg 31 46 36 73 63 96
Spread 102 62 85 34 54 -19
10%>50dAvg 29 29 36 24 24 15
10%<50dAvg 7 15 13 17 17 18
Spread 22 14 23 7 7 -3
>200d Avg 351 336 346 325 334 321
<200d Avg 149 164 154 175 166 179
Spread 202 172 192 150 168 142
10%>200dAvg 179 165 171 152 161 137
10%<200dAvg 56 63 54 69 68 76
Spread 123 102 117 83 93 61
25%>200dAvg 31 30 26 25 26 16
25%<200dAvg 17 20 18 22 22 23
Spread 14 10 8 3 4 -7
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 7 6 6 8 8 12
10d HV >50 14 14 15 5 7 6
20d HV <10 5 5 5 7 7 10
20d HV >50 10 8 8 5 8 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 110 64 146 48 79 16
RSI2 <10 2 13 3 12 8 37
Spread 108 51 143 36 71 -21
RSI2 >98 34 14 19 8 6 3
RSI2 <2 0 0 0 2 2 11
Spread 34 14 19 6 4 -8
RSI14 >70 29 30 28 18 22 9
RSI14 <30 2 2 2 10 10 17
Spread 27 28 26 8 12 -8
RSI14 >80 5 3 3 3 3 2
RSI14 <20 0 0 0 0 0 0
Spread 5 3 3 3 3 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.94 14.19 14.01 16.14 15.93 16.88
Upper Band 17.75 17.73 17.77 17.86 17.75 17.62
Lower Band 11.31 11.44 11.48 11.55 11.56 11.55
vs 10d Avg -16.84% -10.33% -11.22% 2.39% 2.89% 11.60%
VIX 13.02 14.07 13.97 15.66 15.61 16.00
Upper Band 16.90 16.84 16.90 16.97 16.99 16.91
Lower Band 12.31 12.49 12.56 12.64 12.63 12.62
vs 10d Avg -14.55% -8.96% -9.59% 1.18% 2.04% 6.38%
VXV 16.71 16.97 16.43 17.48 17.40 17.89
Upper Band 18.33 18.34 18.44 18.64 18.76 18.84
Lower Band 16.02 16.07 16.08 16.10 16.07 16.07
vs 10d Avg -4.17% -3.12% -6.03% -0.30% -0.36% 3.01%
VIX/VXV Rati0.779 0.829 0.850 0.896 0.897 0.894
Upper Band 0.931 0.928 0.928 0.928 0.923 0.917
Lower Band 0.767 0.776 0.777 0.775 0.776 0.773
vs 10d Avg -10.72% -5.95% -3.71% 1.55% 2.51% 3.43%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3251 3256 3247 3250 3254 3235
Advancers 2513 1120 2604 1497 2043 957
% of Total 77.3% 34.4% 80.2% 46.1% 62.8% 29.6%
Decliners 661 2031 585 1658 1128 2175
% of Total 20.3% 62.4% 18.0% 51.0% 34.7% 67.2%
Unchanged 77 105 58 95 83 103
New Highs 300 139 213 107 157 75
New Lows 23 36 69 73 99 123
Adv Volume 4583748 829316 3445494 1461331 2439797 885916
% of Total 82.3% 25.0% 83.3% 45.3% 74.0% 25.3%
Decl Volume 942541 2435348 672294 1703641 786811 2463705
% of Total 16.9% 73.5% 16.2% 52.9% 23.9% 70.3%
Total Vol 5566929 3313590 4138357 3222833 3296862 3503338
ARMS Index 0.75 1.80 0.81 1.1 0.5 1.32
5 Day ARMS 4.96 5.53 4.78 4.9 6.47 7.18
McClellanOs 71 -19 37 -68 -64 -121
McClellanSm 2064 1993 2012 1975 2043 2107
Cumul TICK 82,310 8513 63357 14141 19942 -31148
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2887 2878 2875 2876 2888 2859
Advancers 1678 1468 1727 1418 1580 1092
% of Total 58.1% 51.0% 60.1% 49.3% 54.7% 38.2%
Decliners 1131 1309 1049 1348 1220 1653
% of Total 39.2% 45.5% 36.5% 46.9% 42.2% 57.8%
Unchanged 78 101 99 110 88 114
New Highs 236 163 180 118 180 99
New Lows 40 34 60 70 73 62
Adv Volume 1929298 853050 1346137 878139 1116685 666613
% of Total 68.2% 50.8% 67.8% 50.9% 65.1% 35.9%
Decl Volume 872903 813815 556761 815868 575861 1150139
% of Total 30.8% 48.5% 28.0% 47.3% 33.6% 62.0%
Total Vol 2830455 1679581 1986645 1726059 1715471 1854283
ARMS Index 1.49 1.08 0.6 0.65 1.65 0.36
5 Day ARMS 5.47 4.34 3.98 4.38 3.87 3.07
McClellanOs 50 29 26 -8 -11 -32
McClellanSm 1293 1243 1214 1188 1196 1207
Cumul TICK 18572 36845 25488 9981 34146 12434
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 177715081 117917302 228808524 94490534 135986817 162410893
Upper Band 206067312 200396650 199736214 174290964 174514238 171086431
SPX Vol 3573023475 2047449930 2599768665 1892619684 2011343682 2144116154
Upper Band 2939627902 2490439345 2490882952 2385162047 2382648481 2385313781
NYSE Vol 5566929000 3313590000 4138357000 3222833000 3296862000 3503338000
Upper Band 4606852264 3910057061 3910462262 3736554901 3736778091 3752851927
Consolidated5566971542 3313515514 4133912481 3222734740 3296742103 3503338787
Upper Band 4605695669 3907690877 3908082328 3735414282 3735683314 3751857243
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Weekly Sentiment
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Sentiment 20-Mar 13-Mar 6-Mar 27-Feb 20-Feb 13-Feb
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AAII Bull 27 32 40 34 47 40
AAII Bear 32 25 23 20 18 20
Market Vane 61 58 64 65 65 62
II Bull 52 53.6 58.7 59.5 56.6 52.5
II Bear 14.3 14.1 14.1 14.1 14.1 15.2
OddLot ShRt 47.7 47.1 48.1 47.1 49.3 48.4
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PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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