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March 27th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2055.78 2062.83 2052.96 2061.02 4.87 0.2%
S&P100 899.30 901.80 897.22 900.19 0.76 0.1%
VIX 15.73 15.83 14.19 15.07 -0.73 -4.6%
Nasdaq100 4314.60 4342.93 4309.52 4332.86 17.6 0.4%
VXN 17.50 17.65 16.72 16.89 -0.61 -3.5%
NYSE TICK -304 923 -937 290 ---- ----
PreCloseTICK-191
Lead TICK 2051
CumAdj TICK 373
NYSE TRIN 1.76 1.76 1.76 1.76 ----
Dow Indus 17673.63 17729.14 17630.49 17712.66 34.4 0.2%
DJIA@10:00 17690.8
DJIA@3:00 17686.5
Last Hour 13.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 314 176 59 111 213 437
Decliners 183 320 441 389 284 61
Unchanged 4 5 1 1 4 3
A/D Ratio 1.72 0.55 0.13 0.29 0.75 7.16
A/D Thrust 63.18 35.48 11.80 22.20 42.86 87.75
Up Volume 1073638 863250 405834 440220 945409 3165243
Up Vol % 54.1% 37.3% 17.2% 22.9% 48.1% 88.6%
Dn Volume 902847 1433135 1955056 1484061 1009321 375890
Dn Vol % 45.5% 61.9% 82.7% 77.1% 51.3% 10.5%
Tot Volume 1984983 2313877 2363486 1924810 1967143 3573023
UpDn Thrust54.32 37.59 17.19 22.88 48.37 89.39
> Upr Bband 8 5 2 9 28 56
< Lwr Bband 18 31 37 8 3 1
New 20d Hi 12 14 19 33 107 127
New 20d Lo 37 121 58 15 7 5
New 52wk Hi 6 3 11 23 61 82
New 52wk Lo 6 4 2 1 1 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 45.33 27.25 19.74 35.72 74.80 65.73
UDT3 35.32 25.97 28.71 61.33 61.23 71.14
UDT5 35.46 48.19 46.18 59.74 61.77 68.44
UDT10 53.06 50.59 54.27 57.78 55.50 56.49
UDT20 47.80 46.96 46.99 48.74 50.56 50.16
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 41.33 30.85 30.75 48.76 74.70 61.58
UDT3 35.74 32.64 40.54 64.60 61.32 68.62
UDT5 40.85 52.16 50.44 62.04 63.60 66.11
UDT10 54.54 52.52 55.87 59.20 56.50 55.14
UDT20 47.49 47.40 47.32 48.71 49.87 48.72
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 49.35 61.99 37.20 23.27 54.89 61.03
ADT3 36.77 45.72 35.77 41.07 51.62 57.56
ADT5 35.06 39.98 38.64 54.03 55.69 65.92
ADT10 50.48 46.21 51.44 55.06 53.52 56.37
ADT20 46.85 45.39 45.39 47.18 49.14 49.11
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 49.69 33.08 35.56 50.92 68.55 57.44
ADT3 42.11 36.75 42.95 60.40 57.56 65.56
ADT5 45.63 49.50 48.76 59.74 60.40 61.72
ADT10 53.71 50.77 54.12 57.14 55.43 54.92
ADT20 49.37 48.92 49.27 50.67 51.55 51.15
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 196 73 61 166 328 429
2-day <50 305 428 440 335 173 72
2-day >98 3 3 2 6 21 35
2-day <2 9 8 6 0 1 0
5-day >50 151
5-day <50 350
5-day >90 2
5-day <10 1
9-day >50 172 127 147 295 380 377
9-day <50 329 374 354 206 121 124
9-day >80 4 3 2 6 10 13
9-day <20 3 4 2 1 1 0
14-day >50 195 168 173 296 358 366
14-day <50 306 333 328 205 143 135
14-day >70 8 6 5 22 25 30
14-day <30 9 10 5 2 2 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 15 17 7 12 85
>50d Avg 106 174 194 105 123 427
<50d Avg 394 326 306 395 377 73
Spread -288 -152 -112 -290 -254 354
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 98 13 14 49 79 53
Outside Day 16 17 44 48 40 28
Spread 82 -4 -30 1 39 25
Gap Up 6 4 3 2 7 31
Gap Down 12 67 13 28 12 4
Spread -6 -63 -10 -26 -5 27
Top10%Range 59 9 1 7 5 80
Bot10%Range 14 40 386 203 192 43
Spread 45 -31 -385 -196 -187 37
>UpperBand 8 5 2 9 28 56
<LowerBand 18 31 37 8 3 1
Spread -10 -26 -35 1 25 55
WR20 8 16 63 5 12 12
NR20 33 7 2 27 29 22
Spread -25 9 61 -22 -17 -10
1% up 108 35 42 26 45 246
1% down 46 77 357 153 80 16
Spread 62 -42 -315 -127 -35 230
2% up 35 12 15 6 18 75
2% down 11 19 148 22 20 5
Spread 24 -7 -133 -16 -2 70
5% up 5days 7 12 4 20 38 91
5% dn 5days 39 30 20 3 3 3
Spread -32 -18 -16 17 35 88
+10% 5days 4 2 1 1 2 4
-10% 5days 2 3 1 0 0 0
Spread 2 -1 0 1 2 4
+10% 20days 8 2 3 15 18 18
-10% 20days 29 27 24 21 17 21
Spread -21 -25 -21 -6 1 -3
Close>Open 328 278 47 116 195 352
Close<Open 168 216 453 378 298 143
Spread 160 62 -406 -262 -103 209
+1%fromOpen 107 73 19 24 40 143
-1%fromOpen 34 59 379 122 80 27
Spread 73 14 -360 -98 -40 116
+2%fromOpen 30 16 5 7 12 36
-2%fromOpen 5 17 160 20 12 6
Spread 25 -1 -155 -13 0 30
Close>Midp 323 274 34 92 123 336
Close<Midp 176 224 466 406 375 162
Spread 147 50 -432 -314 -252 174
+1% vs Midp 31 20 2 7 8 44
-1% vs Midp 5 23 236 36 37 16
Spread 26 -3 -234 -29 -29 28
+2% vs Midp 6 3 0 0 2 3
-2% vs Midp 0 2 21 2 3 0
Spread 6 1 -21 -2 -1 3
>Yest High 154 15 32 23 100 270
<Yest Low 62 275 409 283 94 23
Spread 92 -260 -377 -260 6 247
1%>YestHigh 42 7 17 5 22 88
1%<YestLow 17 52 292 94 24 6
Spread 25 -45 -275 -89 -2 82
>Yest Midp 310 51 52 81 256 415
<Yest Midp 187 449 448 419 243 83
Spread 123 -398 -396 -338 13 332
1%>YestMidp 128 20 31 24 82 234
1%<YestMidp 59 291 390 223 73 21
Spread 69 -271 -359 -199 9 213
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 20 10 52 89 129 131
1%of52wkLo 12 7 3 3 1 5
S;pread 8 3 49 86 128 126
50%<52wkHi 29 27 25 25 25 29
50%<52wkLo 7 6 7 9 9 10
Spread 22 21 18 16 16 19
1%of20dHi 37 30 88 152 206 200
1%of20dLo 165 212 115 42 23 30
Spread -128 -182 -27 110 183 170
10%<20dHi 42 42 25 30 26 33
10%<20dLo 8 10 13 17 20 27
Spread 34 32 12 13 6 6
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 136 104 145 349 425 439
<10d Avg 363 396 355 151 75 61
Spread -227 -292 -210 198 350 378
5% >10d Avg 7 5 2 2 18 21
5% <10d Avg 6 13 8 2 2 1
Spread 1 -8 -6 0 16 20
>20d Avg 193 145 162 286 336 337
<20d Avg 307 355 338 214 164 163
Spread -114 -210 -176 72 172 174
5% >20d Avg 9 8 7 21 36 35
5% <20d Avg 20 24 21 10 9 15
Spread -11 -16 -14 11 27 20
>50d Avg 251 240 243 315 335 343
<50d Avg 249 260 257 185 165 157
Spread 2 -20 -14 130 170 186
5% >50d Avg 69 61 61 99 118 133
5% <50d Avg 65 66 58 39 31 31
Spread 4 -5 3 60 87 102
10%>50dAvg 14 9 11 25 30 29
10%<50dAvg 13 13 9 7 5 7
Spread 1 -4 2 18 25 22
>200d Avg 313 315 318 344 354 351
<200d Avg 187 185 182 156 146 149
Spread 126 130 136 188 208 202
10%>200dAvg 149 133 137 168 181 179
10%<200dAvg 64 62 59 54 53 56
Spread 85 71 78 114 128 123
25%>200dAvg 21 17 21 25 29 31
25%<200dAvg 17 16 14 15 14 17
Spread 4 1 7 10 15 14
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 7 7 8 8 6 7
10d HV >50 9 11 9 8 9 14
20d HV <10 5 4 4 5 5 5
20d HV >50 6 5 8 8 8 10
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 14 11 11 27 71 110
RSI2 <10 91 193 200 24 6 2
Spread -77 -182 -189 3 65 108
RSI2 >98 3 3 2 6 21 34
RSI2 <2 9 8 6 0 1 0
Spread -6 -5 -4 6 20 34
RSI14 >70 8 6 5 22 25 29
RSI14 <30 9 10 5 2 2 2
Spread -1 -4 0 20 23 27
RSI14 >80 2 1 1 2 4 5
RSI14 <20 0 0 0 0 0 0
Spread 2 1 1 2 4 5
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.07 16.60 16.07 13.73 12.81 12.94
Upper Band 18.20 18.10 17.89 17.76 17.78 17.75
Lower Band 11.78 11.60 11.49 11.30 11.20 11.31
vs 10d Avg 8.22% 11.19% 8.10% -8.61% -16.68% -16.84%
VIX 15.07 15.80 15.44 13.62 13.41 13.02
Upper Band 17.12 17.12 16.99 16.90 16.90 16.90
Lower Band 12.49 12.32 12.26 12.18 12.19 12.31
vs 10d Avg 3.45% 7.78% 5.59% -7.75% -11.03% -14.55%
VXV 17.39 17.57 17.57 16.59 16.53 16.71
Upper Band 18.41 18.39 18.35 18.30 18.30 18.33
Lower Band 16.02 15.99 15.96 15.94 15.95 16.02
vs 10d Avg 1.91% 2.66% 2.77% -3.50% -4.78% -4.17%
VIX/VXV Rati0.867 0.899 0.879 0.821 0.811 0.779
Upper Band 0.938 0.940 0.935 0.932 0.932 0.931
Lower Band 0.779 0.770 0.768 0.765 0.765 0.767
vs 10d Avg 1.61% 5.10% 2.86% -4.26% -6.41% -10.72%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3250 3241 3244 3252 3245 3251
Advancers 1888 1223 855 1387 1813 2513
% of Total 58.1% 37.7% 26.4% 42.7% 55.9% 77.3%
Decliners 1249 1901 2303 1760 1324 661
% of Total 38.4% 58.7% 71.0% 54.1% 40.8% 20.3%
Unchanged 113 117 86 105 108 77
New Highs 56 24 87 110 249 300
New Lows 31 24 14 17 20 23
Adv Volume 1396914 1258113 889244 1155830 1964822 4583748
% of Total 46.4% 35.8% 25.2% 36.1% 60.0% 82.3%
Decl Volume 1557780 2211013 2602509 2003312 1275689 942541
% of Total 51.8% 62.9% 73.9% 62.6% 38.9% 16.9%
Total Vol 3010003 3513978 3523442 3199250 3275648 5566929
ARMS Index 1.76 1.28 1.11 1.53 0.95 0.75
5 Day ARMS 6.63 5.62 6.14 5.84 5.41 4.96
McClellanOs -39 -76 -42 43 79 71
McClellanSm 2029 2068 2144 2186 2143 2064
Cumul TICK 45,973 -5701 -34620 33475 45067 82310
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2866 2863 2860 2857 2883 2887
Advancers 1626 1227 534 1307 1490 1678
% of Total 56.7% 42.9% 18.7% 45.7% 51.7% 58.1%
Decliners 1142 1518 2263 1442 1316 1131
% of Total 39.8% 53.0% 79.1% 50.5% 45.6% 39.2%
Unchanged 98 118 63 108 77 78
New Highs 38 21 70 116 166 236
New Lows 46 52 42 27 36 40
Adv Volume 1073248 854274 388831 632081 694904 1929298
% of Total 63.8% 42.5% 17.5% 39.1% 43.1% 68.2%
Decl Volume 579511 1119035 1823081 956053 896381 872903
% of Total 34.5% 55.7% 82.0% 59.1% 55.6% 30.8%
Total Vol 1681361 2008310 2222280 1616756 1612824 2830455
ARMS Index 1.08 0.19 0.09 0.89 1.53 1.49
5 Day ARMS 3.78 4.19 5.08 5.59 5.35 5.47
McClellanOs -36 -68 -60 33 50 50
McClellanSm 1212 1248 1316 1376 1343 1293
Cumul TICK 16312 12918 -22359 26701 28620 18572
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 118938966 153067241 159521708 77805321 71784536 177715081
Upper Band 211674277 211467364 209578112 205943640 206210766 206067312
SPX Vol 1984983209 2313876594 2363485665 1924810266 1967142891 3573023475
Upper Band 2960599809 2962949079 2954725168 2937954342 2937290368 2939627902
NYSE Vol 3010003000 3513978000 3523442000 3199250000 3275648000 5566929000
Upper Band 4612717928 4612454063 4609183918 4603846162 4603676621 4606852264
Consolidated3009915678 3514888800 3523338682 3199306148 3275148150 5566971542
Upper Band 4611774752 4611506921 4608085216 4602713781 4602548537 4605695669
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Weekly Sentiment
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Sentiment 27-Mar 20-Mar 13-Mar 6-Mar 27-Feb 20-Feb
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AAII Bull 24 27 32 40 34 47
AAII Bear 38 32 25 23 20 18
Market Vane 63 61 58 64 65 65
II Bull 56.6 52 53.6 58.7 59.5 56.6
II Bear 14.1 14.3 14.1 14.1 14.1 14.1
OddLot ShRt 49.3 47.7 47.1 48.1 47.1 49.3
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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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