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April 7th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2080.79 2089.81 2076.1 2076.33 -4.29 -0.2%
S&P100 907.14 912.08 906.1 906.26 -0.75 -0.1%
VIX 14.57 14.81 14.01 14.78 0.04 0.3%
Nasdaq100 4349.30 4379.41 4343.74 4344.08 -6.9 -0.2%
VXN 16.47 16.57 15.97 16.39 -0.19 -1.1%
NYSE TICK -101 726 -1074 186 ---- ----
PreCloseTICK-450
Lead TICK -4226
CumAdj TICK -165
NYSE TRIN 1.08 1.08 1.08 1.08 ----
Dow Indus 17884.32 17983.12 17871.21 17875.42 -5.4 0.0%
DJIA@10:00 17926.7
DJIA@3:00 17953.9
Last Hour -124.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 164 378 363 187 107 467
Decliners 331 121 135 309 393 32
Unchanged 6 2 3 5 1 2
A/D Ratio 0.50 3.12 2.69 0.61 0.27 14.59
A/D Thrust 33.13 75.75 72.89 37.70 21.40 93.59
Up Volume 656879 1455643 1300814 930941 473408 1559279
Up Vol % 37.2% 70.2% 70.2% 41.5% 22.7% 83.3%
Dn Volume 1081857 605353 515371 1246222 1608405 281206
Dn Vol % 61.3% 29.2% 27.8% 55.6% 77.2% 15.0%
Tot Volume 1765675 2072255 1853543 2242675 2083198 1871110
UpDn Thrust37.78 70.63 71.62 42.76 22.74 84.72
> Upr Bband 26 52 25 10 12 25
< Lwr Bband 6 4 4 4 7 2
New 20d Hi 61 104 50 24 41 45
New 20d Lo 14 32 21 66 22 6
New 52wk Hi 10 25 20 7 23 27
New 52wk Lo 0 2 2 3 2 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 55.60 71.09 55.89 32.97 51.82 68.98
UDT3 60.78 60.90 44.53 48.59 52.66 57.19
UDT5 48.79 57.33 53.96 47.25 41.45 41.76
UDT10 45.18 46.11 50.79 46.68 51.20 52.49
UDT20 50.62 51.56 49.01 48.33 47.61 48.26
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 60.79 76.43 64.34 43.66 56.35 64.91
UDT3 65.98 68.30 53.86 55.35 53.44 54.25
UDT5 56.56 63.66 57.97 49.78 43.70 44.47
UDT10 50.55 52.16 54.80 50.13 53.69 54.94
UDT20 53.71 53.74 50.66 49.42 48.31 48.67
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 54.53 61.99 37.20 23.27 54.89 61.03
ADT3 60.66 45.72 35.77 41.07 51.62 57.56
ADT5 48.19 60.27 57.75 50.28 45.06 45.22
ADT10 46.71 47.67 48.87 44.46 49.55 50.45
ADT20 50.11 52.02 48.74 48.22 47.49 47.81
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 58.20 67.79 58.33 46.98 57.59 67.12
ADT3 60.06 62.82 52.58 56.03 58.45 57.85
ADT5 54.83 60.72 58.40 53.50 48.32 48.92
ADT10 51.87 53.19 53.95 51.13 54.04 54.67
ADT20 53.65 54.06 51.20 50.76 50.05 50.06
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 246 381 312 178 210 447
2-day <50 255 120 189 323 291 54
2-day >98 12 22 5 1 2 6
2-day <2 2 1 1 1 1 1
5-day >50 268
5-day <50 233
5-day >90 2
5-day <10 0
9-day >50 269 325 259 187 228 329
9-day <50 232 176 242 314 273 172
9-day >80 0 3 2 2 2 3
9-day <20 0 0 0 1 2 1
14-day >50 281 321 263 207 246 313
14-day <50 220 180 238 294 255 188
14-day >70 6 15 7 6 11 13
14-day <30 0 2 3 6 7 4
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 5 11 10 10 12 10
>50d Avg 75 127 104 215 189 79
<50d Avg 425 373 396 285 311 421
Spread -350 -246 -292 -70 -122 -342
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 135 28 100 25 81 23
Outside Day 17 125 29 43 53 20
Spread 118 -97 71 -18 28 3
Gap Up 5 12 5 1 3 115
Gap Down 2 5 0 50 7 1
Spread 3 7 5 -49 -4 114
Top10%Range 5 44 42 83 11 67
Bot10%Range 241 11 25 19 156 15
Spread -236 33 17 64 -145 52
>UpperBand 26 52 25 10 12 25
<LowerBand 6 4 4 4 7 2
Spread 20 48 21 6 5 23
WR20 2 34 14 25 8 15
NR20 34 8 26 6 11 20
Spread -32 26 -12 19 -3 -5
1% up 38 167 108 48 25 311
1% down 116 26 23 136 178 9
Spread -78 141 85 -88 -153 302
2% up 8 58 35 19 3 80
2% down 18 8 8 22 34 3
Spread -10 50 27 -3 -31 77
5% up 5days 27 45 30 17 12 13
5% dn 5days 12 10 4 6 21 18
Spread 15 35 26 11 -9 -5
+10% 5days 4 3 2 3 2 4
-10% 5days 2 0 0 1 2 1
Spread 2 3 2 2 0 3
+10% 20days 17 19 7 8 10 7
-10% 20days 3 1 9 16 21 24
Spread 14 18 -2 -8 -11 -17
Close>Open 150 455 361 196 196 408
Close<Open 348 44 138 299 301 89
Spread -198 411 223 -103 -105 319
+1%fromOpen 34 262 115 51 43 149
-1%fromOpen 115 12 22 103 91 17
Spread -81 250 93 -52 -48 132
+2%fromOpen 6 80 41 13 7 28
-2%fromOpen 16 2 8 11 12 3
Spread -10 78 33 2 -5 25
Close>Midp 101 403 311 283 146 385
Close<Midp 398 96 188 216 351 113
Spread -297 307 123 67 -205 272
+1% vs Midp 4 69 41 27 8 33
-1% vs Midp 33 4 14 10 32 0
Spread -29 65 27 17 -24 33
+2% vs Midp 0 6 6 4 1 1
-2% vs Midp 0 0 4 1 1 0
Spread 0 6 2 3 0 1
>Yest High 74 246 187 53 52 390
<Yest Low 90 33 35 217 174 8
Spread -16 213 152 -164 -122 382
1%>YestHigh 17 82 45 8 7 158
1%<YestLow 20 10 7 84 45 1
Spread -3 72 38 -76 -38 157
>Yest Midp 266 396 367 151 168 463
<Yest Midp 234 102 132 347 329 36
Spread 32 294 235 -196 -161 427
1%>YestMidp 87 203 157 47 45 343
1%<YestMidp 78 30 32 175 129 4
Spread 9 173 125 -128 -84 339
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 52 53 45 29 62 62
1%of52wkLo 2 3 6 9 7 6
S;pread 50 50 39 20 55 56
50%<52wkHi 26 26 28 29 29 27
50%<52wkLo 6 6 6 6 6 6
Spread 20 20 22 23 23 21
1%of20dHi 181 184 110 73 124 118
1%of20dLo 44 112 106 156 81 57
Spread 137 72 4 -83 43 61
10%<20dHi 14 20 21 32 28 32
10%<20dLo 31 30 16 12 19 15
Spread -17 -10 5 20 9 17
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 292 335 231 167 180 293
<10d Avg 208 165 269 333 320 207
Spread 84 170 -38 -166 -140 86
5% >10d Avg 16 24 8 5 6 8
5% <10d Avg 5 6 5 9 7 3
Spread 11 18 3 -4 -1 5
>20d Avg 285 323 264 232 260 317
<20d Avg 215 177 236 267 240 183
Spread 70 146 28 -35 20 134
5% >20d Avg 37 46 27 16 15 24
5% <20d Avg 12 10 11 16 14 7
Spread 25 36 16 0 1 17
>50d Avg 286 311 273 247 275 319
<50d Avg 214 189 227 253 225 181
Spread 72 122 46 -6 50 138
5% >50d Avg 58 73 65 55 72 91
5% <50d Avg 35 36 42 51 55 42
Spread 23 37 23 4 17 49
10%>50dAvg 8 12 10 9 14 19
10%<50dAvg 4 2 8 11 12 9
Spread 4 10 2 -2 2 10
>200d Avg 333 340 330 323 323 334
<200d Avg 167 160 170 177 177 166
Spread 166 180 160 146 146 168
10%>200dAvg 137 148 141 134 146 166
10%<200dAvg 46 44 57 62 61 56
Spread 91 104 84 72 85 110
25%>200dAvg 15 15 14 14 18 25
25%<200dAvg 9 9 13 15 14 14
Spread 6 6 1 -1 4 11
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 13 12 11 10 6 9
10d HV >50 8 8 8 9 12 10
20d HV <10 4 4 4 4 4 5
20d HV >50 5 6 6 5 6 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 49 114 46 22 31 53
RSI2 <10 29 24 31 23 13 7
Spread 20 90 15 -1 18 46
RSI2 >98 12 22 5 1 2 6
RSI2 <2 2 1 1 1 1 1
Spread 10 21 4 0 1 5
RSI14 >70 6 15 7 6 11 13
RSI14 <30 0 2 3 6 7 4
Spread 6 13 4 0 4 9
RSI14 >80 0 0 1 1 1 2
RSI14 <20 0 0 0 0 0 0
Spread 0 0 1 1 1 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 15.06 15.02 15.51 16.27 16.05 14.57
Upper Band 18.16 18.15 18.18 18.19 18.11 18.07
Lower Band 12.71 12.68 12.71 12.52 12.36 12.13
vs 10d Avg -2.81% -1.64% 2.97% 8.98% 9.15% -0.97%
VIX 14.78 14.74 14.67 15.11 15.29 14.51
Upper Band 17.04 17.05 17.07 17.08 17.07 17.04
Lower Band 12.93 12.95 12.98 12.90 12.83 12.71
vs 10d Avg -0.83% -0.18% 0.52% 3.96% 6.03% 0.37%
VXV 16.80 16.82 17.22 17.34 17.54 16.92
Upper Band 18.39 18.39 18.41 18.42 18.41 18.39
Lower Band 16.15 16.19 16.25 16.18 16.14 16.09
vs 10d Avg -2.19% -1.92% 0.48% 1.33% 3.04% -0.56%
VIX/VXV Rati0.880 0.876 0.852 0.871 0.872 0.858
Upper Band 0.937 0.937 0.936 0.936 0.935 0.935
Lower Band 0.797 0.797 0.796 0.796 0.793 0.789
vs 10d Avg 1.42% 1.83% 0.12% 2.69% 2.98% 1.02%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3241 3244 3253 3253 3254 3256
Advancers 1403 2256 2005 1658 1295 2342
% of Total 43.3% 69.5% 61.6% 51.0% 39.8% 71.9%
Decliners 1742 886 1139 1478 1855 823
% of Total 53.7% 27.3% 35.0% 45.4% 57.0% 25.3%
Unchanged 96 102 109 117 104 91
New Highs 108 142 117 77 121 149
New Lows 6 12 13 30 33 17
Adv Volume 1330424 2491599 2342576 1868587 1111224 2403584
% of Total 43.5% 75.4% 75.6% 52.3% 32.9% 82.3%
Decl Volume 1688447 776662 713742 1620159 2224951 497177
% of Total 55.2% 23.5% 23.0% 45.4% 65.9% 17.0%
Total Vol 3060260 3305898 3099240 3572368 3376874 2919696
ARMS Index 1.08 0.93 0.51 1 1.49 0.52
5 Day ARMS 5.01 4.45 5.28 6.05 6.16 6.2
McClellanOs 58 95 38 1 -2 37
McClellanSm 2256 2198 2103 2065 2064 2066
Cumul TICK 3,826 41124 36698 32365 17838 44576
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2866 2879 2880 2885 2882 2894
Advancers 1289 1518 1663 1298 1107 1879
% of Total 45.0% 52.7% 57.7% 45.0% 38.4% 64.9%
Decliners 1473 1266 1106 1471 1669 907
% of Total 51.4% 44.0% 38.4% 51.0% 57.9% 31.3%
Unchanged 104 95 111 116 106 108
New Highs 86 91 119 82 80 106
New Lows 58 26 35 63 43 49
Adv Volume 743175 1133095 889664 702866 556282 1209022
% of Total 47.1% 65.2% 56.7% 37.4% 30.2% 67.9%
Decl Volume 801411 585089 631272 1091478 1248416 553043
% of Total 50.8% 33.7% 40.2% 58.1% 67.9% 31.1%
Total Vol 1576617 1738457 1568650 1879493 1839587 1780901
ARMS Index 0.97 0.83 0.88 0.1 0.95 1.29
5 Day ARMS 3.73 4.05 4.3 3.61 3.6 3.54
McClellanOs 3 17 6 -24 -16 17
McClellanSm 1215 1212 1195 1189 1213 1229
Cumul TICK 12722 40748 25268 29651 13275 37497
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 81231637 114368155 86900906 0 126768703 96180365
Upper Band 204352095 203867521 212149193 224564209 211828380 211360888
SPX Vol 1765675164 2072254565 1853543030 2242674671 2083198242 1871110175
Upper Band 2947584613 2940431275 2969962797 2969861265 2962797798 2962598204
NYSE Vol 3060260000 3305898000 3099240000 3572368000 3376874000 2919696000
Upper Band 4593145110 4592799224 4629584947 4629390876 4622360115 4620613487
Consolidated3068802264 3306158030 3099238723 3573231393 3376818746 2919699751
Upper Band 4592012467 4591874493 4628706307 4628516952 4621416626 4619652557
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Weekly Sentiment
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Sentiment 2-Apr 27-Mar 20-Mar 13-Mar 6-Mar 27-Feb
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AAII Bull 35 38 27 32 40 34
AAII Bear 32 24 32 25 23 20
Market Vane 60 63 61 58 64 65
II Bull 54.5 56.6 52 53.6 58.7 59.5
II Bear 14.2 14.1 14.3 14.1 14.1 14.1
OddLot ShRt 50.9 49.3 47.7 47.1 48.1 47.1
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PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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