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April 10th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2091.51 2102.61 2091.51 2102.06 10.88 0.5%
S&P100 912.59 919.15 912.59 918.67 6.05 0.7%
VIX 13.20 13.26 12.51 12.58 -0.51 -3.9%
Nasdaq100 4402.02 4422.63 4394.38 4422.02 18.07 0.4%
VXN 14.70 14.84 14.08 14.1 -0.6 -4.1%
NYSE TICK 541 856 -566 402 ---- ----
PreCloseTICK439
Lead TICK 1995
CumAdj TICK 18
NYSE TRIN 0.80 0.80 0.80 0.80 ----
Dow Indus 17956.73 18066.76 17945.55 18057.65 98.9 0.6%
DJIA@10:00 17976.2
DJIA@3:00 18055.8
Last Hour -15.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 310 325 315 164 378 363
Decliners 183 170 184 331 121 135
Unchanged 8 6 2 6 2 3
A/D Ratio 1.69 1.91 1.71 0.50 3.12 2.69
A/D Thrust 62.88 65.66 63.13 33.13 75.75 72.89
Up Volume 1435518 1322588 1159123 656879 1455643 1300814
Up Vol % 70.8% 69.8% 61.6% 37.2% 70.2% 70.2%
Dn Volume 568859 556989 716325 1081857 605353 515371
Dn Vol % 28.1% 29.4% 38.1% 61.3% 29.2% 27.8%
Tot Volume 2026815 1893752 1882558 1765675 2072255 1853543
UpDn Thrust71.62 70.37 61.81 37.78 70.63 71.62
> Upr Bband 28 32 10 26 52 25
< Lwr Bband 2 5 2 6 4 4
New 20d Hi 84 68 44 61 104 50
New 20d Lo 8 18 15 14 32 21
New 52wk Hi 26 15 11 10 25 20
New 52wk Lo 0 1 0 0 2 2
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 71.01 66.12 50.25 55.60 71.09 55.89
UDT3 68.03 57.13 57.65 60.78 60.90 44.53
UDT5 63.09 62.93 56.92 48.79 57.33 53.96
UDT10 58.42 54.65 48.85 45.18 46.11 50.79
UDT20 54.21 54.45 53.53 50.62 51.56 49.01
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 62.06 57.96 51.22 60.79 76.43 64.34
UDT3 60.67 53.47 59.84 65.98 68.30 53.86
UDT5 60.72 62.74 61.68 56.56 63.66 57.97
UDT10 59.34 56.16 52.66 50.55 52.16 54.80
UDT20 55.70 56.00 56.10 53.71 53.74 50.66
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 64.27 61.99 37.20 23.27 54.89 61.03
ADT3 63.89 45.72 35.77 41.07 51.62 57.56
ADT5 60.14 62.15 56.57 48.19 60.27 57.75
ADT10 58.94 56.21 50.81 46.71 47.67 48.87
ADT20 52.57 53.82 52.93 50.11 52.02 48.74
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 55.22 55.47 52.54 58.20 67.79 58.33
ADT3 56.98 51.83 58.96 60.06 62.82 52.58
ADT5 57.47 58.23 58.71 54.83 60.72 58.40
ADT10 57.94 55.86 53.51 51.87 53.19 53.95
ADT20 54.35 54.99 55.33 53.65 54.06 51.20
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 352 351 319 246 381 312
2-day <50 149 150 182 255 120 189
2-day >98 22 12 10 12 22 5
2-day <2 0 0 1 2 1 1
5-day >50 374
5-day <50 127
5-day >90 5
5-day <10 0
9-day >50 360 327 312 269 325 259
9-day <50 141 174 189 232 176 242
9-day >80 3 0 0 0 3 2
9-day <20 0 0 0 0 0 0
14-day >50 337 322 306 281 321 263
14-day <50 164 179 195 220 180 238
14-day >70 11 10 6 6 15 7
14-day <30 0 0 0 0 2 3
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 9 6 5 11 10
>50d Avg 94 95 112 75 127 104
<50d Avg 406 405 388 425 373 396
Spread -312 -310 -276 -350 -246 -292
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 110 66 63 135 28 100
Outside Day 24 62 72 17 125 29
Spread 86 4 -9 118 -97 71
Gap Up 11 5 2 5 12 5
Gap Down 1 4 6 2 5 0
Spread 10 1 -4 3 7 5
Top10%Range 80 99 61 5 44 42
Bot10%Range 20 14 24 241 11 25
Spread 60 85 37 -236 33 17
>UpperBand 28 32 10 26 52 25
<LowerBand 2 5 2 6 4 4
Spread 26 27 8 20 48 21
WR20 8 11 5 2 34 14
NR20 79 21 25 34 8 26
Spread -71 -10 -20 -32 26 -12
1% up 88 98 83 38 167 108
1% down 27 39 34 116 26 23
Spread 61 59 49 -78 141 85
2% up 19 39 22 8 58 35
2% down 8 17 10 18 8 8
Spread 11 22 12 -10 50 27
5% up 5days 38 43 31 27 45 30
5% dn 5days 2 5 6 12 10 4
Spread 36 38 25 15 35 26
+10% 5days 4 5 1 4 3 2
-10% 5days 0 0 0 2 0 0
Spread 4 5 1 2 3 2
+10% 20days 31 33 30 17 19 7
-10% 20days 3 2 2 3 1 9
Spread 28 31 28 14 18 -2
Close>Open 280 335 302 150 455 361
Close<Open 216 162 196 348 44 138
Spread 64 173 106 -198 411 223
+1%fromOpen 60 110 75 34 262 115
-1%fromOpen 32 35 38 115 12 22
Spread 28 75 37 -81 250 93
+2%fromOpen 11 35 19 6 80 41
-2%fromOpen 8 15 14 16 2 8
Spread 3 20 5 -10 78 33
Close>Midp 304 366 290 101 403 311
Close<Midp 193 133 205 398 96 188
Spread 111 233 85 -297 307 123
+1% vs Midp 17 34 19 4 69 41
-1% vs Midp 11 10 18 33 4 14
Spread 6 24 1 -29 65 27
+2% vs Midp 2 5 1 0 6 6
-2% vs Midp 0 0 2 0 0 4
Spread 2 5 -1 0 6 2
>Yest High 183 158 79 74 246 187
<Yest Low 31 63 109 90 33 35
Spread 152 95 -30 -16 213 152
1%>YestHigh 40 43 13 17 82 45
1%<YestLow 5 19 12 20 10 7
Spread 35 24 1 -3 72 38
>Yest Midp 372 339 211 266 396 367
<Yest Midp 125 160 285 234 102 132
Spread 247 179 -74 32 294 235
1%>YestMidp 146 126 56 87 203 157
1%<YestMidp 30 44 71 78 30 32
Spread 116 82 -15 9 173 125
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 61 52 41 52 53 45
1%of52wkLo 1 1 2 2 3 6
S;pread 60 51 39 50 50 39
50%<52wkHi 27 27 26 26 26 28
50%<52wkLo 8 7 7 6 6 6
Spread 19 20 19 20 20 22
1%of20dHi 168 147 134 181 184 110
1%of20dLo 55 68 63 44 112 106
Spread 113 79 71 137 72 4
10%<20dHi 6 8 8 14 20 21
10%<20dLo 37 35 32 31 30 16
Spread -31 -27 -24 -17 -10 5
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 381 361 353 292 335 231
<10d Avg 118 139 147 208 165 269
Spread 263 222 206 84 170 -38
5% >10d Avg 18 15 6 16 24 8
5% <10d Avg 0 0 0 5 6 5
Spread 18 15 6 11 18 3
>20d Avg 338 309 306 285 323 264
<20d Avg 162 191 194 215 177 236
Spread 176 118 112 70 146 28
5% >20d Avg 43 50 32 37 46 27
5% <20d Avg 5 5 5 12 10 11
Spread 38 45 27 25 36 16
>50d Avg 315 298 292 286 311 273
<50d Avg 185 202 208 214 189 227
Spread 130 96 84 72 122 46
5% >50d Avg 84 76 66 58 73 65
5% <50d Avg 21 22 26 35 36 42
Spread 63 54 40 23 37 23
10%>50dAvg 8 14 7 8 12 10
10%<50dAvg 1 0 2 4 2 8
Spread 7 14 5 4 10 2
>200d Avg 340 338 332 333 340 330
<200d Avg 160 162 168 167 160 170
Spread 180 176 164 166 180 160
10%>200dAvg 143 139 141 137 148 141
10%<200dAvg 45 42 46 46 44 57
Spread 98 97 95 91 104 84
25%>200dAvg 20 18 16 15 15 14
25%<200dAvg 7 6 8 9 9 13
Spread 13 12 8 6 6 1
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 46 39 14 13 12 11
10d HV >50 5 6 9 8 8 8
20d HV <10 6 4 4 4 4 4
20d HV >50 6 6 5 5 6 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 123 106 56 49 114 46
RSI2 <10 20 24 9 29 24 31
Spread 103 82 47 20 90 15
RSI2 >98 22 12 10 12 22 5
RSI2 <2 0 0 1 2 1 1
Spread 22 12 9 10 21 4
RSI14 >70 11 10 6 6 15 7
RSI14 <30 0 0 0 0 2 3
Spread 11 10 6 6 13 4
RSI14 >80 0 0 0 0 0 1
RSI14 <20 0 0 0 0 0 0
Spread 0 0 0 0 0 1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.50 13.58 14.39 15.06 15.02 15.51
Upper Band 17.61 17.57 17.91 18.16 18.15 18.18
Lower Band 12.22 12.61 12.67 12.71 12.68 12.71
vs 10d Avg -16.12% -11.31% -7.53% -2.81% -1.64% 2.97%
VIX 12.58 13.09 13.98 14.78 14.74 14.67
Upper Band 16.54 16.50 16.79 17.04 17.05 17.07
Lower Band 12.50 12.82 12.92 12.93 12.95 12.98
vs 10d Avg -12.53% -10.98% -6.42% -0.83% -0.18% 0.52%
VXV 15.46 16.02 16.40 16.80 16.82 17.22
Upper Band 18.16 18.05 18.26 18.39 18.39 18.41
Lower Band 15.74 16.05 16.09 16.15 16.19 16.25
vs 10d Avg -7.93% -5.78% -4.41% -2.19% -1.92% 0.48%
VIX/VXV Rati0.814 0.817 0.852 0.880 0.876 0.852
Upper Band 0.924 0.926 0.931 0.937 0.937 0.936
Lower Band 0.788 0.793 0.797 0.797 0.797 0.796
vs 10d Avg -4.92% -5.47% -2.08% 1.42% 1.83% 0.12%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3243 3240 3241 3241 3244 3253
Advancers 1871 1573 1897 1403 2256 2005
% of Total 57.7% 48.5% 58.5% 43.3% 69.5% 61.6%
Decliners 1246 1547 1239 1742 886 1139
% of Total 38.4% 47.7% 38.2% 53.7% 27.3% 35.0%
Unchanged 126 120 105 96 102 109
New Highs 129 125 127 108 142 117
New Lows 3 7 9 6 12 13
Adv Volume 2030896 1810701 1854496 1330424 2491599 2342576
% of Total 65.2% 57.0% 56.8% 43.5% 75.4% 75.6%
Decl Volume 1034531 1314491 1344174 1688447 776662 713742
% of Total 33.2% 41.4% 41.1% 55.2% 23.5% 23.0%
Total Vol 3113105 3175872 3267733 3060260 3305898 3099240
ARMS Index 0.80 0.74 1.21 1.08 0.93 0.51
5 Day ARMS 4.76 4.47 4.73 5.01 4.45 5.28
McClellanOs 74 59 76 58 95 38
McClellanSm 2465 2391 2332 2256 2198 2103
Cumul TICK 24,566 -5696 38670 3826 41124 36698
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2871 2849 2868 2866 2879 2880
Advancers 1622 1336 1767 1289 1518 1663
% of Total 56.5% 46.9% 61.6% 45.0% 52.7% 57.7%
Decliners 1117 1414 997 1473 1266 1106
% of Total 38.9% 49.6% 34.8% 51.4% 44.0% 38.4%
Unchanged 132 99 104 104 95 111
New Highs 113 97 96 86 91 119
New Lows 24 26 32 58 26 35
Adv Volume 1003171 1048391 1173591 743175 1133095 889664
% of Total 66.4% 60.5% 68.3% 47.1% 65.2% 56.7%
Decl Volume 481398 671795 527587 801411 585089 631272
% of Total 31.8% 38.8% 30.7% 50.8% 33.7% 40.2%
Total Vol 1511711 1732352 1717860 1576617 1738457 1568650
ARMS Index 1.44 0.67 0.82 0.97 0.83 0.88
5 Day ARMS 4.73 4.17 3.6 3.73 4.05 4.3
McClellanOs 48 28 40 3 17 6
McClellanSm 1331 1283 1255 1215 1212 1195
Cumul TICK 13884 13296 27436 12722 40748 25268
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 72722915 85548854 89351939 81231637 114368155 86900906
Upper Band 202218006 201275935 200999155 204352095 203867521 212149193
SPX Vol 2026815453 1893752001 1882558256 1765675164 2072254565 1853543030
Upper Band 2917795701 2929163810 2933191606 2947584613 2940431275 2969962797
NYSE Vol 3113105000 3175872000 3267733000 3060260000 3305898000 3099240000
Upper Band 4560847071 4567028934 4572262000 4593145110 4592799224 4629584947
Consolidated3113101937 3175869967 3267641486 3068802264 3306158030 3099238723
Upper Band 4560026564 4566183050 4571308826 4592012467 4591874493 4628706307
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Weekly Sentiment
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Sentiment 10-Apr 2-Apr 27-Mar 20-Mar 13-Mar 6-Mar
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AAII Bull 29 35 38 27 32 40
AAII Bear 24 32 24 32 25 23
Market Vane 60 60 63 61 58 64
II Bull 50.4 54.5 56.6 52 53.6 58.7
II Bear 14.2 14.2 14.1 14.3 14.1 14.1
OddLot ShRt 48.8 50.9 49.3 47.7 47.1 48.1
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PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
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