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April 13th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2102.03 2107.65 2092.33 2092.43 -9.63 -0.5%
S&P100 918.77 921.60 914.72 914.72 -3.95 -0.4%
VIX 13.17 14.31 12.71 13.94 1.36 10.8%
Nasdaq100 4428.13 4448.20 4407.07 4409.21 -12.81 -0.3%
VXN 14.09 15.51 13.9 15.45 1.35 9.6%
NYSE TICK 323 638 -1071 -133 ---- ----
PreCloseTICK-361
Lead TICK -3207
CumAdj TICK -893
NYSE TRIN 1.10 1.10 1.10 1.10 ----
Dow Indus 18052.32 18107.57 17974.81 17977.04 -80.6 -0.4%
DJIA@10:00 18096.5
DJIA@3:00 17999.8
Last Hour -61.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 121 310 325 315 164 378
Decliners 378 183 170 184 331 121
Unchanged 2 8 6 2 6 2
A/D Ratio 0.32 1.69 1.91 1.71 0.50 3.12
A/D Thrust 24.25 62.88 65.66 63.13 33.13 75.75
Up Volume 543628 1435518 1322588 1159123 656879 1455643
Up Vol % 30.2% 70.8% 69.8% 61.6% 37.2% 70.2%
Dn Volume 1252736 568859 556989 716325 1081857 605353
Dn Vol % 69.7% 28.1% 29.4% 38.1% 61.3% 29.2%
Tot Volume 1797584 2026815 1893752 1882558 1765675 2072255
UpDn Thrust30.26 71.62 70.37 61.81 37.78 70.63
> Upr Bband 7 28 32 10 26 52
< Lwr Bband 5 2 5 2 6 4
New 20d Hi 64 84 68 44 61 104
New 20d Lo 14 8 18 15 14 32
New 52wk Hi 26 26 15 11 10 25
New 52wk Lo 0 0 1 0 0 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 52.25 71.01 66.12 50.25 55.60 71.09
UDT3 58.14 68.03 57.13 57.65 60.78 60.90
UDT5 55.21 63.09 62.93 56.92 48.79 57.33
UDT10 55.84 58.42 54.65 48.85 45.18 46.11
UDT20 54.33 54.21 54.45 53.53 50.62 51.56
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 53.25 62.06 57.96 51.22 60.79 76.43
UDT3 54.87 60.67 53.47 59.84 65.98 68.30
UDT5 53.38 60.72 62.74 61.68 56.56 63.66
UDT10 58.65 59.34 56.16 52.66 50.55 52.16
UDT20 56.46 55.70 56.00 56.10 53.71 53.74
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 43.55 61.99 37.20 23.27 54.89 61.03
ADT3 50.84 45.72 35.77 41.07 51.62 57.56
ADT5 49.82 60.14 62.15 56.57 48.19 60.27
ADT10 55.02 58.94 56.21 50.81 46.71 47.67
ADT20 52.74 52.57 53.82 52.93 50.11 52.02
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 48.82 55.22 55.47 52.54 58.20 67.79
ADT3 49.35 56.98 51.83 58.96 60.06 62.82
ADT5 50.63 57.47 58.23 58.71 54.83 60.72
ADT10 55.69 57.94 55.86 53.51 51.87 53.19
ADT20 54.70 54.35 54.99 55.33 53.65 54.06
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 191 352 351 319 246 381
2-day <50 310 149 150 182 255 120
2-day >98 8 22 12 10 12 22
2-day <2 1 0 0 1 2 1
5-day >50 277
5-day <50 224
5-day >90 1
5-day <10 0
9-day >50 283 360 327 312 269 325
9-day <50 218 141 174 189 232 176
9-day >80 1 3 0 0 0 3
9-day <20 0 0 0 0 0 0
14-day >50 296 337 322 306 281 321
14-day <50 205 164 179 195 220 180
14-day >70 5 11 10 6 6 15
14-day <30 0 0 0 0 0 2
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 7 12 9 6 5 11
>50d Avg 79 94 95 112 75 127
<50d Avg 421 406 405 388 425 373
Spread -342 -312 -310 -276 -350 -246
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 49 110 66 63 135 28
Outside Day 79 24 62 72 17 125
Spread -30 86 4 -9 118 -97
Gap Up 2 11 5 2 5 12
Gap Down 1 1 4 6 2 5
Spread 1 10 1 -4 3 7
Top10%Range 5 80 99 61 5 44
Bot10%Range 199 20 14 24 241 11
Spread -194 60 85 37 -236 33
>UpperBand 7 28 32 10 26 52
<LowerBand 5 2 5 2 6 4
Spread 2 26 27 8 20 48
WR20 5 8 11 5 2 34
NR20 37 79 21 25 34 8
Spread -32 -71 -10 -20 -32 26
1% up 19 88 98 83 38 167
1% down 115 27 39 34 116 26
Spread -96 61 59 49 -78 141
2% up 5 19 39 22 8 58
2% down 13 8 17 10 18 8
Spread -8 11 22 12 -10 50
5% up 5days 13 38 43 31 27 45
5% dn 5days 4 2 5 6 12 10
Spread 9 36 38 25 15 35
+10% 5days 2 4 5 1 4 3
-10% 5days 0 0 0 0 2 0
Spread 2 4 5 1 2 3
+10% 20days 31 31 33 30 17 19
-10% 20days 3 3 2 2 3 1
Spread 28 28 31 28 14 18
Close>Open 139 280 335 302 150 455
Close<Open 360 216 162 196 348 44
Spread -221 64 173 106 -198 411
+1%fromOpen 18 60 110 75 34 262
-1%fromOpen 112 32 35 38 115 12
Spread -94 28 75 37 -81 250
+2%fromOpen 3 11 35 19 6 80
-2%fromOpen 17 8 15 14 16 2
Spread -14 3 20 5 -10 78
Close>Midp 91 304 366 290 101 403
Close<Midp 408 193 133 205 398 96
Spread -317 111 233 85 -297 307
+1% vs Midp 4 17 34 19 4 69
-1% vs Midp 26 11 10 18 33 4
Spread -22 6 24 1 -29 65
+2% vs Midp 0 2 5 1 0 6
-2% vs Midp 2 0 0 2 0 0
Spread -2 2 5 -1 0 6
>Yest High 55 183 158 79 74 246
<Yest Low 179 31 63 109 90 33
Spread -124 152 95 -30 -16 213
1%>YestHigh 6 40 43 13 17 82
1%<YestLow 21 5 19 12 20 10
Spread -15 35 24 1 -3 72
>Yest Midp 163 372 339 211 266 396
<Yest Midp 336 125 160 285 234 102
Spread -173 247 179 -74 32 294
1%>YestMidp 24 146 126 56 87 203
1%<YestMidp 104 30 44 71 78 30
Spread -80 116 82 -15 9 173
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 65 61 52 41 52 53
1%of52wkLo 1 1 1 2 2 3
S;pread 64 60 51 39 50 50
50%<52wkHi 26 27 27 26 26 26
50%<52wkLo 7 8 7 7 6 6
Spread 19 19 20 19 20 20
1%of20dHi 163 168 147 134 181 184
1%of20dLo 73 55 68 63 44 112
Spread 90 113 79 71 137 72
10%<20dHi 5 6 8 8 14 20
10%<20dLo 37 37 35 32 31 30
Spread -32 -31 -27 -24 -17 -10
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 288 381 361 353 292 335
<10d Avg 212 118 139 147 208 165
Spread 76 263 222 206 84 170
5% >10d Avg 6 18 15 6 16 24
5% <10d Avg 1 0 0 0 5 6
Spread 5 18 15 6 11 18
>20d Avg 282 338 309 306 285 323
<20d Avg 218 162 191 194 215 177
Spread 64 176 118 112 70 146
5% >20d Avg 23 43 50 32 37 46
5% <20d Avg 4 5 5 5 12 10
Spread 19 38 45 27 25 36
>50d Avg 287 315 298 292 286 311
<50d Avg 213 185 202 208 214 189
Spread 74 130 96 84 72 122
5% >50d Avg 65 84 76 66 58 73
5% <50d Avg 25 21 22 26 35 36
Spread 40 63 54 40 23 37
10%>50dAvg 8 8 14 7 8 12
10%<50dAvg 1 1 0 2 4 2
Spread 7 7 14 5 4 10
>200d Avg 333 340 338 332 333 340
<200d Avg 167 160 162 168 167 160
Spread 166 180 176 164 166 180
10%>200dAvg 135 143 139 141 137 148
10%<200dAvg 42 45 42 46 46 44
Spread 93 98 97 95 91 104
25%>200dAvg 18 20 18 16 15 15
25%<200dAvg 6 7 6 8 9 9
Spread 12 13 12 8 6 6
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 41 46 39 14 13 12
10d HV >50 4 5 6 9 8 8
20d HV <10 6 6 4 4 4 4
20d HV >50 5 6 6 5 5 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 42 123 106 56 49 114
RSI2 <10 35 20 24 9 29 24
Spread 7 103 82 47 20 90
RSI2 >98 8 22 12 10 12 22
RSI2 <2 1 0 0 1 2 1
Spread 7 22 12 9 10 21
RSI14 >70 5 11 10 6 6 15
RSI14 <30 0 0 0 0 0 2
Spread 5 11 10 6 6 13
RSI14 >80 0 0 0 0 0 0
RSI14 <20 0 0 0 0 0 0
Spread 0 0 0 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 14.53 12.50 13.58 14.39 15.06 15.02
Upper Band 17.33 17.61 17.57 17.91 18.16 18.15
Lower Band 12.26 12.22 12.61 12.67 12.71 12.68
vs 10d Avg -1.48% -16.12% -11.31% -7.53% -2.81% -1.64%
VIX 13.94 12.58 13.09 13.98 14.78 14.74
Upper Band 16.33 16.54 16.50 16.79 17.04 17.05
Lower Band 12.51 12.50 12.82 12.92 12.93 12.95
vs 10d Avg -2.31% -12.53% -10.98% -6.42% -0.83% -0.18%
VXV 16.32 15.46 16.02 16.40 16.80 16.82
Upper Band 18.03 18.16 18.05 18.26 18.39 18.39
Lower Band 15.72 15.74 16.05 16.09 16.15 16.19
vs 10d Avg -2.18% -7.93% -5.78% -4.41% -2.19% -1.92%
VIX/VXV Rati0.854 0.814 0.817 0.852 0.880 0.876
Upper Band 0.919 0.924 0.926 0.931 0.937 0.937
Lower Band 0.788 0.788 0.793 0.797 0.797 0.797
vs 10d Avg -0.05% -4.92% -5.47% -2.08% 1.42% 1.83%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3246 3243 3240 3241 3241 3244
Advancers 1178 1871 1573 1897 1403 2256
% of Total 36.3% 57.7% 48.5% 58.5% 43.3% 69.5%
Decliners 1951 1246 1547 1239 1742 886
% of Total 60.1% 38.4% 47.7% 38.2% 53.7% 27.3%
Unchanged 117 126 120 105 96 102
New Highs 115 129 125 127 108 142
New Lows 7 3 7 9 6 12
Adv Volume 1130508 2030896 1810701 1854496 1330424 2491599
% of Total 38.8% 65.2% 57.0% 56.8% 43.5% 75.4%
Decl Volume 1741091 1034531 1314491 1344174 1688447 776662
% of Total 59.8% 33.2% 41.4% 41.1% 55.2% 23.5%
Total Vol 2913741 3113105 3175872 3267733 3060260 3305898
ARMS Index 1.10 0.80 0.74 1.21 1.08 0.93
5 Day ARMS 4.93 4.76 4.47 4.73 5.01 4.45
McClellanOs 17 74 59 76 58 95
McClellanSm 2482 2465 2391 2332 2256 2198
Cumul TICK -65,130 24566 -5696 38670 3826 41124
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2890 2871 2849 2868 2866 2879
Advancers 1346 1622 1336 1767 1289 1518
% of Total 46.6% 56.5% 46.9% 61.6% 45.0% 52.7%
Decliners 1430 1117 1414 997 1473 1266
% of Total 49.5% 38.9% 49.6% 34.8% 51.4% 44.0%
Unchanged 114 132 99 104 104 95
New Highs 122 113 97 96 86 91
New Lows 33 24 26 32 58 26
Adv Volume 697508 1003171 1048391 1173591 743175 1133095
% of Total 45.1% 66.4% 60.5% 68.3% 47.1% 65.2%
Decl Volume 823616 481398 671795 527587 801411 585089
% of Total 53.2% 31.8% 38.8% 30.7% 50.8% 33.7%
Total Vol 1547566 1511711 1732352 1717860 1576617 1738457
ARMS Index 0.95 1.44 0.67 0.82 0.97 0.83
5 Day ARMS 4.85 4.73 4.17 3.6 3.73 4.05
McClellanOs 34 48 28 40 3 17
McClellanSm 1365 1331 1283 1255 1215 1212
Cumul TICK 11291 13884 13296 27436 12722 40748
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 74415423 72722915 85548854 89351939 81231637 114368155
Upper Band 197557073 202218006 201275935 200999155 204352095 203867521
SPX Vol 1797584477 2026815453 1893752001 1882558256 1765675164 2072254565
Upper Band 2913821810 2917795701 2929163810 2933191606 2947584613 2940431275
NYSE Vol 2913741000 3113105000 3175872000 3267733000 3060260000 3305898000
Upper Band 4552920014 4560847071 4567028934 4572262000 4593145110 4592799224
Consolidated2913646094 3113101937 3175869967 3267641486 3068802264 3306158030
Upper Band 4552150301 4560026564 4566183050 4571308826 4592012467 4591874493
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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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