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April 15th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2097.82 2111.91 2097.82 2106.63 10.79 0.5%
S&P100 917.08 923.78 917.08 921.39 5.17 0.6%
VIX 13.58 13.58 12.83 12.84 -0.83 -6.1%
Nasdaq100 4409.74 4435.28 4406.04 4424.53 26.89 0.6%
VXN 15.27 15.39 14.57 14.63 -0.83 -5.4%
NYSE TICK 605 1121 -661 533 ---- ----
PreCloseTICK-456
Lead TICK 1199
CumAdj TICK 350
NYSE TRIN 0.91 0.91 0.91 0.91 ----
Dow Indus 18045.71 18160.52 18045.71 18112.61 75.9 0.4%
DJIA@10:00 18129.4
DJIA@3:00 18147.7
Last Hour -127.7
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 312 279 121 310 325 315
Decliners 186 221 378 183 170 184
Unchanged 3 1 2 8 6 2
A/D Ratio 1.68 1.26 0.32 1.69 1.91 1.71
A/D Thrust 62.65 55.80 24.25 62.88 65.66 63.13
Up Volume 1523344 1078982 543628 1435518 1322588 1159123
Up Vol % 68.5% 58.6% 30.2% 70.8% 69.8% 61.6%
Dn Volume 695573 759659 1252736 568859 556989 716325
Dn Vol % 31.3% 41.3% 69.7% 28.1% 29.4% 38.1%
Tot Volume 2222408 1840244 1797584 2026815 1893752 1882558
UpDn Thrust68.65 58.68 30.26 71.62 70.37 61.81
> Upr Bband 68 23 7 28 32 10
< Lwr Bband 7 3 5 2 5 2
New 20d Hi 104 43 64 84 68 44
New 20d Lo 22 27 14 8 18 15
New 52wk Hi 20 5 26 26 15 11
New 52wk Lo 1 1 0 0 1 0
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 64.14 44.64 52.25 71.01 66.12 50.25
UDT3 53.74 54.35 58.14 68.03 57.13 57.65
UDT5 60.64 59.03 55.21 63.09 62.93 56.92
UDT10 58.40 53.36 55.84 58.42 54.65 48.85
UDT20 54.51 52.88 54.33 54.21 54.45 53.53
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 68.70 54.85 53.25 62.06 57.96 51.22
UDT3 60.39 58.64 54.87 60.67 53.47 59.84
UDT5 61.02 58.36 53.38 60.72 62.74 61.68
UDT10 61.35 57.44 58.65 59.34 56.16 52.66
UDT20 57.34 56.13 56.46 55.70 56.00 56.10
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 59.22 61.99 37.20 23.27 54.89 61.03
ADT3 47.56 45.72 35.77 41.07 51.62 57.56
ADT5 54.21 54.30 49.82 60.14 62.15 56.57
ADT10 55.37 51.23 55.02 58.94 56.21 50.81
ADT20 52.46 50.83 52.74 52.57 53.82 52.93
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 64.54 50.13 48.82 55.22 55.47 52.54
ADT3 55.61 53.41 49.35 56.98 51.83 58.96
ADT5 55.45 54.23 50.63 57.47 58.23 58.71
ADT10 57.08 54.53 55.69 57.94 55.86 53.51
ADT20 55.56 54.60 54.70 54.35 54.99 55.33
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 303 252 191 352 351 319
2-day <50 198 249 310 149 150 182
2-day >98 18 7 8 22 12 10
2-day <2 1 2 1 0 0 1
5-day >50 310
5-day <50 191
5-day >90 8
5-day <10 0
9-day >50 317 296 283 360 327 312
9-day <50 184 205 218 141 174 189
9-day >80 9 1 1 3 0 0
9-day <20 0 0 0 0 0 0
14-day >50 326 298 296 337 322 306
14-day <50 175 203 205 164 179 195
14-day >70 24 3 5 11 10 6
14-day <30 0 0 0 0 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 14 9 7 12 9 6
>50d Avg 180 112 79 94 95 112
<50d Avg 320 388 421 406 405 388
Spread -140 -276 -342 -312 -310 -276
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 51 56 49 110 66 63
Outside Day 33 49 79 24 62 72
Spread 18 7 -30 86 4 -9
Gap Up 32 3 2 11 5 2
Gap Down 1 10 1 1 4 6
Spread 31 -7 1 10 1 -4
Top10%Range 29 54 5 80 99 61
Bot10%Range 105 15 199 20 14 24
Spread -76 39 -194 60 85 37
>UpperBand 68 23 7 28 32 10
<LowerBand 7 3 5 2 5 2
Spread 61 20 2 26 27 8
WR20 32 6 5 8 11 5
NR20 38 29 37 79 21 25
Spread -6 -23 -32 -71 -10 -20
1% up 149 83 19 88 98 83
1% down 38 57 115 27 39 34
Spread 111 26 -96 61 59 49
2% up 69 31 5 19 39 22
2% down 5 4 13 8 17 10
Spread 64 27 -8 11 22 12
5% up 5days 49 13 13 38 43 31
5% dn 5days 2 1 4 2 5 6
Spread 47 12 9 36 38 25
+10% 5days 7 3 2 4 5 1
-10% 5days 0 0 0 0 0 0
Spread 7 3 2 4 5 1
+10% 20days 47 32 31 31 33 30
-10% 20days 3 2 3 3 2 2
Spread 44 30 28 28 31 28
Close>Open 253 288 139 280 335 302
Close<Open 246 209 360 216 162 196
Spread 7 79 -221 64 173 106
+1%fromOpen 112 76 18 60 110 75
-1%fromOpen 46 30 112 32 35 38
Spread 66 46 -94 28 75 37
+2%fromOpen 51 19 3 11 35 19
-2%fromOpen 9 4 17 8 15 14
Spread 42 15 -14 3 20 5
Close>Midp 217 324 91 304 366 290
Close<Midp 280 172 408 193 133 205
Spread -63 152 -317 111 233 85
+1% vs Midp 48 24 4 17 34 19
-1% vs Midp 16 3 26 11 10 18
Spread 32 21 -22 6 24 1
+2% vs Midp 13 2 0 2 5 1
-2% vs Midp 1 2 2 0 0 2
Spread 12 0 -2 2 5 -1
>Yest High 201 87 55 183 158 79
<Yest Low 60 146 179 31 63 109
Spread 141 -59 -124 152 95 -30
1%>YestHigh 97 25 6 40 43 13
1%<YestLow 8 25 21 5 19 12
Spread 89 0 -15 35 24 1
>Yest Midp 334 196 163 372 339 211
<Yest Midp 166 303 336 125 160 285
Spread 168 -107 -173 247 179 -74
1%>YestMidp 164 56 24 146 126 56
1%<YestMidp 35 100 104 30 44 71
Spread 129 -44 -80 116 82 -15
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 54 38 65 61 52 41
1%of52wkLo 2 1 1 1 1 2
S;pread 52 37 64 60 51 39
50%<52wkHi 21 25 26 27 27 26
50%<52wkLo 8 7 7 8 7 7
Spread 13 18 19 19 20 19
1%of20dHi 184 125 163 168 147 134
1%of20dLo 74 108 73 55 68 63
Spread 110 17 90 113 79 71
10%<20dHi 8 11 5 6 8 8
10%<20dLo 43 35 37 37 35 32
Spread -35 -24 -32 -31 -27 -24
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 313 286 288 381 361 353
<10d Avg 187 214 212 118 139 147
Spread 126 72 76 263 222 206
5% >10d Avg 33 12 6 18 15 6
5% <10d Avg 0 0 1 0 0 0
Spread 33 12 5 18 15 6
>20d Avg 296 286 282 338 309 306
<20d Avg 204 214 218 162 191 194
Spread 92 72 64 176 118 112
5% >20d Avg 52 37 23 43 50 32
5% <20d Avg 4 4 4 5 5 5
Spread 48 33 19 38 45 27
>50d Avg 305 286 287 315 298 292
<50d Avg 195 214 213 185 202 208
Spread 110 72 74 130 96 84
5% >50d Avg 84 70 65 84 76 66
5% <50d Avg 18 24 25 21 22 26
Spread 66 46 40 63 54 40
10%>50dAvg 20 9 8 8 14 7
10%<50dAvg 0 0 1 1 0 2
Spread 20 9 7 7 14 5
>200d Avg 360 345 333 340 338 332
<200d Avg 140 155 167 160 162 168
Spread 220 190 166 180 176 164
10%>200dAvg 138 132 135 143 139 141
10%<200dAvg 26 36 42 45 42 46
Spread 112 96 93 98 97 95
25%>200dAvg 13 16 18 20 18 16
25%<200dAvg 4 6 6 7 6 8
Spread 9 10 12 13 12 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 90 65 41 46 39 14
10d HV >50 7 4 4 5 6 9
20d HV <10 12 8 6 6 4 4
20d HV >50 8 5 5 6 6 5
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 102 45 42 123 106 56
RSI2 <10 35 44 35 20 24 9
Spread 67 1 7 103 82 47
RSI2 >98 18 7 8 22 12 10
RSI2 <2 1 2 1 0 0 1
Spread 17 5 7 22 12 9
RSI14 >70 24 3 5 11 10 6
RSI14 <30 0 0 0 0 0 0
Spread 24 3 5 11 10 6
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 12.98 13.99 14.53 12.50 13.58 14.39
Upper Band 17.06 17.20 17.33 17.61 17.57 17.91
Lower Band 12.03 12.20 12.26 12.22 12.61 12.67
vs 10d Avg -9.75% -4.77% -1.48% -16.12% -11.31% -7.53%
VIX 12.84 13.67 13.94 12.58 13.09 13.98
Upper Band 16.03 16.18 16.33 16.54 16.50 16.79
Lower Band 12.33 12.47 12.51 12.50 12.82 12.92
vs 10d Avg -7.89% -3.63% -2.31% -12.53% -10.98% -6.42%
VXV 15.69 15.85 16.32 15.46 16.02 16.40
Upper Band 17.97 18.01 18.03 18.16 18.05 18.26
Lower Band 15.44 15.58 15.72 15.74 16.05 16.09
vs 10d Avg -4.28% -4.39% -2.18% -7.93% -5.78% -4.41%
VIX/VXV Rati0.818 0.862 0.854 0.814 0.817 0.852
Upper Band 0.909 0.914 0.919 0.924 0.926 0.931
Lower Band 0.788 0.790 0.788 0.788 0.793 0.797
vs 10d Avg -3.70% 0.86% -0.05% -4.92% -5.47% -2.08%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3246 3255 3246 3243 3240 3241
Advancers 2091 1970 1178 1871 1573 1897
% of Total 64.4% 60.5% 36.3% 57.7% 48.5% 58.5%
Decliners 1050 1181 1951 1246 1547 1239
% of Total 32.3% 36.3% 60.1% 38.4% 47.7% 38.2%
Unchanged 105 104 117 126 120 105
New Highs 121 82 115 129 125 127
New Lows 10 9 7 3 7 9
Adv Volume 2748417 2244101 1130508 2030896 1810701 1854496
% of Total 68.4% 67.9% 38.8% 65.2% 57.0% 56.8%
Decl Volume 1237951 1036398 1741091 1034531 1314491 1344174
% of Total 30.8% 31.4% 59.8% 33.2% 41.4% 41.1%
Total Vol 4018539 3305305 2913741 3113105 3175872 3267733
ARMS Index 0.91 0.82 1.1 0.8 0.74 1.21
5 Day ARMS 4.37 4.67 4.93 4.76 4.47 4.73
McClellanOs 83 46 17 74 59 76
McClellanSm 2611 2528 2482 2465 2391 2332
Cumul TICK 59,181 35576 -65130 24566 -5696 38670
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2875 2863 2890 2871 2849 2868
Advancers 1839 1313 1346 1622 1336 1767
% of Total 64.0% 45.9% 46.6% 56.5% 46.9% 61.6%
Decliners 943 1440 1430 1117 1414 997
% of Total 32.8% 50.3% 49.5% 38.9% 49.6% 34.8%
Unchanged 93 110 114 132 99 104
New Highs 131 88 122 113 97 96
New Lows 19 34 33 24 26 32
Adv Volume 1276714 703618 697508 1003171 1048391 1173591
% of Total 70.8% 44.4% 45.1% 66.4% 60.5% 68.3%
Decl Volume 506978 861690 823616 481398 671795 527587
% of Total 28.1% 54.4% 53.2% 31.8% 38.8% 30.7%
Total Vol 1802229 1585081 1547566 1511711 1732352 1717860
ARMS Index 1.39 1 0.95 1.44 0.67 0.82
5 Day ARMS 5.45 4.88 4.85 4.73 4.17 3.6
McClellanOs 60 21 34 48 28 40
McClellanSm 1446 1386 1365 1331 1283 1255
Cumul TICK 37468 20657 11291 13884 13296 27436
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 99529320 74938050 74415423 72722915 85548854 89351939
Upper Band 195790482 195737318 197557073 202218006 201275935 200999155
SPX Vol 2222408109 1840244084 1797584477 2026815453 1893752001 1882558256
Upper Band 2925364442 2913202249 2913821810 2917795701 2929163810 2933191606
NYSE Vol 4018539000 3305305000 2913741000 3113105000 3175872000 3267733000
Upper Band 4622528227 4553200509 4552920014 4560847071 4567028934 4572262000
Consolidated4018482995 3304796340 2913646094 3113101937 3175869967 3267641486
Upper Band 4621729992 4552416950 4552150301 4560026564 4566183050 4571308826
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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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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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