******************************************************************************
April 17th, 2015 Market Tells DataSheet
******************************************************************************
Cash Prices Open High Low Close Chg %Chg
------------------------------------------------------------------------------
S&P500 2102.58 2102.58 2072.37 2081.18 -23.81 -1.1%
S&P100 919.86 919.86 905.91 909.87 -10.86 -1.2%
VIX 13.97 15.02 13.73 13.89 1.29 10.2%
Nasdaq100 4379.63 4390.31 4333.11 4351.8 -67.03 -1.5%
VXN 15.41 16.79 15.36 16.03 1.53 10.6%
NYSE TICK -379 1092 -1096 -394 ---- ----
PreCloseTICK-184
Lead TICK -2430
CumAdj TICK -542
NYSE TRIN 1.13 1.13 1.13 1.13 ----
Dow Indus 18102.56 18102.56 17748.53 17826.3 -279.5 -1.5%
DJIA@10:00 17872.2
DJIA@3:00 17782.6
Last Hour 277.3
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Advancers 48 181 312 279 121 310
Decliners 448 313 186 221 378 183
Unchanged 5 7 3 1 2 8
A/D Ratio 0.11 0.58 1.68 1.26 0.32 1.69
A/D Thrust 9.68 36.64 62.65 55.80 24.25 62.88
Up Volume 364045 790389 1523344 1078982 543628 1435518
Up Vol % 15.3% 39.4% 68.5% 58.6% 30.2% 70.8%
Dn Volume 2001310 1177546 695573 759659 1252736 568859
Dn Vol % 84.1% 58.7% 31.3% 41.3% 69.7% 28.1%
Tot Volume 2379830 2004659 2222408 1840244 1797584 2026815
UpDn Thrust15.39 40.16 68.65 58.68 30.26 71.62
> Upr Bband 9 27 68 23 7 28
< Lwr Bband 57 10 7 3 5 2
New 20d Hi 10 53 104 43 64 84
New 20d Lo 108 50 22 27 14 8
New 52wk Hi 2 11 20 5 26 26
New 52wk Lo 1 0 1 1 0 0
SPX Up/Down Volume Thrust (SPX Components Only)
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
UDT2 26.64 55.26 64.14 44.64 52.25 71.01
UDT3 40.87 56.31 53.74 54.35 58.14 68.03
UDT5 42.21 54.74 60.64 59.03 55.21 63.09
UDT10 51.98 58.36 58.40 53.36 55.84 58.42
UDT20 51.29 52.05 54.51 52.88 54.33 54.21
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 28.77 55.33 68.70 54.85 53.25 62.06
UDT3 43.36 59.35 60.39 58.64 54.87 60.67
UDT5 47.49 57.17 61.02 58.36 53.38 60.72
UDT10 53.81 59.87 61.35 57.44 58.65 59.34
UDT20 54.32 54.82 57.34 56.13 56.46 55.70
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
ADT2 23.13 61.99 37.20 23.27 54.89 61.03
ADT3 36.36 45.72 35.77 41.07 51.62 57.56
ADT5 37.84 48.47 54.21 54.30 49.82 60.14
ADT10 48.97 55.29 55.37 51.23 55.02 58.94
ADT20 48.90 49.86 52.46 50.83 52.74 52.57
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 32.15 55.42 64.54 50.13 48.82 55.22
ADT3 43.62 57.80 55.61 53.41 49.35 56.98
ADT5 46.22 54.22 55.45 54.23 50.63 57.47
ADT10 51.84 56.22 57.08 54.53 55.69 57.94
ADT20 52.90 53.67 55.56 54.60 54.70 54.35
RSI for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2-day >50 74 251 303 252 191 352
2-day <50 427 250 198 249 310 149
2-day >98 4 10 18 7 8 22
2-day <2 32 9 1 2 1 0
5-day >50 136
5-day <50 365
5-day >90 5
5-day <10 3
9-day >50 168 301 317 296 283 360
9-day <50 333 200 184 205 218 141
9-day >80 6 4 9 1 1 3
9-day <20 0 0 0 0 0 0
14-day >50 193 312 326 298 296 337
14-day <50 308 189 175 203 205 164
14-day >70 11 16 24 3 5 11
14-day <30 5 2 0 0 0 0
Volume for SPX Components
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
2x 50d Avg 18 13 14 9 7 12
>50d Avg 239 132 180 112 79 94
<50d Avg 261 368 320 388 421 406
Spread -22 -236 -140 -276 -342 -312
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
----------- ------------------------------------------------------------------
Inside Day 42 92 51 56 49 110
Outside Day 15 58 33 49 79 24
Spread 27 34 18 7 -30 86
Gap Up 2 4 32 3 2 11
Gap Down 124 21 1 10 1 1
Spread -122 -17 31 -7 1 10
Top10%Range 15 19 29 54 5 80
Bot10%Range 28 42 105 15 199 20
Spread -13 -23 -76 39 -194 60
>UpperBand 9 27 68 23 7 28
<LowerBand 57 10 7 3 5 2
Spread -48 17 61 20 2 26
WR20 22 18 32 6 5 8
NR20 9 45 38 29 37 79
Spread 13 -27 -6 -23 -32 -71
1% up 15 39 149 83 19 88
1% down 282 74 38 57 115 27
Spread -267 -35 111 26 -96 61
2% up 8 12 69 31 5 19
2% down 81 19 5 4 13 8
Spread -73 -7 64 27 -8 11
5% up 5days 12 18 49 13 13 38
5% dn 5days 19 3 2 1 4 2
Spread -7 15 47 12 9 36
+10% 5days 4 3 7 3 2 4
-10% 5days 0 0 0 0 0 0
Spread 4 3 7 3 2 4
+10% 20days 34 33 47 32 31 31
-10% 20days 7 6 3 2 3 3
Spread 27 27 44 30 28 28
Close>Open 128 233 253 288 139 280
Close<Open 369 260 246 209 360 216
Spread -241 -27 7 79 -221 64
+1%fromOpen 28 42 112 76 18 60
-1%fromOpen 125 56 46 30 112 32
Spread -97 -14 66 46 -94 28
+2%fromOpen 7 13 51 19 3 11
-2%fromOpen 16 15 9 4 17 8
Spread -9 -2 42 15 -14 3
Close>Midp 166 264 217 324 91 304
Close<Midp 332 233 280 172 408 193
Spread -166 31 -63 152 -317 111
+1% vs Midp 10 10 48 24 4 17
-1% vs Midp 15 17 16 3 26 11
Spread -5 -7 32 21 -22 6
+2% vs Midp 0 1 13 2 0 2
-2% vs Midp 1 2 1 2 2 0
Spread -1 -1 12 0 -2 2
>Yest High 20 53 201 87 55 183
<Yest Low 330 150 60 146 179 31
Spread -310 -97 141 -59 -124 152
1%>YestHigh 9 10 97 25 6 40
1%<YestLow 146 26 8 25 21 5
Spread -137 -16 89 0 -15 35
>Yest Midp 60 202 334 196 163 372
<Yest Midp 440 297 166 303 336 125
Spread -380 -95 168 -107 -173 247
1%>YestMidp 16 58 164 56 24 146
1%<YestMidp 280 99 35 100 104 30
Spread -264 -41 129 -44 -80 116
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
1%of52wkHi 13 46 54 38 65 61
1%of52wkLo 5 1 2 1 1 1
S;pread 8 45 52 37 64 60
50%<52wkHi 23 22 21 25 26 27
50%<52wkLo 6 8 8 7 7 8
Spread 17 14 13 18 19 19
1%of20dHi 46 154 184 125 163 168
1%of20dLo 200 118 74 108 73 55
Spread -154 36 110 17 90 113
10%<20dHi 15 11 8 11 5 6
10%<20dLo 33 42 43 35 37 37
Spread -18 -31 -35 -24 -32 -31
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
>10d Avg 140 277 313 286 288 381
<10d Avg 360 223 187 214 212 118
Spread -220 54 126 72 76 263
5% >10d Avg 8 16 33 12 6 18
5% <10d Avg 0 0 0 0 1 0
Spread 8 16 33 12 5 18
>20d Avg 186 293 296 286 282 338
<20d Avg 314 207 204 214 218 162
Spread -128 86 92 72 64 176
5% >20d Avg 32 47 52 37 23 43
5% <20d Avg 7 2 4 4 4 5
Spread 25 45 48 33 19 38
>50d Avg 216 296 305 286 287 315
<50d Avg 284 204 195 214 213 185
Spread -68 92 110 72 74 130
5% >50d Avg 55 81 84 70 65 84
5% <50d Avg 31 20 18 24 25 21
Spread 24 61 66 46 40 63
10%>50dAvg 13 18 20 9 8 8
10%<50dAvg 1 1 0 0 1 1
Spread 12 17 20 9 7 7
>200d Avg 336 354 360 345 333 340
<200d Avg 164 146 140 155 167 160
Spread 172 208 220 190 166 180
10%>200dAvg 110 131 138 132 135 143
10%<200dAvg 37 30 26 36 42 45
Spread 73 101 112 96 93 98
25%>200dAvg 14 14 13 16 18 20
25%<200dAvg 6 5 4 6 6 7
Spread 8 9 9 10 12 13
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
10d HV <10 49 105 90 65 41 46
10d HV >50 10 9 7 4 4 5
20d HV <10 11 14 12 8 6 6
20d HV >50 8 10 8 5 5 6
SPX Components RSI Values
SPX Today Today Today Today Today Today
----------- ------------------------------------------------------------------
RSI2 >90 12 44 102 45 42 123
RSI2 <10 156 58 35 44 35 20
Spread -144 -14 67 1 7 103
RSI2 >98 4 10 18 7 8 22
RSI2 <2 32 9 1 2 1 0
Spread -28 1 17 5 7 22
RSI14 >70 11 16 24 3 5 11
RSI14 <30 5 2 0 0 0 0
Spread 6 14 24 3 5 11
RSI14 >80 1 1 0 0 0 0
RSI14 <20 0 0 0 0 0 0
Spread 1 1 0 0 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
VXO 14.47 12.75 12.98 13.99 14.53 12.50
Upper Band 17.12 17.11 17.06 17.20 17.33 17.61
Lower Band 11.86 11.85 12.03 12.20 12.26 12.22
vs 10d Avg 3.90% -9.13% -9.75% -4.77% -1.48% -16.12%
VIX 13.89 12.60 12.84 13.67 13.94 12.58
Upper Band 16.09 16.10 16.03 16.18 16.33 16.54
Lower Band 12.12 12.13 12.33 12.47 12.51 12.50
vs 10d Avg 2.05% -7.96% -7.89% -3.63% -2.31% -12.53%
VXV 16.14 15.33 15.69 15.85 16.32 15.46
Upper Band 18.02 18.06 17.97 18.01 18.03 18.16
Lower Band 15.20 15.25 15.44 15.58 15.72 15.74
vs 10d Avg 0.35% -5.32% -4.28% -4.39% -2.18% -7.93%
VIX/VXV Rati0.861 0.822 0.818 0.862 0.854 0.814
Upper Band 0.910 0.908 0.909 0.914 0.919 0.924
Lower Band 0.787 0.785 0.788 0.790 0.788 0.788
vs 10d Avg 1.76% -2.71% -3.70% 0.86% -0.05% -4.92%
NYSE Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 3247 3253 3246 3255 3246 3243
Advancers 633 1388 2091 1970 1178 1871
% of Total 19.5% 42.7% 64.4% 60.5% 36.3% 57.7%
Decliners 2517 1748 1050 1181 1951 1246
% of Total 77.5% 53.7% 32.3% 36.3% 60.1% 38.4%
Unchanged 97 117 105 104 117 126
New Highs 29 74 121 82 115 129
New Lows 16 10 10 9 7 3
Adv Volume 667411 1343710 2748417 2244101 1130508 2030896
% of Total 18.4% 38.9% 68.4% 67.9% 38.8% 65.2%
Decl Volume 2913283 2065354 1237951 1036398 1741091 1034531
% of Total 80.1% 59.7% 30.8% 31.4% 59.8% 33.2%
Total Vol 3635838 3457683 4018539 3305305 2913741 3113105
ARMS Index 1.13 1.17 0.91 0.82 1.1 0.8
5 Day ARMS 5.13 4.8 4.37 4.67 4.93 4.76
McClellanOs -65 45 83 46 17 74
McClellanSm 2591 2656 2611 2528 2482 2465
Cumul TICK -30,722 5911 59181 35576 -65130 24566
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
------------------------------------------------------------------------------
Tot Issues 2862 2875 2875 2863 2890 2871
Advancers 613 1311 1839 1313 1346 1622
% of Total 21.4% 45.6% 64.0% 45.9% 46.6% 56.5%
Decliners 2168 1455 943 1440 1430 1117
% of Total 75.8% 50.6% 32.8% 50.3% 49.5% 38.9%
Unchanged 81 109 93 110 114 132
New Highs 44 123 131 88 122 113
New Lows 48 24 19 34 33 24
Adv Volume 372386 767218 1276714 703618 697508 1003171
% of Total 18.7% 46.0% 70.8% 44.4% 45.1% 66.4%
Decl Volume 1594337 868230 506978 861690 823616 481398
% of Total 80.0% 52.0% 28.1% 54.4% 53.2% 31.8%
Total Vol 1991858 1668471 1802229 1585081 1547566 1511711
ARMS Index 0.1 0.75 1.39 1 0.95 1.44
5 Day ARMS 4.19 5.53 5.45 4.88 4.85 4.73
McClellanOs -45 41 60 21 34 48
McClellanSm 1442 1487 1446 1386 1365 1331
Cumul TICK -25085 2301 37468 20657 11291 13884
Volume Today 1d back 2d back 3d back 4d back 5d back
------------------------------------------------------------------------------
SPY Vol 191113230 68908296 99529320 74938050 74415423 72722915
Upper Band 183661239 169409966 195790482 195737318 197557073 202218006
SPX Vol 2379830361 2004658638 2222408109 1840244084 1797584477 2026815453
Upper Band 2891134170 2863896283 2925364442 2913202249 2913821810 2917795701
NYSE Vol 3635838000 3457683000 4018539000 3305305000 2913741000 3113105000
Upper Band 4561683422 4541586331 4622528227 4553200509 4552920014 4560847071
Consolidated3635860998 3457575650 4018482995 3304796340 2913646094 3113101937
Upper Band 4561670698 4541594300 4621729992 4552416950 4552150301 4560026564
******************************************************************************
Weekly Sentiment
******************************************************************************
Sentiment 17-Apr 10-Apr 2-Apr 27-Mar 20-Mar 13-Mar
------------------------------------------------------------------------------
AAII Bull 32 29 35 38 27 32
AAII Bear 23 24 32 24 32 25
Market Vane 62 60 60 63 61 58
II Bull 50.5 50.4 54.5 56.6 52 53.6
II Bear 13.9 14.2 14.2 14.1 14.3 14.1
OddLot ShRt 48.8 48.8 50.9 49.3 47.7 47.1
******************************************************************************
DISCLAIMER: COMMENTS, DATA AND TRADING SIGNALS HEREIN ARE FOR INFORMATIONAL
PURPOSES ONLY AND ARE NOT RECOMMENDATIONS TO BUY OR SELL. ALL INFORMATION
PRESENTED IS BELIEVED TO BE ACCURATE BUT IS NOT GUARANTEED.
******************************************************************************
(C) 2015 ASTRIKOS LLC. THIS PUBLICATION IS FOR THE BENEFIT OF SUBSCRIBERS ONLY AND
IS NOT TO BE SUMMARIZED, REPRODUCED, OR REBROADCAST IN ANY FASHION WITHOUT OUR
WRITTEN PERMISSION