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May 1st, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2087.38 2108.41 2087.38 2108.29 22.78 1.1%
S&P100 916.74 926.10 916.74 926.09 9.8 1.1%
VIX 13.98 13.98 12.68 12.7 -1.85 -12.7%
Nasdaq100 4437.70 4479.06 4435.24 4479.06 64.81 1.5%
VXN 16.32 16.32 14.82 15.07 -1.44 -8.7%
NYSE TICK 170 856 -1278 -50 ---- ----
PreCloseTICK-538
Lead TICK 2879
CumAdj TICK -317
NYSE TRIN 0.62 0.62 0.62 0.62 ----
Dow Indus 17859.27 18028.89 17859.27 18024.06 183.5 1.0%
DJIA@10:00 17936.1
DJIA@3:00 18008.0
Last Hour -79.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 434 86 153 322 139 213
Decliners 61 412 344 175 360 285
Unchanged 6 3 4 4 2 3
A/D Ratio 7.11 0.21 0.44 1.84 0.39 0.75
A/D Thrust 87.68 17.27 30.78 64.79 27.86 42.77
Up Volume 1826696 483295 999986 1452880 864356 1009331
Up Vol % 86.3% 18.8% 41.1% 64.3% 36.5% 46.7%
Dn Volume 258901 2077314 1423391 781033 1498140 1128527
Dn Vol % 12.2% 80.9% 58.5% 34.6% 63.2% 52.3%
Tot Volume 2117650 2566280 2432758 2260533 2368850 2159604
UpDn Thrust87.59 18.87 41.26 65.04 36.59 47.21
> Upr Bband 36 21 37 29 30 50
< Lwr Bband 32 124 68 35 44 24
New 20d Hi 48 48 68 45 63 70
New 20d Lo 40 169 94 86 45 31
New 52wk Hi 10 7 12 9 18 18
New 52wk Lo 1 3 1 0 1 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 49.72 29.76 52.67 50.41 41.63 51.81
UDT3 46.82 40.68 47.26 49.40 46.53 58.79
UDT5 48.24 41.05 49.02 55.32 50.34 58.45
UDT10 53.07 45.88 48.54 51.42 50.61 50.45
UDT20 52.56 51.62 53.17 52.33 53.09 54.13
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 46.96 36.54 52.66 51.17 45.46 57.30
UDT3 46.20 43.91 48.79 51.06 51.66 61.67
UDT5 48.03 44.46 52.08 57.43 52.74 57.65
UDT10 52.51 47.35 48.94 51.76 52.34 52.46
UDT20 53.14 53.33 54.96 54.49 55.36 55.79
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 52.37 61.99 37.20 23.27 54.89 61.03
ADT3 45.17 45.72 35.77 41.07 51.62 57.56
ADT5 45.62 36.68 46.68 54.45 50.24 61.12
ADT10 53.36 45.58 47.53 50.72 49.83 49.47
ADT20 51.17 50.44 51.45 50.98 52.42 54.20
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 41.96 28.79 48.52 49.96 43.83 58.99
ADT3 39.36 40.13 44.68 50.20 51.61 58.67
ADT5 43.59 41.61 50.37 55.16 52.67 59.34
ADT10 51.42 47.36 49.46 52.72 52.68 52.75
ADT20 51.63 51.79 53.28 53.63 54.19 55.35
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 332 115 178 268 150 264
2-day <50 169 386 323 233 351 237
2-day >98 8 3 6 8 7 11
2-day <2 6 51 22 7 8 3
5-day >50 251
5-day <50 250
5-day >90 2
5-day <10 5
9-day >50 246 170 215 273 239 298
9-day <50 255 331 286 228 262 203
9-day >80 7 3 3 6 5 7
9-day <20 5 18 7 2 2 2
14-day >50 256 183 235 275 249 296
14-day <50 245 318 266 226 252 205
14-day >70 16 11 20 17 14 19
14-day <30 11 36 19 8 7 3
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 23 44 29 27 15 30
>50d Avg 204 375 266 192 211 164
<50d Avg 296 125 234 308 289 336
Spread -92 250 32 -116 -78 -172
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 163 57 75 27 57 124
Outside Day 12 40 50 52 90 31
Spread 151 17 25 -25 -33 93
Gap Up 15 4 12 3 9 15
Gap Down 1 14 10 18 2 15
Spread 14 -10 2 -15 7 0
Top10%Range 114 9 32 145 8 28
Bot10%Range 3 30 39 14 161 34
Spread 111 -21 -7 131 -153 -6
>UpperBand 36 21 37 29 30 50
<LowerBand 32 124 68 35 44 24
Spread 4 -103 -31 -6 -14 26
WR20 35 77 55 35 37 34
NR20 15 2 8 8 14 41
Spread 20 75 47 27 23 -7
1% up 238 34 73 108 42 60
1% down 15 230 154 54 160 84
Spread 223 -196 -81 54 -118 -24
2% up 83 19 32 29 12 26
2% down 7 73 57 18 43 34
Spread 76 -54 -25 11 -31 -8
5% up 5days 24 18 25 25 22 34
5% dn 5days 33 68 32 24 24 16
Spread -9 -50 -7 1 -2 18
+10% 5days 9 8 7 5 4 7
-10% 5days 3 8 3 3 1 0
Spread 6 0 4 2 3 7
+10% 20days 37 36 40 31 35 36
-10% 20days 8 13 12 9 3 0
Spread 29 23 28 22 32 36
Close>Open 379 112 242 359 95 200
Close<Open 120 383 256 138 404 292
Spread 259 -271 -14 221 -309 -92
+1%fromOpen 158 35 106 123 28 58
-1%fromOpen 19 177 102 32 207 84
Spread 139 -142 4 91 -179 -26
+2%fromOpen 44 22 31 25 7 19
-2%fromOpen 4 40 23 10 62 26
Spread 40 -18 8 15 -55 -7
Close>Midp 380 113 241 396 69 226
Close<Midp 117 383 256 103 428 272
Spread 263 -270 -15 293 -359 -46
+1% vs Midp 45 15 34 53 4 17
-1% vs Midp 5 44 33 9 80 21
Spread 40 -29 1 44 -76 -4
+2% vs Midp 6 7 8 3 0 1
-2% vs Midp 0 7 4 3 7 0
Spread 6 0 4 0 -7 1
>Yest High 177 37 120 78 57 107
<Yest Low 23 253 142 114 210 101
Spread 154 -216 -22 -36 -153 6
1%>YestHigh 59 19 52 19 16 36
1%<YestLow 6 88 51 30 63 34
Spread 53 -69 1 -11 -47 2
>Yest Midp 371 105 223 206 143 246
<Yest Midp 126 394 276 293 354 252
Spread 245 -289 -53 -87 -211 -6
1%>YestMidp 178 40 109 57 43 78
1%<YestMidp 33 238 117 97 169 81
Spread 145 -198 -8 -40 -126 -3
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 26 27 30 29 53 59
1%of52wkLo 3 6 5 3 2 2
S;pread 23 21 25 26 51 57
50%<52wkHi 19 18 20 22 22 22
50%<52wkLo 3 3 3 3 5 6
Spread 16 15 17 19 17 16
1%of20dHi 116 117 130 102 164 174
1%of20dLo 173 230 184 181 122 96
Spread -57 -113 -54 -79 42 78
10%<20dHi 32 33 24 17 11 7
10%<20dLo 30 32 26 29 36 36
Spread 2 1 -2 -12 -25 -29
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 236 151 215 267 207 282
<10d Avg 264 349 284 233 293 217
Spread -28 -198 -69 34 -86 65
5% >10d Avg 20 15 12 9 11 16
5% <10d Avg 12 28 18 15 14 7
Spread 8 -13 -6 -6 -3 9
>20d Avg 235 174 223 267 237 303
<20d Avg 265 326 277 233 263 197
Spread -30 -152 -54 34 -26 106
5% >20d Avg 36 26 35 26 24 32
5% <20d Avg 30 57 28 21 15 9
Spread 6 -31 7 5 9 23
>50d Avg 246 200 236 265 258 287
<50d Avg 254 300 264 234 242 213
Spread -8 -100 -28 31 16 74
5% >50d Avg 68 51 66 58 53 65
5% <50d Avg 46 77 43 30 29 22
Spread 22 -26 23 28 24 43
10%>50dAvg 27 25 22 18 15 15
10%<50dAvg 5 10 6 4 3 1
Spread 22 15 16 14 12 14
>200d Avg 345 322 352 358 346 351
<200d Avg 155 178 148 142 154 149
Spread 190 144 204 216 192 202
10%>200dAvg 98 82 99 116 117 132
10%<200dAvg 23 25 27 29 29 29
Spread 75 57 72 87 88 103
25%>200dAvg 13 9 8 11 10 17
25%<200dAvg 1 1 4 3 3 3
Spread 12 8 4 8 7 14
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 28 26 33 43 50 54
10d HV >50 17 15 14 16 16 15
20d HV <10 16 24 25 21 17 15
20d HV >50 10 10 8 7 7 7
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 42 24 59 42 31 84
RSI2 <10 19 193 118 64 80 42
Spread 23 -169 -59 -22 -49 42
RSI2 >98 8 3 6 8 7 11
RSI2 <2 6 51 22 7 8 3
Spread 2 -48 -16 1 -1 8
RSI14 >70 16 11 20 17 14 19
RSI14 <30 11 36 19 8 7 3
Spread 5 -25 1 9 7 16
RSI14 >80 1 0 2 2 2 2
RSI14 <20 0 0 0 0 0 0
Spread 1 0 2 2 2 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.96 15.17 13.46 12.33 13.09 12.50
Upper Band 15.41 15.72 15.99 16.35 16.38 16.67
Lower Band 11.60 11.55 11.39 11.29 11.48 11.49
vs 10d Avg -0.95% 14.62% 3.59% -4.75% -0.16% -5.70%
VIX 12.70 14.55 13.39 12.41 13.12 12.29
Upper Band 14.88 15.06 15.19 15.47 15.54 15.73
Lower Band 11.75 11.76 11.69 11.60 11.74 11.75
vs 10d Avg -2.46% 10.74% 3.45% -3.72% 0.81% -6.16%
VXV 15.38 16.48 15.97 15.31 15.93 15.26
Upper Band 16.87 17.11 17.29 17.54 17.63 17.80
Lower Band 14.82 14.77 14.67 14.57 14.65 14.63
vs 10d Avg -1.45% 5.09% 2.59% -1.47% 2.16% -2.38%
VIX/VXV Rati0.826 0.883 0.838 0.811 0.824 0.805
Upper Band 0.889 0.890 0.888 0.892 0.892 0.894
Lower Band 0.790 0.792 0.793 0.793 0.797 0.799
vs 10d Avg -0.98% 5.44% 0.86% -2.25% -1.30% -3.84%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3243 3250 3240 3243 3248 3244
Advancers 1907 740 1075 1974 1162 1582
% of Total 58.8% 22.8% 33.2% 60.9% 35.8% 48.8%
Decliners 1245 2417 2072 1163 1978 1539
% of Total 38.4% 74.4% 64.0% 35.9% 60.9% 47.4%
Unchanged 91 93 93 106 108 123
New Highs 51 44 54 61 95 107
New Lows 48 58 28 16 14 9
Adv Volume 2380438 1302127 1808858 2164531 1369430 1688350
% of Total 69.6% 28.8% 44.2% 61.0% 39.8% 50.0%
Decl Volume 991292 3168355 2234578 1337136 2035690 1632700
% of Total 29.0% 70.0% 54.6% 37.7% 59.1% 48.3%
Total Vol 3419650 4526077 4089726 3550354 3443145 3377512
ARMS Index 0.62 0.88 0.6 0.98 0.96 0.99
5 Day ARMS 4.04 4.41 4.76 4.72 5.37 5.61
McClellanOs -86 -130 -43 18 -16 39
McClellanSm 2428 2514 2644 2687 2669 2685
Cumul TICK -26,221 -55012 -17344 23077 -29851 7709
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2905 2895 2866 2871 2890 2888
Advancers 1682 668 889 1675 828 1287
% of Total 57.9% 23.1% 31.0% 58.3% 28.7% 44.6%
Decliners 1133 2139 1870 1088 1962 1490
% of Total 39.0% 73.9% 65.2% 37.9% 67.9% 51.6%
Unchanged 90 88 107 108 100 111
New Highs 40 49 63 66 136 129
New Lows 74 94 55 41 48 35
Adv Volume 1333491 495540 604769 1047454 685064 905809
% of Total 71.5% 21.7% 32.3% 51.4% 31.4% 47.7%
Decl Volume 511344 1769337 1242814 969651 1482310 977550
% of Total 27.4% 77.6% 66.3% 47.6% 68.0% 51.5%
Total Vol 1865227 2280484 1874612 2036856 2178800 1898012
ARMS Index 0.53 1.12 0.65 0.27 1.55 0.64
5 Day ARMS 4.12 4.23 4.41 4.47 4.7 4.51
McClellanOs -84 -128 -61 -11 -44 19
McClellanSm 1196 1280 1408 1469 1480 1524
Cumul TICK 15507 -23174 -3289 13679 -31888 1767
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 103399711 161304890 125684903 86847511 79358126 61327387
Upper Band 160076669 159264223 153591257 153768604 154151879 156667213
SPX Vol 2117650070 2566279747 2432757813 2260533041 2368850443 2159603699
Upper Band 2563742326 2564846370 2500224175 2448795017 2426808654 2376288067
NYSE Vol 3419650000 4526077000 4089726000 3550354000 3443145000 3377512000
Upper Band 4231736348 4230868000 4001303855 3868609676 3860835305 3851960893
Consolidated3419651661 4526033048 4089635171 3549703231 3443167436 3377567489
Upper Band 4231198171 4230377088 4000797992 3868079159 3860535776 3851752640
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Weekly Sentiment
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Sentiment 1-May 24-Apr 17-Apr 10-Apr 2-Apr 27-Mar
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AAII Bull 31 n.a 32 29 35 38
AAII Bear 22 n.a 23 24 32 24
Market Vane 65 n.a 62 60 60 63
II Bull 57.4 n.a 50.5 50.4 54.5 56.6
II Bear 13.9 n.a 13.9 14.2 14.2 14.1
OddLot ShRt 53.3 n.a 48.8 48.8 50.9 49.3
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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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