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May 6th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2091.26 2098.42 2067.93 2080.15 -9.31 -0.4%
S&P100 919.35 922.73 907.98 913.65 -4.89 -0.5%
VIX 13.93 16.36 13.89 15.15 0.84 5.9%
Nasdaq100 4420.30 4429.96 4349.93 4379.75 -29.64 -0.7%
VXN 16.66 18.51 16.31 17.79 1.13 6.8%
NYSE TICK 183 862 -1263 -451 ---- ----
PreCloseTICK715
Lead TICK -2835
CumAdj TICK -1044
NYSE TRIN 0.97 0.97 0.97 0.97 ----
Dow Indus 17934.81 18019.75 17733.12 17841.98 -86.2 -0.5%
DJIA@10:00 17856.9
DJIA@3:00 17764.4
Last Hour 148.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 175 55 336 434 86 153
Decliners 323 445 159 61 412 344
Unchanged 3 1 6 6 3 4
A/D Ratio 0.54 0.12 2.11 7.11 0.21 0.44
A/D Thrust 35.14 11.00 67.88 87.68 17.27 30.78
Up Volume 679716 233564 1062552 1826696 483295 999986
Up Vol % 29.5% 10.4% 59.2% 86.3% 18.8% 41.1%
Dn Volume 1619904 2013499 716543 258901 2077314 1423391
Dn Vol % 70.3% 89.3% 39.9% 12.2% 80.9% 58.5%
Tot Volume 2305230 2254687 1794305 2117650 2566280 2432758
UpDn Thrust29.56 10.39 59.72 87.59 18.87 41.26
> Upr Bband 25 8 40 36 21 37
< Lwr Bband 2 63 12 32 124 68
New 20d Hi 15 63 73 48 48 68
New 20d Lo 135 81 12 40 169 94
New 52wk Hi 6 16 14 10 7 12
New 52wk Lo 6 0 0 1 3 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 20.09 32.19 74.76 49.72 29.76 52.67
UDT3 31.23 51.10 52.49 46.82 40.68 47.26
UDT5 39.06 41.51 52.56 48.24 41.05 49.02
UDT10 44.15 48.42 51.46 53.07 45.88 48.54
UDT20 48.86 50.50 52.16 52.56 51.62 53.17
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 27.18 39.16 66.19 46.96 36.54 52.66
UDT3 37.10 49.57 51.00 46.20 43.91 48.79
UDT5 41.30 43.64 51.68 48.03 44.46 52.08
UDT10 46.61 50.23 52.18 52.51 47.35 48.94
UDT20 49.76 51.04 52.39 53.14 53.33 54.96
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 23.05 61.99 37.20 23.27 54.89 61.03
ADT3 37.91 45.72 35.77 41.07 51.62 57.56
ADT5 43.68 42.82 53.63 45.62 36.68 46.68
ADT10 45.18 48.63 51.93 53.36 45.58 47.53
ADT20 48.24 49.64 50.78 51.17 50.44 51.45
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 26.51 38.74 58.79 41.96 28.79 48.52
ADT3 36.64 45.99 46.99 39.36 40.13 44.68
ADT5 38.77 39.11 47.60 43.59 41.61 50.37
ADT10 44.54 47.09 50.12 51.42 47.36 49.46
ADT20 48.26 49.67 50.89 51.63 51.79 53.28
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 89 105 369 332 115 178
2-day <50 412 396 132 169 386 323
2-day >98 1 4 9 8 3 6
2-day <2 5 5 4 6 51 22
5-day >50 118
5-day <50 383
5-day >90 1
5-day <10 5
9-day >50 135 180 284 246 170 215
9-day <50 366 321 217 255 331 286
9-day >80 1 3 3 7 3 3
9-day <20 14 10 2 5 18 7
14-day >50 161 195 286 256 183 235
14-day <50 340 306 215 245 318 266
14-day >70 9 10 16 16 11 20
14-day <30 28 28 10 11 36 19
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 10 22 8 23 44 29
>50d Avg 79 252 147 204 375 266
<50d Avg 421 248 353 296 125 234
Spread -342 4 -206 -92 250 32
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 23 20 59 163 57 75
Outside Day 20 79 19 12 40 50
Spread 3 -59 40 151 17 25
Gap Up 115 4 32 15 4 12
Gap Down 1 28 0 1 14 10
Spread 114 -24 32 14 -10 2
Top10%Range 67 4 46 114 9 32
Bot10%Range 15 194 47 3 30 39
Spread 52 -190 -1 111 -21 -7
>UpperBand 25 8 40 36 21 37
<LowerBand 2 63 12 32 124 68
Spread 23 -55 28 4 -103 -31
WR20 15 45 10 35 77 55
NR20 20 5 36 15 2 8
Spread -5 40 -26 20 75 47
1% up 311 17 92 238 34 73
1% down 9 295 37 15 230 154
Spread 302 -278 55 223 -196 -81
2% up 80 7 22 83 19 32
2% down 3 119 7 7 73 57
Spread 77 -112 15 76 -54 -25
5% up 5days 13 18 31 24 18 25
5% dn 5days 18 32 16 33 68 32
Spread -5 -14 15 -9 -50 -7
+10% 5days 4 6 9 9 8 7
-10% 5days 1 3 1 3 8 3
Spread 3 3 8 6 0 4
+10% 20days 7 27 32 37 36 40
-10% 20days 24 15 10 8 13 12
Spread -17 12 22 29 23 28
Close>Open 408 62 289 379 112 242
Close<Open 89 436 208 120 383 256
Spread 319 -374 81 259 -271 -14
+1%fromOpen 149 9 61 158 35 106
-1%fromOpen 17 250 43 19 177 102
Spread 132 -241 18 139 -142 4
+2%fromOpen 28 2 7 44 22 31
-2%fromOpen 3 91 8 4 40 23
Spread 25 -89 -1 40 -18 8
Close>Midp 385 47 229 380 113 241
Close<Midp 113 453 268 117 383 256
Spread 272 -406 -39 263 -270 -15
+1% vs Midp 33 2 6 45 15 34
-1% vs Midp 0 129 14 5 44 33
Spread 33 -127 -8 40 -29 1
+2% vs Midp 1 0 0 6 7 8
-2% vs Midp 0 16 2 0 7 4
Spread 1 -16 -2 6 0 4
>Yest High 390 21 228 177 37 120
<Yest Low 8 345 20 23 253 142
Spread 382 -324 208 154 -216 -22
1%>YestHigh 158 5 43 59 19 52
1%<YestLow 1 182 3 6 88 51
Spread 157 -177 40 53 -69 1
>Yest Midp 463 69 383 371 105 223
<Yest Midp 36 429 116 126 394 276
Spread 427 -360 267 245 -289 -53
1%>YestMidp 343 19 183 178 40 109
1%<YestMidp 4 290 22 33 238 117
Spread 339 -271 161 145 -198 -8
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 62 29 35 26 27 30
1%of52wkLo 6 4 1 3 6 5
S;pread 56 25 34 23 21 25
50%<52wkHi 27 14 18 19 18 20
50%<52wkLo 6 3 4 3 3 3
Spread 21 11 14 16 15 17
1%of20dHi 118 132 154 116 117 130
1%of20dLo 57 173 60 173 230 184
Spread 61 -41 94 -57 -113 -54
10%<20dHi 32 28 23 32 33 24
10%<20dLo 15 26 28 30 32 26
Spread 17 2 -5 2 1 -2
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 293 158 272 236 151 215
<10d Avg 207 342 228 264 349 284
Spread 86 -184 44 -28 -198 -69
5% >10d Avg 8 7 15 20 15 12
5% <10d Avg 3 11 5 12 28 18
Spread 5 -4 10 8 -13 -6
>20d Avg 317 180 262 235 174 223
<20d Avg 183 320 238 265 326 277
Spread 134 -140 24 -30 -152 -54
5% >20d Avg 24 24 32 36 26 35
5% <20d Avg 7 48 25 30 57 28
Spread 17 -24 7 6 -31 7
>50d Avg 319 217 281 246 200 236
<50d Avg 181 283 219 254 300 264
Spread 138 -66 62 -8 -100 -28
5% >50d Avg 91 53 74 68 51 66
5% <50d Avg 42 79 47 46 77 43
Spread 49 -26 27 22 -26 23
10%>50dAvg 19 21 26 27 25 22
10%<50dAvg 9 7 3 5 10 6
Spread 10 14 23 22 15 16
>200d Avg 334 322 353 345 322 352
<200d Avg 166 178 147 155 178 148
Spread 168 144 206 190 144 204
10%>200dAvg 166 82 101 98 82 99
10%<200dAvg 56 29 22 23 25 27
Spread 110 53 79 75 57 72
25%>200dAvg 25 8 10 13 9 8
25%<200dAvg 14 1 2 1 1 4
Spread 11 7 8 12 8 4
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 9 20 25 28 26 33
10d HV >50 10 10 14 17 15 14
20d HV <10 5 19 17 16 24 25
20d HV >50 6 9 8 10 10 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 53 18 59 42 24 59
RSI2 <10 7 56 17 19 193 118
Spread 46 -38 42 23 -169 -59
RSI2 >98 6 4 9 8 3 6
RSI2 <2 1 5 4 6 51 22
Spread 5 -1 5 2 -48 -16
RSI14 >70 13 10 16 16 11 20
RSI14 <30 4 28 10 11 36 19
Spread 9 -18 6 5 -25 1
RSI14 >80 2 0 0 1 0 2
RSI14 <20 0 0 0 0 0 0
Spread 2 0 0 1 0 2
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 16.00 14.95 12.57 12.96 15.17 13.46
Upper Band 15.55 15.16 15.19 15.41 15.72 15.99
Lower Band 11.36 11.59 11.58 11.60 11.55 11.39
vs 10d Avg 17.90% 12.92% -3.80% -0.95% 14.62% 3.59%
VIX 15.15 14.31 12.85 12.70 14.55 13.39
Upper Band 14.82 14.53 14.65 14.88 15.06 15.19
Lower Band 11.70 11.87 11.79 11.75 11.76 11.69
vs 10d Avg 13.70% 9.40% -0.96% -2.46% 10.74% 3.45%
VXV 16.72 16.32 15.43 15.38 16.48 15.97
Upper Band 16.67 16.59 16.71 16.87 17.11 17.29
Lower Band 14.86 14.91 14.84 14.82 14.77 14.67
vs 10d Avg 5.84% 4.14% -1.03% -1.45% 5.09% 2.59%
VIX/VXV Rati0.906 0.877 0.833 0.826 0.883 0.838
Upper Band 0.895 0.883 0.884 0.889 0.890 0.888
Lower Band 0.785 0.792 0.791 0.790 0.792 0.793
vs 10d Avg 7.55% 5.12% 0.12% -0.98% 5.44% 0.86%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3252 3245 3254 3243 3250 3240
Advancers 1032 649 1795 1907 740 1075
% of Total 31.7% 20.0% 55.2% 58.8% 22.8% 33.2%
Decliners 2145 2515 1350 1245 2417 2072
% of Total 66.0% 77.5% 41.5% 38.4% 74.4% 64.0%
Unchanged 75 81 109 91 93 93
New Highs 26 45 59 51 44 54
New Lows 85 56 17 48 58 28
Adv Volume 1247064 789164 1879010 2380438 1302127 1808858
% of Total 32.9% 20.8% 60.7% 69.6% 28.8% 44.2%
Decl Volume 2494039 2960688 1184440 991292 3168355 2234578
% of Total 65.8% 77.9% 38.3% 29.0% 70.0% 54.6%
Total Vol 3792171 3798253 3094609 3419650 4526077 4089726
ARMS Index 0.97 1.06 0.84 0.62 0.88 0.6
5 Day ARMS 4.37 4 3.92 4.04 4.41 4.76
McClellanOs -191 -151 -59 -86 -130 -43
McClellanSm 2027 2218 2369 2428 2514 2644
Cumul TICK -113,529 -111996 -27576 -26221 -55012 -17344
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2896 2908 2894 2905 2895 2866
Advancers 1303 702 1613 1682 668 889
% of Total 45.0% 24.1% 55.7% 57.9% 23.1% 31.0%
Decliners 1477 2101 1178 1133 2139 1870
% of Total 51.0% 72.2% 40.7% 39.0% 73.9% 65.2%
Unchanged 116 105 103 90 88 107
New Highs 32 43 66 40 49 63
New Lows 86 72 34 74 94 55
Adv Volume 906127 350994 965519 1333491 495540 604769
% of Total 42.2% 16.9% 57.8% 71.5% 21.7% 32.3%
Decl Volume 1223284 1702614 665294 511344 1769337 1242814
% of Total 57.0% 82.0% 39.8% 27.4% 77.6% 66.3%
Total Vol 2145945 2075475 1671794 1865227 2280484 1874612
ARMS Index 1.63 0.78 0.7 0.53 1.12 0.65
5 Day ARMS 4.76 3.78 3.27 4.12 4.23 4.41
McClellanOs -108 -115 -52 -84 -128 -61
McClellanSm 921 1029 1144 1196 1280 1408
Cumul TICK -8564 -30334 9840 15507 -23174 -3289
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 135001684 113308869 70927235 103399711 161304890 125684903
Upper Band 164683444 160097897 158197077 160076669 159264223 153591257
SPX Vol 2305229585 2254686866 1794304853 2117650070 2566279747 2432757813
Upper Band 2587482912 2573856770 2571343836 2563742326 2564846370 2500224175
NYSE Vol 3792171000 3798253000 3094609000 3419650000 4526077000 4089726000
Upper Band 4299222579 4266802834 4234648618 4231736348 4230868000 4001303855
Consolidated3792069385 3798211688 3094573482 3419651661 4526033048 4089635171
Upper Band 4299132315 4266714799 4234142902 4231198171 4230377088 4000797992
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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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