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May 11th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2115.56 2117.69 2104.58 2105.33 -10.77 -0.5%
S&P100 930.55 931.26 924.97 925.3 -5.39 -0.6%
VIX 13.35 13.85 13 13.85 0.99 7.7%
Nasdaq100 4457.62 4468.75 4437.53 4438.64 -20.01 -0.4%
VXN 15.38 15.56 15.07 15.56 0.18 1.2%
NYSE TICK 333 702 -1260 429 ---- ----
PreCloseTICK-449
Lead TICK -1891
CumAdj TICK -440
NYSE TRIN 1.04 1.04 1.04 1.04 ----
Dow Indus 18187.78 18199.95 18089.11 18105.17 -85.9 -0.5%
DJIA@10:00 18174.7
DJIA@3:00 18105.1
Last Hour 16.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 172 456 358 175 55 336
Decliners 324 42 140 323 445 159
Unchanged 5 3 3 3 1 6
A/D Ratio 0.53 10.86 2.56 0.54 0.12 2.11
A/D Thrust 34.68 91.57 71.89 35.14 11.00 67.88
Up Volume 618017 1857885 1290240 679716 233564 1062552
Up Vol % 33.4% 89.3% 60.6% 29.5% 10.4% 59.2%
Dn Volume 1208411 216759 829042 1619904 2013499 716543
Dn Vol % 65.3% 10.4% 38.9% 70.3% 89.3% 39.9%
Tot Volume 1850301 2081382 2128773 2305230 2254687 1794305
UpDn Thrust33.84 89.55 60.88 29.56 10.39 59.72
> Upr Bband 26 37 11 25 8 40
< Lwr Bband 27 11 27 2 63 12
New 20d Hi 57 61 17 15 63 73
New 20d Lo 29 14 49 135 81 12
New 52wk Hi 21 24 8 6 16 14
New 52wk Lo 3 2 3 6 0 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 63.47 75.06 44.58 20.09 32.19 74.76
UDT3 62.56 58.95 33.06 31.23 51.10 52.49
UDT5 44.28 48.71 48.36 39.06 41.51 52.56
UDT10 48.52 48.46 44.51 44.15 48.42 51.46
UDT20 49.56 49.42 48.53 48.86 50.50 52.16
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 62.17 69.45 44.16 27.18 39.16 66.19
UDT3 59.65 56.89 36.38 37.10 49.57 51.00
UDT5 45.73 50.02 47.30 41.30 43.64 51.68
UDT10 48.78 48.99 45.83 46.61 50.23 52.18
UDT20 50.51 50.65 49.68 49.76 51.04 52.39
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 63.18 61.99 37.20 23.27 54.89 61.03
ADT3 66.09 45.72 35.77 41.07 51.62 57.56
ADT5 48.84 55.44 54.63 43.68 42.82 53.63
ADT10 51.23 50.53 45.65 45.18 48.63 51.93
ADT20 50.53 50.00 48.57 48.24 49.64 50.78
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 57.68 68.93 45.13 26.51 38.74 58.79
ADT3 57.76 56.73 36.91 36.64 45.99 46.99
ADT5 45.22 49.54 45.64 38.77 39.11 47.60
ADT10 46.41 46.57 43.63 44.54 47.09 50.12
ADT20 49.53 49.65 48.64 48.26 49.67 50.89
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 313 443 251 89 105 369
2-day <50 188 58 250 412 396 132
2-day >98 4 6 0 1 4 9
2-day <2 4 1 7 5 5 4
5-day >50 290
5-day <50 211
5-day >90 2
5-day <10 2
9-day >50 270 308 183 135 180 284
9-day <50 231 193 318 366 321 217
9-day >80 5 6 1 1 3 3
9-day <20 4 2 3 14 10 2
14-day >50 263 291 193 161 195 286
14-day <50 238 210 308 340 306 215
14-day >70 13 16 7 9 10 16
14-day <30 9 6 12 28 28 10
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 12 14 16 10 22 8
>50d Avg 170 193 200 79 252 147
<50d Avg 330 307 300 421 248 353
Spread -160 -114 -100 -342 4 -206
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 91 32 134 23 20 59
Outside Day 44 9 19 20 79 19
Spread 47 23 115 3 -59 40
Gap Up 6 206 12 115 4 32
Gap Down 4 2 14 1 28 0
Spread 2 204 -2 114 -24 32
Top10%Range 9 69 40 67 4 46
Bot10%Range 137 35 14 15 194 47
Spread -128 34 26 52 -190 -1
>UpperBand 26 37 11 25 8 40
<LowerBand 27 11 27 2 63 12
Spread -1 26 -16 23 -55 28
WR20 12 18 26 15 45 10
NR20 41 26 13 20 5 36
Spread -29 -8 13 -5 40 -26
1% up 40 291 119 311 17 92
1% down 114 8 50 9 295 37
Spread -74 283 69 302 -278 55
2% up 13 92 39 80 7 22
2% down 34 6 31 3 119 7
Spread -21 86 8 77 -112 15
5% up 5days 14 9 11 13 18 31
5% dn 5days 28 18 20 18 32 16
Spread -14 -9 -9 -5 -14 15
+10% 5days 2 1 1 4 6 9
-10% 5days 4 3 3 1 3 1
Spread -2 -2 -2 3 3 8
+10% 20days 23 26 16 7 27 32
-10% 20days 11 13 15 24 15 10
Spread 12 13 1 -17 12 22
Close>Open 197 314 364 408 62 289
Close<Open 296 183 131 89 436 208
Spread -99 131 233 319 -374 81
+1%fromOpen 49 89 121 149 9 61
-1%fromOpen 100 36 45 17 250 43
Spread -51 53 76 132 -241 18
+2%fromOpen 13 24 33 28 2 7
-2%fromOpen 31 6 14 3 91 8
Spread -18 18 19 25 -89 -1
Close>Midp 147 263 341 385 47 229
Close<Midp 349 232 156 113 453 268
Spread -202 31 185 272 -406 -39
+1% vs Midp 9 38 29 33 2 6
-1% vs Midp 35 11 11 0 129 14
Spread -26 27 18 33 -127 -8
+2% vs Midp 0 7 1 1 0 0
-2% vs Midp 1 1 2 0 16 2
Spread -1 6 -1 1 -16 -2
>Yest High 83 361 138 390 21 228
<Yest Low 152 7 61 8 345 20
Spread -69 354 77 382 -324 208
1%>YestHigh 21 153 45 158 5 43
1%<YestLow 47 5 28 1 182 3
Spread -26 148 17 157 -177 40
>Yest Midp 202 460 305 463 69 383
<Yest Midp 297 40 194 36 429 116
Spread -95 420 111 427 -360 267
1%>YestMidp 62 330 110 343 19 183
1%<YestMidp 115 8 71 4 290 22
Spread -53 322 39 339 -271 161
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 52 46 24 62 29 35
1%of52wkLo 8 4 8 6 4 1
S;pread 44 42 16 56 25 34
50%<52wkHi 20 21 23 27 14 18
50%<52wkLo 3 3 2 6 3 4
Spread 17 18 21 21 11 14
1%of20dHi 142 135 49 118 132 154
1%of20dLo 65 47 195 57 173 60
Spread 77 88 -146 61 -41 94
10%<20dHi 25 25 35 32 28 23
10%<20dLo 28 26 21 15 26 28
Spread -3 -1 14 17 2 -5
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 297 345 170 293 158 272
<10d Avg 203 155 330 207 342 228
Spread 94 190 -160 86 -184 44
5% >10d Avg 5 7 3 8 7 15
5% <10d Avg 12 8 10 3 11 5
Spread -7 -1 -7 5 -4 10
>20d Avg 252 273 179 317 180 262
<20d Avg 248 226 321 183 320 238
Spread 4 47 -142 134 -140 24
5% >20d Avg 22 26 17 24 24 32
5% <20d Avg 28 17 27 7 48 25
Spread -6 9 -10 17 -24 7
>50d Avg 261 278 214 319 217 281
<50d Avg 239 222 286 181 283 219
Spread 22 56 -72 138 -66 62
5% >50d Avg 70 70 50 91 53 74
5% <50d Avg 48 34 50 42 79 47
Spread 22 36 0 49 -26 27
10%>50dAvg 16 21 14 19 21 26
10%<50dAvg 6 5 8 9 7 3
Spread 10 16 6 10 14 23
>200d Avg 337 341 324 334 322 353
<200d Avg 163 159 176 166 178 147
Spread 174 182 148 168 144 206
10%>200dAvg 106 106 93 166 82 101
10%<200dAvg 38 30 35 56 29 22
Spread 68 76 58 110 53 79
25%>200dAvg 9 10 10 25 8 10
25%<200dAvg 1 1 4 14 1 2
Spread 8 9 6 11 7 8
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 12 11 20 9 20 25
10d HV >50 19 19 18 10 10 14
20d HV <10 12 12 13 5 19 17
20d HV >50 13 12 12 6 9 8
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 70 93 12 53 18 59
RSI2 <10 18 14 47 7 56 17
Spread 52 79 -35 46 -38 42
RSI2 >98 4 6 0 6 4 9
RSI2 <2 4 1 7 1 5 4
Spread 0 5 -7 5 -1 5
RSI14 >70 13 16 7 13 10 16
RSI14 <30 9 6 12 4 28 10
Spread 4 10 -5 9 -18 6
RSI14 >80 0 0 0 2 0 0
RSI14 <20 1 1 1 0 0 0
Spread -1 -1 -1 2 0 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.68 12.57 16.07 16.00 14.95 12.57
Upper Band 15.90 15.98 15.98 15.55 15.16 15.19
Lower Band 11.19 11.19 11.18 11.36 11.59 11.58
vs 10d Avg -2.12% -9.68% 15.53% 17.90% 12.92% -3.80%
VIX 13.85 12.86 15.13 15.15 14.31 12.85
Upper Band 15.11 15.12 15.13 14.82 14.53 14.65
Lower Band 11.63 11.63 11.59 11.70 11.87 11.79
vs 10d Avg 0.95% -5.77% 11.33% 13.70% 9.40% -0.96%
VXV 16.10 15.56 16.74 16.72 16.32 15.43
Upper Band 16.77 16.80 16.80 16.67 16.59 16.71
Lower Band 14.82 14.82 14.81 14.86 14.91 14.84
vs 10d Avg 0.62% -2.65% 4.93% 5.84% 4.14% -1.03%
VIX/VXV Rati0.860 0.826 0.904 0.906 0.877 0.833
Upper Band 0.905 0.905 0.905 0.895 0.883 0.884
Lower Band 0.786 0.786 0.784 0.785 0.792 0.791
vs 10d Avg 0.45% -3.08% 6.25% 7.55% 5.12% 0.12%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3245 3245 3242 3252 3245 3254
Advancers 1116 2529 1820 1032 649 1795
% of Total 34.4% 77.9% 56.1% 31.7% 20.0% 55.2%
Decliners 2037 637 1323 2145 2515 1350
% of Total 62.8% 19.6% 40.8% 66.0% 77.5% 41.5%
Unchanged 92 79 99 75 81 109
New Highs 61 79 30 26 45 59
New Lows 28 29 61 85 56 17
Adv Volume 1077418 2856804 2017376 1247064 789164 1879010
% of Total 36.0% 83.9% 54.4% 32.9% 20.8% 60.7%
Decl Volume 1882188 511433 1633073 2494039 2960688 1184440
% of Total 62.9% 15.0% 44.0% 65.8% 77.9% 38.3%
Total Vol 2994693 3405314 3708374 3792171 3798253 3094609
ARMS Index 1.04 0.75 1.09 0.97 1.06 0.84
5 Day ARMS 4.91 4.71 4.58 4.37 4 3.92
McClellanOs -80 -34 -144 -191 -151 -59
McClellanSm 1769 1849 1883 2027 2218 2369
Cumul TICK -55,301 32178 15092 -113529 -111996 -27576
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2879 2891 2872 2896 2908 2894
Advancers 1459 1754 1545 1303 702 1613
% of Total 50.7% 60.7% 53.8% 45.0% 24.1% 55.7%
Decliners 1315 1035 1218 1477 2101 1178
% of Total 45.7% 35.8% 42.4% 51.0% 72.2% 40.7%
Unchanged 105 102 109 116 105 103
New Highs 70 78 47 32 43 66
New Lows 42 48 70 86 72 34
Adv Volume 914867 1378284 1257147 906127 350994 965519
% of Total 52.7% 69.5% 61.4% 42.2% 16.9% 57.8%
Decl Volume 786744 587462 775002 1223284 1702614 665294
% of Total 45.3% 29.6% 37.8% 57.0% 82.0% 39.8%
Total Vol 1736843 1982254 2048136 2145945 2075475 1671794
ARMS Index 0.97 0.43 0.42 1.63 0.78 0.7
5 Day ARMS 4.23 3.96 4.06 4.76 3.78 3.27
McClellanOs -17 -29 -76 -108 -115 -52
McClellanSm 799 816 845 921 1029 1144
Cumul TICK 12181 7139 28393 -8564 -30334 9840
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 75550831 155877260 88244940 135001684 113308869 70927235
Upper Band 172563060 172596336 164737734 164683444 160097897 158197077
SPX Vol 1850301383 2081381559 2128772529 2305229585 2254686866 1794304853
Upper Band 2577611099 2583752716 2583742788 2587482912 2573856770 2571343836
NYSE Vol 2994693000 3405314000 3708374000 3792171000 3798253000 3094609000
Upper Band 4300086652 4309156001 4316065235 4299222579 4266802834 4234648618
Consolidated2993869715 3405314455 3708355327 3792069385 3798211688 3094573482
Upper Band 4300088140 4309082592 4315985011 4299132315 4266714799 4234142902
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Weekly Sentiment
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Sentiment 8-May 1-May 24-Apr 17-Apr 10-Apr 2-Apr
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AAII Bull 27 31 n.a 32 29 35
AAII Bear 27 22 n.a 23 24 32
Market Vane 62 65 n.a 62 60 60
II Bull 52.5 57.4 n.a 50.5 50.4 54.5
II Bear 13.9 13.9 n.a 13.9 14.2 14.2
OddLot ShRt 49.2 53.3 n.a 48.8 48.8 50.9
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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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