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May 14th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2100.43 2121.45 2100.43 2121.1 22.62 1.1%
S&P100 923.05 933.06 923.05 932.89 10.48 1.1%
VIX 13.14 13.29 12.72 12.74 -1.02 -7.4%
Nasdaq100 4461.07 4496.25 4448.38 4495.04 68.48 1.5%
VXN 15.62 15.62 13.86 14.31 -1.31 -8.4%
NYSE TICK 462 1190 -639 551 ---- ----
PreCloseTICK39
Lead TICK 3714
CumAdj TICK 691
NYSE TRIN 1.30 1.30 1.30 1.30 ----
Dow Indus 18062.49 18255.21 18062.49 18252.24 191.8 1.1%
DJIA@10:00 18184.7
DJIA@3:00 18245.5
Last Hour -117.5
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 414 243 152 172 456 358
Decliners 86 251 343 324 42 140
Unchanged 1 7 6 5 3 3
A/D Ratio 4.81 0.97 0.44 0.53 10.86 2.56
A/D Thrust 82.80 49.19 30.71 34.68 91.57 71.89
Up Volume 1427886 1183705 619609 618017 1857885 1290240
Up Vol % 72.7% 57.2% 33.2% 33.4% 89.3% 60.6%
Dn Volume 535803 855547 1232559 1208411 216759 829042
Dn Vol % 27.3% 41.4% 65.9% 65.3% 10.4% 38.9%
Tot Volume 1964624 2068950 1868995 1850301 2081382 2128773
UpDn Thrust72.71 58.05 33.45 33.84 89.55 60.88
> Upr Bband 50 15 9 26 37 11
< Lwr Bband 16 32 21 27 11 27
New 20d Hi 87 42 19 57 61 17
New 20d Lo 33 51 63 29 14 49
New 52wk Hi 33 12 4 21 24 8
New 52wk Lo 6 5 6 3 2 3
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 65.24 46.34 33.64 63.47 75.06 44.58
UDT3 55.19 42.35 53.80 62.56 58.95 33.06
UDT5 58.50 56.19 49.80 44.28 48.71 48.36
UDT10 53.24 47.19 45.47 48.52 48.46 44.51
UDT20 49.38 47.88 48.47 49.56 49.42 48.53
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 60.41 48.62 39.79 62.17 69.45 44.16
UDT3 54.78 44.77 55.86 59.65 56.89 36.38
UDT5 57.72 55.33 50.72 45.73 50.02 47.30
UDT10 52.25 47.91 46.99 48.78 48.99 45.83
UDT20 49.74 48.42 49.34 50.51 50.65 49.68
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 66.10 61.99 37.20 23.27 54.89 61.03
ADT3 54.33 45.72 35.77 41.07 51.62 57.56
ADT5 57.87 55.66 52.84 48.84 55.44 54.63
ADT10 56.25 49.67 47.83 51.23 50.53 45.65
ADT20 50.92 48.60 49.28 50.53 50.00 48.57
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 65.57 50.48 40.31 57.68 68.93 45.13
ADT3 58.82 45.44 53.56 57.76 56.73 36.91
ADT5 58.37 54.85 50.18 45.22 49.54 45.64
ADT10 52.00 46.80 44.65 46.41 46.57 43.63
ADT20 49.69 48.12 48.67 49.53 49.65 48.64
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 406 219 183 313 443 251
2-day <50 95 282 318 188 58 250
2-day >98 15 8 3 4 6 0
2-day <2 8 6 4 4 1 7
5-day >50 349
5-day <50 152
5-day >90 5
5-day <10 3
9-day >50 334 232 235 270 308 183
9-day <50 167 269 266 231 193 318
9-day >80 7 6 4 5 6 1
9-day <20 5 1 2 4 2 3
14-day >50 312 238 234 263 291 193
14-day <50 189 263 267 238 210 308
14-day >70 17 11 11 13 16 7
14-day <30 7 12 12 9 6 12
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 20 19 17 12 14 16
>50d Avg 159 163 138 170 193 200
<50d Avg 341 337 362 330 307 300
Spread -182 -174 -224 -160 -114 -100
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 90 46 43 91 32 134
Outside Day 20 70 40 44 9 19
Spread 70 -24 3 47 23 115
Gap Up 31 13 2 6 206 12
Gap Down 4 2 69 4 2 14
Spread 27 11 -67 2 204 -2
Top10%Range 174 13 26 9 69 40
Bot10%Range 21 51 33 137 35 14
Spread 153 -38 -7 -128 34 26
>UpperBand 50 15 9 26 37 11
<LowerBand 16 32 21 27 11 27
Spread 34 -17 -12 -1 26 -16
WR20 19 10 12 12 18 26
NR20 45 23 19 41 26 13
Spread -26 -13 -7 -29 -8 13
1% up 261 58 31 40 291 119
1% down 34 92 114 114 8 50
Spread 227 -34 -83 -74 283 69
2% up 72 16 12 13 92 39
2% down 14 21 17 34 6 31
Spread 58 -5 -5 -21 86 8
5% up 5days 22 23 19 14 9 11
5% dn 5days 9 19 19 28 18 20
Spread 13 4 0 -14 -9 -9
+10% 5days 2 4 3 2 1 1
-10% 5days 1 1 3 4 3 3
Spread 1 3 0 -2 -2 -2
+10% 20days 15 12 20 23 26 16
-10% 20days 22 22 12 11 13 15
Spread -7 -10 8 12 13 1
Close>Open 348 203 268 197 314 364
Close<Open 149 293 229 296 183 131
Spread 199 -90 39 -99 131 233
+1%fromOpen 125 40 63 49 89 121
-1%fromOpen 44 107 42 100 36 45
Spread 81 -67 21 -51 53 76
+2%fromOpen 23 3 13 13 24 33
-2%fromOpen 19 29 5 31 6 14
Spread 4 -26 8 -18 18 19
Close>Midp 375 176 317 147 263 341
Close<Midp 121 322 177 349 232 156
Spread 254 -146 140 -202 31 185
+1% vs Midp 32 7 13 9 38 29
-1% vs Midp 18 37 8 35 11 11
Spread 14 -30 5 -26 27 18
+2% vs Midp 1 1 0 0 7 1
-2% vs Midp 5 3 0 1 1 2
Spread -4 -2 0 -1 6 -1
>Yest High 259 121 35 83 361 138
<Yest Low 49 104 218 152 7 61
Spread 210 17 -183 -69 354 77
1%>YestHigh 82 22 12 21 153 45
1%<YestLow 21 24 39 47 5 28
Spread 61 -2 -27 -26 148 17
>Yest Midp 389 276 101 202 460 305
<Yest Midp 109 223 398 297 40 194
Spread 280 53 -297 -95 420 111
1%>YestMidp 218 87 29 62 330 110
1%<YestMidp 44 81 162 115 8 71
Spread 174 6 -133 -53 322 39
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 67 46 35 52 46 24
1%of52wkLo 12 12 11 8 4 8
S;pread 55 34 24 44 42 16
50%<52wkHi 24 21 23 20 21 23
50%<52wkLo 3 3 3 3 3 2
Spread 21 18 20 17 18 21
1%of20dHi 169 114 92 142 135 49
1%of20dLo 95 126 150 65 47 195
Spread 74 -12 -58 77 88 -146
10%<20dHi 39 32 37 25 25 35
10%<20dLo 19 18 19 28 26 21
Spread 20 14 18 -3 -1 14
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 351 260 259 297 345 170
<10d Avg 149 240 241 203 155 330
Spread 202 20 18 94 190 -160
5% >10d Avg 9 7 3 5 7 3
5% <10d Avg 8 10 10 12 8 10
Spread 1 -3 -7 -7 -1 -7
>20d Avg 312 232 224 252 273 179
<20d Avg 188 268 276 248 226 321
Spread 124 -36 -52 4 47 -142
5% >20d Avg 18 16 14 22 26 17
5% <20d Avg 26 31 25 28 17 27
Spread -8 -15 -11 -6 9 -10
>50d Avg 294 237 242 261 278 214
<50d Avg 206 263 258 239 222 286
Spread 88 -26 -16 22 56 -72
5% >50d Avg 81 63 64 70 70 50
5% <50d Avg 44 63 52 48 34 50
Spread 37 0 12 22 36 0
10%>50dAvg 16 18 17 16 21 14
10%<50dAvg 7 7 6 6 5 8
Spread 9 11 11 10 16 6
>200d Avg 340 332 330 337 341 324
<200d Avg 160 168 170 163 159 176
Spread 180 164 160 174 182 148
10%>200dAvg 108 98 95 106 106 93
10%<200dAvg 36 40 37 38 30 35
Spread 72 58 58 68 76 58
25%>200dAvg 11 10 10 9 10 10
25%<200dAvg 1 1 1 1 1 4
Spread 10 9 9 8 9 6
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 16 21 16 12 11 20
10d HV >50 14 14 19 19 19 18
20d HV <10 9 12 12 12 12 13
20d HV >50 10 12 14 13 12 12
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 122 40 27 70 93 12
RSI2 <10 32 59 28 18 14 47
Spread 90 -19 -1 52 79 -35
RSI2 >98 15 8 3 4 6 0
RSI2 <2 8 6 4 4 1 7
Spread 7 2 -1 0 5 -7
RSI14 >70 17 11 11 13 16 7
RSI14 <30 7 12 12 9 6 12
Spread 10 -1 -1 4 10 -5
RSI14 >80 3 3 1 0 0 0
RSI14 <20 1 1 1 1 1 1
Spread 2 2 0 -1 -1 -1
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 13.23 14.32 14.57 13.68 12.57 16.07
Upper Band 16.03 16.04 15.96 15.90 15.98 15.98
Lower Band 11.30 11.24 11.18 11.19 11.19 11.18
vs 10d Avg -6.12% 0.24% 2.61% -2.12% -9.68% 15.53%
VIX 12.74 13.76 13.86 13.85 12.86 15.13
Upper Band 15.16 15.16 15.13 15.11 15.12 15.13
Lower Band 11.70 11.68 11.63 11.63 11.63 11.59
vs 10d Avg -7.15% -1.02% -0.04% 0.95% -5.77% 11.33%
VXV 15.91 16.29 16.40 16.10 15.56 16.74
Upper Band 16.88 16.88 16.83 16.77 16.80 16.80
Lower Band 14.89 14.83 14.82 14.82 14.82 14.81
vs 10d Avg -1.09% 0.92% 1.80% 0.62% -2.65% 4.93%
VIX/VXV Rati0.801 0.845 0.845 0.860 0.826 0.904
Upper Band 0.905 0.904 0.904 0.905 0.905 0.905
Lower Band 0.784 0.788 0.785 0.786 0.786 0.784
vs 10d Avg -6.04% -1.83% -1.71% 0.45% -3.08% 6.25%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3242 3238 3232 3245 3245 3242
Advancers 2381 1756 1419 1116 2529 1820
% of Total 73.4% 54.2% 43.9% 34.4% 77.9% 56.1%
Decliners 774 1398 1717 2037 637 1323
% of Total 23.9% 43.2% 53.1% 62.8% 19.6% 40.8%
Unchanged 87 84 96 92 79 99
New Highs 104 57 36 61 79 30
New Lows 26 37 73 28 29 61
Adv Volume 2130574 1790182 1337108 1077418 2856804 2017376
% of Total 66.0% 52.9% 42.3% 36.0% 83.9% 54.4%
Decl Volume 1036438 1532703 1771595 1882188 511433 1633073
% of Total 32.1% 45.3% 56.0% 62.9% 15.0% 44.0%
Total Vol 3227659 3381655 3162477 2994693 3405314 3708374
ARMS Index 1.30 1.09 1.05 1.04 0.75 1.09
5 Day ARMS 5.23 5.02 4.9 4.91 4.71 4.58
McClellanOs 25 -61 -87 -80 -34 -144
McClellanSm 1646 1621 1682 1769 1849 1883
Cumul TICK 55,003 7516 18282 -55301 32178 15092
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2889 2872 2875 2879 2891 2872
Advancers 1922 1383 1202 1459 1754 1545
% of Total 66.5% 48.2% 41.8% 50.7% 60.7% 53.8%
Decliners 878 1366 1576 1315 1035 1218
% of Total 30.4% 47.6% 54.8% 45.7% 35.8% 42.4%
Unchanged 89 123 97 105 102 109
New Highs 114 74 59 70 78 47
New Lows 34 34 59 42 48 70
Adv Volume 1187189 928585 671630 914867 1378284 1257147
% of Total 68.0% 55.2% 39.2% 52.7% 69.5% 61.4%
Decl Volume 530262 713641 1026118 786744 587462 775002
% of Total 30.4% 42.5% 60.0% 45.3% 29.6% 37.8%
Total Vol 1745818 1680741 1711318 1736843 1982254 2048136
ARMS Index 1.64 0.82 0.33 0.97 0.43 0.42
5 Day ARMS 4.19 2.97 3.78 4.23 3.96 4.06
McClellanOs 30 -26 -33 -17 -29 -76
McClellanSm 770 740 766 799 816 845
Cumul TICK 26538 6895 13031 12181 7139 28393
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 95934006 94661967 119727592 75550831 155877260 88244940
Upper Band 173436668 173903202 174045821 172563060 172596336 164737734
SPX Vol 1964623912 2068950065 1868995237 1850301383 2081381559 2128772529
Upper Band 2569207257 2567816345 2574602218 2577611099 2583752716 2583742788
NYSE Vol 3227659000 3381655000 3162477000 2994693000 3405314000 3708374000
Upper Band 4239867541 4241173515 4305015110 4300086652 4309156001 4316065235
Consolidated3227634208 3381438474 3162413670 2993869715 3405314455 3708355327
Upper Band 4239849114 4241158429 4305006420 4300088140 4309082592 4315985011
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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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