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May 19th, 2015 Market Tells DataSheet
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Cash Prices Open High Low Close Chg %Chg
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S&P500 2129.45 2133.02 2124.5 2127.83 -1.37 -0.1%
S&P100 935.24 937.43 933.56 935.37 0.17 0.0%
VIX 12.95 13.13 12.55 12.85 0.12 0.9%
Nasdaq100 4514.66 4521.85 4498.53 4503.72 -9.23 -0.2%
VXN 13.95 14.17 13.84 14.15 0.2 1.4%
NYSE TICK 91 786 -897 -195 ---- ----
PreCloseTICK-259
Lead TICK -551
CumAdj TICK 187
NYSE TRIN 1.07 1.07 1.07 1.07 ----
Dow Indus 18300.48 18351.36 18261.35 18312.39 13.5 0.1%
DJIA@10:00 18289.9
DJIA@3:00 18325.3
Last Hour -3.9
S&P500 Component
Internals Today 1d back 2d back 3d back 4d back 5d back
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Advancers 232 340 274 414 243 152
Decliners 265 158 223 86 251 343
Unchanged 4 3 4 1 7 6
A/D Ratio 0.88 2.15 1.23 4.81 0.97 0.44
A/D Thrust 46.68 68.27 55.13 82.80 49.19 30.71
Up Volume 868499 1140576 1043304 1427886 1183705 619609
Up Vol % 43.2% 66.3% 54.3% 72.7% 57.2% 33.2%
Dn Volume 1132117 575994 863109 535803 855547 1232559
Dn Vol % 56.3% 33.5% 44.9% 27.3% 41.4% 65.9%
Tot Volume 2009316 1720730 1922714 1964624 2068950 1868995
UpDn Thrust43.41 66.45 54.73 72.71 58.05 33.45
> Upr Bband 39 31 36 50 15 9
< Lwr Bband 8 1 2 16 32 21
New 20d Hi 104 77 93 87 42 19
New 20d Lo 24 11 21 33 51 63
New 52wk Hi 43 37 39 33 12 4
New 52wk Lo 2 2 3 6 5 6
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 54.05 60.28 63.85 65.24 46.34 33.64
UDT3 54.28 64.65 61.85 55.19 42.35 53.80
UDT5 58.84 57.13 51.03 58.50 56.19 49.80
UDT10 54.19 50.36 49.81 53.24 47.19 45.47
UDT20 51.14 50.93 51.52 49.38 47.88 48.47
NYSE Up/Down Volume Thrust (All NYSE issues)
UDT2 46.40 56.64 62.38 60.41 48.62 39.79
UDT3 50.00 60.36 59.41 54.78 44.77 55.86
UDT5 54.32 55.49 51.77 57.72 55.33 50.72
UDT10 52.46 50.31 50.84 52.25 47.91 46.99
UDT20 51.29 51.28 51.70 49.74 48.42 49.34
SPX Advance/Decline Thrust (SPX Component Only)
SPX Today Today Today Today Today Today
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ADT2 57.49 61.99 37.20 23.27 54.89 61.03
ADT3 56.70 45.72 35.77 41.07 51.62 57.56
ADT5 60.46 57.29 50.56 57.87 55.66 52.84
ADT10 56.65 53.06 53.01 56.25 49.67 47.83
ADT20 52.64 52.49 53.18 50.92 48.60 49.28
NYSE Advance/Decline Thrust (All NYSE issues)
ADT2 48.29 56.97 66.59 65.57 50.48 40.31
ADT3 51.38 63.16 62.94 58.82 45.44 53.56
ADT5 57.07 58.09 53.89 58.37 54.85 50.18
ADT10 53.62 51.64 51.71 52.00 46.80 44.65
ADT20 50.37 50.88 51.57 49.69 48.12 48.67
RSI for SPX Components
SPX Today Today Today Today Today Today
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2-day >50 311 401 354 406 219 183
2-day <50 190 100 147 95 282 318
2-day >98 18 16 12 15 8 3
2-day <2 1 0 1 8 6 4
5-day >50 355
5-day <50 146
5-day >90 2
5-day <10 1
9-day >50 339 374 334 334 232 235
9-day <50 162 127 167 167 269 266
9-day >80 7 7 9 7 6 4
9-day <20 4 2 1 5 1 2
14-day >50 331 346 317 312 238 234
14-day <50 170 155 184 189 263 267
14-day >70 19 16 15 17 11 11
14-day <30 6 5 5 7 12 12
Volume for SPX Components
SPX Today Today Today Today Today Today
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2x 50d Avg 11 10 22 20 19 17
>50d Avg 150 112 172 159 163 138
<50d Avg 350 388 328 341 337 362
Spread -200 -276 -156 -182 -174 -224
Price Performance for SPX Components
SPX Today 1d back 2d back 3d back 4d back 5d back
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Inside Day 44 103 45 90 46 43
Outside Day 66 40 50 20 70 40
Spread -22 63 -5 70 -24 3
Gap Up 17 8 21 31 13 2
Gap Down 6 2 3 4 2 69
Spread 11 6 18 27 11 -67
Top10%Range 37 74 92 174 13 26
Bot10%Range 32 15 21 21 51 33
Spread 5 59 71 153 -38 -7
>UpperBand 39 31 36 50 15 9
<LowerBand 8 1 2 16 32 21
Spread 31 30 34 34 -17 -12
WR20 14 5 13 19 10 12
NR20 53 58 60 45 23 19
Spread -39 -53 -47 -26 -13 -7
1% up 55 104 87 261 58 31
1% down 90 25 53 34 92 114
Spread -35 79 34 227 -34 -83
2% up 8 15 16 72 16 12
2% down 32 9 6 14 21 17
Spread -24 6 10 58 -5 -5
5% up 5days 28 14 10 22 23 19
5% dn 5days 19 7 11 9 19 19
Spread 9 7 -1 13 4 0
+10% 5days 0 1 1 2 4 3
-10% 5days 3 2 1 1 1 3
Spread -3 -1 0 1 3 0
+10% 20days 16 18 22 15 12 20
-10% 20days 17 18 15 22 22 12
Spread -1 0 7 -7 -10 8
Close>Open 229 380 258 348 203 268
Close<Open 266 113 239 149 293 229
Spread -37 267 19 199 -90 39
+1%fromOpen 46 128 70 125 40 63
-1%fromOpen 78 18 64 44 107 42
Spread -32 110 6 81 -67 21
+2%fromOpen 3 14 16 23 3 13
-2%fromOpen 20 6 7 19 29 5
Spread -17 8 9 4 -26 8
Close>Midp 240 386 293 375 176 317
Close<Midp 258 113 204 121 322 177
Spread -18 273 89 254 -146 140
+1% vs Midp 8 26 19 32 7 13
-1% vs Midp 20 5 5 18 37 8
Spread -12 21 14 14 -30 5
+2% vs Midp 1 2 3 1 1 0
-2% vs Midp 2 1 1 5 3 0
Spread -1 1 2 -4 -2 0
>Yest High 146 180 188 259 121 35
<Yest Low 103 42 69 49 104 218
Spread 43 138 119 210 17 -183
1%>YestHigh 33 30 38 82 22 12
1%<YestLow 38 8 11 21 24 39
Spread -5 22 27 61 -2 -27
>Yest Midp 300 360 332 389 276 101
<Yest Midp 196 136 167 109 223 398
Spread 104 224 165 280 53 -297
1%>YestMidp 93 130 157 218 87 29
1%<YestMidp 75 24 52 44 81 162
Spread 18 106 105 174 6 -133
SPX Components vs Highs/Lows
SPX Today Today Today Today Today Today
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1%of52wkHi 88 76 75 67 46 35
1%of52wkLo 6 2 7 12 12 11
S;pread 82 74 68 55 34 24
50%<52wkHi 30 27 27 24 21 23
50%<52wkLo 3 3 3 3 3 3
Spread 27 24 24 21 18 20
1%of20dHi 205 184 180 169 114 92
1%of20dLo 52 42 60 95 126 150
Spread 153 142 120 74 -12 -58
10%<20dHi 35 32 36 39 32 37
10%<20dLo 25 21 20 19 18 19
Spread 10 11 16 20 14 18
SPX Components vs. Moving Averages
SPX Today Today Today Today Today Today
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>10d Avg 369 412 359 351 260 259
<10d Avg 131 87 140 149 240 241
Spread 238 325 219 202 20 18
5% >10d Avg 7 11 7 9 7 3
5% <10d Avg 10 2 6 8 10 10
Spread -3 9 1 1 -3 -7
>20d Avg 328 348 323 312 232 224
<20d Avg 172 152 177 188 268 276
Spread 156 196 146 124 -36 -52
5% >20d Avg 29 27 19 18 16 14
5% <20d Avg 26 16 20 26 31 25
Spread 3 11 -1 -8 -15 -11
>50d Avg 311 313 306 294 237 242
<50d Avg 189 187 194 206 263 258
Spread 122 126 112 88 -26 -16
5% >50d Avg 80 92 78 81 63 64
5% <50d Avg 34 30 36 44 63 52
Spread 46 62 42 37 0 12
10%>50dAvg 12 16 17 16 18 17
10%<50dAvg 7 6 6 7 7 6
Spread 5 10 11 9 11 11
>200d Avg 346 352 344 340 332 330
<200d Avg 154 148 156 160 168 170
Spread 192 204 188 180 164 160
10%>200dAvg 118 114 112 108 98 95
10%<200dAvg 38 33 33 36 40 37
Spread 80 81 79 72 58 58
25%>200dAvg 13 12 10 11 10 10
25%<200dAvg 4 3 2 1 1 1
Spread 9 9 8 10 9 9
SPX Components Historical (realized) Volatility
SPX Today Today Today Today Today Today
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10d HV <10 38 18 19 16 21 16
10d HV >50 15 12 13 14 14 19
20d HV <10 9 9 8 9 12 12
20d HV >50 12 12 12 10 12 14
SPX Components RSI Values
SPX Today Today Today Today Today Today
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RSI2 >90 111 116 106 122 40 27
RSI2 <10 31 11 8 32 59 28
Spread 80 105 98 90 -19 -1
RSI2 >98 18 16 12 15 8 3
RSI2 <2 1 0 1 8 6 4
Spread 17 16 11 7 2 -1
RSI14 >70 19 16 15 17 11 11
RSI14 <30 6 5 5 7 12 12
Spread 13 11 10 10 -1 -1
RSI14 >80 2 3 3 3 3 1
RSI14 <20 0 0 0 1 1 1
Spread 2 3 3 2 2 0
BandWatch Today 1d back 2d back 3d back 4d back 5d back
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VXO 12.60 12.85 12.86 13.23 14.32 14.57
Upper Band 15.95 15.94 15.94 16.03 16.04 15.96
Lower Band 11.17 11.23 11.22 11.30 11.24 11.18
vs 10d Avg -9.19% -8.93% -8.68% -6.12% 0.24% 2.61%
VIX 12.85 12.73 12.38 12.74 13.76 13.86
Upper Band 15.11 15.12 15.13 15.16 15.16 15.13
Lower Band 11.50 11.53 11.58 11.70 11.68 11.63
vs 10d Avg -5.03% -6.92% -9.56% -7.15% -1.02% -0.04%
VXV 15.28 15.23 15.57 15.91 16.29 16.40
Upper Band 16.88 16.87 16.85 16.88 16.88 16.83
Lower Band 14.77 14.81 14.86 14.89 14.83 14.82
vs 10d Avg -4.38% -5.31% -3.32% -1.09% 0.92% 1.80%
VIX/VXV Rati0.841 0.836 0.795 0.801 0.845 0.845
Upper Band 0.903 0.904 0.905 0.905 0.904 0.904
Lower Band 0.777 0.777 0.778 0.784 0.788 0.785
vs 10d Avg -0.58% -1.61% -6.37% -6.04% -1.83% -1.71%
NYSE Today 1d back 2d back 3d back 4d back 5d back
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Tot Issues 3260 3250 3236 3242 3238 3232
Advancers 1270 1773 1802 2381 1756 1419
% of Total 39.0% 54.6% 55.7% 73.4% 54.2% 43.9%
Decliners 1884 1375 1325 774 1398 1717
% of Total 57.8% 42.3% 40.9% 23.9% 43.2% 53.1%
Unchanged 106 102 109 87 84 96
New Highs 124 117 95 104 57 36
New Lows 43 31 16 26 37 73
Adv Volume 1240426 1599370 1737065 2130574 1790182 1337108
% of Total 37.6% 55.3% 56.1% 66.0% 52.9% 42.3%
Decl Volume 2023291 1257629 1296088 1036438 1532703 1771595
% of Total 61.3% 43.5% 41.8% 32.1% 45.3% 56.0%
Total Vol 3302480 2893978 3098399 3227659 3381655 3162477
ARMS Index 1.07 1.05 0.95 1.3 1.09 1.05
5 Day ARMS 5.46 5.44 5.43 5.23 5.02 4.9
McClellanOs 9 51 41 25 -61 -87
McClellanSm 1747 1738 1687 1646 1621 1682
Cumul TICK 11,469 13727 38890 55003 7516 18282
NASDAQ Today 1d back 1d back 3d back 4d back 5d back
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Tot Issues 2898 2900 2890 2889 2872 2875
Advancers 1210 1801 1383 1922 1383 1202
% of Total 41.8% 62.1% 47.9% 66.5% 48.2% 41.8%
Decliners 1588 1000 1391 878 1366 1576
% of Total 54.8% 34.5% 48.1% 30.4% 47.6% 54.8%
Unchanged 100 99 116 89 123 97
New Highs 134 152 115 114 74 59
New Lows 53 52 34 34 34 59
Adv Volume 661903 1062568 883250 1187189 928585 671630
% of Total 38.1% 64.4% 52.8% 68.0% 55.2% 39.2%
Decl Volume 1045349 561705 707713 530262 713641 1026118
% of Total 60.2% 34.0% 42.3% 30.4% 42.5% 60.0%
Total Vol 1736037 1649756 1671306 1745818 1680741 1711318
ARMS Index 0.51 0.88 0.87 1.64 0.82 0.33
5 Day ARMS 4.72 4.54 4.63 4.19 2.97 3.78
McClellanOs 35 63 26 30 -26 -33
McClellanSm 894 859 796 770 740 766
Cumul TICK 5830 34547 11252 26538 6895 13031
Volume Today 1d back 2d back 3d back 4d back 5d back
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SPY Vol 0 74549685 76510099 95934006 94661967 119727592
Upper Band 166438493 155630641 155483365 173436668 173903202 174045821
SPX Vol 2009316043 1720729608 1922714361 1964623912 2068950065 1868995237
Upper Band 2562018975 2563583673 2543698133 2569207257 2567816345 2574602218
NYSE Vol 3302480000 2893978000 3098399000 3227659000 3381655000 3162477000
Upper Band 4239639927 4239661002 4229852476 4239867541 4241173515 4305015110
Consolidated3300841467 2893780761 3098375632 3227634208 3381438474 3162413670
Upper Band 4239607613 4239636443 4229815782 4239849114 4241158429 4305006420
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Weekly Sentiment
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Sentiment 15-May 8-May 1-May 24-Apr 17-Apr 10-Apr
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AAII Bull 27 27 31 n.a 32 29
AAII Bear 26 27 22 n.a 23 24
Market Vane 63 62 65 n.a 62 60
II Bull 47.5 52.5 57.4 n.a 50.5 50.4
II Bear 15.8 13.9 13.9 n.a 13.9 14.2
OddLot ShRt 49.1 49.2 53.3 n.a 48.8 48.8
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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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