Below is a recent sample of our nightly datasheet, containing many of the various indicators we track. Subscribers also have access to historical datasheets, and can always request additional historical data for any indicator in excel format. Note in particular the many unique indicators based on SPX component data, such as the number of components closing in the top/bottom 10% of the day’s range or the number of components posting an inside or outside day. These types of indicators are found nowhere else and therefore offer unique insights. Datasheet is updated nightly, usually by 8pm ET.
End of Day Data for June 22nd, 2015 Cash Prices Close S&P500 2122.85 S&P100 933.43 VIX 12.74 Nasdaq100 4544.04 VXN 13.83 NYSE TICK 348 PreCloseTICK 471 Lead TICK -1125 CumAdj TICK 48 NYSE TRIN 0.76 Dow Indus 18119.78 S&P500 Component Internals Advancers 374 Decliners 124 Unchanged 3 A/D Ratio 3.02 A/D Thrust 75.10 Up Volume 1437360 Up Vol % 78.3% Dn Volume 396134 Dn Vol % 21.6% Tot Volume 1835764 UpDn Thrust 78.39 > Upr Bband 61 < Lwr Bband 8 New 20d Hi 120 New 20d Lo 24 New 52wk Hi 51 New 52wk Lo 1 SPX Up/Down Volume Thrust UDT2 44.37 UDT3 56.75 UDT5 61.41 UDT10 54.24 UDT20 46.83 NYSE Up/Down Volume Thrust UDT2 44.22 UDT3 53.25 UDT5 56.51 UDT10 52.57 UDT20 47.02 SPX Advance/Decline Thrust ADT2 50.30 ADT3 62.97 ADT5 67.42 ADT10 57.24 ADT20 48.12 NYSE Advance/Decline Thrust ADT2 50.35 ADT3 55.82 ADT5 56.73 ADT10 52.40 ADT20 47.53 RSI for SPX Components 2-day >98 31 2-day <2 0 14-day >70 25 14-day <30 6 Volume for SPX Components 2x 50d Avg 11 >50d Avg 123 <50d Avg 377 Spread -254 Price Indicators (SPX Components) Inside Day 73 Outside Day 29 Spread 44 Gap Up 31 Gap Down 4 Spread 27 Top10%Range 28 Bot10%Range 51 Spread -23 >UpperBand 61 <LowerBand 8 Spread 53 WR20 13 NR20 52 Spread -39 1% up 105 1% down 23 Spread 82 2% up 22 2% down 5 Spread 17 5% up 5days 26 5% dn 5days 5 Spread 21 +10% 5days 3 -10% 5days 1 Spread 2 +10% 20days 9 -10% 20days 14 Spread -5 Close>Open 232 Close<Open 261 Spread -29 +1%fromOpen 39 -1%fromOpen 42 Spread -3 +2%fromOpen 7 -2%fromOpen 7 Spread 0 Close>Midp 224 Close<Midp 269 Spread -45 +1% vs Midp 10 -1% vs Midp 10 Spread 0 +2% vs Midp 0 -2% vs Midp 2 Spread -2 >Yest High 153 <Yest Low 72 Spread 81 1%>YestHigh 28 1%<YestLow 13 Spread 15 >Yest Midp 294 <Yest Midp 204 Spread 90 1%>YestMidp 100 1%<YestMidp 46 Spread 54 SPX Components vs Highs/Lows 1%of52wkHi 94 1%of52wkLo 6 S;pread 88 50%<52wkHi 30 50%<52wkLo 6 Spread 24 1%of20dHi 217 1%of20dLo 62 Spread 155 10%<20dHi 15 10%<20dLo 12 Spread 3 SPX Components vs. Moving Averages >10d Avg 394 <10d Avg 106 Spread 288 5% >10d Avg 10 5% <10d Avg 4 Spread 6 >20d Avg 323 <20d Avg 177 Spread 146 5% >20d Avg 16 5% <20d Avg 12 Spread 4 >50d Avg 264 <50d Avg 236 Spread 28 5% >50d Avg 66 5% <50d Avg 55 Spread 11 10%>50dAvg 12 10%<50dAvg 11 Spread 1 >200d Avg 297 <200d Avg 203 Spread 94 10%>200dAvg 121 10%<200dAvg 43 Spread 78 25%>200dAvg 10 25%<200dAvg 6 Spread 4 SPX Components Historical Volatility 10d HV <10 46 10d HV >50 5 20d HV <10 16 20d HV >50 6 SPX Components RSI Values RSI2 >90 114 RSI2 <10 12 Spread 102 RSI2 >98 31 RSI2 <2 0 Spread 31 RSI14 >70 25 RSI14 <30 6 Spread 19 RSI14 >80 1 RSI14 <20 0 Spread 1 VolWatch Close VXO 12.41 Upper Band 16.51 Lower Band 12.39 vs 10d Avg -13.14% VIX 12.74 Upper Band 15.47 Lower Band 12.47 vs 10d Avg -8.29% NYSE Close Tot Issues 3271 Advancers 1890 % of Total 57.8% Decliners 1285 % of Total 39.3% Unchanged 96 New Highs 171 New Lows 47 Adv Volume 2006429 % of Total 66.0% Decl Volume 980155 % of Total 32.2% Total Vol 3040477 ARMS Index 0.76 McClellanOs 35 Cumul TICK -6235 NASDAQ Close Tot Issues 2924 Advancers 1832 % of Total 62.7% Decliners 1004 % of Total 34.3% Unchanged 88 New Highs 227 New Lows 40 Adv Volume 1134951 % of Total 69.8% Decl Volume 469287 % of Total 28.9% Total Vol 1626038 ARMS Index 0.98 5 Day ARMS 0.98 McClellanOs 69 Cumul TICK 41050 Volume Close SPY Vol 70696027 Upper Band 164801228 SPX Vol 1835764152 Upper Band 2547746346 NYSE Vol 3040477000 Upper Band 4013300604 Sentiment Close AAII Bull 25 AAII Bear 34 Market Vane 61 II Bull 49.3 II Bear 16.2 OddLot ShRt 46.6