Available Indicators

Stop wasting time searching all over the web for sentiment indicators.

The subscriber's section of sentimenTrader.com currently updates over 90 sentiment-related guides in an easy-to-view format.  For a list of available indicators, see below

For each indicator, we make available detailed background information, guidelines for use and interpretation, and historical examples.

Below is a snapshot of a part of our Complete List page for equities.  There is also a page for bonds and one for commodities.  The pages give the name and link to the indicator, what group it belongs to, its most appropriate time frame, closing value, change, date of the latest data, and a quick-glance icon that highlights any extremes in sentiment.

Every model and indicator has a fully interactive chart.  These charts:

  • Allow you to zoom, pinch and scroll through history
  • Allow you to plot a moving average, external ETF or stock, another index or a related secondary indicator
  • Allow you to print the chart or save as an image
  • Allow you to see related charts and background information
  • Allow you to invert the axis to better compare against price history
  • Allow you to save (or unsave) from your customized list of favorite charts

Here is an example of the VIX Term Structure:

Following is a partial list of the indicators available to subscribers.  This list may change at any time, as we are continuously studying new ways of measuring investor sentiment.

 

 

Key:  Equity indicators    Bond indicators    Commodities indicators

 

 

VOLATILITY MEASURES  

VIX

VIX TRANSFORM (transforms VIX deviations into a statistically meaningful chart)*

VXN

STOCK / BOND RATIO*

SMART MONEY INDEX

CREDIT DEFAULT SWAP INDEX

CSFB FEAR BAROMETER

VIX TERM STRUCTURE

 

 

PUT/CALL RATIOS 

R.O.B.O. PUT/CALL RATIOTM (a look at the smallest of traders - one of the most pure sentiment indicators available)*

L.O.B.O PUT/CALL RATIO*

OPTIONS SPECULATION INDEX*

TOTAL P/C RATIO

EQUITY  P/C RATIO

ISE SENTIMENT INDEX

OEX DETERMINATION INDEX*

OEX P/C RATIO (WITH MOVING AVERAGES)

OPEN INTEREST RATIO

 

 

BREADTH RATIOS 

ADVANCE/DECLINE RATIO

NEW HIGH / NEW LOW RATIO

UP VOLUME RATIO

TRIN (NYSE AND NASDAQ)

CUMULATIVE TICK (NYSE AND NASDAQ)*

SPY AND QQQQ LIQUIDITY PREMIUM*

S&P AND NDX DOWN PRESSURE*

S&P AND NDX PRICE OSCILLATOR*

PERCENTAGE OF FIDELITY SELECT FUNDS BEATING CASH*

NOTE:  WE ALSO PRESENT SEVERAL BREADTH MEASUREMENTS FOR SPECIFIC STOCK SECTORS

 

 

RYDEX MUTUAL FUND ASSET FLOWS 

BULLISH FUND FLOWS*

BEARISH FUND FLOWS*

BETA CHASE INDEX*

RYDEX RATIO

MONEY MARKET LEVELS*

BULL VERSUS BEAR RSI SPREAD*

TOTAL BULL & BEAR ASSETS

TOTAL LEVERAGED BULL & BEAR ASSETS

... AND ALL SECTOR FUNDS

 

 

SENTIMENT SURVEYS 

AAII BULLISH

AAII BEARISH

AAII BULL RATIO MA

AAII ASSET ALLOCATION

WALL STREET STRATEGIST ASSET ALLOCATION

NAAIM SURVEY OF ACTIVE INVESTMENT MANAGERS

UNIVERSITY OF MICHIGAN CONSUMER CONFIDENCE

CONFERENCE BOARD CONSUMER CONFIDENCE

ABC NEWS CONSUMER COMFORT INDEX

N.F.I.B. SMALL BUSINESS OPTIMISM

PROPRIETARY OPTIMISM INDEX (OPTIX) SCORES FOR COMMODITIES*

 

 

COUNTRY SENTIMENT  

DAILY OPTIMISM INDEXES (OPTIX) FOR:

AUSTRALIA (EWA)

BRAZIL (EWZ)

CANADA (EWC)

CHINA (FXI)

EMERGING MARKETS (EEM)

FRANCE (EWQ)

GERMANY (EWG)

INDIA (PIN)

ITALY (EWI)

JAPAN (EWJ)

MEXICO (EWW)

RUSSIA (RSX)

SPAIN (EWP)

UNITED KINGDOM (EWU)

 

 

COMMITMENTS OF TRADERS 

ALL-INDEX, ALL-PRODUCT, DOLLAR-WEIGHTED STOCHASTIC*

COMMERCIAL TRADERS NET

SMALL SPECS NET

COMMERCIALS 1-YEAR STOCHASTIC*

SMALL SPEC 1-YEAR STOCHASTIC*

NOTE:  WE PRESENT COT DATA FOR ALL MAJOR COMMODITIES

 

 

SHORT SALES ANALYSIS  

ODD LOT PURCHASE PERCENTAGE

ODD LOT SHORT SALES

NYSE MODIFIED SHORT INTEREST RATIO*

NYSE DE-TRENDED SHORT INTEREST RATIO*

NASDAQ MODIFIED SHORT INTEREST RATIO*

 

 

CORPORATE INSIDERS  

INSIDER INSIGHTS BUY / SELL RATIO

INSIDERSCORE.COM TOTAL MARKET SCORE

 

 

CASH LEVELS  

MUTUAL FUND CASH LEVELS

MUTUAL FUND CASH PREMIUM* (Takes current level of interest rates into account)

RETAIL MONEY MARKET LEVELS

RETAIL MONEY MARKET AS A % OF MARKET CAPITALIZATION*

NYSE MARGIN

NYSE FREE CREDITS

NYSE AVAILABLE CASH*

NASDAQ MARGIN

NASDAQ FREE CREDITS

NASDAQ AVAILABLE CASH*

PENNY STOCK SPECULATIVE VOLUME

INITIAL PUBLIC OFFERINGS

SECONDARY PUBLIC OFFERINGS

MUTUAL FUND FLOWS

 

 

* Proprietary indicators, likely not found anywhere else.

 

 

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