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.

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 one of our charts using the VIX Term Structure:

sentimenTrader VIX Sentiment chart sample

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.


sentimenTrader Stock Market Sentiment signal sample

Indicators & Signals

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: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
* Proprietary indicators, likely not found anywhere else.

PUT/CALL RATIOS

  • R.O.B.O. PUT/CALL RATIO™ (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
* Proprietary indicators, likely not found anywhere else.

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 sector
* Proprietary indicators, likely not found anywhere else.

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
* Proprietary indicators, likely not found anywhere else.

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)
* Proprietary indicators, likely not found anywhere else.

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
  • INSIDER BUY/ SELL SEASONALLY ADJUSTED

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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