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

Most of the indicators posted to the site are overlaid with standard deviation bands that show you how extreme the current reading is compared to its recent history.  This allows you to see at a glance exactly how much weight should be given the indicator's current condition.

The chart below shows a sample of our proprietary SPY Liquidity Premium:

In addition to the charts, detailed background information is provided for each indicator, along with guidelines on how to use it.

Following is a 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 FEAR PREMIUM*

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

VXN

VXN FEAR PREMIUM*

VOLUME DIFFERENTIAL*

NYSE VERSUS NASDAQ VOLUME

STOCK / BOND RATIO*

SMART MONEY INDEX

CREDIT DEFAULT SWAP INDEX

CSFB FEAR BAROMETER

 

PUT/CALL RATIOS 

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

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

OPTIONS SPECULATION INDEX*

TOTAL P/C RATIO (WITH MOVING AVERAGES)

EQUITY  P/C RATIO (WITH MOVING AVERAGES)

ISE SENTIMENT INDEX(TM) (WITH MOVING AVERAGES)

OEX DETERMINATION INDEX*

OEX P/C RATIO (WITH MOVING AVERAGES)

OEX P/C - EQUITY P/C SPREAD*

OPEN INTEREST RATIO

 

BREADTH RATIOS 

ADVANCE/DECLINE RATIO (WITH MOVING AVERAGES)

NEW HIGH / NEW LOW RATIO (WITH MOVING AVERAGES)

UP VOLUME RATIO (WITH MOVING AVERAGES)

TRIN (NYSE AND NASDAQ, WITH MOVING AVERAGES)

DAILY CUMULATIVE TICK (NYSE AND NASDAQ)*

INTRADAY CUMULATIVE TICK (NYSE AND NASDAQ)*

SPY AND QQQQ LIQUIDITY PREMIUM*

S&P AND NDX DOWN PRESSURE*

PERCENTAGE OF FIDELITY SELECT FUNDS BEATING CASH*

NOTE:  WE ALSO PRESENT SEVERAL BREADTH MEASUREMENTS FOR SPECIFIC STOCK SECTORS!  CLICK HERE FOR MORE INFO

 

RYDEX MUTUAL FUND ASSET FLOWS 

BULLISH FUND FLOWS*

BEARISH FUND FLOWS*

BETA CHASE INDEX*

RYDEX RATIO

ENTHUSIASM INDEX*

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 "PUBLIC OPINION" SCORES FOR COMMODITIES*

 

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 NOW PRESENT COT DATA FOR ALL MAJOR COMMODITIES!  CLICK HERE FOR MORE INFO

 

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

AMG DATATM MUTUAL FUND FLOWS

 

 

* Proprietary indicators, likely not found anywhere else.

 

 

 

 

 

 

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