AvailableIndicators

The subscriber's section of sentimenTrader.com currently updates over 90 sentiment-related indicators.  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 At-A-Glance page, which summarizes the most effective short- and intermediate-term indicators in an easy-to-use manner.

With this page, you can see at a glance exactly how bullish or bearish these effective indicators are, as determined by standard deviations from their mean values (all details of which are made available).

At the end, we create a final tally for all indicators which provides a guideline for the probability of future market moves.  If the final score is high, then there is a good chance that we will see higher prices over the coming week; a low final tally would argue for imminently lower prices.

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.

 

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

 

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)*

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*

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

 

RYDEX / PROSHARES 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 - INCLUDING PROSHARES ETF ASSET DATA!

 

SENTIMENT SURVEYS 

II BULLISH

II BEARISH

II BULL RATIO

CONSENSUS BULLS (delayed)

MARKET VANE BULLS (delayed)

AAII BULLISH

AAII BEARISH

AAII BULL RATIO MA

LOWRISK BULL RATIO

LOWRISK BULL MA

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*

PUBLIC SHORT RATIO

PUBLIC SHORT RATIO DE-TRENDED*

 

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, improving the forecasting ability of mutual fund cash levels to a large degree)

NYSE MARGIN

NYSE FREE CREDITS

NYSE AVAILABLE CASH*

NASDAQ MARGIN

NASDAQ FREE CREDITS

NASDAQ AVAILABLE CASH*

PENNY STOCK SPECULATIVE VOLUME

AMG DATATM MUTUAL FUND FLOWS

 

 

  This category is available for equities

 

  This category is available for bonds

 

  This category is available for commodities

 

* Proprietary indicators, likely not found anywhere else.

To see more information and get daily updates of the indicators,

GET A RISK-FREE TRIAL NOW

 

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