Home > Stocks > Complete List 

 

Stock Market Sentiment

Download data for:  Models   STEM.MR and STEM Models   Breadth   PutCall Ratios   Rydex Funds   VIX

 

The following table shows indicators related to the stock market.  Click any column heading to sort the table by that column, and click again to reverse it.  Click the "excess" icon to sort the table by indicators showing the most pessimism for the stock market; click again to sort it by indicators showing the most optimism.  Click the hyperlinked Name to pull up an interactive chart for that indicator.

 

Name

Group

Time Frame Value Change Date
Smart Money ConfidenceModelM30%0%2-Mar-20157
Dumb Money ConfidenceModelM79%0%2-Mar-20157
Smart - Dumb SpreadModelM-49%0%2-Mar-20157
STEM.MR ModelModelS49%5%2-Mar-20154
STEM.MR Model - NasdaqModelS42%11%2-Mar-20154
STEM ModelModelM71%-1%2-Mar-20154
Short-Term OptixModelS68132-Mar-20155
Intermediate-Term OptixModelM7502-Mar-20156
% Showing Excess PessimismModelM0%0%2-Mar-20157
% Showing Excess OptimismModelM52%8%2-Mar-20157
AIM ModelModelL79%5%27-Feb-20157
SPY OptixETFM4922-Mar-20154
QQQ OptixETFM5222-Mar-20154
DIA OptixETFM5422-Mar-20154
IWM OptixETFM5432-Mar-20154
VIXVolatilityM13.04-0.32-Mar-20155
VIX TransformVolatilityL4%1%2-Mar-20154
VXNVolatilityM14.27-0.352-Mar-20155
CS Fear BarometerVolatilityM36.750.012-Mar-20155
Stock / Bond RatioVolatilityM0.6-0.022-Mar-20154
Smart $ IndexVolatilityM209.24-1.352-Mar-20154
Credit Defaults (CDX)VolatilityM318-22-Mar-20154
VIX Term StructureVolatilityM0.7902-Mar-20157
SKEW IndexVolatilityM126-0.42-Mar-20154
VXX OptixVolatilityM68-22-Mar-20155
ROBO PutCall RatioPutCallM0.49-0.0327-Feb-20155
Small Trader CallsPutCallM0.35027-Feb-20154
Small Trader PutsPutCallM0.17-0.0127-Feb-20155
LOBO PutCall RatioPutCallM0.69-0.1627-Feb-20154
Large Trader CallsPutCallM0.340.0427-Feb-20154
Large Trader PutsPutCallM0.23-0.0327-Feb-20154
Options Speculation IndexPutCallM1.290.1127-Feb-20157
Total PutCallPutCallS1.0202-Mar-20154
Equity PutCallPutCallS0.57-0.072-Mar-20154
Equity PutCall De-TrendedPutCallM-0.0802-Mar-20154
ISE Sentiment IndexPutCallS11842-Mar-20154
ISE Sentiment Index - EquitiesPutCallS232202-Mar-20157
OEX PutCallPutCallS3.211.912-Mar-20157
OEX PutCall Open InterestPutCallM2.140.022-Mar-20157
OEX Determination IndexPutCallM0.61-0.022-Mar-20155
Liquidity Premium - SPYBreadthM-30%0%2-Mar-20157
Liquidity Premium - QQQBreadthM-29%-1%2-Mar-20157
Fidelity Funds BreadthBreadthM38%-5%2-Mar-20154
Arms Index - NYSEBreadthM1.3402-Mar-20154
Arms Index- NasdaqBreadthM0.81-0.172-Mar-20154
Up Issues - NYSEBreadthM0.590.082-Mar-20154
Up Volume - NYSEBreadthM0.520.092-Mar-20154
New High / New Low - NYSEBreadthM0.850.042-Mar-20156
Up Issues- NasdaqBreadthM0.640.262-Mar-20154
Up Volume - NasdaqBreadthM0.690.32-Mar-20154
New High / New Low - NasdaqBreadthM0.830.042-Mar-20156
Down Pressure - SPXBreadthS22%-43%2-Mar-20154
Down Pressure - NDXBreadthS9%-52%2-Mar-20157
Price Oscillator - SPXBreadthS66%20%2-Mar-20156
Price Oscillator - NDXBreadthS61%19%2-Mar-20155
TICK - NYSEBreadthS1120-3992-Mar-20154
TICK - NasdaqBreadthS4864152-Mar-20154
Consensus BullsSurveysM64213-Feb-20154
Market Vane BullsSurveysM65020-Feb-20155
AAII BullsSurveysM45-225-Feb-20154
AAII BearsSurveysM20225-Feb-20155
AAII Bull RatioSurveysM69-325-Feb-20156
AAII Allocation - StocksSurveysM67.2-1.330-Jan-20154
NAAIM ManagersSurveysM99.211.425-Feb-20157
Equity Hedging IndexSurveysM14.7-11.627-Feb-20156
Risk Appetite IndexSurveysM0.33025-Feb-20154
Japanese Margin TradersSurveysM-8.50.513-Feb-20154
Strategists' AllocationSurveysL50.1-0.530-Jan-20154
Economic Surprise IndexSurveysL-41.85.326-Feb-20154
U Of Mich Consumer ConfSurveysL95.4-2.727-Feb-20154
Conf Board Consumer ConfSurveysL96.4-7.427-Feb-20154
ABC Consumer ComfortSurveysL42.7-1.923-Feb-20154
NFIB Small Bus OptimismSurveysL97.9-2.531-Jan-20154
All-Index Futures PositioningCOTM-52424-Feb-20154
Commercial TradersCOTM492224-Feb-20154
Small SpeculatorsCOTM54-224-Feb-20154
S&P 500 COTM14279723024-Feb-20154
S&P 500 E-MiniCOTM-2277424677124-Feb-20154
S&P 500 Smart MoneyCOTM-16537859024-Feb-20154
Nasdaq 100 (NDX)COTM-605-44624-Feb-20154
NDX E-MiniCOTM-76235-133024-Feb-20154
NDX Smart MoneyCOTM-7056-41624-Feb-20154
DowCOTM-15436164724-Feb-20154
Dow E-MiniCOTM-30873329224-Feb-20154
Dow Smart MoneyCOTM-562254424-Feb-20156
Russell 2000 E-Mini COTM24303193724-Feb-20154
NikkeiCOTM-56184124-Feb-20154
VIXCOTM151741469624-Feb-20154
Odd Lot Purchase %ShortsS65%0%27-Feb-20155
Odd Lot ShortsShortsS22.1531.31127-Feb-20153
Inverse ETF VolumeShortsM0.24%0.01%2-Mar-20155
Short Int. Ratio (SIR) - NYSEShortsL1522529512-Jan-20154
SIR De-Trended NyseShortsL0.190.2512-Jan-20154
Short Int. Ratio - NasdaqShortsL8279-16212-Jan-20154
Mutual Fund Cash %CashL3.70.230-Jan-20155
Fund Cash Premium / DiscountCashL-0.86%0.21%30-Jan-20154
Equity / Money Market RatioCashL4.04-0.0130-Jan-20157
Retail Money MarketCashL2.47-0.0516-Feb-20157
Margin Debt - NYSECashL444836-1144730-Jan-20157
Free Credits - NYSECashL286914-447430-Jan-20154
Net Available Cash - NYSECashL-157922697330-Jan-20157
Margin Debt - NasdaqCashL41036156330-Jan-20154
Free Credits - NasdaqCashL54944-418630-Jan-20154
Net Available Cash - NasdaqCashL13908-574930-Jan-20154
IPOsCashL8-331-Dec-20142
Secondary OfferingsCashL10-330-Jan-20153
Penny Stock Share VolumeCashL5253-95030-Jan-20154
Penny Stock Dollar VolumeCashL904-6430-Jan-20154
Penny Stock TransactionsCashL153-3530-Jan-20152
Mutual Fund Flow (With ETFs)CashM1500-220025-Feb-20154
Mutual Fund Flow (No ETFs)CashM89993425-Feb-20154
Insider Buys/SellsInsidersM-66%-11%23-Feb-20154
Insiderscore.Com Buy/SellInsidersM-2.2-1.325-Feb-20155
Rydex Bullish FlowRydexM7%0%2-Mar-20154
Rydex Bearish FlowRydexM-8%-4%2-Mar-20154
Rydex RatioRydexM73%0%2-Mar-20157
Rydex Beta Chase IndexRydexS5.21.22-Mar-20157
Rydex Money Market %RydexM22%1%2-Mar-20157
Rydex Bull/Bear SpreadRydexS28-352-Mar-20154
Rydex Sectors W/Assets > 50-DayRydexM67%0%2-Mar-20155
Rydex Total Bull AssetsRydexM1805.934.72-Mar-20157
Rydex Leveraged BullsRydexM607.1-0.62-Mar-20155
Rydex Total Bear AssetsRydexM126.5-12-Mar-20156
Rydex Leveraged BearsRydexM48.8-0.12-Mar-20157
Rydex Bull / Bear RatioRydexM14.30.42-Mar-20157
Rydex Leveraged Bull / Bear RatioRydexM12.402-Mar-20157
Rydex BankingRydexM9.80.32-Mar-20153
Rydex Basic MaterialsRydexM70.232-Mar-20154
Rydex BiotechnologyRydexM661.90.72-Mar-20157
Rydex Consumer ProductsRydexM335.1-18.82-Mar-20157
Rydex ElectronicsRydexM24.81.82-Mar-20154
Rydex EnergyRydexM47-1.32-Mar-20153
Rydex Energy ServicesRydexM25.2-0.32-Mar-20151
Rydex EuropeRydexM10-15.62-Mar-20153
Rydex Financial ServicesRydexM64.41.52-Mar-20157
Rydex Health CareRydexM262.51.32-Mar-20157
Rydex InternetRydexM15.71.62-Mar-20154
Rydex Japan RydexM5.30.72-Mar-20154
Rydex LeisureRydexM70.29.52-Mar-20157
Rydex RetailingRydexM72.4-0.32-Mar-20157
Rydex TechnologyRydexM39.67.62-Mar-20154
Rydex TelecommunicationsRydexM3.6-0.12-Mar-20153
Rydex TransportationRydexM87.2-0.72-Mar-20157
Rydex UtilitiesRydexM94.9-13.72-Mar-20154

                                                                                                                                                     

 (go to top)   

 

 

Daily models and indicators are usually updated by 6pm EST, except for Rydex which is usually by 10pm EST.

 

The "TIME FRAME" column shows the applicable time frame for each indicator:

  • S = Short-term (several days)

  • M = Medium-term (one to three months)

  • L = Long-term (longer than three months)

Each indicator in the table is accompanied by an icon.  That icon tells you how extreme the indicator is relative to its recent range.  "Extremely Pessimistic" means the indicator is showing that investors have likely already sold and stocks should rise; "Optimistic", on the other hand, means that the indicator is mildly suggesting investors are too confident and stocks may fall going forward.  The more extreme the indicator, the stronger the contrary signal.

 

Icon Meaning

1

Extremely Pessimistic

2

Very Pessimistic
3 Pessimistic
4 Neutral

5

Optimistic
6 Very Optimistic

7

Extremely Optimistic

 

 

 (go to top)   

 

 

HOME   |   REPORTS   |   INDICATORS   |   MODELS   |   BONDS  |   COMMODITIES

 

Getting Started   -   FAQs   -   Update Account  -   Contact Us   -   Logout

 

2001-2015 Sundial Capital Research, Inc.  All rights reserved.  Disclaimer  |  Privacy Policy