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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 ConfidenceModelM55%0%20-Dec-20144
Dumb Money ConfidenceModelM67%4%20-Dec-20146
Smart - Dumb SpreadModelM-12%-4%20-Dec-20144
STEM.MR ModelModelS76%-14%22-Dec-20146
STEM.MR Model - NasdaqModelS76%-6%22-Dec-20146
STEM ModelModelM70%3%22-Dec-20144
Short-Term OptixModelS57720-Dec-20144
Intermediate-Term OptixModelM55320-Dec-20144
% Showing Excess PessimismModelM13%-1%20-Dec-20144
% Showing Excess OptimismModelM22%5%20-Dec-20144
AIM ModelModelL39%-18%19-Dec-20144
SPY OptixETFM52322-Dec-20144
QQQ OptixETFM54022-Dec-20144
DIA OptixETFM62-122-Dec-20145
IWM OptixETFM60022-Dec-20145
VIXVolatilityM15.25-1.2422-Dec-20144
VIX TransformVolatilityL-16%0%22-Dec-20143
VXNVolatilityM16.56-0.3322-Dec-20144
CS Fear BarometerVolatilityM34.26422-Dec-20145
Stock / Bond RatioVolatilityM-0.570.0122-Dec-20144
Smart $ IndexVolatilityM179.643.2822-Dec-20144
Credit Defaults (CDX)VolatilityM351322-Dec-20144
VIX Term StructureVolatilityM0.950.0122-Dec-20143
SKEW IndexVolatilityM136.6-222-Dec-20147
VXX OptixVolatilityM53-222-Dec-20144
ROBO PutCall RatioPutCallM0.650.0619-Dec-20144
Small Trader CallsPutCallM0.32-0.0319-Dec-20144
Small Trader PutsPutCallM0.21019-Dec-20144
LOBO PutCall RatioPutCallM0.86-0.0819-Dec-20144
Large Trader CallsPutCallM0.3019-Dec-20144
Large Trader PutsPutCallM0.26-0.0219-Dec-20144
Options Speculation IndexPutCallM1.09-0.0519-Dec-20144
Total PutCallPutCallS0.75-0.1322-Dec-20144
Equity PutCallPutCallS0.49-0.122-Dec-20145
Equity PutCall De-TrendedPutCallM0.13-0.0222-Dec-20144
ISE Sentiment IndexPutCallS983022-Dec-20144
ISE Sentiment Index - EquitiesPutCallS170422-Dec-20144
OEX PutCallPutCallS0.83-0.0422-Dec-20144
OEX PutCall Open InterestPutCallM1.89-0.0222-Dec-20146
OEX Determination IndexPutCallM0.43-0.0122-Dec-20144
Liquidity Premium - SPYBreadthM37%3%22-Dec-20141
Liquidity Premium - QQQBreadthM20%0%22-Dec-20143
Fidelity Funds BreadthBreadthM58%-2%22-Dec-20144
Arms Index - NYSEBreadthM1.230.3522-Dec-20144
Arms Index- NasdaqBreadthM0.69-0.0522-Dec-20145
Up Issues - NYSEBreadthM0.58-0.0622-Dec-20144
Up Volume - NYSEBreadthM0.52-0.1522-Dec-20144
New High / New Low - NYSEBreadthM0.89-0.0322-Dec-20146
Up Issues- NasdaqBreadthM0.610.0922-Dec-20144
Up Volume - NasdaqBreadthM0.690.0922-Dec-20144
New High / New Low - NasdaqBreadthM0.770.0422-Dec-20145
Down Pressure - SPXBreadthS30%1%22-Dec-20144
Down Pressure - NDXBreadthS30%-4%22-Dec-20144
Price Oscillator - SPXBreadthS62%4%22-Dec-20145
Price Oscillator - NDXBreadthS56%2%22-Dec-20144
TICK - NYSEBreadthS1361-261222-Dec-20144
TICK - NasdaqBreadthS162483822-Dec-20145
Consensus BullsSurveysM7315-Dec-20145
Market Vane BullsSurveysM56-612-Dec-20144
AAII BullsSurveysM39-617-Dec-20144
AAII BearsSurveysM27517-Dec-20144
AAII Bull RatioSurveysM59-817-Dec-20144
AAII Allocation - StocksSurveysM67.23.128-Nov-20144
NAAIM ManagersSurveysM65.1-23.917-Dec-20144
Equity Hedging IndexSurveysM38.2-14.919-Dec-20144
Risk Appetite IndexSurveysM0.030.0217-Dec-20141
Japanese Margin TradersSurveysM-7.50.728-Nov-20144
Strategists' AllocationSurveysL50.6-0.528-Nov-20144
Economic Surprise IndexSurveysL31.60.418-Dec-20144
U Of Mich Consumer ConfSurveysL88.81.928-Nov-20144
Conf Board Consumer ConfSurveysL88.7-5.430-Nov-20144
ABC Consumer ComfortSurveysL41.31.57-Dec-20144
NFIB Small Bus OptimismSurveysL98.1230-Nov-20144
All-Index Futures PositioningCOTM-20-3816-Dec-20144
Commercial TradersCOTM26-2216-Dec-20144
Small SpeculatorsCOTM461716-Dec-20144
S&P 500 COTM-31281-1041616-Dec-20144
S&P 500 E-MiniCOTM-124333-4963816-Dec-20144
S&P 500 Smart MoneyCOTM-27691-925416-Dec-20144
Nasdaq 100 (NDX)COTM-4474-1216-Dec-20144
NDX E-MiniCOTM-63458487216-Dec-20144
NDX Smart MoneyCOTM-702076516-Dec-20144
DowCOTM-17503-364716-Dec-20144
Dow E-MiniCOTM-19486-109316-Dec-20144
Dow Smart MoneyCOTM-4651-54716-Dec-20144
Russell 2000 E-Mini COTM24311-229416-Dec-20144
NikkeiCOTM-10039-1554016-Dec-20144
VIXCOTM20117-1471216-Dec-20144
Odd Lot Purchase %ShortsS63%-1%19-Dec-20144
Odd Lot ShortsShortsS27.7944.78919-Dec-20141
Inverse ETF VolumeShortsM0.31%0.02%22-Dec-20144
Short Int. Ratio (SIR) - NYSEShortsL15325-12311-Nov-20144
SIR De-Trended NyseShortsL-0.01-0.0511-Nov-20144
Short Int. Ratio - NasdaqShortsL8798-21311-Nov-20144
Mutual Fund Cash %CashL3.6031-Oct-20145
Fund Cash Premium / DiscountCashL-0.95%0.01%31-Oct-20144
Equity / Money Market RatioCashL4.170.0531-Oct-20147
Retail Money MarketCashL2.63-0.0210-Nov-20147
Margin Debt - NYSECashL453841-1003731-Oct-20147
Free Credits - NYSECashL286546-31931-Oct-20144
Net Available Cash - NYSECashL-167295971831-Oct-20147
Margin Debt - NasdaqCashL39047-97631-Oct-20144
Free Credits - NasdaqCashL57271-72831-Oct-20144
Net Available Cash - NasdaqCashL1822424831-Oct-20144
IPOsCashL6-831-Oct-20142
Secondary OfferingsCashL5-731-Oct-20142
Penny Stock Share VolumeCashL6391-515730-Nov-20144
Penny Stock Dollar VolumeCashL925-222830-Nov-20144
Penny Stock TransactionsCashL241-13730-Nov-20144
Mutual Fund Flow (With ETFs)CashM-17900-1500017-Dec-20141
Mutual Fund Flow (No ETFs)CashM-13300-550017-Dec-20141
Insider Buys/SellsInsidersM-62%8%15-Dec-20144
Insiderscore.Com Buy/SellInsidersM0.21.117-Dec-20144
Rydex Bullish FlowRydexM4%-1%19-Dec-20144
Rydex Bearish FlowRydexM-6%0%19-Dec-20144
Rydex RatioRydexM70%3%19-Dec-20147
Rydex Beta Chase IndexRydexS1.70.419-Dec-20144
Rydex Money Market %RydexM24%0%19-Dec-20147
Rydex Bull/Bear SpreadRydexS313719-Dec-20144
Rydex Sectors W/Assets > 50-DayRydexM67%6%19-Dec-20145
Rydex Total Bull AssetsRydexM1699.4-17.519-Dec-20147
Rydex Leveraged BullsRydexM601.9-23.419-Dec-20145
Rydex Total Bear AssetsRydexM148.6-6.719-Dec-20146
Rydex Leveraged BearsRydexM67.41.319-Dec-20146
Rydex Bull / Bear RatioRydexM11.40.319-Dec-20147
Rydex Leveraged Bull / Bear RatioRydexM8.9-0.619-Dec-20147
Rydex BankingRydexM30.7-0.219-Dec-20144
Rydex Basic MaterialsRydexM67.84.619-Dec-20144
Rydex BiotechnologyRydexM56622.519-Dec-20147
Rydex Consumer ProductsRydexM3323.119-Dec-20147
Rydex ElectronicsRydexM28.3-4.419-Dec-20144
Rydex EnergyRydexM37.31.719-Dec-20142
Rydex Energy ServicesRydexM26.10.119-Dec-20141
Rydex EuropeRydexM7.3-0.119-Dec-20143
Rydex Financial ServicesRydexM59.2-0.119-Dec-20147
Rydex Health CareRydexM237.25.719-Dec-20147
Rydex InternetRydexM13.90.319-Dec-20144
Rydex Japan RydexM5.9-0.119-Dec-20144
Rydex LeisureRydexM46.7-0.619-Dec-20147
Rydex RetailingRydexM37.61.719-Dec-20144
Rydex TechnologyRydexM471.119-Dec-20144
Rydex TelecommunicationsRydexM2.40.219-Dec-20142
Rydex TransportationRydexM104.212.719-Dec-20147
Rydex UtilitiesRydexM100.23.919-Dec-20145

                                                                                                                                                     

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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

 

 

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