EquityMarketIndicators


 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Go here to view intraday updates of our most sensitive indicators.

 

Click to download available historical data, or click here for help.

 

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

S = Short-term (several days)

I = Intermediate-term (one to three months)

L = Long-term (longer than three months)

 

CONFIDENCE INDEXES

NAME

(click for explanation)

TIME FRAME VALUE CHANGE DATE

VIEW

CHART

POSITION
SMART MONEY  I 54% UNCH 07/22/08
DUMB MONEY  I 29% UNCH 07/22/08

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MODELS

(ORDERED FROM SHORTEST-TERM TO LONGEST-TERM)

NAME

(click for explanation)

TIME FRAME VALUE CHANGE DATE

VIEW

CHART

POSITION
STEM.MR  S 20% -12% 07/22/08
STEM.MR NASDAQ  S 22% -21% 07/22/08
STEM  S 38% -1% 07/22/08
SHORT-TERM SCORE  S 19% -29% 07/22/08
COMPOSITE  I 55% -5% 07/22/08
INT-TERM SCORE  I 109% UNCH 07/22/08
AIM  L 3% -3% 07/18/08

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INDICATORS

(ORDERED BY GROUP)

NAME

(click for explanation)

TIME FRAME VALUE CHANGE DATE

VIEW

CHART

POSITION

VOLATILITY

VIX  S 21.18 -1.87 07/22/08
VIX FEAR I 5.1 -0.4 07/22/08
VIX TRANSFORM L -9.7% +0.5% 07/22/08
VXN S 27.09 -2.60 07/22/08
VXN FEAR I 2.2 UNCH 07/22/08
NASDAQ/NYSE VOLUME I 1.57 +0.23 07/22/08
STOCK / BOND RATIO I -0.7 +0.3 07/22/08
SMART $ INDEX I 525.81 +9.57 07/22/08
CREDIT DEFAULTS (CDX) I 682 -3 07/21/08

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PUT/CALL RATIOS

ROBO RATIOTM I .75 UNCH 07/18/08
TOTAL  S .91 +.03 07/22/08
TOTAL 10-DAY  I 1.00 -.01 07/22/08
TOTAL 21-DAY  I 1.03 -.02 07/22/08
EQUITY  S .77 +.07 07/22/08
EQUITY 10-DAY I .81 +.01 07/22/08
EQUITY 21-DAY I .78 -.01 07/22/08
EQUITY DE-TRENDED I 6% UNCH 07/22/08
ISE SENTIMENT INDEX S 149 +57 07/22/08
ISE INDEX(TM) 10-DAY I 104 +1 07/22/08
OEX  S 1.25 +.05 07/22/08
OEX 10-DAY I 1.19 -.02 07/22/08
OEX 21-DAY I 1.09 -.01 07/22/08
OEX / EQUITY SPREAD I .38 -.02 07/22/08
OEX OPEN INT  I .86 UNCH 07/22/08
OEX DETERMINATION I 39% UNCH 07/22/08

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BREADTH

SPY LIQ. PREM.  I -31% -24% 07/22/08
QQQQ LIQ. PREM.  I 9% -4% 07/22/08
TRIN (10day) NYSE  I 1.21 +.03 07/22/08
TRIN (10day) NASDAQ I 1.20 +.04 07/22/08
UP ISSUES (10day)  I .51 +.01 07/22/08
UP VOLUME (10day) I .49 UNCH 07/22/08
NEW HI / NEW LO  I .14 +.04 07/22/08
UP ISSUES- NAZ  I .51 UNCH 07/22/08
UP VOLUME - NAZ    I .50 -.01 07/22/08
NH / NL - NAZ   I .19 +.03 07/22/08
DOWN PRESS. S&P S 43% +1% 07/22/08
DOWN PRESS. NDX S 57% +6% 07/22/08
PRICE OSC. S&P S 68% +11% 07/22/08
PRICE OSC. NDX S 67% +15% 07/22/08
TICK - NYSE (10day) I 35 +23 07/22/08
INTRADAY TICK NYSE S 3674 +3496 07/22/08
TICK - NASDAQ (10day) I -522 +12 07/22/08
INTRADAY TICK NAZ S 1669 +1707 07/22/08

SECTOR BREADTH

Overbought/oversold designation based on % of stocks above their 50-day moving averages

S&P 500 (SPY) ALL     07/22/08
NAZ 100 (QQQQ) ALL     07/22/08
S&P 600 SMALL CAPS ALL     07/22/08
BASIC MATERIALS ALL     07/22/08
BIOTECHNOLOGY ALL     07/22/08
CONSUMER DISCR. ALL     07/22/08
CONSUMER STAPLES ALL     07/22/08
ENERGY ALL     07/22/08
FINANCIALS ALL     07/22/08
GOLD BUGS ALL     07/22/08
HEALTH CARE ALL     07/22/08
HOUSING ALL     07/22/08
INDUSTRIALS ALL     07/22/08
SEMICONDUCTORS ALL     07/22/08
TECHNOLOGY ALL     07/22/08
UTILITIES ALL     07/22/08

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SENTIMENT SURVEYS

II BULLS  I 29.2% +1.4% 07/18/08
II CORRECTION I 21.4% -1.9% 07/18/08
II BEARS  I 49.4% +0.5% 07/18/08
II BULL RATIO  I 37.2% +1.0% 07/18/08
CONSENSUS BULLS  I 25% +2% 07/03/08
MKT VANE BULLS  I 33% -6% 07/10/08
AAII BULLS  I 25% +3% 07/16/08
AAII BEARS  I 58% +3% 07/16/08
AAII BULL RATIO  I 30% +1% 07/16/08
AAII RATIO 4-WK  I 32% -3% 07/16/08
AAII ALLOCATIONS  I 60% +1% 07/02/08
LOWRISK BULL RATIO I 50% -14% 03/23/08
LOWRISK 4-WK I 52% +1% 03/23/08

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COMMITMENTS OF TRADERS

This is only a partial list of CoT charts.  For Bond market indicators, click here.  For Commodity market indicators, click here.

ALL-INDEXES I -28 -32 07/15/08
COMMERCIAL TRADERS I 7 -19 07/15/08
SMALL SPECULATORS I 36 +14 07/15/08

EQUITY INDEXES

S&P 500  I     07/15/08
S&P 500 E-MINI I     07/15/08
S&P 500 COMBO I     07/15/08
NASDAQ 100 I     07/15/08
NASDAQ 100 E-MINI I     07/15/08
NASDAQ 100 COMBO I     07/15/08
DOW I     07/15/08
DOW E-MINI I     07/15/08
DOW COMBO I     07/15/08
RUSSELL 2000 I     07/15/08
RUSSELL 2000 E-MINI I     07/15/08
RUSSELL 2000 COMBO I     07/15/08
NIKKEI I     07/15/08
VIX I     07/15/08

NOTE:  This is only a partial list of CoT charts.  For Bond market indicators, click here.  For Commodity market indicators, click here.

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SHORT SALES

ODD LOT PURCHASE % S 44% UNCH 07/21/08
ODD LOT SHORTS S 3.25 UNCH 07/21/08
SHORT INT. NYSE (SIR) L 5.7 +0.1 06/25/08
SIR DE-TRENDED NYSE L 0.23 +.02 06/25/08
SHORT INT. NASDAQ L 5.3 -0.1 06/25/08
PUBLIC SHORTS  I 69% +3% 07/03/08
PUBLIC DE-TRENDED I 1.00 +.05 07/03/08

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CASH

MUTUAL FUND CASH % L 4.3% +0.1% 05/30/08
FUND CASH PREM L -1.2 -0.1 05/30/08
HEDGE FUND EXPOSURE  NEW! I 2.6 +1.5 07/16/08
MARGIN DEBT NYSE L 310,310 +14,760 05/30/08
FREE CREDITS NYSE L 420,970 +6,630 05/30/08
NET CASH NYSE L 110,660 -8,130 05/30/08
MARGIN DEBT NASDAQ L 31,300 -5,453 05/30/08
FREE CREDITS NASDAQ L 49,218 -8,813 05/30/08
NET CASH NAZ L 17,918 -3,360 05/30/08
OTC SHARE VOLUME L 28.0 -0.4 06/30/08
OTC DOLLAR VOLUME L 1.9 -0.3 06/30/08
OTC TRANSACTIONS L 0.7 -0.1 06/30/08
AMG FLOW (EX-ETF) I -5323 -2801 07/16/08
AMG DOMESTIC I -3502 -1893 07/16/08
AMG FOREIGN I -1820 -908 07/16/08

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COMPANY INSIDERS

INSIDER BUYS/SELLS I 1% +54% 07/18/08
InsiderScore.com BUY/SELL RATIO I 1669 -122 07/16/08

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RYDEX / PROSHARES FUND ASSET FLOWS

Click any of the VIEW links below to see the rest of the sector asset charts

BULLISH FLOW  I -13% +1% 07/22/08
BEARISH FLOW I 11% -2% 07/22/08
COMPOSITE I N/A N/A 07/22/08
RYDEX RATIO I .30 +.01 07/22/08
BETA CHASE INDEX S 3.4 +1.0 07/22/08
ENTHUSIASM INDEX S .03 +.04 07/22/08
MONEY MARKET % I 39% UNCH 07/22/08
BULL/BEAR SPREAD S 48 +31 07/22/08
% OF SECTORS WITH ASSETS > 50DAY AVG I 12% UNCH 07/22/08
SMALL VS LARGE CAPS I -17.7 +9.8 07/22/08
TOTAL BULL ASSETS I 1235.8 +11.0 07/22/08
LEVERAGED BULLS I 452.2 +3.6 07/22/08
TOTAL BEAR ASSETS I 872.6 +2.3 07/22/08
LEVERAGED BEARS I 509.5 +5.8