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 ConfidenceModelM35%0%22-May-20156
Dumb Money ConfidenceModelM63%-4%22-May-20155
Smart - Dumb SpreadModelM-28%4%22-May-20155
STEM.MR ModelModelS56%-3%22-May-20154
STEM.MR Model - NasdaqModelS64%-3%22-May-20155
STEM ModelModelM70%1%22-May-20154
Short-Term OptixModelS57-222-May-20154
Intermediate-Term OptixModelM68-222-May-20155
% Showing Excess PessimismModelM0%0%22-May-20157
% Showing Excess OptimismModelM35%-3%22-May-20156
AIM ModelModelL67%2%22-May-20156
SPY OptixETFM56-122-May-20154
QQQ OptixETFM62022-May-20155
DIA OptixETFM60022-May-20155
IWM OptixETFM50022-May-20154
VIXVolatilityM12.130.0222-May-20156
VIX TransformVolatilityL12%0%22-May-20154
VXNVolatilityM13.23-0.1522-May-20155
CS Fear BarometerVolatilityM32.63-0.4822-May-20155
Stock / Bond RatioVolatilityM1.82-0.1222-May-20154
Smart $ IndexVolatilityM135.18-1.4922-May-20154
Credit Defaults (CDX)VolatilityM340222-May-20154
VIX Term StructureVolatilityM0.840.0122-May-20155
SKEW IndexVolatilityM124.93.822-May-20154
VXX OptixVolatilityM60022-May-20155
ROBO PutCall RatioPutCallM0.57-0.0722-May-20154
Small Trader CallsPutCallM0.31022-May-20154
Small Trader PutsPutCallM0.18-0.0222-May-20154
LOBO PutCall RatioPutCallM0.76-0.0522-May-20154
Large Trader CallsPutCallM0.320.0122-May-20154
Large Trader PutsPutCallM0.24-0.0122-May-20154
Options Speculation IndexPutCallM1.160.0122-May-20155
Total PutCallPutCallS0.89-0.0422-May-20154
Equity PutCallPutCallS0.64-0.0722-May-20154
Equity PutCall De-TrendedPutCallM-0.030.0222-May-20154
ISE Sentiment IndexPutCallS1342222-May-20154
ISE Sentiment Index - EquitiesPutCallS142322-May-20154
OEX PutCallPutCallS1.1-2.622-May-20154
OEX PutCall Open InterestPutCallM2.58-0.0122-May-20157
OEX Determination IndexPutCallM0.43-0.0122-May-20154
Liquidity Premium - SPYBreadthM-13%-6%22-May-20154
Liquidity Premium - QQQBreadthM-15%-3%22-May-20154
Fidelity Funds BreadthBreadthM55%-3%22-May-20154
Arms Index - NYSEBreadthM1.090.3322-May-20154
Arms Index- NasdaqBreadthM0.62-0.0822-May-20156
Up Issues - NYSEBreadthM0.38-0.1722-May-20154
Up Volume - NYSEBreadthM0.36-0.2522-May-20154
New High / New Low - NYSEBreadthM0.62-0.1622-May-20154
Up Issues- NasdaqBreadthM0.42-0.0822-May-20154
Up Volume - NasdaqBreadthM0.54-0.0522-May-20154
New High / New Low - NasdaqBreadthM0.61-0.0122-May-20154
Down Pressure - SPXBreadthS63%29%22-May-20154
Down Pressure - NDXBreadthS51%24%22-May-20154
Price Oscillator - SPXBreadthS48%-7%22-May-20154
Price Oscillator - NDXBreadthS54%-7%22-May-20154
TICK - NYSEBreadthS-620-194622-May-20154
TICK - NasdaqBreadthS556-19322-May-20154
Consensus BullsSurveysM7018-May-20155
Market Vane BullsSurveysM71115-May-20156
AAII BullsSurveysM25-220-May-20153
AAII BearsSurveysM25-120-May-20154
AAII Bull RatioSurveysM50-120-May-20154
AAII Allocation - StocksSurveysM67.901-May-20155
AAII Allocation - CashSurveysM15.901-May-20156
NAAIM ManagersSurveysM67.67.220-May-20154
Equity Hedging IndexSurveysM24.2-10.322-May-20155
Risk Appetite IndexSurveysM0.5-0.0320-May-20154
Pension Fund Allocation - StocksSurveysL0.720.0031-Dec-20144
Equities As % Of GDPSurveysL1.270.0431-Dec-20147
Equities As % Of Total AssetsSurveysL0.310.0031-Dec-20145
Japanese Margin TradersSurveysM-81.815-May-20154
Strategists' AllocationSurveysL50127-Mar-20153
Economic Surprise IndexSurveysL-65.3-121-May-20152
U Of Mich Consumer ConfSurveysL95.92.930-Apr-20154
Conf Board Consumer ConfSurveysL95.2-6.230-Apr-20154
ABC Consumer ComfortSurveysL43.5-0.211-May-20154
NFIB Small Bus OptimismSurveysL96.91.730-Apr-20154
All-Index Futures PositioningCOTM61-1019-May-20154
Commercial TradersCOTM67-1819-May-20154
Small SpeculatorsCOTM6-819-May-20151
S&P 500 COTM5545-737319-May-20154
S&P 500 E-MiniCOTM-85758-138219-May-20154
S&P 500 Smart MoneyCOTM-6174-409819-May-20154
Nasdaq 100 (NDX)COTM-12973-225619-May-20154
NDX E-MiniCOTM-64864-1128019-May-20154
NDX Smart MoneyCOTM-11685-221019-May-20154
DowCOTM-12992-313119-May-20154
Dow E-MiniCOTM-25985-626419-May-20154
Dow Smart MoneyCOTM-4758-119519-May-20154
Russell 2000 E-Mini COTM23751-461819-May-20154
NikkeiCOTM-14882205619-May-20154
VIXCOTM67584-315519-May-20154
Odd Lot Purchase %ShortsS65%-1%21-May-20154
Odd Lot ShortsShortsS19.493-1.64621-May-20154
Inverse ETF VolumeShortsM0.37%-0.05%22-May-20154
Short Int. Ratio (SIR) - NYSEShortsL15056-26524-Feb-20154
SIR De-Trended NyseShortsL0.11-0.0324-Feb-20154
Short Int. Ratio - NasdaqShortsL841512111-Mar-20154
Mutual Fund Cash %CashL3.5-0.131-Mar-20156
Fund Cash Premium / DiscountCashL-1.06%-0.10%31-Mar-20154
Equity / Money Market RatioCashL4.320.0231-Mar-20157
Retail Money MarketCashL2.5-0.0113-Apr-20157
Margin Debt - NYSECashL4763811144831-Mar-20157
Free Credits - NYSECashL285623198131-Mar-20154
Net Available Cash - NYSECashL-190758-946731-Mar-20157
Margin Debt - NasdaqCashL41674168431-Mar-20154
Free Credits - NasdaqCashL5607641731-Mar-20154
Net Available Cash - NasdaqCashL14402-126731-Mar-20154
IPOsCashL4-430-Apr-20152
Secondary OfferingsCashL58-5630-Apr-20157
Penny Stock Share VolumeCashL9187314231-Mar-20154
Penny Stock Dollar VolumeCashL834-77531-Mar-20154
Penny Stock TransactionsCashL167-6131-Mar-20152
Mutual Fund Flow (With ETFs)CashM-1700-540020-May-20154
Mutual Fund Flow (No ETFs)CashM-71378720-May-20154
Insider Buys/SellsInsidersM-78%7%18-May-20154
Insiderscore.com Buy/SellInsidersM-2.7-0.54-Mar-20157
Rydex Bullish FlowRydexM1%0%22-May-20154
Rydex Bearish FlowRydexM6%-2%22-May-20154
Rydex RatioRydexM70%0%22-May-20157
Rydex Beta Chase IndexRydexS3.60.722-May-20154
Rydex Money Market %RydexM19%-1%22-May-20157
Rydex Bull/Bear SpreadRydexS992622-May-20157
Rydex Sectors W/Assets > 50-DayRydexM58%3%22-May-20154
Rydex Total Bull AssetsRydexM1645.924.822-May-20157
Rydex Leveraged BullsRydexM519.919.122-May-20154
Rydex Total Bear AssetsRydexM143.2-1.122-May-20156
Rydex Leveraged BearsRydexM55.6-0.822-May-20157
Rydex Bull / Bear RatioRydexM11.50.322-May-20157
Rydex Leveraged Bull / Bear RatioRydexM9.40.522-May-20154
Rydex BankingRydexM41.6-0.622-May-20155
Rydex Basic MaterialsRydexM66.3-1.422-May-20154
Rydex BiotechnologyRydexM789.21.922-May-20157
Rydex Consumer ProductsRydexM307.22.322-May-20157
Rydex ElectronicsRydexM36.70.222-May-20154
Rydex EnergyRydexM91.6-0.922-May-20154
Rydex Energy ServicesRydexM31.7-1.622-May-20152
Rydex EuropeRydexM13.7-1.522-May-20154
Rydex Financial ServicesRydexM55.8-0.122-May-20157
Rydex Health CareRydexM259.4-0.222-May-20157
Rydex InternetRydexM27.1-0.522-May-20154
Rydex Japan RydexM26.1-0.122-May-20157
Rydex LeisureRydexM57.7-1.522-May-20157
Rydex RetailingRydexM73.4-0.222-May-20157
Rydex TechnologyRydexM56.60.122-May-20154
Rydex TelecommunicationsRydexM28.9-0.222-May-20157
Rydex TransportationRydexM45.6-0.322-May-20154
Rydex UtilitiesRydexM72.42.322-May-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