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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%-5%29-Jan-20154
Dumb Money ConfidenceModelM71%8%29-Jan-20157
Smart - Dumb SpreadModelM-16%-13%29-Jan-20154
STEM.MR ModelModelS51%13%29-Jan-20154
STEM.MR Model - NasdaqModelS48%18%29-Jan-20154
STEM ModelModelM62%0%29-Jan-20154
Short-Term OptixModelS522229-Jan-20154
Intermediate-Term OptixModelM63629-Jan-20154
% Showing Excess PessimismModelM15%2%29-Jan-20154
% Showing Excess OptimismModelM18%2%29-Jan-20154
AIM ModelModelL36%-3%30-Jan-20154
SPY OptixETFM38029-Jan-20153
QQQ OptixETFM45329-Jan-20154
DIA OptixETFM43129-Jan-20154
IWM OptixETFM50-129-Jan-20154
VIXVolatilityM18.76-1.6829-Jan-20154
VIX TransformVolatilityL-16%0%29-Jan-20153
VXNVolatilityM19.48-1.9129-Jan-20154
CS Fear BarometerVolatilityM32.19-1.3729-Jan-20154
Stock / Bond RatioVolatilityM-1.890.0429-Jan-20154
Smart $ IndexVolatilityM177.479.9529-Jan-20154
Credit Defaults (CDX)VolatilityM364-529-Jan-20154
VIX Term StructureVolatilityM0.99-0.0229-Jan-20153
SKEW IndexVolatilityM130.56.729-Jan-20155
VXX OptixVolatilityM56-229-Jan-20154
ROBO PutCall RatioPutCallM0.59-0.0423-Jan-20154
Small Trader CallsPutCallM0.3-0.0223-Jan-20155
Small Trader PutsPutCallM0.17-0.0423-Jan-20155
LOBO PutCall RatioPutCallM0.880.0323-Jan-20154
Large Trader CallsPutCallM0.29-0.0123-Jan-20154
Large Trader PutsPutCallM0.26023-Jan-20154
Options Speculation IndexPutCallM1.04-0.0923-Jan-20154
Total PutCallPutCallS1.150.1829-Jan-20154
Equity PutCallPutCallS0.790.1229-Jan-20153
Equity PutCall De-TrendedPutCallM0.06029-Jan-20154
ISE Sentiment IndexPutCallS72-1729-Jan-20153
ISE Sentiment Index - EquitiesPutCallS131129-Jan-20154
OEX PutCallPutCallS1.40.5329-Jan-20154
OEX PutCall Open InterestPutCallM1.55-0.0229-Jan-20154
OEX Determination IndexPutCallM0.43-0.0229-Jan-20154
Liquidity Premium - SPYBreadthM-1%-2%29-Jan-20154
Liquidity Premium - QQQBreadthM-7%-3%29-Jan-20154
Fidelity Funds BreadthBreadthM43%-2%29-Jan-20154
Arms Index - NYSEBreadthM1.61-0.8229-Jan-20154
Arms Index- NasdaqBreadthM1.010.1529-Jan-20154
Up Issues - NYSEBreadthM0.660.3829-Jan-20154
Up Volume - NYSEBreadthM0.540.429-Jan-20154
New High / New Low - NYSEBreadthM0.61-0.1729-Jan-20154
Up Issues- NasdaqBreadthM0.660.4129-Jan-20154
Up Volume - NasdaqBreadthM0.660.3829-Jan-20154
New High / New Low - NasdaqBreadthM0.25-0.2629-Jan-20153
Down Pressure - SPXBreadthS24%-66%29-Jan-20154
Down Pressure - NDXBreadthS25%-57%29-Jan-20154
Price Oscillator - SPXBreadthS61%22%29-Jan-20155
Price Oscillator - NDXBreadthS63%26%29-Jan-20155
TICK - NYSEBreadthS3851498229-Jan-20154
TICK - NasdaqBreadthS692183729-Jan-20154
Consensus BullsSurveysM64-116-Jan-20154
Market Vane BullsSurveysM59023-Jan-20154
AAII BullsSurveysM44728-Jan-20154
AAII BearsSurveysM22-928-Jan-20154
AAII Bull RatioSurveysM671328-Jan-20156
AAII Allocation - StocksSurveysM68.51.326-Dec-20144
NAAIM ManagersSurveysM92.616.428-Jan-20157
Equity Hedging IndexSurveysM26.6-12.723-Jan-20155
Risk Appetite IndexSurveysM0.06-0.0228-Jan-20151
Japanese Margin TradersSurveysM-8.60.923-Jan-20154
Strategists' AllocationSurveysL50.602-Jan-20154
Economic Surprise IndexSurveysL1.15.129-Jan-20154
U Of Mich Consumer ConfSurveysL93.64.831-Dec-20144
Conf Board Consumer ConfSurveysL92.61.631-Dec-20144
ABC Consumer ComfortSurveysL44.7-0.718-Jan-20154
NFIB Small Bus OptimismSurveysL100.42.331-Dec-20144
All-Index Futures PositioningCOTM-67-1620-Jan-20154
Commercial TradersCOTM27420-Jan-20154
Small SpeculatorsCOTM942020-Jan-20157
S&P 500 COTM-16605357620-Jan-20154
S&P 500 E-MiniCOTM-163939-687320-Jan-20154
S&P 500 Smart MoneyCOTM-24975111920-Jan-20154
Nasdaq 100 (NDX)COTM-1092040320-Jan-20154
NDX E-MiniCOTM-54600201320-Jan-20154
NDX Smart MoneyCOTM-911032520-Jan-20157
DowCOTM-8815150020-Jan-20154
Dow E-MiniCOTM-17630300120-Jan-20154
Dow Smart MoneyCOTM-308854620-Jan-20154
Russell 2000 E-Mini COTM27170372020-Jan-20154
NikkeiCOTM-487797520-Jan-20154
VIXCOTM-1294-2183720-Jan-20154
Odd Lot Purchase %ShortsS67%1%28-Jan-20157
Odd Lot ShortsShortsS25.3494.22828-Jan-20152
Inverse ETF VolumeShortsM0.70%0.16%29-Jan-20154
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 %CashL3.70.128-Nov-20145
Fund Cash Premium / DiscountCashL-0.86%0.09%28-Nov-20144
Equity / Money Market RatioCashL4.220.0528-Nov-20147
Retail Money MarketCashL2.640.0915-Dec-20147
Margin Debt - NYSECashL457106326528-Nov-20147
Free Credits - NYSECashL28713959328-Nov-20144
Net Available Cash - NYSECashL-169967-267228-Nov-20147
Margin Debt - NasdaqCashL3923518828-Nov-20144
Free Credits - NasdaqCashL55508-176328-Nov-20144
Net Available Cash - NasdaqCashL16273-195128-Nov-20144
IPOsCashL9-229-Nov-20142
Secondary OfferingsCashL10-1731-Dec-20143
Penny Stock Share VolumeCashL6203371531-Dec-20144
Penny Stock Dollar VolumeCashL96711331-Dec-20144
Penny Stock TransactionsCashL1889531-Dec-20143
Mutual Fund Flow (With ETFs)CashM-5900-180021-Jan-20154
Mutual Fund Flow (No ETFs)CashM-995-57321-Jan-20154
Insider Buys/SellsInsidersM-82%-3%26-Jan-20154
Insiderscore.Com Buy/SellInsidersM1.10.328-Jan-20154
Rydex Bullish FlowRydexM-10%-1%29-Jan-20154
Rydex Bearish FlowRydexM-8%-6%29-Jan-20154
Rydex RatioRydexM70%3%29-Jan-20157
Rydex Beta Chase IndexRydexS2.20.429-Jan-20154
Rydex Money Market %RydexM31%-2%29-Jan-20156
Rydex Bull/Bear SpreadRydexS186029-Jan-20154
Rydex Sectors W/Assets > 50-DayRydexM42%0%29-Jan-20154
Rydex Total Bull AssetsRydexM1527.755.529-Jan-20156
Rydex Leveraged BullsRydexM451.729.929-Jan-20154
Rydex Total Bear AssetsRydexM134.2-429-Jan-20156
Rydex Leveraged BearsRydexM52.3-2.329-Jan-20157
Rydex Bull / Bear RatioRydexM11.40.729-Jan-20157
Rydex Leveraged Bull / Bear RatioRydexM8.60.929-Jan-20154
Rydex BankingRydexM8.9029-Jan-20153
Rydex Basic MaterialsRydexM59.91.229-Jan-20154
Rydex BiotechnologyRydexM588.58.929-Jan-20157
Rydex Consumer ProductsRydexM3410.629-Jan-20157
Rydex ElectronicsRydexM37.40.329-Jan-20154
Rydex EnergyRydexM38.40.229-Jan-20152
Rydex Energy ServicesRydexM22.51.129-Jan-20151
Rydex EuropeRydexM8.41.529-Jan-20153
Rydex Financial ServicesRydexM86.50.529-Jan-20157
Rydex Health CareRydexM254.39.229-Jan-20157
Rydex InternetRydexM141.929-Jan-20154
Rydex Japan RydexM2.8029-Jan-20152
Rydex LeisureRydexM51.8529-Jan-20157
Rydex RetailingRydexM56.70.929-Jan-20157
Rydex TechnologyRydexM32.8-0.329-Jan-20154
Rydex TelecommunicationsRydexM2.4-0.329-Jan-20152
Rydex TransportationRydexM102.70.629-Jan-20157
Rydex UtilitiesRydexM172.21.129-Jan-20157

                                                                                                                                                     

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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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