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 ConfidenceModelM40%5%25-Mar-20155
Dumb Money ConfidenceModelM67%0%25-Mar-20156
Smart - Dumb SpreadModelM-27%5%25-Mar-20155
STEM.MR ModelModelS33%3%25-Mar-20153
STEM.MR Model - NasdaqModelS24%-17%25-Mar-20152
STEM ModelModelM78%-1%25-Mar-20155
Short-Term OptixModelS25-2725-Mar-20152
Intermediate-Term OptixModelM66-425-Mar-20155
% Showing Excess PessimismModelM5%3%25-Mar-20155
% Showing Excess OptimismModelM27%-6%25-Mar-20154
AIM ModelModelL53%-6%20-Mar-20154
SPY OptixETFM42-425-Mar-20154
QQQ OptixETFM64-525-Mar-20155
DIA OptixETFM56-625-Mar-20154
IWM OptixETFM52-925-Mar-20154
VIXVolatilityM15.441.8225-Mar-20154
VIX TransformVolatilityL3%1%25-Mar-20154
VXNVolatilityM17.332.7125-Mar-20154
CS Fear BarometerVolatilityM34.95-0.2525-Mar-20155
Stock / Bond RatioVolatilityM-0.710.0125-Mar-20154
Smart $ IndexVolatilityM210.7-7.9625-Mar-20154
Credit Defaults (CDX)VolatilityM317525-Mar-20154
VIX Term StructureVolatilityM0.880.0625-Mar-20154
SKEW IndexVolatilityM123-3.825-Mar-20154
VXX OptixVolatilityM71-325-Mar-20156
ROBO PutCall RatioPutCallM0.59-0.0220-Mar-20154
Small Trader CallsPutCallM0.34020-Mar-20154
Small Trader PutsPutCallM0.2-0.0120-Mar-20154
LOBO PutCall RatioPutCallM0.94020-Mar-20154
Large Trader CallsPutCallM0.3020-Mar-20154
Large Trader PutsPutCallM0.28020-Mar-20154
Options Speculation IndexPutCallM1.07-0.0920-Mar-20154
Total PutCallPutCallS1.080.0425-Mar-20154
Equity PutCallPutCallS0.69-0.0125-Mar-20154
Equity PutCall De-TrendedPutCallM0.03025-Mar-20154
ISE Sentiment IndexPutCallS72-525-Mar-20153
ISE Sentiment Index - EquitiesPutCallS127-125-Mar-20154
OEX PutCallPutCallS0.63-0.2925-Mar-20152
OEX PutCall Open InterestPutCallM1.96-0.0925-Mar-20157
OEX Determination IndexPutCallM0.47-0.0125-Mar-20154
Liquidity Premium - SPYBreadthM2%3%25-Mar-20154
Liquidity Premium - QQQBreadthM-6%2%25-Mar-20154
Fidelity Funds BreadthBreadthM75%22%25-Mar-20154
Arms Index - NYSEBreadthM1.1-0.2625-Mar-20154
Arms Index- NasdaqBreadthM0.96-0.4425-Mar-20154
Up Issues - NYSEBreadthM0.28-0.1725-Mar-20153
Up Volume - NYSEBreadthM0.26-0.1225-Mar-20153
New High / New Low - NYSEBreadthM0.87025-Mar-20156
Up Issues- NasdaqBreadthM0.21-0.2725-Mar-20153
Up Volume - NasdaqBreadthM0.22-0.1825-Mar-20153
New High / New Low - NasdaqBreadthM0.64-0.1725-Mar-20154
Down Pressure - SPXBreadthS86%10%25-Mar-20152
Down Pressure - NDXBreadthS88%20%25-Mar-20152
Price Oscillator - SPXBreadthS33%-6%25-Mar-20152
Price Oscillator - NDXBreadthS29%-18%25-Mar-20151
TICK - NYSEBreadthS-224-13125-Mar-20154
TICK - NasdaqBreadthS-678-102725-Mar-20154
Consensus BullsSurveysM63-26-Mar-20154
Market Vane BullsSurveysM61313-Mar-20154
AAII BullsSurveysM381125-Mar-20154
AAII BearsSurveysM24-725-Mar-20154
AAII Bull RatioSurveysM611425-Mar-20155
AAII Allocation - StocksSurveysM68.31.127-Feb-20154
NAAIM ManagersSurveysM67.82.118-Mar-20154
Equity Hedging IndexSurveysM27.3-11.120-Mar-20155
Risk Appetite IndexSurveysM0.360.0218-Mar-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-8.20.113-Mar-20154
Strategists' AllocationSurveysL49-1.120-Feb-20153
Economic Surprise IndexSurveysL-72.1-0.219-Mar-20151
U Of Mich Consumer ConfSurveysL95.4-2.727-Feb-20154
Conf Board Consumer ConfSurveysL96.4-7.427-Feb-20154
ABC Consumer ComfortSurveysL43.3-0.29-Mar-20154
NFIB Small Bus OptimismSurveysL980.127-Feb-20154
All-Index Futures PositioningCOTM513417-Mar-20154
Commercial TradersCOTM81717-Mar-20153
Small SpeculatorsCOTM29-2817-Mar-20153
S&P 500 COTM43676214117-Mar-20151
S&P 500 E-MiniCOTM-296079397417-Mar-20155
S&P 500 Smart MoneyCOTM-8058138317-Mar-20154
Nasdaq 100 (NDX)COTM-213743617-Mar-20154
NDX E-MiniCOTM-718651101617-Mar-20154
NDX Smart MoneyCOTM-7224106617-Mar-20154
DowCOTM-7004138817-Mar-20154
Dow E-MiniCOTM-14008277617-Mar-20154
Dow Smart MoneyCOTM-250046417-Mar-20154
Russell 2000 E-Mini COTM18929-1309217-Mar-20154
NikkeiCOTM-17510-1241117-Mar-20154
VIXCOTM45959238417-Mar-20154
Odd Lot Purchase %ShortsS65%0%24-Mar-20155
Odd Lot ShortsShortsS19.505-0.41624-Mar-20154
Inverse ETF VolumeShortsM0.61%0.05%25-Mar-20154
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 VolumeCashL604579327-Feb-20154
Penny Stock Dollar VolumeCashL160970527-Feb-20154
Penny Stock TransactionsCashL2287527-Feb-20154
Mutual Fund Flow (With ETFs)CashM8600760618-Mar-20154
Mutual Fund Flow (No ETFs)CashM56-164418-Mar-20154
Insider Buys/SellsInsidersM-100%UNCH23-Mar-20154
Insiderscore.com Buy/SellInsidersM-2.7-0.54-Mar-20157
Rydex Bullish FlowRydexM1%-1%25-Mar-20154
Rydex Bearish FlowRydexM-1%-1%25-Mar-20154
Rydex RatioRydexM64%-6%25-Mar-20157
Rydex Beta Chase IndexRydexS1.2-0.625-Mar-20154
Rydex Money Market %RydexM24%4%25-Mar-20157
Rydex Bull/Bear SpreadRydexS-3-5025-Mar-20154
Rydex Sectors W/Assets > 50-DayRydexM33%-34%25-Mar-20153
Rydex Total Bull AssetsRydexM1561.5-80.525-Mar-20156
Rydex Leveraged BullsRydexM481-12.825-Mar-20154
Rydex Total Bear AssetsRydexM141.11.225-Mar-20156
Rydex Leveraged BearsRydexM49.40.225-Mar-20157
Rydex Bull / Bear RatioRydexM11.1-0.625-Mar-20157
Rydex Leveraged Bull / Bear RatioRydexM9.7-0.325-Mar-20154
Rydex BankingRydexM50.21.725-Mar-20157
Rydex Basic MaterialsRydexM62.4-2.525-Mar-20154
Rydex BiotechnologyRydexM702.5-31.325-Mar-20157
Rydex Consumer ProductsRydexM319.51.225-Mar-20157
Rydex ElectronicsRydexM26.8-225-Mar-20154
Rydex EnergyRydexM37.90.425-Mar-20152
Rydex Energy ServicesRydexM23.2-0.525-Mar-20151
Rydex EuropeRydexM13.3-2.225-Mar-20154
Rydex Financial ServicesRydexM58.9-1.125-Mar-20157
Rydex Health CareRydexM273.5-15.925-Mar-20157
Rydex InternetRydexM14.4-1.725-Mar-20154
Rydex Japan RydexM18.20.225-Mar-20154
Rydex LeisureRydexM67.3-2.825-Mar-20157
Rydex RetailingRydexM78.10.225-Mar-20157
Rydex TechnologyRydexM37.8-1.125-Mar-20154
Rydex TelecommunicationsRydexM2.1025-Mar-20152
Rydex TransportationRydexM80.8-10.325-Mar-20157
Rydex UtilitiesRydexM83.9-1.225-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