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Advance/Decline Technical Analysis (Breadth Analysis)
Advance Decline Sentiment Report
Advance/Decline Quotes
Daily Advance/Decline (AD) Sentiment Report -
(100% mechanical)
Advance decline, report, sentiment report, DJI, NYSE, S&P 500, Nasdaq 100, Russell 2000, quotes,
SPX, NDX, advance, decline, quotes, sentiment,
advance decline ratio3 days delay
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S&P 500 |
NASDAQ 100 |
DJI |
Russell 2000 |
NYSE |
S&P 500 Sentiment Report -
3/12/2010
Based on volume and advance/decline indicator of the S&P 500 basket
The S&P 500 index dropped -0.02% today.
Advances beat declines by a ratio of almost 1 to 1(an A/D issues ratio of 1.01). On the volume side, results were lower, generating an A/D volume ratio of 0.50.
This divergence (TRIN = 2.04) reveals that declining stocks were traded more actively than stocks from the advancing group. The average volume traded per declining stock was 113,621.97 M, compared an average volume per advancing stock of 55,599.96 M.
The session’s lowest A/D issues and A/D volume readings (an A/D issues ratio of 0.55 and an A/D volume ratio of 0.36) were recorded at 10:10. By this time, the index had declined about 0.00%.
The session’s data tells us that market sentiment was neutral on this day;
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Next Day S&P 500 Outlook:
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Up |
65%
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DOWN
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35%
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More Detailed Outlook...
(Next day outlook is 100% mechanically
calculated and is based on index reaction to similar market sentiment
occurrences in history back to 1997)
Copyright © 1997-2010 MarketVolume.com: You may not copy, distribute, transmit, display, perform,
reproduce, publish, license, sublicense, create derivative works from, transfer
or sell any of the Information.
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About Daily AD Report:
- The report is 100% mechanical;
- The outlook is
updated daily after the market close (generally by 17:30 EST);
- The report
is generated for the most popular indexes, including the
NYSE Composite,
DJI, S&P 500, NASDAQ 100, as well as the Russell 2000.
- After the market
close, our system will:
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Automatically collect Advance/Decline data: Number of
advanced and declined issues, advanced and declined volume,
advance/decline volume and issues ratios,
TRIN;
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Perform a historical scan for trading days which
exhibited similar AD data on a closing basis;
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Determine the trend as well as the biggest advances and
declines the following trading day;
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Formulate an outlook for the following trading day based
on similar occurrences using historical AD data.
- The system
analyzes historical data going back to 1997;
- The outlook for
the following trading day is formulated as a percentage - stating a
probability of the market being up or down that day. For instance, an
outlook may state a 60% probability of an up-day versus a 40% probability of
a down-day based on similar AD data in the period between 1997 and the
present.
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QQQQ
Signals
Past 6 Months |
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10%
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20%
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Compound |
Compound
Margin |
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As of 3/18/2010 |
Buy / Sell Trading signals.
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