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Daily Advance/Decline (AD) Sentiment Report
(100% mechanical)
Summary
Detailed Report
3 days delay
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S&P 500 |
NASDAQ 100 |
DJI |
Russell 2000 |
NYSE |
S&P 500 Sentiment Report -
11/3/2009
Based on volume and advance/decline indicator of the S&P 500 basket
The S&P 500 index advanced 0.25% today.
Winning issues topped declining stocks by a margin of 13 to 8 (an A/D issues ratio of 1.63). The corresponding ratio for volume readings was characterized by a similar sentiment, as winners topped losers by a margin of 3 to 2 (an A/D volume ratio of 1.52).
The A/D issues ratio reached its highest level of the day at 15:30 EST (a value of 1.85). By this time, the index had gained about 0.00%.
On this day, market mood was neutral;
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Next Day S&P 500 Outlook:
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Up |
49%
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DOWN
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51%
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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 © 1997-2009 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 2 Months |
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5%
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11%
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Compound |
Compound
Margin |
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As of 11/7/2009 |
Buy / Sell Trading signals.
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