McCurtain Indicator Update for May 19

We are updating the daily chart of both the Call/Put Dollar Value Flow Line (CPFL) and Most Actives Advance/Decline Line (MAAD) indicators every day and providing the most recent raw data so you can begin to plot the indicators on your own (see below). The weekly equity index indicator summary provides longer-term commentary based on these indicators.

The definitions of the indicators along with links to the original stories provide helpful background. Also, Robert describes these indicators in a recent I-Trade show presentation available online.

Click charts to enlarge

MAAD data for past 30 days* CPFL data for past 30 Days

Date NYSE Adv NYSE Dec Date OEX Call $Volume OEX Put $Volume
4-7-10 8 11 4-7-10 63920 36679
4-8-10 15 5 4-8-10 74032 22170
4-9-10 13 7 4-9-10 51056 38095
4-12-10 19 1 4-12-10 167776 34077
4-13-10 7 12 4-13-10 96123 32036
4-14-10 15 3 4-14-10 177119 27271
4-15-10 9 10 4-15-10 142310 41992
4-16-10 2 18 4-16-10 295642 140482
4-19-10 10 10 4-19-10 88196 42859
4-20-10 13 7 4-20-10 44729 35845
4-21-10 7 13 4-21-10 24734 48409
4-22-10 7 13 4-22-10 191965 48573
4-23-10 12 8 4-23-10 739177 32764
4-26-10 10 10 4-26-10 62430 39865
4-27-10 3 17 4-27-10 63683 270410
4-28-10 13 7 4-28-10 9375 81124
4-29-10 12 8 4-29-10 32945 31353
4-30-10 2 18 4-30-10 32835 174894
5-3-10 15 5 5-3-10 43077 47782
5-4-10 5 15 5-4-10 102186 192407
5-5-10 9 11 5-5-10 663717 159880
5-6-10 4 16 5-6-10 277786 908812
5-7-10 7 13 5-7-10 203860 595031
5-10-10 15 5 5-10-10 108827 106763
5-11-10 9 10 5-11-10 54680 96146
5-12-10 13 7 5-12-10 121805 48185
5-13-10 9 11 5-13-10 23267 65275
5-14-10 4 16 5-14-10 88891 217422
5-17-10 5 14 5-17-10 132528 141467
5-18-10 5 15 5-18-10 154363 204810

*Note: Unchanged issues are not counted.

Robert McCurtain is a technical analyst, market timer and private investor based in New York City. If you would like to read more about how the CPFL is constructed, read a Futures article on the concept. This will take you to the MAAD article. Robert can be reached at traderbob@nyc.rr.com.

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