Stock market fades as CPFL, MAAD are lackluster

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

9-14-10

11

9

9-14-10

36948

18317

9-15-10

13

7

9-15-10

22693

23282

9-16-10

10

10

9-16-10

16858

13219

9-17-10

15

5

9-17-10

25975

9379

9-20-10

19

1

9-20-10

33678

64438

9-21-10

4

16

9-21-10

23912

20088

9-22-10

8

12

9-22-10

12657

10963

9-23-10

6

14

9-23-10

17041

13044

9-24-10

18

2

9-24-10

32460

13474

9-27-10

10

10

9-27-10

13820

9855

9-28-10

13

7

9-28-10

20971

14665

9-29-10

7

13

9-29-10

18897

6022

9-30-10

8

12

9-30-10

28029

12528

10-1-10

18

2

10-1-10

17478

6476

10-4-10

7

13

10-4-10

25223

8818

10-5-10

19

1

10-5-10

78970

27351

10-6-10

9

11

10-6-10

33902

9810

10-7-10

7

13

10-7-10

92598

4234

10-8-10

12

8

10-8-10

102074

12642

10-11-10

10

10

10-11-10

108223

18879

10-12-10

15

4

10-12-10

22624

16689

10-13-10

9

11

10-13-10

106471

12181

10-14-10

8

12

10-14-10

31758

8467

10-15-10

2

17

10-15-10

263380

37882

10-18-10

9

11

10-18-10

74440

22047

10-19-10

6

13

10-19-10

244564

76604

10-20-10

12

8

10-20-10

35040

32917

10-21-10

7

13

10-21-10

33737

31632

10-22-10

8

10

10-22-10

20998

20664

10-25-10

11

9

10-25-10

17826

36728

10-26-10

11

8

10-26-10

18462

22227

10-27-10

10

9

10-27-10

39486

23322



*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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