Stock market drifts; CPFL spikes to new high

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

11-1-10

10

8

11-1-10

32748

43173

11-2-10

8

11

11-2-10

53000

26682

11-3-10

12

7

11-3-10

51603

27749

11-4-10

14

6

11-4-10

178789

37602

11-5-10

10

10

11-5-10

170900

27121

11-8-10

12

8

11-8-10

68863

17326

11-9-10

5

15

11-9-10

169694

45289

11-10-10

11

9

11-10-10

42694

33514

11-11-10

8

12

11-11-10

37089

30380

11-12-10

4

15

11-12-10

30639

94150

11-15-10

11

9

11-15-10

84443

47402

11-16-10

3

17

11-16-10

43071

180668

11-17-10

6

14

11-17-10

20420

78711

11-18-10

16

4

11-18-10

52596

35984

11-19-10

8

11

11-19-10

77047

28454

11-22-10

6

14

11-22-10

40764

46671

11-23-10

4

16

11-23-10

36998

63173

11-24-10

15

5

11-24-10

59261

23407

11-25-10

Holiday

11-25-10

Holiday

11-26-10

6

14

11-26-10

7371

22639

11-29-10

11

8

11-29-10

134852

34060

11-30-10

7

13

11-30-10

33479

24500

12-1-10

16

4

12-1-10

85253

28247

12-2-10

15

5

12-2-10

182715

28232

12-3-10

17

3

12-3-10

115848

24527

12-6-10

8

11

12-6-10

40933

17375

12-7-10

8

12

12-7-10

80650

30593

12-8-10

13

7

12-8-10

50397

15116

12-9-10

15

5

12-9-10

108582

14892

12-10-10

13

7

12-10-10

72621

16651

12-13-10

9

11

12-13-10

283329

35410

*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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