Dow, S&P 500 hit new highs; indicators confirm

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

12-20-10

15

3

12-20-10

98065

26159

12-21-10

18

2

12-21-10

19915

33054

12-22-10

13

6

12-22-10

17751

17000

12-23-10

3

16

12-23-10

52317

31245

12-24-10

Holiday

12-24-10

Holiday

12-27-10

14

6

12-27-10

13115

9815

12-28-10

11

9

12-28-10

53716

15811

12-29-10

10

9

12-29-10

37335

20386

12-30-10

10

10

12-30-10

75836

15710

12-31-10

15

5

12-31-10

26220

13820

1-3-11

16

4

1-3-11

134306

31093

1-4-11

12

7

1-4-11

140762

19483

1-5-11

16

3

1-5-11

78925

30698

1-6-11

7

13

1-6-11

97949

28157

1-7-11

10

10

1-7-11

48312

21874

1-10-11

9

11

1-10-11

29813

22327

1-11-11

8

12

1-11-11

21584

17753

1-12-11

17

3

1-12-11

147563

22003

1-13-11

6

14

1-13-11

54780

20758

1-14-11

15

5

1-14-11

39593

23222

1-17-10

Holiday

1-17-10

Holiday

1-18-11

7

12

1-18-11

98369

20105

1-19-11

5

14

1-19-11

35520

52589

1-20-11

10

10

1-20-11

48321

58809

1-21-11

15

5

1-21-11

239601

26839

1-24-11

12

8

1-24-11

71963

30755

1-25-11

6

13

1-25-11

64933

30082

1-26-11

8

12

1-26-11

96297

29774

1-27-11

13

7

1-27-11

39290

24578

1-28-11

6

14

1-28-11

49833

103507

1-31-11

14

6

1-31-11

241142

34874

2-1-11

14

6

2-1-11

120947

37779

*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.

Comments
comments powered by Disqus