Stock index indicators to new highs with market

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

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

2-2-11

8

12

2-2-11

133037

16643

2-3-11

9

9

2-3-11

28978

24133

2-4-11

9

11

2-4-11

121512

15259

2-7-11

14

5

2-7-11

92432

24561

2-8-11

13

7

2-8-11

94867

28120

2-9-11

10

10

2-9-11

147855

29984

2-10-11

6

14

2-10-11

133883

37629

2-11-11

12

7

2-11-11

63818

24031

2-14-11

12

8

2-14-11

34610

20791

*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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