Indicators, stock market fade on Monday

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

3-1-11

4

16

3-1-11

51170

81255

3-2-11

11

8

3-2-11

48382

51999

3-3-11

16

4

3-3-11

54859

38442

3-4-11

5

15

3-4-11

40515

64053

3-7-11

7

13

3-7-11

39388

58429

3-8-11

14

6

3-8-11

29015

38093

3-9-11

11

8

3-9-11

32783

44973

3-10-11

3

17

3-10-11

68929

155154

3-11-11

4

16

3-11-11

56311

47769

3-14-11

7

13

3-14-11

32388

125685

3-15-11

6

14

3-15-11

95729

156286

3-16-11

2

18

3-16-11

78661

306662

3-17-11

3

17

3-17-11

90132

90977

3-18-11

13

7

3-18-11

52893

64412

3-21-11

10

10

3-21-11

28622

55081

3-22-11

4

16

3-22-11

35199

23573

3-23-11

11

9

3-23-11

29479

67825

3-24-11

13

7

3-24-11

54166

30110

3-25-11

13

7

3-25-11

63815

50668

3-28-11

11

8

3-28-11

46232

26249

3-29-11

8

12

3-29-11

76894

22596

3-30-11

12

7

3-30-11

40045

47020

3-31-11

6

14

3-31-11

26567

22852

4-1-11

17

3

4-1-11

38507

41917

4-4-11

12

7

4-4-11

113235

28645

4-5-11

15

5

4-5-11

36928

27998

4-6-11

12

7

4-6-11

34609

26073

4-7-11

7

13

4-7-11

74493

41670

4-8-11

5

15

4-8-11

16121

41602

4-11-11

7

13

4-11-11

12804

43934

*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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