S&P 500 registers key reversal, but indicators higher

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

3-21-11

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

4-12-11

10

9

4-12-11

33875

123115

4-13-11

7

12

4-13-11

25130

65267

4-14-11

10

9

4-14-11

26774

67615

4-15-11

10

10

4-15-11

33183

30100

4-18-11

3

16

4-18-11

23208

100944

4-19-11

11

8

4-19-11

15252

17481

4-20-11

13

7

4-20-11

51113

34874

4-21-11

13

7

4-21-11

32118

40390

4-25-11

9

11

4-25-11

24351

13842

4-26-11

15

5

4-26-11

43515

29867

4-27-11

13

6

4-27-11

78341

20570

4-28-11

10

9

4-28-11

35967

37560

4-29-11

10

9

4-29-11

55003

37797

5-2-11

10

9

5-2-11

32083

30494

*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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