Daily stock index indicator hits short-term low

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

6-16-11

8

12

6-16-11

50989

88167

6-17-11

13

7

6-17-11

66033

74423

6-20-11

8

12

6-20-11

40133

39379

6-21-11

17

2

6-21-11

57694

34578

6-22-11

6

14

6-22-11

42731

33184

6-23-11

7

12

6-23-11

90363

64042

6-24-11

3

17

6-24-11

23302

76948

6-27-11

16

3

6-27-11

27558

34959

6-28-11

14

6

6-28-11

36851

34376

6-29-11

16

4

6-29-11

108969

71000

6-30-11

15

5

6-30-11

54196

28399

7-1-11

18

1

7-1-11

100149

51993

7-4-11

Holiday

 

7-4-11

Holiday

 

7-5-11

8

12

7-5-11

58532

18215

7-6-11

6

13

7-6-11

68574

16147

7-7-11

18

1

7-7-11

196066

42730

7-8-11

4

16

7-8-11

49479

31316

7-11-11

1

19

7-11-11

61484

121450

7-12-11

5

15

7-12-11

30530

98038

7-13-11

14

6

7-13-11

25452

90215

7-14-11

3

17

7-14-11

57503

73908

7-15-11

8

10

7-15-11

122830

41278

7-18-11

0

19

7-18-11

32600

70051

7-19-11

18

2

7-19-11

81963

36469

7-20-11

12

8

7-20-11

48958

36029

7-21-11

14

6

7-21-11

81985

37458

7-22-11

6

14

7-22-11

26566

23969

7-25-11

5

15

7-25-11

60431

29726

7-26-11

13

7

7-26-11

12740

29994

7-27-11

3

17

7-27-11

25922

98893

7-28-11

5

14

7-28-11

31161

42272

*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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