S&P 500 rallies for second day on shrinking volume

We are also 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

8-2-11

0

20

8-2-11

44027

98237

8-3-11

17

4

8-3-11

112076

111221

8-4-11

0

20

8-4-11

104998

400116

8-5-11

8

12

8-5-11

72140

258219

8-8-11

0

20

8-8-11

71137

673757

8-9-11

19

1

8-9-11

78912

329885

8-10-11

0

20

8-10-11

64575

242026

8-11-11

19

1

8-11-11

99447

182240

8-12-11

12

8

8-12-11

38879

74166

8-15-11

20

0

8-15-11

47561

81328

8-16-11

5

15

8-16-11

45058

46229

8-17-11

12

8

8-17-11

43194

65757

8-18-11

1

19

8-18-11

57314

307820

8-19-11

2

18

8-19-11

83277

180689

8-22-11

11

9

8-22-11

75476

97419

8-23-11

19

1

8-23-11

47698

53693

8-24-11

14

6

8-24-11

40691

56428

8-25-11

7

13

8-25-11

42278

91822

8-26-11

16

4

8-26-11

38924

56319

8-29-11

20

0

8-29-11

75779

81438

8-30-11

9

9

8-30-11

46659

65396

8-31-11

13

6

8-31-11

32768

84508

9-1-11

4

16

9-1-11

22993

85196

9-2-11

0

20

9-2-11

40576

99268

9-6-11

3

16

9-6-11

52088

82703

9-7-11

18

2

9-7-11

59474

60854

9-8-11

3

17

9-8-11

22064

52542

9-9-11

1

18

9-9-11

40071

124636

9-12-11

11

9

9-12-11

55845

77322

9-13-11

14

5

9-13-11

52584

63492

*Note: Unchanged issues are not counted.

Robert McCurtain is a technical analyst/market timer, private investor, and financial markets consultant based in New York City . He can be reached at traderbob@nyc.rr.com. 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.

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