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 |
|
11-16-11 |
2 |
18 |
11-16-11 |
44628 |
69306 |
|
11-17-11 |
1 |
19 |
11-17-11 |
52761 |
114702 |
|
11-18-11 |
7 |
13 |
11-18-11 |
130876 |
295014 |
|
11-21-11 |
1 |
19 |
11-21-11 |
55671 |
66625 |
|
11-22-11 |
6 |
14 |
11-22-11 |
22015 |
49828 |
|
11-23-11 |
0 |
20 |
11-23-11 |
44074 |
123726 |
|
11-25-11 |
8 |
11 |
11-25-11 |
15589 |
37864 |
|
11-28-11 |
20 |
0 |
11-28-11 |
26221 |
26948 |
|
11-29-11 |
8 |
12 |
11-29-11 |
38874 |
22523 |
|
11-30-11 |
19 |
1 |
11-30-11 |
94941 |
45673 |
|
12-1-11 |
8 |
9 |
12-1-11 |
38334 |
42926 |
|
12-2-11 |
10 |
10 |
12-2-11 |
38873 |
48739 |
|
12-5-11 |
18 |
2 |
12-5-11 |
52888 |
66904 |
|
12-6-11 |
9 |
11 |
12-6-11 |
24227 |
40171 |
|
12-7-11 |
15 |
4 |
12-7-11 |
29312 |
31666 |
|
12-8-11 |
1 |
19 |
12-8-11 |
31366 |
39164 |
|
12-9-11 |
18 |
2 |
12-9-11 |
39820 |
41951 |
|
12-12-11 |
2 |
18 |
12-12-11 |
24550 |
63811 |
|
12-13-11 |
6 |
14 |
12-13-11 |
37812 |
79295 |
|
12-14-11 |
4 |
16 |
12-14-11 |
45416 |
95255 |
|
12-15-11 |
12 |
7 |
12-15-11 |
17993 |
63703 |
|
12-16-11 |
13 |
6 |
12-16-11 |
35870 |
62519 |
|
12-19-11 |
3 |
17 |
12-19-11 |
19386 |
47544 |
|
12-20-11 |
19 |
1 |
12-20-11 |
55310 |
29625 |
|
12-21-11 |
13 |
7 |
12-21-11 |
32572 |
16483 |
|
12-22-11 |
18 |
2 |
12-22-11 |
37719 |
17398 |
|
12-23-11 |
13 |
6 |
12-23-11 |
41836 |
18735 |
|
12-27-11 |
8 |
11 |
12-27-11 |
9073 |
15409 |
|
12-28-11 |
0 |
20 |
12-28-11 |
16562 |
26802 |
|
12-29-11 |
19 |
1 |
12-29-11 |
20925 |
17369 |
*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 is a member of the Market Technicians Association and 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 link will take you to the MAAD article.