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Market recovers, but volume abnormally light

By Robert Mccurtain

December 30, 2011 • Reprints

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.

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About the Author

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Related Terms
Equities & Indexes 2822Dow Jones 1137Maad 524Cpfl 520Indicators 393Robert McCurtain 343Technical 284Index 281Analysis 244Stock 190Market Technicians Association 102Volume 42

Free Newsletter Modern Trader Follow

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      • FUTURES MAG's 500th ISSUE
      • We asked traders
  • Traders
    • Market Data
    • Hot Charts
    • Interactive Charts
    • Trading Calendar
  • FINalternatives
  • Hard Assets
    • Home
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