Market sinks in earnest Thursday, challenging short-term trend

NYSE trading volume rose 17%

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.

indicator, technical, maad, s&p 

technical, indicator, cpfl, oex

MAAD Daily data for past 30 days*

CPFL data for past 30 Days

Date

NYSE Adv

NYSE Dec

Date

OEX Call $Volume

OEX Put $Volume

6-21-12

2

18

6-21-12

14856

71605

6-22-12

16

2

6-22-12

12696

22036

6-25-12

0

20

6-25-12

17465

40584

6-26-12

10

9

6-26-12

29734

20929

6-27-12

15

4

6-27-12

19044

12440

6-28-12

5

15

6-28-12

23306

18980

6-29-12

14

5

6-29-12

69249

25566

7-2-12

14

6

7-2-12

14284

13216

7-3-12

18

2

7-3-12

14032

14294

7-5-12

6

14

7-5-12

26514

21394

7-6-12

1

19

7-6-12

15037

19765

7-9-12

6

14

7-9-12

7782

10585

7-10-12

1

19

7-10-12

9474

30206

7-11-12

11

9

7-11-12

13716

20738

7-12-12

4

16

7-12-12

17249

29638

7-13-12

17

3

7-13-12

48805

15073

7-16-12

8

12

7-16-12

20009

19221

7-17-12

15

5

7-17-12

42838

26385

7-18-12

13

7

7-18-12

59506

26094

7-19-12

10

9

7-19-12

45489

16478

7-20-12

3

17

7-20-12

35430

39286

7-23-12

8

12

7-23-12

35642

28992

7-24-12

3

17

7-24-12

36891

36155

7-25-12

13

7

7-25-12

33864

25110

7-26-12

13

7

7-26-12

74148

31857

7-27-12

19

1

7-27-12

10379

24155

7-30-12

8

11

7-30-12

20610

25618

7-31-12

8

12

7-31-12

10228

17013

8-1-12

7

13

8-1-12

49830

18571

8-2-12

1

19

8-2-12

39269

39289

*Note: Unchanged issues are not counted.



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About the Author
Robert McCurtain

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 link will take you to the MAAD article. A two-part series about system development with the MAAD also is available. 

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