Stock market trading in narrow range for third week

MAAD, CPFL indicator review

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.

maad, indicator, s&p

cpfl, oex, indicator

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

8-20-12

8

10

8-20-12

20413

21365

8-21-12

9

11

8-21-12

13334

30286

8-22-12

10

10

8-22-12

25059

29209

8-23-12

3

16

8-23-12

9023

29522

8-24-12

14

6

8-24-12

15697

12473

8-27-12

10

9

8-27-12

4942

11962

8-28-12

4

15

8-28-12

3624

7606

8-29-12

13

6

8-29-12

5719

10649

8-30-12

1

18

8-30-12

13887

22730

8-31-12

18

2

8-31-12

13679

23261

9-4-12

7

12

9-4-12

22964

20498

9-5-12

8

10

9-5-12

47187

14990

9-6-12

19

1

9-6-12

49388

20763

9-7-12

14

6

9-7-12

73777

10043

9-10-12

4

16

9-10-12

8682

29510

9-11-12

14

6

9-11-12

51478

20915

9-12-12

13

7

9-12-12

11891

13828

9-13-12

18

2

9-13-12

103979

25464

9-14-12

17

2

9-14-12

99013

26913

9-17-12

5

14

9-17-12

42518

8661

9-18-12

10

10

9-18-12

39120

11537

9-19-12

14

6

9-19-12

20304

13568

9-20-12

7

13

9-20-12

59078

14151

9-21-12

9

11

9-21-12

31947

15633

9-24-12

3

17

9-24-12

29324

13174

9-25-12

3

17

9-25-12

9041

33846

9-26-12

6

14

9-26-12

33635

38648

9-27-12

16

3

9-27-12

23441

15166

9-28-12

3

16

9-28-12

17376

18362

10-01-12

14

6

10-01-12

24889

19709

*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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