Market up Thursday, but afternoon selling could be game changer

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.

stock, indicator, maad

stock, indicator, cpfl

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

11-8-12

3

17

11-8-12

16602

92193

11-9-12

11

9

11-9-12

25606

54375

11-12-12

13

7

11-12-12

8515

54791

11-13-12

6

13

11-13-12

23074

65737

11-14-12

3

17

11-14-12

16161

95621

11-15-12

11

9

11-15-12

46018

81180

11-16-12

15

5

11-16-12

40162

46466

11-19-12

19

1

11-19-12

38924

21109

11-20-12

13

7

11-20-12

21081

21565

11-21-12

15

4

11-21-12

9525

8770

11-22-12

Holiday

---

11-22-12

Holiday

---

11-23-12

19

1

11-23-12

29866

8250

11-26-12

10

9

11-26-12

25831

10117

11-27-12

6

14

11-27-12

9673

23131

11-28-12

17

1

11-28-12

27896

19815

11-29-12

18

2

11-29-12

86001

24299

11-30-12

9

10

11-30-12

22585

14307

12-3-12

5

14

12-3-12

17418

14769

12-4-12

13

7

12-4-12

7473

11819

12-5-12

15

5

12-5-12

10641

35677

12-6-12

13

7

12-6-12

11237

9199

12-7-12

14

5

12-7-12

21423

8692

12-10-12

12

8

12-10-12

5801

8010

12-11-12

16

4

12-11-12

58541

16935

12-12-12

14

6

12-12-12

14037

29016

12-13-12

5

15

12-13-12

16200

21122

12-14-12

11

8

12-14-12

755

2204

12-17-12

16

4

12-17-12

3965

2127

12-18-12

16

4

12-18-12

54268

15407

12-19-12

8

10

12-19-12

23234

17820

12-20-12

15

4

12-20-12

60116

9429

*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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