S&P 500 maintains trend toward key price level

MAAD & CPFL Analysis

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 

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

12-24-12

7

11

12-24-12

12273

4633

12-25-12

Holiday

 

12-25-12

Holiday

 

12-26-12

10

10

12-26-12

13183

9095

12-27-12

4

16

12-27-12

13740

15048

12-28-12

3

17

12-28-12

9876

20514

12-31-12

19

0

12-31-12

66137

7704

1-1-13

Holiday

 

1-1-13

Holiday

 

1-2-13

18

2

1-2-13

41038

18210

1-3-13

8

12

1-3-13

27988

14827

1-4-13

16

4

1-4-13

15918

9326

1-7-13

8

12

1-7-13

12111

9021

1-8-13

5

15

1-8-13

30884

8826

1-9-13

11

9

1-9-13

6980

9587

1-10-13

17

3

1-10-13

17253

12394

1-11-13

10

10

1-11-13

21372

8073

1-14-13

8

11

1-14-13

25044

8390

1-15-13

10

10

1-15-13

6735

7626

1-16-13

10

10

1-16-13

9145

14231

1-17-13

11

8

1-17-13

17630

15208

1-18-13

12

7

1-18-13

30618

15985

1-22-13

11

9

1-22-13

13881

14187

1-23-13

8

12

1-23-13

11642

7175

1-24-13

11

9

1-24-13

12868

13706

1-25-13

15

5

1-25-13

45897

12776

1-28-13

10

9

1-28-13

9419

33969

1-29-13

12

8

1-29-13

12384

7416

1-30-13

10

10

1-30-13

13203

10238

1-31-13

6

14

1-31-13

4509

11894

2-1-13

17

3

2-1-13

17057

14662

2-4-13

4

16

2-4-13

18445

18181

2-5-13

17

3

2-5-13

25202

18738

2-6-13

11

9

2-6-13

22708

6372

*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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