Market rebounds on low volume; near-term trend in doubt

MAAD & CPFL 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 daily data for past 30 days*

CPFL daily data for past 30 days

Date

NYSE Adv

NYSE Dec

Date

OEX Call $Volume

OEX Put $Volume

2-25-13

2

18

2-25-13

10545

52295

2-26-13

14

5

2-26-13

15739

18237

2-27-13

17

3

2-27-13

24868

14009

2-28-13

7

13

2-28-13

26456

11302

3-1-13

15

4

3-1-13

18832

14308

3-4-13

15

4

3-4-13

8503

8242

3-5-13

17

3

3-5-13

23430

23985

3-6-13

15

5

3-6-13

19515

8208

3-7-13

14

6

3-7-13

14096

18490

3-8-13

10

9

3-8-13

34830

8963

3-11-13

15

5

3-11-13

34954

18636

3-12-13

5

15

3-12-13

29331

10362

3-13-13

8

11

3-13-13

5472

8436

3-14-13

16

4

3-14-13

25042

9248

3-15-13

6

14

3-15-13

67381

8340

3-18-13

5

15

3-18-13

11065

18340

3-19-13

8

12

3-19-13

21923

20821

3-20-13

16

3

3-20-13

9009

12273

3-21-13

3

17

3-21-13

12768

16775

3-22-13

13

5

3-22-13

13781

6357

3-25-13

4

16

3-25-13

13773

16175

3-26-13

15

4

3-26-13

21685

10591

3-27-13

10

8

3-27-13

6397

6315

3-28-13

12

7

3-28-13

8869

12160

3-29-13

Holiday

 

3-29-13

Holiday

 

4-1-13

4

14

4-1-13

15333

6586

4-2-13

12

5

4-2-13

15333

31968

4-3-13

3

17

4-3-13

9175

17447

4-4-13

16

4

4-4-13

14845

10894

4-5-13

9

10

4-5-13

13275

17987

4-8-13

17

3

4-8-13

10832

8968

*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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