Market up Tuesday, volume shrinks, intermediate trend negative

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

5-14-13

13

6

5-14-13

66086

20835

5-15-13

16

4

5-15-13

45496

12804

5-16-13

7

13

5-16-13

34276

16640

5-17-13

18

2

5-17-13

52163

18463

5-20-13

12

7

5-20-13

55188

9911

5-21-13

14

6

5-21-13

21442

14454

5-22-13

6

14

5-22-13

34137

44202

5-23-13

7

13

5-23-13

54072

26123

5-24-13

7

13

5-24-13

23756

26622

5-27-13

Hol

---

5-27-13

Hol

---

5-28-13

14

6

5-28-13

18897

26818

5-29-13

9

10

5-29-13

31332

19318

5-30-13

16

3

5-30-13

21198

16440

5-31-13

1

19

5-31-13

14444

73380

6-3-13

12

8

6-3-13

32908

28279

6-4-13

8

12

6-4-13

19870

17545

6-5-13

1

19

6-5-13

31541

52720

6-6-13

16

4

6-6-13

49254

41512

6-7-13

14

6

6-7-13

54078

24555

6-10-13

11

8

6-10-13

22738

15800

6-11-13

2

18

6-11-13

31570

15611

6-12-13

3

16

6-12-13

16856

54812

6-13-13

15

5

6-13-13

54829

27474

6-14-13

4

16

6-14-13

21615

25234

6-17-13

18

2

6-17-13

14895

20292

6-18-13

18

2

6-18-13

26356

10390

6-19-13

3

17

6-19-13

9214

19005

6-20-13

1

19

6-20-13

34878

122103

6-21-13

10

10

6-21-13

21232

41894

6-24-13

3

17

6-24-13

31707

39671

6-25-13

15

5

6-25-13

20941

13480

*Note: Unchanged issues are not counted.

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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