Nasdaq Composite, key indicator at new highs go solo

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

7-29-13

8

11

7-29-13

5265

8442

7-30-13

10

7

7-30-13

6139

11531

7-31-13

7

13

7-31-13

6659

21196

8-1-13

16

4

8-1-13

18577

26149

8-2-13

13

7

8-2-13

15406

14201

8-5-13

11

9

8-5-13

16587

33849

8-6-13

4

16

8-6-13

25673

16304

8-7-13

6

14

8-7-13

9659

24102

8-8-13

17

3

8-8-13

10581

23811

8-9-13

11

9

8-9-13

11010

29092

8-12-13

14

6

8-12-13

4664

9241

8-13-13

10

10

8-13-13

13128

13169

8-14-13

11

9

8-14-13

8818

9694

8-15-13

5

14

8-15-13

47197

81059

8-16-13

6

14

8-16-13

16021

68567

8-19-13

3

16

8-19-13

8714

27909

8-20-13

15

4

8-20-13

9335

11902

8-21-13

2

18

8-21-13

8125

54624

8-22-13

17

3

8-22-13

98636

11347

8-23-13

15

4

8-23-13

9071

30977

8-26-13

7

13

8-26-13

12717

65786

8-27-13

0

20

8-27-13

45177

61047

8-28-13

15

4

8-28-13

4443

40268

8-29-13

15

4

8-29-13

16417

63697

8-30-13

7

13

8-30-13

4341

40669

9-3-13

15

5

9-3-13

19151

10760

9-4-13

18

2

9-4-13

16402

44520

9-5-13

18

2

9-5-13

10876

7863

9-6-13

10

8

9-6-13

20113

13375

9-9-13

18

2

9-9-13

14877

16433

*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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