More index highs also create new short-term extremes

MAAD & CPFL Report

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

11-12-13

9

11

11-12-13

14778

17174

11-13-13

20

0

11-13-13

32932

17842

11-14-13

12

8

11-14-13

62427

35596

11-15-13

16

4

11-15-13

36651

8671

11-18-13

6

14

11-18-13

54722

34491

11-19-13

6

13

11-19-13

19692

39707

11-20-13

6

13

11-20-13

23119

23331

11-21-13

16

4

11-21-13

22068

11450

11-22-13

14

6

11-22-13

31654

14977

11-25-13

9

11

11-25-13

23151

9695

11-26-13

12

8

11-26-13

11580

8740

11-27-13

15

4

11-27-13

17480

14633

11-29-13

12

8

11-29-13

16338

7759

12-2-13

6

13

12-2-13

55798

13546

12-3-13

3

17

12-3-13

13235

33562

12-4-13

11

9

12-4-13

26402

18595

12-5-13

7

13

12-5-13

31410

13707

12-6-13

16

3

12-6-13

22945

13104

12-9-13

15

4

12-9-13

36555

21177

12-10-13

9

11

12-10-13

8583

16960

12-11-13

3

17

12-11-13

13966

53074

12-12-13

6

12

12-12-13

27639

43433

12-13-13

10

10

12-13-13

17558

20607

12-16-13

14

5

12-13-16

23369

6899

12-17-13

10

10

12-17-13

9268

13271

12-18-13

15

4

12-18-13

19768

10649

12-19-13

5

15

12-19-13

26763

13836

12-20-13

15

5

12-20-13

22527

8771

12-23-13

16

3

12-23-13

27118

8283

12-26-13

13

7

12-26-13

25588

10671

*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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