Sellers bite market again

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

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

12-27-13

11

9

12-27-13

10052

5303

12-30-13

6

14

12-30-13

22163

3691

12-31-13

17

3

12-3-13

6375

4742

1-2-14

8

12

1-2-14

18700

12483

1-3-14

7

13

1-3-14

3514

7998

1-6-14

10

10

1-6-14

4339

4601

1-7-14

13

6

1-7-14

28634

6919

1-8-14

11

8

1-8-14

3499

4498

1-9-14

9

11

1-9-14

5010

3925

1-10-14

15

5

1-10-14

4831

4330

1-13-14

6

14

1-13-14

14287

19839

1-14-14

17

3

1-14-14

23560

10258

1-15-14

16

4

1-15-14

20412

9248

1-16-14

3

16

1-16-14

17058

5450

1-17-14

6

14

1-17-14

95815

17420

1-21-14

9

10

1-21-14

10694

8912

1-22-14

14

6

1-22-14

4525

4819

1-23-14

4

16

1-23-14

21800

18005

1-24-14

2

18

1-24-14

20445

57970

1-27-14

2

18

1-27-14

12738

29701

*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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