The two options contracts that constituted nearly 94% of Monday’s CPFL data were, indeed, valid numbers. The March 2010 440 Call at 81.50 with volume of 9546 and the June 2010 460 call at 64 with volume of 9537 pushed the CPFL to a new intermediate-term high and the best levels for the indicator since March 2009.
We are 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). Here is
the link to the weekly equity index indicator summary.
Click here for definitions of the indicators along with links to the original stories. Robert also describes these indicators in a recent I-Trade show presentation available online.
Click on charts to enlarge
MAAD data for past 30 days* CPFL data for past 30 Days
|
Date |
NYSE Adv |
NYSE Dec |
Date |
OEX Call $Volume |
OEX Put $Volume |
|
1-26-10 |
5 |
15 |
1-26-10 |
92447 |
152344 |
|
1-27-10 |
11 |
9 |
1-27-10 |
50997 |
76384 |
|
1-28-10 |
8 |
12 |
1-28-10 |
71376 |
145871 |
|
1-29-10 |
5 |
15 |
1-29-10 |
90158 |
163007 |
|
2-1-10 |
19 |
1 |
2-1-10 |
99416 |
150782 |
|
2-2-10 |
15 |
5 |
2-2-10 |
54523 |
84015 |
|
2-3-10 |
4 |
16 |
2-3-10 |
123257 |
79222 |
|
2-4-10 |
0 |
20 |
2-4-10 |
167554 |
245460 |
|
2-5-10 |
11 |
9 |
2-5-10 |
127615 |
253841 |
|
2-8-10 |
8 |
12 |
2-8-10 |
39731 |
74195 |
|
2-9-10 |
13 |
6 |
2-9-10 |
52146 |
97166 |
|
2-10-10 |
9 |
11 |
2-10-10 |
52253 |
90331 |
|
2-11-10 |
13 |
7 |
2-11-10 |
64247 |
47084 |
|
2-12-10 |
4 |
15 |
2-12-10 |
58269 |
61976 |
|
2-15-10 |
Holiday |
|
2-15-10 |
Holiday |
|
|
2-16-10 |
16 |
4 |
2-16-10 |
116077 |
60130 |
|
2-17-10 |
12 |
8 |
2-17-10 |
171751 |
50568 |
|
2-18-10 |
14 |
6 |
2-18-10 |
62422 |
42204 |
|
2-19-10 |
10 |
9 |
2-19-10 |
103190 |
51380 |
|
2-22-10 |
13 |
7 |
2-22-10 |
139899 |
35443 |
|
2-23-10 |
6 |
14 |
2-23-10 |
69573 |
74660 |
|
2-24-10 |
16 |
4 |
2-24-10 |
36350 |
29770 |
|
2-25-10 |
8 |
11 |
2-25-10 |
69545 |
64565 |
|
2-26-10 |
9 |
11 |
2-26-10 |
32711 |
30467 |
|
3-1-10 |
16 |
4 |
3-1-10 |
60014 |
38638 |
|
3-2-10 |
10 |
9 |
3-2-10 |
117313 |
51165 |
|
3-3-10 |
11 |
7 |
3-3-10 |
72093 |
33556 |
|
3-4-10 |
16 |
4 |
3-4-10 |
36815 |
42016 |
|
3-5-10 |
16 |
4 |
3-5-10 |
152611 |
37485 |
|
3-8-10 |
10 |
10 |
3-8-10 |
1507185 |
41172 |
|
3-9-10 |
15 |
5 |
3-9-10 |
89372 |
45511 |
*Note:
Unchanged issues are not counted
Robert McCurtain is a technical analyst, market timer and private investor based in New York City. He can be reached at traderbob@nyc.rr.com.