Daily Advance/Decline (AD) Sentiment Report
(100% mechanical)
3 days delay
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As of Friday, January 02, 2009 |
|
| Index |
Index
Change |
A/D
Issues
Ratio |
A/D
Volume
Ratio |
TRIN |
# of similar
sessions
in history |
Next Day Historical Reaction |
Next Day Outlook |
Average
Trend |
Average
Up |
Max
Up |
Average
Down |
Max
Down |
UP |
DOWN |
 |
|
|
|
|
|
|
|
|
|
|
|
|
| NYSE |
2.66% |
4.72 |
7.58 |
0.62 |
9 |
-0.00% |
0.62% |
1.05% |
-0.78% |
-1.95% |
56% |
44% |
| DJI |
2.90% |
29.00 |
22.36 |
1.30 |
91 |
0.02% |
0.78% |
4.91% |
-0.83% |
-5.04% |
53% |
47% |
| NASDAQ 100 |
4.30% |
97.00 |
169.46 |
0.57 |
0 |
0.00% |
0.00% |
0.00% |
0.00% |
0.00% |
0% |
0% |
| S&P 500 |
3.00% |
11.43 |
17.12 |
0.67 |
41 |
-0.27% |
0.39% |
1.15% |
-1.03% |
-5.26% |
54% |
46% |
| Russell 2000 |
1.21% |
1.93 |
2.51 |
0.77 |
185 |
0.20% |
1.11% |
9.26% |
-0.94% |
-4.93% |
56% |
44% |
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How to use the AD Report:
The Daily AD report provides an outlook for the following
trading day trade based on an analysis of historical AD data. It can be
especially beneficial for intraday traders by helping you:
- Avoid risky
trades (by not playing against the prevailing trend);
- Place trades in
the direction of the dominant trend;
- Avoid trading in
uncertain market conditions;
- Develop various
trading strategies.
About Daily AD Report:
- The report is
100% mechanical;
- The outlook is
updated daily after the market close (generally by 17:30 EST);
- The report
is generated for the most popular indexes, including the NYSE Composite,
DJI, S&P 500, NASDAQ 100, as well as the Russell 2000.
- After the market
close, our system will:
-
Automatically collect Advance/Decline data: Number of
advanced and declined issues, advanced and declined volume,
advance/decline volume and issues ratios, TRIN;
-
Perform a historical scan for trading days which
exhibited similar AD data on a closing basis;
-
Determine the trend as well as the biggest advances and
declines the following trading day;
-
Formulate an outlook for the following trading day based
on similar occurrences using historical AD data.
- The system
analyzes historical data going back to 1997;
- The outlook for
the following trading day is formulated as a percentage - stating a
probability of the market being up or down that day. For instance, an
outlook may state a 60% probability of an up-day versus a 40% probability of
a down-day based on similar AD data in the period between 1997 and the
present.
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