$TRIN vs S&P500 $SPX $SPY $VIX 0.97 Current 0.49 TLOW 1.74 THIGH 1.54 RATIO1 1.59 RATIO2 #stocks #trading #markets #finance

2019-11-23
88 Views

$TRIN vs S&P500 for 2019-11-23 :

Current level of $TRIN = 0.97 with an Up/Down of Ratio1 = 1.54 and a $Up/$Down of Ratio2 = 1.59 based on 236,963,176,962 notional traded across 2572 stocks.

Parameters
Values
Description
Notional
236,963,176,962
USD Notional Volume
2572
Number of stocks in this population
NN
668
Number of days in this data set
Ratio1
1.54
Ratio of advancing and declining stocks
Ratio2
1.59
Ratio of advancing and declining $USD volume
0.969
$TRIN = Ratio1 / Ratio2
TLOW
0.49
Level below which only 15% of data
THIGH
1.74
Level above which only 15% of data
S&P500
3110.29
S&P500 close level
%Change
0.22
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
12.34
0.78
90 Day
14.08
0.885
30 Day
5.95
0.374
10 Day
4.89
0.308

x

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