$TRIN vs S&P500 $SPX $SPY $VIX 1.39 Current 0.49 TLOW 1.76 THIGH 0.21 RATIO1 0.15 RATIO2 #stocks #trading #markets #finance

2020-06-29
135 Views

$TRIN vs S&P500 for 2020-06-29 :

Current level of $TRIN = 1.39 with an Up/Down of Ratio1 = 0.21 and a $Up/$Down of Ratio2 = 0.15 based on 386,468,868,216 notional traded across 2284 stocks.

Parameters
Values
Description
Notional
386,468,868,216
USD Notional Volume
2284
Number of stocks in this population
NN
816
Number of days in this data set
Ratio1
0.21
Ratio of advancing and declining stocks
Ratio2
0.15
Ratio of advancing and declining $USD volume
1.4
$TRIN = Ratio1 / Ratio2
TLOW
0.49
Level below which only 15% of data
THIGH
1.76
Level above which only 15% of data
S&P500
3009.05
S&P500 close level
%Change
-2.42
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
34.73
2.18
90 Day
54.36
3.418
30 Day
27.55
1.732
10 Day
23.25
1.461

x

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