$TRIN vs S&P500 $SPX $SPY $VIX 0.43 Current 0.49 TLOW 1.76 THIGH 0.52 RATIO1 1.21 RATIO2 #stocks #trading #markets #finance

2020-08-01
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$TRIN vs S&P500 for 2020-08-01 :

Current level of $TRIN = 0.43 with an Up/Down of Ratio1 = 0.52 and a $Up/$Down of Ratio2 = 1.21 based on 357,189,019,377 notional traded across 2260 stocks.

Parameters
Values
Description
Notional
357,189,019,377
USD Notional Volume
2260
Number of stocks in this population
NN
840
Number of days in this data set
Ratio1
0.52
Ratio of advancing and declining stocks
Ratio2
1.21
Ratio of advancing and declining $USD volume
0.43
$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
3271.12
S&P500 close level
%Change
0.77
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
24.46
1.54
90 Day
30.37
1.909
30 Day
17.39
1.093
10 Day
12.98
0.816

x

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