$TRIN vs S&P500 $SPX $SPY $VIX 0.71 Current 0.49 TLOW 1.73 THIGH 0.12 RATIO1 0.17 RATIO2 #stocks #trading #markets #finance

2020-09-24
84 Views

$TRIN vs S&P500 for 2020-09-24 :

Current level of $TRIN = 0.71 with an Up/Down of Ratio1 = 0.12 and a $Up/$Down of Ratio2 = 0.17 based on 310,666,033,472 notional traded across 2275 stocks.

Parameters
Values
Description
Notional
310,666,033,472
USD Notional Volume
2275
Number of stocks in this population
NN
877
Number of days in this data set
Ratio1
0.12
Ratio of advancing and declining stocks
Ratio2
0.17
Ratio of advancing and declining $USD volume
0.706
$TRIN = Ratio1 / Ratio2
TLOW
0.49
Level below which only 15% of data
THIGH
1.73
Level above which only 15% of data
S&P500
3236.92
S&P500 close level
%Change
-2.37
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
28.58
1.8
90 Day
21.17
1.331
30 Day
20.59
1.294
10 Day
19.15
1.204

x

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