$TRIN vs S&P500 $SPX $SPY $VIX 19268.78 Current 0.46 TLOW 1.82 THIGH 0.66 RATIO1 0.00 RATIO2 #stocks #trading #markets #finance

2021-02-24
20 Views

$TRIN vs S&P500 for 2021-02-24 :

Current level of $TRIN = 19268.78 with an Up/Down of Ratio1 = 0.66 and a $Up/$Down of Ratio2 = 0.00 based on 5,534,789,514,714,092 notional traded across 2227 stocks.

Parameters
Values
Description
Notional
5,534,789,514,714,092
USD Notional Volume
2227
Number of stocks in this population
NN
981
Number of days in this data set
Ratio1
0.66
Ratio of advancing and declining stocks
Ratio2
0.00
Ratio of advancing and declining $USD volume
INF
$TRIN = Ratio1 / Ratio2
TLOW
0.46
Level below which only 15% of data
THIGH
1.82
Level above which only 15% of data
S&P500
3881.37
S&P500 close level
%Change
0.13
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
23.11
1.45
90 Day
15.26
0.959
30 Day
14.11
0.887
10 Day
5.4
0.34

x

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