$TRIN vs S&P500 $SPX $SPY $VIX 0.76 Current 0.46 TLOW 1.87 THIGH 0.20 RATIO1 0.27 RATIO2 #stocks #trading #markets #finance

2021-06-21
17 Views

$TRIN vs S&P500 for 2021-06-21 :

Current level of $TRIN = 0.76 with an Up/Down of Ratio1 = 0.20 and a $Up/$Down of Ratio2 = 0.27 based on 522,495,814,516 notional traded across 2151 stocks.

Parameters
Values
Description
Notional
522,495,814,516
USD Notional Volume
2151
Number of stocks in this population
NN
1062
Number of days in this data set
Ratio1
0.20
Ratio of advancing and declining stocks
Ratio2
0.27
Ratio of advancing and declining $USD volume
0.741
$TRIN = Ratio1 / Ratio2
TLOW
0.46
Level below which only 15% of data
THIGH
1.87
Level above which only 15% of data
S&P500
4166.45
S&P500 close level
%Change
-1.31
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
20.7
1.3
90 Day
13.24
0.833
30 Day
12.23
0.769
10 Day
7.82
0.492

x

You may be interested

TF Index 42.37 Current 51.83 MA20 52.76 Lower 68.18 Upper Bound #stocks #trading #markets #finance
Global Indicators,
1 views
Global Indicators,
1 views

TF Index 42.37 Current 51.83 MA20 52.76 Lower 68.18 Upper Bound #stocks #trading #markets #finance

admin - 2021-07-27

Trend Following Index across all stocks. TFX is the % of stocks in a long trend. 0% meaning all short,…

#DeathCross $USLVF at 91.56 R11  HiLo 6% DIV N/A #CREDIT SUI #stocks #trading #finance #market
Bear, ETF, Single UL Indicators
2 views
Bear, ETF, Single UL Indicators
2 views

#DeathCross $USLVF at 91.56 R11 HiLo 6% DIV N/A #CREDIT SUI #stocks #trading #finance #market

admin - 2021-07-27

Death Cross detected for USLVF (CREDIT SUISSE NASSAU) at the close price of 91.56. Trading at a 6 % level…

#DeathCross $IXN at 58.43 R83  HiLo 99% DIV N/A #iShares Gl #stocks #trading #finance #market
Bear, ETF, Single UL Indicators
2 views
Bear, ETF, Single UL Indicators
2 views

#DeathCross $IXN at 58.43 R83 HiLo 99% DIV N/A #iShares Gl #stocks #trading #finance #market

admin - 2021-07-27

Death Cross detected for IXN (iShares Global Tech) at the close price of 58.43. Trading at a 99 % level…

Leave a Comment

Your email address will not be published.

This site uses Akismet to reduce spam. Learn how your comment data is processed.

We use Cookies to improve our Site. Your are agreeing to this by continuing to use our Site.