$TRIN vs S&P500 $SPX $SPY $VIX 1.09 Current 0.45 TLOW 1.87 THIGH 9.71 RATIO1 8.88 RATIO2 #stocks #trading #markets #finance

2021-07-21
15 Views

$TRIN vs S&P500 for 2021-07-21 :

Current level of $TRIN = 1.09 with an Up/Down of Ratio1 = 9.71 and a $Up/$Down of Ratio2 = 8.88 based on 352,679,521,613 notional traded across 2142 stocks.

Parameters
Values
Description
Notional
352,679,521,613
USD Notional Volume
2142
Number of stocks in this population
NN
1083
Number of days in this data set
Ratio1
9.71
Ratio of advancing and declining stocks
Ratio2
8.88
Ratio of advancing and declining $USD volume
1.093
$TRIN = Ratio1 / Ratio2
TLOW
0.45
Level below which only 15% of data
THIGH
1.87
Level above which only 15% of data
S&P500
4323.06
S&P500 close level
%Change
1.52
%Change of S&P500 versus previous day

_________
Volatility (ann.)
Volatility (daily)
VIX
19.73
1.24
90 Day
11.53
0.725
30 Day
10.93
0.687
10 Day
14.85
0.934

x

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