NYSE VOLD Gets Flushed

Chopshop's picture

 

S&P 500 E-mini (continuous contract)

 

Volume today narrowly edged above 4/16's GS-SEC-opex induced tally.

Fibonacci EMAs  ~  pink = 5,  purple = 8,  cyan = 13,  orange = 34,  red = 55

 

 

S&P 500 E-mini  ~  1-minute

 

cyan line = 13 EMA,  red line = 55 EMA,  yellow line = ZMA

 

ESM10 1-minute

 

mint™ Super Advance-Decline Lines of US Equity Indexes  ~  1-minute

 

Coded to plot as percentage based lines in real-time.

DJIA = dark blue,  S&P 500 = cyan,  NYSE = white

NDX = light green,  NASDAQ = dark green

Russell 2K = yellow,  AMEX = orange

 

mint Super Adv/Dec US<br />
indexes

 

mint™ Market Internals  ~  1-minute

 

NYSE Tick, VOLD, VIX, ADD, UVOL & DVOL

 

mint market<br />
internals

 

UVOL & DVOL  -  Volume of NYSE Advancing (green) & Declining (red) Issues

 

Today's DVOL on close narrowly failed to eclipse the nominal high of 4/16, which was GS-SEC-opex induced.

Blue vertical lines mark five instances where UVOL explicitly failed to penetrate a glass ceiling at 1,000,000.

 

UVOL & DVOL - Volume<br />
 of NYSE Advancing (green) & Declining (red) Issues

 

VOLD - NYSE Up-Down Volume Differential  ~  15-minute

 

The difference between Up & Down volume was exceptional today; massive distribution.

 

VOLD - NYSE<br />
Up-Down Volume Differential ~ 15-minute

 

VOLD - NYSE Up-Down Volume Differential

 

VOLD broke below 4/16 opex levels and then some today;

registering the single most negative close (-1,621,467) since 3/02/09.

 

VOLD - NYSE Up-Down Volume<br />
Differential

 


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