Market/Sector Breadth Journal: January 5, 2000 (3787 stocks)
percent stocks over MA highs/lows highs/lows highs/lows market 10 d 21 d 50 d 200d 10-days 20-days 1-year ---------------------- ---- ---- ---- ---- ---------- ---------- ---------- Jan 5 53 51 45 41 388 - 537 226 - 409 38 - 134 Jan 4 68 59 49 43 977 - 462 593 - 283 96 - 59 Jan 3 73 63 51 43 1046 - 177 558 - 104 107 - 43 Jan 2 51 47 43 39 316 - 446 190 - 332 35 - 151 Dec 29 69 58 48 42 717 - 225 482 - 166 144 - 103 Dec 28 69 58 48 42 1253 - 185 902 - 148 363 - 104 Dec 27 56 50 43 40 956 - 331 732 - 265 325 - 169 Dec 26 46 44 40 38 676 - 462 540 - 378 267 - 243 Dec 22 41 42 39 37 591 - 338 472 - 269 181 - 157 Dec 21 30 34 35 34 387 - 1111 313 - 869 128 - 520 Dec 20 25 30 32 33 239 - 1709 178 - 1216 88 - 638 Dec 19 35 40 38 36 412 - 1095 325 - 726 124 - 397 Dec 18 37 43 39 37 479 - 762 362 - 587 150 - 330 Dec 15 35 40 37 36 257 - 856 174 - 604 57 - 233 Dec 14 42 43 39 37 244 - 573 140 - 429 39 - 164 Dec 13 57 49 42 39 404 - 414 230 - 216 60 - 133 Dec 12 66 54 44 39 537 - 327 278 - 257 75 - 108 Dec 11 69 57 47 41 1167 - 277 707 - 214 198 - 77 Dec 8 64 50 43 40 1033 - 225 643 - 177 216 - 84
Nasdaq 100
percent stocks over MA highs/lows highs/lows highs/lows market 10 d 21 d 50 d 200d 10-days 20-days 1-year ---------------------- ---- ---- ---- ---- ---------- ---------- ---------- Jan 5 2267 32 38 21 18 4 - 16 0 - 14 0 - 3 Jan 4 2460 68 43 31 23 21 - 8 11 - 7 0 - 1 Jan 3 2528 80 53 35 27 36 - 1 14 - 0 1 - 0 Jan 2 2128 13 11 11 15 2 - 38 1 - 34 0 - 17 Dec 29 2341 37 28 19 23 4 - 7 3 - 7 0 - 6 Dec 28 2464 60 44 30 28 19 - 5 9 - 3 1 - 2 Dec 27 2460 53 42 28 29 16 - 3 9 - 2 2 - 1 Dec 26 2404 43 35 24 25 4 - 5 3 - 4 1 - 2 Dec 22 2436 38 38 28 24 10 - 7 5 - 7 0 - 3 Dec 21 2224 12 14 14 15 3 - 37 1 - 25 0 - 15 Dec 20 2210 4 6 8 16 0 - 72 0 - 46 0 - 24 Dec 19 2399 11 26 18 21 1 - 52 1 - 24 0 - 12 Dec 18 2543 25 40 26 24 4 - 16 3 - 9 1 - 7 Dec 15 2549 23 36 21 21 2 - 25 2 - 19 0 - 7 Dec 14 2639 30 40 22 24 2 - 12 2 - 10 0 - 5 Dec 13 2748 59 53 27 31 8 - 5 4 - 4 0 - 3 Dec 12 2863 82 69 36 31 9 - 3 4 - 3 0 - 1 Dec 11 2972 82 71 46 37 51 - 5 24 - 5 0 - 1 Dec 8 2895 75 61 38 33 39 - 2 19 - 1 2 - 0
S & P 100
percent stocks over MA highs/lows highs/lows highs/lows market 10 d 21 d 50 d 200d 10-days 20-days 1-year ---------------------- ---- ---- ---- ---- ---------- ---------- ---------- Jan 5 681 40 50 45 58 6 - 13 5 - 10 2 - 1 Jan 4 700 59 55 45 62 35 - 29 21 - 19 5 - 0 Jan 3 703 62 62 57 65 33 - 11 17 - 4 4 - 0 Jan 2 667 50 59 54 57 8 - 13 4 - 13 1 - 4 Dec 29 686 73 63 59 59 15 - 6 7 - 5 3 - 3 Dec 28 692 74 65 62 58 35 - 6 23 - 6 10 - 5 Dec 27 691 71 59 59 58 32 - 3 24 - 3 12 - 2 Dec 26 687 58 55 58 54 29 - 6 24 - 5 12 - 2 Dec 22 684 50 46 53 52 20 - 10 17 - 8 4 - 3 Dec 21 668 43 47 52 48 17 - 13 12 - 12 2 - 5 Dec 20 661 36 40 46 47 16 - 39 10 - 29 6 - 11 Dec 19 686 41 53 54 54 18 - 18 10 - 14 2 - 5 Dec 18 694 40 49 57 50 15 - 14 8 - 10 2 - 4 Dec 15 689 23 40 46 48 3 - 32 1 - 20 1 - 3 Dec 14 710 36 47 51 54 5 - 19 2 - 10 1 - 1 Dec 13 720 50 55 58 54 9 - 12 7 - 5 1 - 0 Dec 12 728 59 67 58 57 15 - 4 7 - 2 2 - 0 Dec 11 733 57 58 60 58 21 - 10 16 - 5 1 - 0 Dec 8 727 57 55 58 56 19 - 6 15 - 2 4 - 0
AIQ market log (buy - sell ratios of signals for stocks >= 7 and ADV >= 75,000)
Unconfirmed Signals (US) market DJIA SPX OTC Universe OEX NDX ---------------------- ------ ----- ----- -------- -------- -------- Jan 5 10,662 1298 2407 47 - 53 56 - 44 50 - 50 Jan 4 10,912 1333 2566 33 - 67 36 - 64 29 - 71 Jan 3 10,945 1347 2616 20 - 80 17 - 83 0 -100 Jan 2 10,646 1283 2291 28 - 72 12 - 88 67 - 33 Dec 29 10,786 1320 2470 17 - 83 9 - 91 33 - 67 Dec 28 10,868 1334 2557 18 - 82 10 - 90 50 - 50 Dec 27 10,803 1328 2539 35 - 65 10 - 90 60 - 40 Dec 26 10,692 1315 2493 52 - 48 20 - 80 60 - 40 Dec 22 10,635 1305 2517 59 - 41 45 - 55 75 - 25 Dec 21 10,487 1274 2340 68 - 32 55 - 45 100 - 0 Dec 20 10,318 1264 2332 69 - 31 58 - 42 100 - 0 Dec 19 10,584 1305 2511 56 - 44 67 - 33 0 -100 Dec 18 10,645 1322 2624 53 - 47 62 - 38 17 - 83 Dec 15 10,435 1312 2653 56 - 44 62 - 38 14 - 86 Dec 14 10,675 1340 2728 46 - 54 56 - 44 14 - 86 Dec 13 10,794 1359 2822 31 - 69 44 - 56 0 -100 Dec 12 10.768 1371 2931 26 - 74 30 - 70 0 -100 Dec 11 10,725 1380 3015 24 - 76 33 - 67 0 -100 Dec 8 10,712 1369 2917 29 - 71 25 - 75 14 - 86
January 5
Weighted Action List (WAL) Unconfirmed Signals (US)
Universe 33 - 67 47 - 53 S&P 500 (SPX) 21 - 79 52 - 48 S&P 100 (OEX) 24 - 76 56 - 44 Nasdaq 100 (NDX) 33 - 67 50 - 50
Nine Month Cycle
cycle tendencies 10-week 20-week 40-week SPX change high low May 24 start start start 1361 none Jun 16 green green green 1464 +103 1483 +122 N.A. Jul 10 yellow green green 1475 + 11 1488 + 24 1436 - 28 Aug 2 red yellow green 1438 - 37 1517 + 42 1414 - 61 Aug 25 green yellow green 1506 + 68 1513 + 75 1426 - 12 Sep 15 yellow red yellow 1465 - 38 1530 + 24 1460 - 46 Oct 11 red red yellow 1364 - 99 1467 + 2 1349 -115 Nov 3 green green yellow 1426 + 62 1433 + 67 1305 - 59 Nov 27 yellow green yellow 1348 - 78 1438 + 12 1321 -105 Dec 20 red yellow red 1264 - 84 1389 + 41 1261 - 87 Jan 12 green yellow red 1298 + 34 1350 + 86 1254 - 10 Feb 03 yellow red red ???? ???? Feb 28 red red red ???? ????
10-week cycle variances
extension to high extension to low max average min max average min green +9.0% +6.3% +4.9% -4.3% -2.6% -0.8% yellow +1.6% +1.4% +0.8% -7.4% -4.1% -1.9% red +3.2% +2.1% +0.1% -7.9% -6.1% -4.1%
Sector Breadth
percent stocks over MA *********** 20-day highs/lows ************ sector (num) 10 d 21 d 50 d 200d 1/ 5 1/ 4 1/ 3 1/ 2 ---------------------- ---- ---- ---- ---- --------- --------- --------- --------- Aerospace/Defense (48) 63 48 42 52 5 - 3 5 - 3 7 - 2 4 - 6 Apparel (85) 72 72 61 60 6 - 3 26 - 3 21 - 1 3 - 4 Automotive (36) 89 78 64 28 6 - 0 19 - 0 12 - 0 3 - 1 Banks (116) 46 80 92 89 3 - 4 44 - 1 38 - 0 6 - 5 Biotechnology (156) 22 19 7 10 1 - 52 7 - 23 7 - 7 3 - 13 Building/Constr (105) 69 78 74 68 11 - 2 29 - 2 28 - 2 6 - 5 Chemical (61) 52 79 80 69 8 - 1 12 - 0 5 - 0 4 - 0 Commercial Svcs (178) 60 58 51 44 16 - 11 28 - 6 31 - 6 9 - 13 Computer Svcs (48) 46 31 31 27 5 - 5 5 - 2 3 - 1 1 - 8 Computer Equip (139) 60 43 19 13 5 - 8 14 - 3 10 - 3 1 - 29 Consumer Nondur (39) 69 67 46 38 4 - 1 5 - 5 8 - 1 5 - 1 Drug (ex-Biotech) (92) 30 27 28 39 3 - 24 8 - 24 5 - 11 3 - 6 Electronics (325) 61 42 23 12 13 - 27 29 - 11 33 - 6 2 - 40 Financial (108) 52 68 79 82 7 - 11 23 - 4 37 - 0 6 - 3 Foods (65) 29 45 57 80 2 - 3 3 - 11 6 - 4 11 - 2 Healthcare (94) 29 40 51 75 6 - 17 6 - 22 11 - 1 9 - 2 Household Prods (38) 84 84 63 32 2 - 1 8 - 0 8 - 0 2 - 2 Insurance (91) 19 30 49 79 2 - 28 6 - 26 11 - 1 4 - 4 Internet (253) 42 21 7 1 5 - 49 8 - 26 19 - 13 6 - 46 Leisure (111) 65 59 50 50 7 - 7 21 - 4 18 - 5 4 - 9 Machinery (47) 72 77 66 62 3 - 1 9 - 0 3 - 1 2 - 2 Media (89) 76 81 67 43 1 - 1 36 - 0 22 - 0 2 - 9 Medical Tech (122) 47 37 32 29 10 - 25 12 - 13 15 - 7 6 - 12 Metals (ex-Gold) (70) 53 69 64 39 6 - 4 12 - 2 9 - 1 6 - 2 Oil & Gas (178) 40 74 76 69 8 - 4 20 - 6 18 - 0 30 - 0 Paper Prods & Pkg (44) 68 82 84 50 2 - 2 13 - 0 10 - 0 2 - 0 Real Estate (121) 51 64 79 74 10 - 15 33 - 0 28 - 1 9 - 7 Retail (228) 67 65 54 50 18 - 14 56 - 12 58 - 1 16 - 11 Semiconductors (160) 63 44 24 4 5 - 11 12 - 6 14 - 3 0 - 26 Software (166) 48 33 23 16 2 - 29 11 - 11 16 - 8 3 - 36 Telecom (280) 60 46 22 6 19 - 19 42 - 10 29 - 9 5 - 46 Transportation (77) 90 88 81 68 24 - 0 37 - 0 25 - 0 6 - 2 Utilities (116) 20 22 30 67 3 - 35 5 - 50 6 - 9 2 - 4
percent stocks over MA *********** 10-day highs/lows ************ sector (num) 10 d 21 d 50 d 200d 1/ 5 1/ 4 1/ 3 1/ 2 ---------------------- ---- ---- ---- ---- --------- --------- --------- --------- Aerospace/Defense (48) 63 48 42 52 5 - 5 12 - 5 10 - 3 7 - 6 Apparel (85) 72 72 61 60 12 - 3 40 - 4 34 - 1 5 - 5 Automotive (36) 89 78 64 28 7 - 0 24 - 0 21 - 0 8 - 2 Banks (116) 46 80 92 89 3 - 11 45 - 4 41 - 0 8 - 6 Biotechnology (156) 22 19 7 10 5 - 61 13 - 30 14 - 13 5 - 18 Building/Constr (105) 69 78 74 68 19 - 3 40 - 2 38 - 2 10 - 8 Chemical (61) 52 79 80 69 10 - 6 19 - 0 9 - 2 6 - 2 Commercial Svcs (178) 60 58 51 44 22 - 18 47 - 11 58 - 8 22 - 19 Computer Svcs (48) 46 31 31 27 6 - 5 9 - 3 10 - 1 3 - 8 Computer Equip (139) 60 43 19 13 9 - 8 41 - 3 41 - 4 4 - 32 Consumer Nondur (39) 69 67 46 38 8 - 1 10 - 8 13 - 1 8 - 1 Drug (ex-Biotech) (92) 30 27 28 39 5 - 31 13 - 34 15 - 15 8 - 10 Electronics (325) 61 42 23 12 35 - 29 97 - 13 134 - 6 7 - 44 Financial (108) 52 68 79 82 8 - 18 32 - 12 45 - 4 8 - 9 Foods (65) 29 45 57 80 4 - 11 4 - 25 7 - 8 11 - 4 Healthcare (94) 29 40 51 75 7 - 27 8 - 39 15 - 7 11 - 7 Household Prods (38) 84 84 63 32 9 - 1 14 - 0 17 - 0 5 - 2 Insurance (91) 19 30 49 79 2 - 38 7 - 38 13 - 5 4 - 9 Internet (253) 42 21 7 1 17 - 54 38 - 30 55 - 18 11 - 62 Leisure (111) 65 59 50 50 15 - 9 35 - 4 31 - 5 7 - 12 Machinery (47) 72 77 66 62 8 - 2 18 - 0 11 - 1 3 - 3 Media (89) 76 81 67 43 7 - 3 50 - 3 42 - 0 4 - 13 Medical Tech (122) 47 37 32 29 13 - 29 16 - 16 28 - 9 11 - 13 Metals (ex-Gold) (70) 53 69 64 39 9 - 6 16 - 4 16 - 1 11 - 2 Oil & Gas (178) 40 74 76 69 10 - 15 23 - 46 21 - 7 35 - 0 Paper Prods & Pkg (44) 68 82 84 50 3 - 3 16 - 1 15 - 0 4 - 0 Real Estate (121) 51 64 79 74 11 - 22 33 - 5 33 - 4 10 - 24 Retail (228) 67 65 54 50 28 - 14 77 - 16 84 - 5 30 - 16 Semiconductors (160) 63 44 24 4 19 - 12 47 - 6 79 - 3 3 - 28 Software (166) 48 33 23 16 10 - 30 26 - 11 33 - 9 9 - 41 Telecom (280) 60 46 22 6 41 - 21 93 - 11 86 - 11 15 - 59 Transportation (77) 90 88 81 68 25 - 0 44 - 0 43 - 1 12 - 5 Utilities (116) 20 22 30 67 6 - 45 12 - 71 13 - 22 2 - 6 |