Charts

Market Indicators

Sort	Indicator	Category	Group	Level	Z-Score
1	ARMS Index - All Exchanges	Breadth	All Exchanges	0.2	0.00
2	McClellan and 21 Day Oscillator - All Exchanges	Breadth	All Exchanges	433360.8	1.00
3	Overbought Oversold Index - All Exchanges	Breadth	All Exchanges	41.4	-3.76
4	Net New Highs - All Exchanges	Breadth	All Exchanges	1021.8	1.55
5	Advance Decline Line - All Exchanges	Breadth	All Exchanges	27.6	1.62
6	McClellan Summation Index - All Exchanges	Breadth	All Exchanges	27.2	-2.00
7	ARMS Index - NYSE	Breadth	NYSE	19.0	3.73
8	High Low Logic Index - NYSE	Breadth	NYSE		-1.00
9	McClellan and 21 Day Oscillator - NYSE	Breadth	NYSE	232.0	0.41
10	Overbought Oversold Index - NYSE	Breadth	NYSE		-1.82
11	Net New Highs - NYSE	Breadth	NYSE	41.0	-0.59
12	Advance Decline Line - NYSE	Breadth	NYSE	74.0	0.31
13	McClellan Summation Index - NYSE	Breadth	NYSE	7485.4	-1.34
14	ARMS Index - NASDAQ	Breadth	NASDAQ	.67,1.06	1.00
15	McClellan and 21 Day Oscillator - NASDAQ	Breadth	NASDAQ	1,48	2.49
16	Overbought Oversold Index - NASDAQ	Breadth	NASDAQ	20.6	-3.32
17	Net New Highs - NASDAQ	Breadth	NASDAQ	23	0.42
18	Advance Decline Line - NASDAQ	Breadth	NASDAQ	19.0	0.00
19	McClellan Summation Index - NASDAQ	Breadth	NASDAQ	1835.2	1.00
20	S&P 500 and Percent of Stocks Above 50DMA & 200DMA	Breadth	US	68.8%,64.3%	0.59
21	Equity Put Call Ratio	Psychology	PutCall	56.8%,62.5%	3.00
22	Equity Put Call Ratio - 3WMA vs 39WMA	Psychology	PutCall	2.13	-0.08
23	ISEE Sentiment Index	Psychology	PutCall	117,124	1.00
24	ISEE Sentiment Index - 3WMA vs 39WMA	Psychology	PutCall	2.6	0.00
25	Total Put Call Ratio	Psychology	PutCall	92.5%,96.6%	0.74
26	Total Put Call Ratio - 3WMA vs 39WMA	Psychology	PutCall	3.02	1.00
27	Put Call Ratios - 3WMA vs 39WMA	Psychology	PutCall		-1.20
28	OEX Put Call Ratio	Psychology	PutCall	213.%,166.5%	0.81
29	OEX Open Interest Put Call Ratio	Psychology	PutCall	155.5%,155.%	0.01
30	OEX Put Call Average (Volume and Open Interest)	Psychology	PutCall	1.6	0.01
31	Volatility Index (VXO)	Psychology	Volatility	11.0	-0.91
32	NASDAQ to NYSE Volume Indicator	Psychology	Breadth	1.2	-0.03
33	OpenInsider Buy Sell Ratio	Psychology	Insiders	31.6%	-1.05
34	Rydex Ratio	Psychology	Leverage	76.1%	2.67
35	Rydex Ratio (Detrended)	Psychology	Leverage	101.5%	-1.00
36	AAII Investor Sentiment Survey	Psychology	Surveys	31,34	-1.08
37	AAII Investor Sentiment Survey Bears/Bulls Ratio	Psychology	Surveys	91.1%	1.43
38	Investors Intelligence Survey	Psychology	Surveys	32.1%	2.84
39	Margin Debt Yr over Yr Percent Change	Psychology	Leverage	21.1%	-0.84
40	Yield Curve	Monetary	Spreads	0.8	-3.00
41	T-Bill vs Fed Funds Rate	Monetary	Spreads	0.1	-3.62
42	Two Year Treasury Momentum	Monetary	Yields	110.4	1.60
43	10 Year Treasury Note	Monetary	Yields	2.8	-2.26
44	10 Year TIPs	Monetary	Yields	0.7	2.00
45	TIPs Spreads (Bond Market Inflation Expectations)	Monetary	Spreads	2.0	1.00
46	Key Interest Rates	Monetary	Yields		-1.98
47	Treasury Yields	Monetary	Yields		2.45
48	TIPs Yields	Monetary	Yields		-0.87
49	Long Bond Momentum	Monetary	Bond Momentum	-11.4	-3.69
50	MZM Monetary Aggregate	Monetary	Monetary Aggregates	3.8%	3.00
51	M2 Monetary Aggregate	Monetary	Monetary Aggregates	4.2%	-1.00
52	Monetary Base	Monetary	Monetary Aggregates	-7.5%	0.00
53	Commercial Paper	Monetary	Yields	2.1	-3.00
54	Earnings Yields vs Bond Yields	Valuation	Earnings		2.97
55	Forward Earnings Estimates	Valuation	Earnings	$171.44	2.26
56	Rule of Twenty	Valuation	Relative Valuation	17.2	0.57
57	ValueLine Median Appreciation Potential (Quintile Ranking)	Valuation	Valuation		0.84
58	ValueLine Median Appreciation Potential Annualized	Valuation	Valuation		-1.67
59	S&P Forward PE Multiple Bands	Valuation	Valuation		0.48
60	Tobin's Q	Valuation	Valuation		2.17
61	Price to Max Earnings	Valuation	Valuation		-3.18
62	Price to Book Value	Valuation	Valuation		1.16
63	Shiller CAPE	Valuation	Valuation		2.00
64	Market Capitalization to GDP	Valuation	Valuation		-3.78
65	Domestic vs International	Indices	Relative Performance		-1.86
66	Style Boxes	Indices	Relative Performance		-0.11
67	Dow Jones (Utilities, Transports, & Industrials)	Indices	US		3.00
68	Standard & Poor's (600, 400, and 500)	Indices	US		-2.27
69	NASDAQ Stock Exchange (100 & Composite)	Indices	US		2.34
70	New York Stock Exchange (Financials and Composite)	Indices	US		-1.00
71	S&P 500	Indices	US		-3.94
72	Valueline Arithmetic Index	Indices	US		-2.72
73	MSCI - Emerging, ACWI x US, & EAFE	Indices	International		-1.81
74	Europe - DAX & FTSE100	Indices	International		-3.00
75	Asia - Hang Seng & NIKKEI Dow	Indices	International		-1.09
76	CRB Index, CRB Spot Price, CRB Raw Industrials	Commodities	Broad		0.00
77	Agricultural - Corn, Steers, & Wheat	Commodities	Soft		-3.00
78	Baltic Dry Index	Commodities	Hard		1.00
79	Crude Oil (around the world)	Commodities	Hard		-2.95
80	Gold Bullion (around the world)	Commodities	Hard		2.00
81	Lumber Prices	Commodities	Hard		-1.45
82	Metals - Silver, Copper, & Aluminum	Commodities	Hard		-3.62
83	Metals - Zinc & Stainless Steel	Commodities	Hard		-3.35
84	North America - Mexican Peso, Canadian Dollar, & US Dollar	Currencies	North America		2.00
85	Europe - Swiss Franc, British Pound, & Euro	Currencies	Europe		-1.83
86	BRIC - Braziliean Real, Russian Ruble, Indian Rupee, Chinese Renminbi	Currencies	Emerging Markets		3.00
87	Asia Pacific - Australian Dollar, South Korean Won, & Japanese Yen	Currencies	Asia		-1.00
88	Japanese Yen	Currencies	Asia		3.58
89	Russian Ruble	Currencies	Asia		3.02
90	Chinese Renminbi	Currencies	Asia		2.00
91	South Korean Won	Currencies	Asia		-2.64
92	Australian Dollar	Currencies	Asia		2.00
93	Indian Rupee	Currencies	Asia		1.73
94	British Pound	Currencies	Europe		-2.55
95	Euro	Currencies	Europe		3.00
96	Swiss Franc	Currencies	Europe		-2.03
97	US Dollar	Currencies	North America		0.02
98	Canadian Dollar	Currencies	North America		-2.00
99	Mexican Peso	Currencies	North America		-1.51
100	Brazilian Real	Currencies	South America		1.00

Chartbooks

wdt_ID	Chartbook	Description
1	Key Indicator Tables	Readings from the most recent close, no charts.
2	Key Indicators Chartbook	Quick review of key psychology, monetary, and valuation charts
3	Investment Strategy Handbook	A comprehensive chartbook of valuable stock market data including: market internals, psychology, monetary, valuation, domestic and international stock indices, interest rates, commodities, and currencies.
4	Market Internals	Market Internals and breadth measures on US stock exchanges including Arms, McClellan, 21 Day Oscillator, Net New Highs, Overbought Oversold and Advance/Decline lines
5	Psychology Indicators	Key market sentiment indicators
6	Monetary Conditions	Major monetary indicators including the yield curve, key interest rates, our bond momentum indicator, monetary aggregates, etc.
7	Market Valuation	Popular market valuation metrics
8	Market Trend Analyzer	The Market Trend Analyzer is a price based, long term trend following system designed as a fail safe for investment strategy and portfolios. Charts show current MTA condition for US equities, international equities, global equities, REITs, and commodities.
10	Currencies	Daily charts of key global currencies
	Chartbook	Description