Indicators, Indices, & Market Internals

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Indicators

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Lists of Indicators

• RobertWColby.com (01/17)
  • 126 Comparably Measured Technical Market Indicators, Ranked by Annual Relative Advantage (01/17)
  • Comparably Measured Technical Market Indicators, Ranked by Profit/Loss Index (01/17)
• AIQ Systems (01/17)
• eSignal Formulae (01/17)
• FMlabs.com Indicator Reference (01/17)
• Metastock Formulae @ guppytraders.com (01/17)
• Metastock Formulae @ meta-formula.com (01/17)
• Metastock Formula Index (01/17)
• TAdoc.org (01/17)

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Average Directional Index (ADX, DM+, DM-)

• Average Directional Index
  • Advance Decline Issues @ tradingsolutions.com (01/17)
  • Advance Decline Volume @ marketvolume.com (01/17)
  • Average Directional Index @ AspenRes.com (01/17)
  • Average Directional Index @ fmlabs.com (01/17)
  • Average Directional Index @ FOREXrealm.com (ADX, +DM, -DM, +DI, -DI, DX, and TR) (01/17)
  • Average Directional Indicator @ Investor/RT (01/17)
  • Average Directional Index @ StockCharts.com (01/17)
• Directional Movement Indicator
  • DMI/ADX Consistently Works @ EliteTrade.com (01/17)
  • Volume-Weighted EMA and the Directional Movement Indicator @ gummy-stuff.org (01/17)
    • Excel spreadsheets @ gummy-stuff.org (01/17)
• Directional Movement Rating
  • Average Directional Movement Rating (ADXR) (01/17)
• Directional Indicator
  • Directional Indicator @ AspenRes.com (01/17)
  • Directional Indicators @ Investor/RT (01/17)

• Short Term Index (STIX)
  • STIX @ investorglossary.com (01/17)
    • STIX is an EMA of a variation of the advance/decline ratio
    • STIX(t) = [[Adv(t)/[Adv(t)+Decl(t)]*0.09] + STIX(t-1)*0.91] where
    • STIX(t) = today's value
    • Adv(t) = number of advancing stocks
    • Decl(t) = number of declining stocks
    • STIX(t-1) = yesterday's value
  • STIX @ forexrealm.com (01/17)
  • STIX @ surefirething.com (01/17)

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Bullish Percent Index

• BPI @ ABCcapital.com (01/17)
• BPI @ crbtrader.com (good) (01/17)
• Investopedia.com
  • BPI @ investopedia.com (01/17)
  • BPI (P&F Internal Indicators) (01/17)
• LeavittBrothers.com
  • Bullish Percent Index (01/17)
• Minyanville.com
  • NYSE Bullish Percent Primer, Part 1 (June 4, 2003) (01/17)
  • NYSE Bullish Percent Primer, Part 2 (June 5, 2003) (01/17)
  • Market Waits with Bated Breadth (Oct 4, 2006) (01/17)
• BPI @ seekingalpha.com (01/17)
• Stockcharts.com
  • Charts @ stockcharts.com (01/17)
  • P&F Chart of $BPNDX (01/17)
  • SharpChart of $BPNDX (01/17)
• BPI for Precious Metals @ technicalwatch.com (01/17)
• Zeal LLC
  • Trading the NYSE BPI (June 27, 2003) (01/17)
  • Trading the BPI Reversals 1 (February 13, 2004) (01/17)
  • Trading the BPI Reversals 2 (March 19, 2004) (01/17)

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Market Profile

• Trading with Market Profile (01/17)

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Moving Averages

• General Information
  • Moving Averages @ linnsoft.com (01/17)
  • TADoc.org (01/17)
  • moving-averages.technicalanalysis.org.uk (01/17)
  • Trend Indicators - Delusion or Reality @ financial-hacker.com (good comparison) (01/17)
• Adaptive Moving Average
  • The Adaptive Moving Average was developed by Perry Kaufmann. This indicator is an EMA.
    An Efficiency Ratio is used to modify the smoothing constant, which ranges from a minimum of
    the fast length to a maximum of the slow length.
  • Adaptive Average (DYO Study @ ensign.editme.com (01/17)
  • Investor/RT Tour (01/17)
• Fractal Adaptive Moving Averagee (FRAMA) by John Ehlers
  • FRAMA @ etfhq.com (01/17)
  • FRAMA - Is it Effective? @ efthq.com (01/17)
  • FRAMA @ elitetrader.com (01/17)
  • FRAMA @ traders.com (October 2005) (01/17)
  • FRAMA @ wisestocktrader.com (01/17)
  • Signals of the FRAMA @ mql5.com (01/17)
  • Excel spreadsheet for FRAMA @ technicalindicators.net (01/17)
• Guppy Multiple Moving Averages
  • Guppy MMA @ guppytraders.com (01/17)
• Hull Moving Average
  • Hull MA for Amibroker (01/17)
  • Hull Moving Average @ motivewave.com (01/17)
• Jurik Moving Average
  • Jurik Research (01/17)
  • Code for JMA (01/17)
  • Code
    
    function JMA( array, per )
    {
    TN1=MA(array,per);
    s1=0;
    for( i = 0; i < per; i=i+1 )
    {
    s1=s1+((per-(2*i)-1)/2)*Ref(array,-i);
    }
    return TN1+(((per/2)+1)*S1)/((per+1)*per);
    }
    
    k=Param("Period",15,1,100,1);
    J=JMA(C,k);
    
• Modified Moving Average
  • Formula @ aspenres.com (01/17)
  • Formula @ equis.com (01/17)
  • Formula @ linnsoft.com (01/17)
  • 50-Day Modified Moving Average @ meta-formula.com (01/17)
  • Formula @ tradecision.com (01/17)
• Predictive Moving Average
  • Predictive Moving Average @ crbtrader.com (01/17)
  • Predictive Moving Average @ sierrachart.com (01/17)
    • ave1=xaverage(price,period);
    • ave2=xaverage(ave1,period);
    • spread=(ave1-ave2);
    • zlag=(ave1+spread);
• Sine Weighted Moving Average
  • Formula @ aiqsystems.com (01/17)
  • Formula @ equis.com (01/17)
• Smoothed MA
  • Smoothed Moving Average @ 20minutetraders.com (01/17)
    • The first value for the Smoothed Moving Average is calculated as a Simple Moving Average
      • SUM1 = SUM(CLOSE, N)
      • SMMA1 = SUM1 / N
    • The second and succeeding moving averages are calculated according to this formula:
      • SUM1 = total sum of closing prices for N periods
      • SMMA1 = Smoothed Moving Average of the first bar
      • SMMA(i) = Smoothed Moving Average of the current bar (except the first bar)
      • CLOSE(i) = current closing price
      • N = smoothing period
      • SMMA(i) = [SUM1 - SMMA1 + CLOSE(i)] / N
    • For the following example, we will set the PERIOD = 3, and each day's price will be the same as
      the day number for that price [price(1) = 1, price(2) = 2, price(3) = 3]. For reference, the Simple
      MA is listed as "SMA".

      Array	Price	SMA	SUM	Smoothed MA
      Day(1)	1	- - -	- - -	- - -
      Day(2)	2	- - -	- - -	- - -
      Day(3)	3	2	1 + 2 + 3	SUM/3 = 2.00
      Day(4)	4	3	6.00 - 2.00 + 4	SUM/3 = 2.67
      Day(5)	5	4	8.00 - 2.67 + 5	SUM/3 = 3.44
      Day(6)	6	5	10.33 - 3.44 + 6	SUM/3 = 4.30
      Day(7)	7	6	12.89 - 4.30 + 7	SUM/3 = 5.20
      Day(8)	8	7	15.59 - 5.20 + 8	SUM/3 = 6.13
      Day(9)	9	8	18.39 - 6.13 + 9	SUM/3 = 7.09

  • Smoothed Moving Average @ wealth-lab.com (01/17)
    • A Smoothed Moving Average is an Exponential Moving Average, with a longer period applied
    • The Smoothed Moving Average gives the recent prices an equal weighting to the historic ones
    • The calculation does not refer to a fixed period, but uses all available data
    • X = today's price - yesterday's Smoothed Moving Average
    • Today's Smoothed Moving Average = yesterday's Smoothed Moving Average + X
    • If the period is defined as "n", then it is lengthened to 2*n - 1
    • A Smoothed Moving Average quite different from a Simple Moving Average
    • You can use the current price concept to trade
      • For a long position, buy when the current price is above the Smoothed Moving Average
      • Close your long position when the current price crosses below the Smoothed Moving Average
      • For a short position, sell when the current price is below the Smoothed Moving Average
      • Close your short position when the current price rises above the Smoothed Moving Average
• Tillson T3 MA
  • Tillson T3 MA @ tradingview.com/a> (01/17)
• Variable MA (also known as a VIDYA, Volatility Index Dynamic Average)
  • Original Article (01/17)
  • FMlabs.com: VIDYA (01/17)
  • Vertical Horizontal Filter (used in the Variable MA calculations) (01/17)
  • Variable Moving Average @ tradingview.com (01/17)
  • TradersLaboratory.com: Playing with the VMAR's Open Research (01/17)
• Volume-Weighted EMA
  • Volume-Weighted EMA and the Directional Movement Indicator @ gummy-stuff.org (01/17)
• Whipsaw-Resistant Moving Average (David Sepiashvili)
  • Turning Standard Deviation Bands into Overbought/Oversold Indicator (01/17)
  • Self-Adjusting RSI
    • Self-Adjusting RSI @ traders.com (01/17)
• Zero Lag EMA
  • Zero Lag @ mesasoftware.com (PDF) (01/17)
  • Zero Lag EMA @ wikipedia.org (01/17)
    • The formula for a given N-Day period and for a given Data series is:
    • Lag = (Period - 1) / 2
    • EmaData = Data + (Data - Data(Lagdaysago))
    • ZLEMA = EMA(EmaData, Period)
    • The idea is do a regular exponential moving average (EMA) calculation
      but on a de-lagged data instead of doing it on the regular data.
    • Data is de-lagged by removing the data from "lag" days ago thus removing
      (or attempting to) the cumulative effect of the moving average.
  • Zero Lag EMA @ tradingview.com (01/17)
    • length=input(10)
    • src=close
    • ema1=ema(src, length)
    • ema2=ema(ema1, length)
    • d=ema1-ema2
    • zlema=ema1+d
    • plot(zlema)
  • Zero Lag @ technicalindicators.net (01/17)
    • Example in Excel spreadsheet
    • Lag = [(n day's period - 1) / 2]
    • Entry data for EMA - [Close + (Close - Close n day's ago)]
    • ZLEMA = EMA of (Entry data for EMA)
  • Zero Lag Moving Average Indicator @ forexfactory.com (01/17)
    • Zero Lag Exponential Moving Average
    • EMA = K * ( 2 * PRICE - PRICE.X) + (1 - K) * EMA.1
    • where...
    • K = 2 / (n + 1)
    • n = Period
    • x = lag = (n - 1) / 2
  • Zero Lag MA indicator for MetaTrader 4 @ mq15.com (01/17)
  • Zero Lag EMA @ user42.tuxfamily.org (01/17)
    • lag = (N-1)/2
    • ZLEMA = EMA of (close + (close-close[lag]))

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Polarized Fractal Efficiency (PFE)

• Original Article @ traders.com (01/17)
• PFE @ Ensign Software (01/17)
• PFE @ fmlabs.com (01/17)
• PFE @ forexrealm.com (01/17)
• PFE @ investopedia.com (01/17)

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Value Charts (David Stendahl)

• Amibroker
  • Amibroker -- Code for Value Chart (01/17)
• Ensign Software
  • Normalized Candles (#q1342) (03/08)
• Esignal
  • EsignalCentral.com -- Code for Value Chart (01/17)
• TraderJi.com -- F Charts (01/17)

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Volume Indicators

• The Basics of Volume, Part 1 by Martin Pring (good article) (01/17)

• Balance of Power
  • AQuinn's Finance Notes - Balance of Power (01/17)

• Cumulative MoneyStream (CMS)
  • TCScanPlus.com - MoneyStream Scan (01/17)
  • Trade2win.com - David Bostian's Intraday Intensity (01/17)
    {Bostian's Intraday Intensity Index }
    var1 := (((2*C)-H)-L);
    var1 := If(var1=0,0.01,var1);
    var2 := (H-L);
    var2 := If(var2=0,0.01,var2);
    var3 := Sum((var1/var2)* VOLUME,21);
    var4 := (Sum(VOLUME,21));
    var5 := (var3/var4);
    II := var5 *100;

• Time Segmented Volume
  • Archive of Webinars @ worden.com (01/17)
  • Time Segmented Volume @ kb.worden.com (11/08)
  • Investopedia - Time Segmented Volume (01/17)
  • TradeOn.com - Indicator Interpretation Lessons (01/17)
  • Code Samples
    • QuotesPlus - message 12603) (01/17)
      In the 1960's, Worden Brothers (Don Worden) published an advisory letter out of Florida.
      One of their indicators at that time was Tick Volume which, like OBV, measured the
      volume pressure tick by tick rather than EOD. About 5 years ago, I had a long discussion
      with Peter Worden part of which covered TSV. Peter admitted that TSV was much like
      Tick Volume but had been modified somewhat.
      

      I've seen a note saying the Metastock version was:
      Sum(If(C > Ref(C,-1), V*(C-Ref(C,-1)),If(C < Ref(C,-1), V*(C-Ref(C,-1)),0)),18)
      with an exponential 9-day moving average around the whole thing.In other words,
      9-day EMA of: the 18-day sum of vol*change in price for up days and vol*change in
      price for down days.

    • Stockfetcher.com page 1 (01/17)
    • Stockfetcher.com page 2 (01/17)
    • Trader.com - Letters (11/08)
      As a follow-up to the letters in the December 2001 and February 2002 S&C issues
      on time-segmented volume indicator, the TSV by D. Worden (Worden Brothers,
      www.worden.com or TC2000.com) can be closely approximated by plotting a
      rate-of-change measure of the on-balance volume momentum indicator by J. Granville.
      With a little work, this may provide your readers some interpretative insight into TSV.
    • Tradeon.com - Money Stream (?) (01/17)

• Volume Spread Analysis
  • Volume Spread Analysis (VSA), Part 1 (01/17)
  • Volume Spread Analysis (VSA), Part 2 (01/17)
  • VSA Basics @ 52traders.com (PDF) (01/17)

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Volume Weighted Average Price (VWAP) and SD Bands

• VWAP
  • Clearly VWAP is not dissimilar to the view you get in the rear view mirror.
    If a stock is trending down consistently throughout the day, the current VWAP
    will always be higher than the current stock price. Similarly if the stock is
    trending up all day, the VWAP will always be lower.
  • Jperl's threads on VWAP and PVP (Trading with Market Statistics; traderslaboratory.com) (01/14)
    • Part 1 Volume Histogram (01/17)
    • Part 2 Volume Weighted Average Price (VWAP) (01/17)
    • Part 3 Basics of VWAP Trading (01/17)
    • Part 4 Standard Deviation (01/17)
    • Part 5 Other Entry Points (01/17)
    • Part 6 Scaling In and Risk Tolerance (01/17)
    • Part 7 Breakout Trades at the PVP (01/17)
    • Part 8 Counter-trend Trades in Symmetric Distributions (01/17)
    • Part 9 Scalping (01/17)
    • Part 10 Position Trading (01/17)
    • Part 11 Hold-Up Price (HUP) (01/17)
    • VWAP Indicator with 1SD and 2SD Bands (01/17)
    • TS Tick-by-Tick PVP Plotted with VWAP and SD Bands (01/17)
  • VWAP @ linnsoft.com (interesting ideas for Bands) (01/17)
  • VWAP @ trade-ideas.com (01/17)
  • VWAP Calculations Differences @ ezinearticles.com (Iterative versus Cumulative) (01/17)
  • VWAP Data @ xignite.com (01/17)
  • VWAP is the Word @ incrediblecharts.com (01/17)
    • VWAP Part Two (01/17)
  • Ensign Software
    • VWAP DYO Study @ ensignsoftware.com (01/17)
  • Interesting Ideas
    • Weblog August 18, 2005 @ brettsteenbarger.com (DOC file) (01/17)
      An interesting note from Austin Passamonte of CoiledMarkets.com:
      If you calculate pivot points for the past day, the next day's market touches that pivot point
      roughly 75% of the time. This fits with the theme of mean reversion in the markets. To test
      this notion, I went back to January, 2004 (N = 404) and examined how often we touched
      the previous day's volume weighted average price (VWAP). Starting at 9:30 AM EST and
      ending with the day's close of trading at 4:15 PM EST, we touch the prior day's VWAP on
      266 out of 404 occasions.
      Interestingly, the odds are higher of touching the VWAP if the first 45 minutes of trading are
      lower (156/213) than higher or unchanged (109/191). Given the market's bullish bias over this
      period, the finding makes sense.
      Here's another tidbit: If we start the market "day" at 4:00 PM EST (thus including overnight action),
      the market hits its previous day's VWAP more often: 297/404 times. Given the recent strength of
      the overnight session (see the blog from 8/16) compared to midday, this also makes sense, as the
      market reverses prior weakness to return to its mean value. A trading system idea, fading range
      extremes and targeting average prices within those ranges, lurks in these data. Hats off to
      Mr. Passamonte, who BTW, also writes for Trading Markets.
    • Formulae for "VWAP for Support and Resistance" @ equis.com (01/17)
  • Standard Deviation
    • Calculating SD of the VWAP @ elitetrader.com (01/17)
      • More on Calculating the SD of the VWAP (01/17)
      • In SierraChart, the VWAP calculation starts at midnight
    • Turning Standard Deviation Bands into Overbought/Oversold Indicator by David Sepiashvili (01/17)
    • VWAP and SD Bands (interesting ideas for Bands) (01/17)
  • Maximum Permissible Deviation [MPD = (H-L)/2] - Alternative to SD
    • Using VWAP and MPD @ trade2win.com (01/17)
    • Using the VWAP and MPD to Calculate Low-Risk Entries (01/17)
    • VWAP Study with Two Versions of MPD (Yesterday's Range or Today's Range) (01/17)
  • Articles
    • Competitive Algorithms for VWAP and Limit Order Trading (01/17)
    • Institutional Trading Benchmark, the VWAP (01/17)
    • Volume Weighted Average Price (01/17)

• MIDAS and T-B Finder
  • MIDAS and Intraday Charts @ traders.com (01/17)
  • MidasExplorer.com (01/17)
  • MIDAS T-B Finder Algorithm @ books.google.com (01/17)
  • TradeStation Code for the MIDAS Topfinder/Bottomfinder Curves @ onlinlibrary.wiley.com (01/17)
  • XLMidas (01/17)

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Miscellaneous Indicators

• Average True Range
  • Average True Range @ meta-formula.com (01/17)
  • Average True Range @ stockcharts.com (01/17)
  • How to Use the Average True Range @ tradingsim.com (01/17)

• Darvas Box
  • Darvas Box Traps Elusive Returns @ investopedia.com (01/17)
  • Darvas Box @ boxcharts.com (01/17)
  • Darvas Box Theory @ gold-eagle.com (good article) (01/17)
  • Formulae for Darvas Box
    • Darvas Box Formulae @ aussiestockforums.com (01/17)
    • Darvas Box @ guppytraders.com (01/17)
    • Darvas Box Formulae @ linnsoft.com (01/17)
    • Darvas Box Formulae @ traderji.com (01/17)
  • Software for Darvas Box
    • Darvas Box @ sethi.org (01/17)
    • Darvas Box 2 (01/17)

• Gann Hi Lo Activator
  • Gann Hi-Lo Activator @ actfx.com (01/17)
  • Gann Hi-Lo Activator @ binarytribune.com (01/17)
  • Gann Hi-Lo Activator @ forex-strategies-revealed.com (01/17)

• LSS Oscillator and Pivot Point (George Angell)
  • LSS Oscillator @ wisestocktrader.com (01/17)

• Pattern Trapper (01/17)

• Price Action Channel (Jason Fielder, etc)
  • Synergy Trading Method
    • Synergy Trading Method @ compassfx.com (01/17)
    • Trader's Dymanic Index (01/17)
  • FOREXImpact.com (01/17)
    • Daily Videos (01/17)
    • FOREX Gap Trading (01/17)
  • Triadformula.com (01/17)
    • The 60:30:10 Principle (PDF report) (01/17)
    • Characteristics of the system
      • Three market condidtions -- (1) trend, (2) countertrend, and (3) breakout
      • Auto-Adaptive Technology
      • Transitional Hedging
      • Double Dipping
      • Can trade both the trend and the counter-trend at the same time
      • Stacking the Deck
      • Price Action Channel (2 bars)

• RSI
  • RSI @ wikipedia.org (01/17)

• Stochastic Oscillator
  • Stochastic Oscillator @ wikipedia.org (01/17)

• TFS Indicators by Bryan Strain
  • TFS MBO @ quantshare.com (01/17)
  • TFS Tether Line @ quantshare.com (01/17)
  • TFS Volume Oscillator @ quantshare.com (01/17)

• Three Bar/Line/Price Break
  • Three Line Break Charts @ linnsoft.com (01/17)

• Three Bar Net (Joseph Stowell)
  • Three Bar Net Line @ trading-naked.com (01/17)
  • Three Bar Net Line @ thepatternsite.com (01/17)
  • Three Bar Net Line Stratgegy @ forexstategieswork.com (01/17)
  • Three Bar Net Line @ evilspeculator.com (PDF) (01/17)
  • Three Bar Net Line @ tv.ino.com (PDF) (01/17)

• Trend Detection Index by M. H. Pee
  • TDI @ linnsoft.com (01/17)

• T Theory by Terrence Howard Laundry
  • T Theory Foundation (01/17)

• Woodie's CCI Club (01/17)

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Indices

Broker/Dealer Index (XBD) and ETF IAI

• XBD @ finance.yahoo.com (01/17)

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Financial Sector ($BKX)

• $BKX -- PHLX Bank Index (modified-capitaliazation-weighted index)
  • Technical Analysis of the BKX and XLF (99.4% correlation) (01/17)

• XLF -- Financial Select Sector SPDR
  • xlf @ finance.yahoo.com (01/17)

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Housing Index ($HGX)

• Correction in Gold Near End (01/17)
• Dow Real Estate Index and HGX Index (01/17)
• US Housing Bubble @ wikipedia.org (01/17)

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Interest Rates

• General Information
  • Featured Interest Rates (LIBOR, etc) (01/17)
  • Financial Forecast Center (01/17)
  • Historical Rate Comparison (01/17)
  • Is a Housing Crisis Approaching? (Aug 24, 2006) (01/17)
  • Rates and Bonds @ Bloomberg.com (01/17)
• Libor (London Interbank Offered Rate)
  • LIBOR at Wikipedia.org (01/17)
  • LIBOR Data at Economagic (01/17)

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Semiconductor Index

• SMH -- Semiconductor HOLDRS (market capital weighted)
  • SMH @ finance.yahoo.com (01/17)

• SOXX
  • Semicondutor ETF goes from IGW to SOXX (01/17)

• $SOX Index -- PHLX Semiconductor Sector (price weighted)
  • $SOX Components @ finance.yahoo.com (01/17)

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Miscellaneous Indices

• Baltic Dry Index
  • Baltic Dry Index (BDI) @ investmenttools.com (01/17)
  • Baltic Dry Index ($BDI) @ stockcharts.com (01/17)

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Market Internals

Advancing/Declining Issues

• Advance Decline Data @ unicorn.us.com (01/17)
• Advancing-Declining Issues @ tradingsolutions.com (based on the opening price; wrong) (01/17)
• Advancing Declining Issues @ marketvolume.com (based on yesterday's closing price; correct) (01/17)
• Advancing Declining Issues @ stockcharts.com (01/17)
• Defining Advance/Decline Indicators @ traders.com (01/17)

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Program Trading Buy/Sell Levels

• Index Arbitrage Program Trading Premium Values @ indexarb.com (01/17)
• Today's Buy/Sell Programs @ programtrading.com (01/17)

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Commitments of Traders

• Committed to the Markets (local copy)

• Floyd Upperman
  • What Futures Traders Should Know About the COT Report, Part 1 (01/17)
  • What Futures Traders Should Know About the COT Report, Part 2 (01/17)

• Keeping an Eye on the Big Boys: Part 2 (local copy)

• CFTC (01/17)
  • COT Reports (01/17)

• CommitmentsOfTraders.com (George Slezak) (01/17)

• CommitmentOfTrader.com (plug-in) (01/17)

• Forecast the FX Market with the COT Report @ investopedia.com (01/17)

• TimingChart.com (COT database) (01/17)

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Money Flow

• Keeping an Eye on the Big Boys (local coy)
• ICI.org Weekly Reports ("money market withdraws") (01/17)
  • Local copy of these webpages
• Historial Data
  • Money Market Mutual Fund Assets Historical Data (data from 01/02/08 through 01/20/10)
  • Excel File (data from 01/02/08 through 01/13/10)

• Mutual Fund Facts About Individual Stocks (01/17)

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Put Call Ratio

• Forecasting Market Direction with Put/Call Ratios @ investopedia.com (01/17)
• Trading the Put/Call Ratio @ zealllc.com (01/17)

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$TICK Index

• TICK Strategies @ traderslaboratory.com (01/17)
• $TICK and $ADD @ mypivots.com (01/17)

• NYSE Tick Definitions
  • Plus tick = trade price that is higher than the previous trade price
  • Zero-plus tick = trade price equal to the previous trade price, and the previous trade price was a plus tick
  • Minus tick = trade price that is lower than the previosu trade price
  • Zero-minus tock = trade price equal to the previous trade price, and the previous trade price was a minus tick

• NASDAQ Tick Definitions
  • Up tick occurs on an up BID (not an actual trade)
  • Down tick occurs on a down BID (not an actual trade)

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$TRIN (Arms Index)

• TRIN @ stockcharts.com (01/17)
• The Better TRIN Indicator @ emini-watch.com (01/17)

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Volatility

• General Information about Volatility
  • Volatility Basics @ SchaeffersResearch.com (01/17)

• CBOE BuyWrite Indices
  • BXD (CBOE DJIA BuyWrite Index)
    • Information at the CBOE (01/17)
    • BXD @ wikipedia.org (01/17)
  • BXM (CBOE S&P 500 BuyWrite Index)
    • Information at the CBOE (01/17)
  • BXN (CBOE NASDAQ-100 BuyWrite Index
    • Information at the CBOE (01/17)

• VIX (CBOE S&P 500 Volatility Index)
  • General Information
    • ^VIX @ finance.yahoo.com (01/17)
    • VIX @ Answers.com (01/17)
    • VIX @ bigpicture.typepad.com (01/17)
    • VIX @ cboe.com (01/17)
    • VIX @ invest-faq.com (01/17)
    • VIX @ investopedia.com (01/17)
      • Strategies To Trade Volatility Effectively With VIX (01/17)
    • VIX @ marketswiki.com (01/17)
    • VIX @ stockcharts.com (01/17)
    • VIX @ thestrategylab.com (01/17)
    • tradejuice.com (01/17)
      • Analysis of the VIX over the Past 15 Years @ tradejuice.com (01/17)
      • 10-Day Moving Average of the VIX @ tradejuice.com (01/17)
    • tradingmarkets.com (01/17)
      • VIX in Glossary (01/17)
        • VIX uses real-time data from the markets to measure volatility and is
          therefore an indicator of what traders are doing with their money at
          any given time
        • VIX is the only measure of market sentiment based on what traders are
          doing rather than what they are saying
        • VIX measures sentiment moment-by-moment and intraday changes in the
          VIX show the rise and fall of fear in the market over the course of a day
        • In theory, VIX goes up when stocks fall and VIX declines when stocks rise
        • Correlation between the VIX and SPY has varied from -0.75 to -0.86
      • The VIX Doesn't Work, Except When It Does (01/17)
      • Trading The VIX: Short Term Strategies for High Probability Traders (01/17)
    • Don Worden on the VIX @ tradermike.net (interesting) (01/17)
  • Inverted VIX
    • A Different Way to Look at the VIX: 1999-2007 @ vixandmore.blogspot.com (01/17)
    • The Inverted Percentile VIX @ vixandmore.blogspot.com (01/17)
    • Inverted VIX: The US Tour @ vixandmore.blogspot.com (01/17)
    • Inverted VIX @ stocktiming.com (01/17)
    • Inverted VIX @ stockcharts.com (01/17)
    • The VIX Flip @ nasdaq.com (01/17)
    • Inverted VIX: Ominous Signal @ tradingview.com (01/17)
    • Inverted VIX @ blog.wavetrack.com (01/17)
    • Introduction and Growth of VIX @ bloombergtradebook.com (01/17)
      • VIX’s consistent ~80% negative correlation to SPX and the broad equity markets
    • Relationship Between the SPX and VIX @ tastytradenetwork.squarespace.com (01/17)
    • SPX/VIX Inverse Relationship @ masteroptions.com (01/17)
  • Intraday VIX
    • How to Use the VIX Intraday @ tradingview.com (01/17)
    • Intraday Moving Average on the VIX (01/17)
    • Using Intraday VIX REversal to Spot Intraday Market Reversals (01/17)
    • Intraday Seasonal -- VIX Intraday Patterns (01/17)
    • Intraday VIX @ ingentaconnect.com (01/17)
      • In general, VIX levels around noon are most informative for predicting realized volatility

• VXD (CBOE DJIA Volatility Index)
  • CBOE DJIA Volatility Index (01/17)
  • VXD @ marketswiki.com (01/17)

• VXN (CBOE NASDAQ-100 Volatility Index)
  • CBOE Volatility Indices @ marketswiki.com (01/17)
  • VXN @ cboe.com (definition of VXN) (01/17)
  • VXN @ yahoo.com (^VXN) (01/17)
  • Volatility Trading the QQQs @ zealllc.com (01/17)
  • Trading the VXN Wedge @ zealllc.com (01/17)

• VXO (CBOE S&P 100 Volatility Index)
  • VXO @ cboe.com (01/17)

• VXST (CBOE Short-Term Volatility Index)
  • VXST @ cboe.com (01/17)
  • VXST vs VIX @ cboeoptionshub.com (01/17)
    • Both VIX and VXST have an inverse relationship to the SPY
    • The correlation of daily price changes between VXST and the S&P 500
      from 2011 to 2013 has been -0.7212
    • Over the same time period the correlation between VIX and the S&P 500
      has been -0.8126
    • VXST had tended to rally to higher highs and drop to lower lows
      than the VIX
  • The New VXST and VXST:VIX Ratio (01/17)

• VXX ETF
  • VXX It's Not Quite What It Seems @ fool.com (01/17)

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created by Bonnie Lee Hill,
bonniehill@verizon.net
last modified on January 19, 2017

URL: http://www.bonniehill.net/pages/indicators.html