Indicators, Indices, & Market Internals

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Indicators

Articles

• Using Multiple Trend-Change Signals (07/08)

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Lists of Indicators

• AIQ Systems
• AmiBroker (07/08)
• eSignal Formulae
• FMlabs.com Indicator Reference
• Guppy Traders' Site
• Mark Brown Code Library (07/08)
• MarketScreen.com Reference Material
• Metastock Exploration Formula Index (07/08)
• Metastock Indicator Formula Index (07/08)
• Metastock Formulae @ guppytraders.com (07/08)
• Metastock Formulae @ meta-formula.com (07/08)
• Metastock Formula Index
• Metastock Formulae @ set50.com (07/08)
• Metastock Formulae @ wordpress.com (07/08)
• TradeStation Formulae @ systems4trading.com (07/08)
• TAdoc.org
• trader.online.pl
• xeatrade.com (07/08)

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

• Average Directional Index
  • Advance Decline Issues @ tradingsolutions.com (07/08)
  • Advance Decline Volume @ marketvolume.com (07/08)
  • ADX Directional Movement Index @ chartfilter.com (07/08)
  • ADX Strategies Explained @ FXstreet.com (07/08)
  • Apply the ADX/DMI Indicator @ interactivebrokers.com (07/08)
  • Average Directional Index @ AspenRes.com (07/08)
  • Average Directional Index @ fmlabs.com (07/08)
  • Average Directional Index @ FOREXrealm.com (ADX, +DM, -DM, +DI, -DI, DX, and TR) (07/08)
  • Average Directional Indicator @ Investor/RT (07/08)
  • Average Directional Index @ prosticks.com (07/08)
  • Average Directional Index @ StockCharts.com (07/08)
  • ADX @ TradingMarkets.com (07/08)
• Directional Movement Indicator
  • Directional Movement @ Trade10.com (07/08)
  • DMI/ADX Consistently Works @ EliteTrade.com (07/08)
  • Volume-Weighted EMA and the Directional Movement Indicator @ gummy-stuff.org (07/08)
    • Excel spreadsheets @ gummy-stuff.org (07/08)
• Directional Movement Rating
  • Average Directional Movement Rating (ADXR) (07/08)
• Directional Indicator
  • Directional Indicator @ AspenRes.com (07/08)
  • Directional Indicators @ Investor/RT (07/08)

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Bullish Percent Index

• BPI @ ABCcapital.com (03/08)
• BPI for Global Bonds @ arlington-capital.com (chart only) (03/08)
• BPI @ crbtrader.com (good) (03/08)
• BPI @ incrediblecharts.com (03/08)
• Investopedia.com
  • BPI @ investopedia.com (03/08)
  • BPI (P&F Internal Indicators) (03/08)
• LeavittBrothers.com
  • Bullish Percent Index (03/08)
  • BPI Video @ LeavittBrothers.com (good) (03/08)
• Minyanville.com
  • NYSE Bullish Percent Primer, Part 1 (June 4, 2003)
  • Nyse Bullish Percent Primer, Part 2 (June 5, 2003)
  • Market Waits with Bated Breadth (Oct 4, 2006) (03/08)
• BPI @ sectortrendinvesting.com (Sector Rotation Model) (03/08)
• BPI @ seekingalpha.com (03/08)
• Stockcharts.com
  • Charts @ stockcharts.com (03/08)
  • P&F Chart of $BPNDX (03/08)
  • SharpChart of $BPNDX (03/08)
  • BPI @ stockcharts.com (03/08)
  • S&P BPI (Jan 6, 2008) (03/08)
  • "Bearish" Percent Indexes (Jan 20, 2008) (03/08)
• BPI @ stockhouse.ca (03/08)
• BPI for Precious Metals @ technicalwatch.com (03/08)
• TradingMarkets.com
  • How to Time Market Bottoms, Part 2 (03/08)
• Zeal LLC
  • Trading the NYSE BPI (June 27, 2003) (03/08)
  • Trading the BPI Reversals 1 (February 13, 2004) (03/08)
  • Trading the BPI Reversals 2 (March 19, 2004) (03/08)
• Code for BPI
  • BPI @ amibroker.com (#1) (03/08)
  • BPI @ amibroker.com (#2) (03/08)
  • BPI @ amibroker.com (#3) (03/08)
• Variations on the BPI
  • Percent of Stocks above the 200 SMA (markets around the world) (03/08)

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Market Profile

• Market Profile Guide @ CBOT (07/08)
• Market Profile @ mypivots.com (07/08)
  • Value Areas and Point of Control 2008 Q3 @ mypivots.com (07/08)
• Trading with Market Profile (09/08)

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Moving Averages

• General Information
  • Moving Averages @ elliottwaves.biz (08/08)
  • Moving Averages @ Investopedia.com (07/08)
  • Moving Averages @ linnsoft.com (07/08)
  • Smoothing Time Series @ ivorix.com (07/08)
  • TADoc.org
  • moving-averages.technicalanalysis.org.uk
• 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.
  • AmiBroker.com
  • ivorix.com Code
  • Investor/RT Tour
  • Adaptive Moving Average
  • Kaufman's Adaptive Moving Average
  • Adaptive Moving Average @ guppytraders.com
  • ScientificTrader.com
  • Tips from Traders.com
• Ehler's Filters
  • Distance Coefficient Ehler's Filter
  • Instantaneous Trend Line
• Guppy Multiple Moving Averages
  • Guppy MMA @ StarTraderReport.com (07/08)
• Hull Moving Average
  • Hull Moving Average @ JustData.com.au
  • Ensign documentation
    • Chart of Various Averages
    • Hull Moving Average (#669)
    • Hull Moving Average (#1080)
    • December 2005 -- Hull Moving Average
  • Hull MA for Amibroker
• Jurik Moving Average
  • Jurik Research (07/08)
    • JMA @ jurikres.com
    • JMA Demo
    • FAQs on JMA
    • Special Reports
    • Why Use JMA? (08/08)
  • Code for JMA (07/08)
  • 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
  • Formula @ equis.com
  • Formula @ linnsoft.com
  • 50-Day Modified Moving Average @ meta-formula.com
  • Formula @ tradecision.com
  • Formula @ trader.online.pl (example of specific settings)
  • Function @ trader.online.pl (good)
• Predictive Moving Average
  • December 2006 Trading Tips @ Ensign
  • Q&A Knowledge Base #1391
• Sine Weighted Moving Average
  • Formula @ aiqsystems.com (07/08)
  • Formula @ equis.com (07/08)
  • Formula @ ivorix.com
• Smoothed MA
  • Smoothed Moving Average @ 20minutetraders.com (04/09)
    • 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 @ danielstrading.com (04/09)
    • A Smoothed Moving Average is an Exponential Moving Average, with a longer perdiod 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
  • "Smoothing Techniques for More Accurate Signals" by Tim Tillson (07/08)
  • T3 MA @ amibroker.com (04/09)
  • T3 Moving Average @ purebytes.com (07/08)
  • T3 by Tim Tillson @ trader.online.pl (07/08)
  • Converted Alex's Improved Verion @ sierrachart.com (07/08)
  • Tillson T3 MA @ Ensign Software (07/08)
  • Tillson T3 @ dacharts.org (Ensign Class Transcript) (09/08)
• Variable MA (also known as a VIDYA, Volatility Index Dynamic Average)
  • Original Article (08/08)
  • FMlabs.com: VIDYA (08/08)
  • MarketScreen.com (08/08)
    • Vertical Horizontal Filter (used in the Variable MA calculations) (08/08)
  • Paritech.com.au: Variable Moving Average (08/08)
    • Chande Momentum Indicator (used in the Variable MA calculations) (08/08)
  • TradersLaboratory.com: Playing with the VMAR's Open Research (08/08)
  • Trader.Online.pl: VIDYA 21,5 Indicator (08/08)
• Volume-Weighted EMA
  • Volume-Weighted EMA and the Directional Movement Indicator @ gummy-stuff.org (07/08)
• Whipsaw-Resistant Moving Average (David Sepiashvili)
  • Trendiness Indicators @ alticom.com (07/08)
  • Turning Standard Deviation Bands into Overbought/Oversold Indicator (09/08)
  • Self-Adjusting RSI (09/08)
    • Self-Adjusting RSI @ XEAtrade.com (09/08)
    • Traders' Tips, February 2006 (09/08)
  • David Sepiashvili's Research Interests (09/08)
• Zero Lag EMA
  • Zero Lag EMA @ guppytraders.com

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Polarized Fractal Efficiency (PFE)

• Original Article @ traders.com (07/08)
• PFE @ amibroker.com (07/08)
• PFE @ Ensign Software (07/08)
• PFE @ fmlabs.com (07/08)
• PFE @ forexrealm.com (07/08)
• PFE @ fxstreet.com (07/08)
• PFE @ geocities.com/Kevin (07/08)
• PFE @ investopedia.com (07/08)
• PFE @ trader.online.pl (07/08)
• PFE @ traderslog.com (07/08)

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Value Charts (David Stendahl)

• Amibroker
  • Amibroker -- Code for Value Chart (03/08)
• ChartResearch.com -- Value Charts (03/08)
• Ensign Software
  • Normalized Candles (#1342) (03/08)
  • Normalized Candles (#q1342) (03/08)
• Esignal
  • EsignalCentral.com -- Code for Value Chart (03/08)
• Ninja Trader
  • NinjaTrader-support.com -- Code for Value Chart (03/08)
  • NinjaTrader-support.com -- Code for Value Chart (archive) (03/08)
• PureBytes.com -- Value Charts (03/08)
• TraderJi.com -- F Charts (03/08)

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Volume Indicators

• The Basics of Volume, Part 1 by Martin Pring (good article) (09/08)

• Positive Volume Index @ marketscreen.com

• Balance of Power
  • AQuinn's Finance Notes - Balance of Power (11/08)
  • ChartTraining.com - Balance of Power (11/08)
  • SiliconInvestor.advfn.com - Balance of Power (11/08)
  • Code Samples
    • Trader.online.pl - Balance of Power (11/08)

• Cumulative MoneyStream (CMS) @ worden.com (11/08)
  • ChartTraining.com - MoneyStream Training (11/08)
  • TCScanPlus.com - MoneyStream Scan (11/08)
  • Evolution of MoneyStream and Balance of Power (11/08)
  • Trade2win.com - David Bostian's Intraday Intensity (11/08)
    {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 @ worden.com (11/08)
  • Time Segmented Volume @ kb.worden.com (11/08)
  • ChartTraining.com - Time Segmented Volume (11/08)
  • Investopedia - Time Segmented Volume (11/08)
  • StockTracker250.com - sample charts (11/08)
  • TradeOn.com - Indicator Interpretation Lessons (11/08)
  • Code Samples
    • Amibroker.com (good code) (11/08)
    • NeoTicker.com (11/08)
    • NinjaTrader.com (11/08)
    • Purebytes.com - msg02470 (11/08)
    • Purebytes.com - msg00954 (11/08)
    • QuotesPlus - message 12603) (11/08)
      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 (11/08)
    • Stockfetcher.com page 2 (11/08)
    • 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 (?) (11/08)
    • Trader.online.pl - Time Segmented Volume (11/08)

• Volume Spread Analysis @ SFO Magazine (07/08)
  • Volume Spread Analysis (VSA), Part 1 (09/08)
  • Volume Spread Analysis (VSA), Part 2 (09/08)

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Volume Weighted Average Price (VWAP) and SD Bands

• 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) (09/08)
  • Part 1 Volume Histogram (09/08)
  • Part 2 Volume Weighted Average Price (VWAP) (09/08)
  • Part 3 Basics of VWAP Trading (09/08)
  • Part 4 Standard Deviation (09/08)
  • Part 5 Other Entry Points (09/08)
  • Part 6 Scaling In and Risk Tolerance (09/08)
  • Part 7 Breakout Trades at the PVP (09/08)
  • Part 8 Counter-trend Trades in Symmetric Distributions (09/08)
  • Part 9 Scalping (09/08)
  • Part 10 Position Trading (09/08)
  • Part 11 Hold-Up Price (HUP) (09/08)
  • VWAP Indicator with 1SD and 2SD Bands (09/08)
  • TS Tick-by-Tick PVP Plotted with VWAP and SD Bands (09/08)
• Money FLow & VWAP @ tradetrek.com (08/08)
• VWAP @ reuters.com (also known as Dynamic Time and Sales) (08/08)
• VWAP @ answers.com (08/08)
• VWAP @ linnsoft.com (interesting ideas for Bands) (09/08)
• VWAP @ trade-ideas.com (08/08)
• VWAP Based Pivots @ neoticker.com (08/08)
• VWAP Calculations Differences @ ezinearticles.com (Iterative versus Cumulative) (08/08)
• VWAP Data @ xignite.com (08/08)
• VWAP is the Word @ incrediblecharts.com (09/08)
  • VWAP Part Two (09/08)
• VWAP Triggers (colored dots) @ ninjatrader.com (08/08)
• Ensign Software
  • VWAP DYO Study @ ensignsoftware.com (08/08)
• Ideas from sputnik.to
  • Continuous VWAP on ES (08/08)
  • Second Chance Setup (08/08)
  • Triple VWAP (Template for Ensign Software) (08/08)
  • Weekly Back to Daily VWAP (08/08)
• Interesting Ideas
  • Weblog August 18, 2005 @ brettsteenbarger.com
    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.
  • Traders.com
    • VWAP for Support and Resistance @ traders.com (multiple-day VWAP) (08/08)
    • Traders.com: May 2001 Trader's Tips (code) (08/08)
    • Traders.com: September 2008 Trader's Tips (code) (09/08)
  • Formulae for "VWAP for Support and Resistance" @ equis.com (08/08)
  • Volume Weighted Average Price by George Reyna @ trader.online.pl (08/08)
• Reuters VWAP calculation uses 65 business days as an approximation of 3 calendar months (08/08)
• Standard Deviation
  • Calculating SD of the VWAP @ elitetrader.com (09/08)
    • More on Calculating the SD of the VWAP (09/08)
    • In SierraChart, the VWAP calculation starts at midnight
  • Turning Standard Deviation Bands into Overbought/Oversold Indicator by David Sepiashvili (09/08)
  • Daily Standard Deviation (09/08)
  • Weekly Standard Deviation (09/08)
  • Moving Standard Deviation (09/08)
  • VWAP and SD Bands (interesting ideas for Bands) (09/08)
• Maximum Permissible Deviation [MPD = (H-L)/2] - Alternative to SD
  • Using VWAP and MPD @ trade2win.com (09/08)
  • Using the VWAP and MPD to Calculate Low-Risk Entries (09/08)
  • VWAP Study with Two Versions of MPD (Yesterday's Range or Today's Range) (09/08)
• Articles
  • Algorithms are a Human's Best Friend (08/08)
  • Competitive Algorithms for VWAP and Limit Order Trading (08/08)
  • Institutional Trading Benchmark, the VWAP (09/08)
  • Optimal VWAP Trading Strategy and Relative Volume (08/08)
  • Returns in Trading versus non-Trading Hours (08/08)
  • Volume Weighted Average Price (08/08)
  • VWAP Strategies (08/08)

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Miscellaneous Indicators

• Average True Range
  • Average True Range @ meta-formula.com (07/08)
  • Average True Range @ stockcharts.com (07/08)

• B.R.A.I.N. Trading System (07/08)

• Darvas Box
  • Darvas Box Traps Elusive Returns @ investopedia.com (07/09)
  • Darvas Box @ boxcharts.com (07/09)
  • Darvas Box Theory @ gold-eagle.com (good article) (07/09)
  • Darvas Box @ mrswing.com (07/09)
  • Darvas Box @ pro-trader.com (07/09)
  • Formulae for Darvas Box
    • Darvas Box Formulae @ aussiestockforums.com (07/09)
    • Darvas Box @ guppytraders.com (07/09)
    • Darvas Box Formulae @ linnsoft.com (07/09)
    • Darvas Box Formulae @ mojostocks.com (07/09)
    • Darvas Box Formulae @ neoticker.com (07/09)
    • Darvas Box Formulae @ traderji.com (07/09)
  • Software for Darvas Box
    • Darvas Box @ modulusfe.com (software) (07/09)
    • Darvas Box @ sethi.org (07/09)
    • Darvas Box 2 (07/09)

• Gann Hi Lo Activator
  • Hi Lo Activator @ trader.online.pl (07/08)

• LSS Oscillator and Pivot Point (George Angell)
  • LSS Oscillator @ trader.online.pl (07/08)

• Pattern Trapper (Guide) (07/08)

• Price Action Channel (Jason Fielder, etc)
  • Synergy Trading Method
    • Synergy Trading Method @ compassfx.com (04/09)
    • Synergy @ forex-tsd.com (04/09)
    • Trader's Dymanic Index (04/09)
  • FOREXImpact.com (04/09)
    • Daily Videos (04/09)
    • FOREX Gap Trading (04/09)
  • Triadformula.com (04/09)
    • The 60:30:10 Principle (PDF report) (04/09)
    • Cheat Sheet Download & Bonus Video (p=173) (04/09)
    • Let's Delve Deeper into the 60:30:10 Principle (p=28) (04/09)
    • The Only Three Market Conditions You'll Ever Need to Know (p=91) (04/09)
    • How I Beat the Odds When Scalping -- with Flexibility (p=148) (04/09)
    • How I Trade in 9 Minutes and 14 Seconds a Day (p=35) (04/09)
    • Profit While Others are Sitting on Their Hands (p=61) (04/09)
    • 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 May Be One of the Best Short-Term Indicators (07/08)
  • RSI @ wikipedia.org (07/08)

• Stochastic Oscillator
  • Stochastic Oscillator @ wikipedia.org (07/08)

• TFS Indicators by Bryan Strain
  • TFS Indicators @ trader.online.pl (07/08)

• Three Bar/Line/Price Break
  • Three Line Break Charts @ linnsoft.com (01/09)
  • Three Price Break @ amibroker.com (01/09)
  • Three Price Break @ enthios.com (01/09)

• Three Bar Net (Joseph Stowell)
  • Three Bar Net @ grainguide.com (07/08)

• Trend Detection Index by M. H. Pee
  • TDI @ linnsoft.com (07/08)
  • TDI @ trader.online.pl (07/08)

• T Theory by Terrence Howard Laundry
  • T Theory Foundation (07/08)
  • T Theory Observations (07/08)

• Woodie's CCI Club (07/08)

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Indices

Broker/Dealer Index (XBD) and ETF IAI

• XBD Index @ streetauthority.com (07/08)

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Financial Sector ($BKX)

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

• XLF -- Financial Select Sector SPDR
  • ETFConnect.com

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Housing Index ($HGX)

• Bullish Call on Philly's Housing Sector Index (07/08)
• Correction in Gold Near End (07/08)
• Dow Real Estate Index and HGX Index (07/08)
• US Housing Bubble @ wikipedia.org (07/08)

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Interest Rates

• General Information
  • Featured Interest Rates (LIBOR, etc)
  • Financial Forecast Center
  • Historical Rate Comparison
  • Is a Housing Crisis Approaching? (Aug 24, 2006)
  • Rates and Bonds @ Bloomberg.com
  • The Panic of 2007 (09/07)
• Libor (London Interbank Offered Rate)
  • Historical LIBOR Rates
  • LIBOR at Wikipedia.org
  • LIBOR Data at Economagic

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Semiconductor Index

• IGW -- iShares Goldman Sachs Semiconductor ETF
  • iShares.com
  • ETFZone.com Article

• SMH -- Semiconductor HOLDRS (market capital weighted)
  • Semiconductor HOLDRS

• $SOX Index -- PHLX Semiconductor Sector (price weighted)
  • Components of the PHLX Semiconductor Sector (SOX) (07/08)
  • IT Investor's Journal: How to Benchmark Semiconductor Stocks
  • SmallInvestors.com -- Inside the SOX Index
  • StreetAuthority.com Article

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Miscellaneous Indices

• Baltic Dry Index
  • Using the Baltic Dry Index as a Preditive Tool for the U.S. Stock Market @ tradingmarkets.com (05/09)
  • Baltic Dry Index (BDI) @ investmenttools.com (05/09)
  • Baltic Dry Index ($BDI) @ stockcharts.com (06/09)

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Market Internals

Advancing/Declining Issues

• Advance Decline Data @ unicorn.us.com
• Advance-Decline Line Follies @ decisionpoint.com
• Advance/Decline Numbers @ briefing.com
• Advancing-Declining Issues @ tradingsolutions.com (based on the opening price; wrong)
• Advancing Declining Issues @ marketvolume.com (based on yesterday's closing price; correct)
• Advancing Declining Issues @ stockcharts.com (07/08)
• Defining Advance/Decline Indicators @ traders.com

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Program Trading Buy/Sell Levels

• Index Arbitrage Program Trading Premium Values @ indexarb.com (03/08)
• Today's Buy/Sell Programs @ programtrading.com (03/08)

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Put Call Ratio

• CBOE Intra-Day Volume (03/08)
• Does the CBOE Put-Call Ratio Really Work? @ cxoadvisory.com (03/08)
• Forecasting Market Direction with Put/Call Ratios @ investopedia.com (03/08)
• Trading the Put/Call Ratio @ zealllc.com (03/08)

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$TICK Index

• Better Know the TICK Indicator (07/08)
• Day Trading with the NYSE TICK Indicator (03/08)
• Finding Tops and Bottoms using the NYSE Tick Index (03/08)
• "Intraday Trading with the TICK" by Christopher Terry (03/08)
• NYSE TICK @ researchlabtrading.com (03/08)
• NYSE TICK @ barchart.com (03/08)
• TICK16 - The Next Generation of TICK Index (07/08)
• TICK Strategies (03/08)
• $TICK and $ADD @ mypivots.com (03/08)

• 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)

• Arms Index @ trade10.com (03/08)
• Arms Index @ traderslog.com (03/08)
• More About the Arms Index @ thestreet.com (03/08)
• TRIN @ stockcharts.com (03/08)

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Volatility

• General Information about Volatility
  • Volatility Indices @ SchaeffersResearch.com (03/08)
  • Volatility Indicators @ mytechnicalanalyst.com (03/08)

• CBOE BuyWrite Indices
  • BXD (CBOE DJIA BuyWrite Index)
    • Information at the CBOE (03/08)
    • BXD @ wikipedia.org (03/08)
  • BXM (CBOE S&P 500 BuyWrite Index)
    • Information at the CBOE (03/08)
  • BXN (CBOE NASDAQ-100 BuyWrite Index
    • Information at the CBOE (03/08)

• QQV
  • AMEX QQV (07/08)
  • QQV @ traderfeed.blogspot.com

• VIX (CBOE S&P 500 Volatility Index)
  • General Information
    • VIX @ Answers.com
    • VIX @ bigpicture.typepad.com
    • VIX @ cboe.com
    • VIX @ dailyreckoning.com
    • VIX @ invest-faq.com
    • VIX @ investmentu.com
    • VIX @ investopedia.com
    • VIX @ marketswiki.com (03/08)
    • VIX Chart @ moneycentral.msn.com
    • VIX @ stockcharts.com
    • VIX @ thestrategylab.com
    • Historical Analysis of the VIX @ themoneyblogs.com
    • VIX Once Again @ themoneyblogs.com
    • 10-Day Moving Average of the VIX @ tradejuice.com
    • Analysis of the VIX over the Past 15 Years @ tradejuice.com
    • What can the VIX Tell You About Today's Market Action @ tradingmarkets.com
    • Don Worden on the VIX @ tradermike.net (interesting)
  • Intraday VIX
    • Intraday VIX Reading @ researchlabtrading.com (07/08)
    • Trading off the VIX Intraday 1 @ themoneyblogs.com
    • Trading off the VIX Intraday 2 @ themoneyblogs.com

• VXD (CBOE DJIA Volatility Index)
  • CBOE DJIA Volatility Index (03/08)
  • CBOE Press Release -- March 2, 2007
  • VXD @ marketswiki.com (03/08)

• VXN (CBOE NASDAQ-100 Volatility Index)
  • CBOE Volatility Indices @ marketswiki.com (03/08)
  • VXN @ cboe.com (definition of VXN) (07/08)
  • VXN @ yahoo.com
  • Investing with the VXN @ pennysleuth.com
  • An Indicator that Helps Predict the NASDAQ @ tradingmarkets.com
  • Volatility Trading the QQQs @ zealllc.com
  • Trading the VXN Wedge @ zealllc.com

• VXO (CBOE S&P 100 Volatility Index)

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Bonnie's Links
created by Bonnie Lee Hill,
bonniehill@verizon.net
last modified on July 7, 2009

URL: http://mysite.verizon.net/bonniehill/pages/indicators.html