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Russell 2000 Daily Advance/Decline (AD) Sentiment Report

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This is Advance/Decline Sentiment Report example only.
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Russell 2000 Sentiment Report - 2/1/2010
Based on volume and advance/decline indicator of the Russell 2000 basket


The Russell 2000 index advanced 1.17% today.

Winners beat losers by a margin of 2 to 1 (Russell 2000 index A/D issues ratio of 2.06). Looking at volume readings, this ratio was more positive - about 29 to 9 (Russell 2000 index A/D volume ratio of 3.22). The end-of-day divergence between the A/D issues and the A/D volume ratios (Russell 2000 index TRIN = 0.64) reveals that advancing stocks were traded more actively than declining issues. The average Russell 2000 index volume traded per advancing stock was 5,185.69 M; in contrast, the average Russell 2000 index volume traded per declining stock amounted to only 3,322.25 M. Both ratios reached their session highest level(of 2.37 for the A/D issues ratio and 3.42 for the A/D volume ratio) around 14:30. By this time, the index had gained about 0.00%. The daily data reflects an overall positive market sentiment.  
Next Day Russell 2000 Outlook:    Up 67%
  DOWN   33%

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