Index Diary
This screen is divided in two parts, although the first 12 columns are the same for each. The top part, which consists of the first three lines, contains exchange composite indices. These prices and market statistics are universally quoted values, NOT calculated values as shown in the bottom part. Columns 13-17 contain the Tick, Trin, # of New 52 Week Highs, # of New 52 Week Lows, and the # of Block Trades. The last column shows the Wilshire 5000, the London PM Gold fixing, and S&P premium (the difference between the S&P 500 futures contract and the S&P 500 cash price). DEFINING THE COLUMNS FOR INDEX DIARY SCREEN lines 4 through end Column 1 Index Ticker Symbol Column 2 Calculated Index High: sum of components' high prices Column 3 Calculated Index Low: sum of components' low prices Column 4 Calculated Index Close: sum of components' closing prices; the cost to buy one share of each component stock Column 5 Calculated Volume: sum of components' volumes Column 6 Net Change: (current calc index close)-(yesterday's calc index close) Column 7 Index Advances: # of advancing component stocks Column 8 Index Declines: # of declining component stocks Column 9 Index Unchanged: # of unchanged component stocks Column 10 Index New Highs: # of component stocks making a new 52 week high Column 11 Index New Lows: # of component stocks making a new 52 week low Column 12 Advancing Volume: sum of advancing components' volume Column 13 Declining Volume: sum of declining components' volume Column 14 Unchanged Volume: sum of unchanged components' volume Column 15 Advancing Money: sum of advancing components' (closing price * volume) Column 16 Declining Money: sum of declining components' (closing price * volume) Column 17 Unchanged Money: sum of unchanged components' (closing price * volume) Column 18 Total Money: sum of Advancing, Declining, and Unchanged Money Column 19 Call Volume: total call option volume for index Column 20 Put Volume: total put option volume for index Column 21 Total Volume: (Call Volume + Put Volume) Column 22 Call Interest: total call option open interest for index Column 23 Put Interest: total put option open interest for index Column 24 Total Interest: (Call Interest + Put Interest) This screen allows quick comparisons of the advances and declines of all optionable indices, exchange composite indices, and popular Dow Jones averages. Also included are index option call and put totals. Refer to the Index Range Screen and the Index Components Screen for "the rest of the story".
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