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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