Comments: I added the intraday % change to note any divergence from the open. Today was a very good case in point, although the market opened higher, the intraday action was mostly negative. The SKF is a good example. While it appeared to have lost 5.86% on the day, it actually GAINED 3.85% intraday. This means that the financials while appearing strong, were actually sold on the day. Look also at QID, which gained 3.41% intraday versus a mere .71% on the day. Tech was sold all day long after the gap open. This type of analysis will be more important as trend reversals will become the norm.
Fund Name | Ticker | Volume | Vol 3M Avg | Vol % Chg | Price % Chg | Intra- day % Chg |
SPDR S&P Homebuilders | XHB | 9,594,577 | 4,487,070 | 114% | 7.02% | 1.76% |
KBW Bank ETF | KBE | 1,645,000 | 1,344,220 | 22% | 3.90% | 1.84% |
Regional Bank HOLDRs | RKH | 1,624,200 | 815,218 | 99% | 2.90% | -0.09% |
Financial Select Sector SPDR | XLF | 114,101,532 | 71,766,200 | 59% | 2.48% | -1.15% |
iShares MSCI Taiwan Index | EWT | 8,788,447 | 8,251,380 | 7% | 2.38% | -0.50% |
iShares Cohen & Steers Realty Majors | ICF | 2,033,529 | 856,872 | 137% | 2.24% | 1.30% |
KBW Regional Banking ETF | KRE | 3,149,150 | 1,701,010 | 85% | 2.22% | -0.55% |
Ultra S&P500 ProShares | SSO | 2,167,609 | 1,402,440 | 55% | 2.14% | -0.92% |
iShares MSCI Mexico Index | EWW | 3,244,250 | 3,674,960 | -12% | 2.11% | 0.26% |
iShares Russell 1000 Value Index | IWD | 2,133,463 | 1,609,450 | 33% | 1.88% | -0.05% |
iShares MSCI Brazil Index | EWZ | 15,982,901 | 14,088,200 | 13% | 1.63% | -1.52% |
iShares Dow Jones US Broker-Dealers | IAI | 1,598,700 | 1,511,580 | 6% | 1.49% | -1.30% |
Consumer Discretionary SPDR | XLY | 3,492,000 | 3,999,410 | -13% | 1.46% | -0.55% |
iShares MSCI South Korea Index | EWY | 1,675,962 | 2,623,640 | -36% | 1.39% | -1.29% |
iShares FTSE/Xinhua China 25 Index | FXI | 4,387,463 | 5,652,280 | -22% | 1.33% | -1.59% |
Retail HOLDRs | RTH | 5,995,500 | 5,922,190 | 1% | 1.31% | 0.88% |
iShares MSCI Hong Kong Index | EWH | 5,098,774 | 7,340,310 | -31% | 1.25% | -1.26% |
iShares MSCI Singapore Index | EWS | 3,586,530 | 3,906,780 | -8% | 1.20% | -0.48% |
MidCap SPDRs | MDY | 5,057,127 | 5,550,720 | -9% | 1.19% | -0.20% |
SPDRs | SPY | 219,591,219 | 194,599,000 | 13% | 1.01% | -0.25% |
Materials Select Sector SPDR | XLB | 8,812,318 | 9,180,930 | -4% | 0.95% | -0.60% |
iShares S&P 100 Index | OEF | 2,417,437 | 1,404,260 | 72% | 0.93% | -1.07% |
iShares Dow Jones US Real Estate | IYR | 8,205,955 | 5,707,420 | 44% | 0.92% | -1.12% |
iShares Russell 1000 Index | IWB | 1,096,876 | 599,728 | 83% | 0.90% | -0.48% |
iShares MSCI Australia Index | EWA | 1,736,578 | 2,204,290 | -21% | 0.89% | -1.16% |
iShares S&P 500 Index | IVV | 2,670,730 | 2,751,970 | -3% | 0.86% | -0.41% |
iShares MSCI Emerging Markets Index | EEM | 20,123,815 | 16,044,800 | 25% | 0.85% | -1.74% |
DIAMONDS Trust, Series 1 | DIA | 18,884,342 | 14,505,000 | 30% | 0.74% | -0.27% |
UltraShort QQQ ProShares | QID | 37,501,987 | 30,063,100 | 25% | 0.71% | 3.41% |
Utilities Select Sector SPDR | XLU | 7,910,028 | 4,997,990 | 58% | 0.66% | 0.23% |
iShares MSCI EAFE Index | EFA | 14,037,678 | 7,442,180 | 89% | 0.55% | -1.08% |
KBW Capital Markets ETF | KCE | 1,229,200 | 846,791 | 45% | 0.53% | -1.50% |
iShares iBoxx $ Invest Grade Corp Bond | LQD | 1,046,025 | 134,083 | 680% | 0.49% | 1.01% |
iShares Russell 2000 Index | IWM | 84,976,706 | 86,885,400 | -2% | 0.49% | -1.01% |
iShares S&P SmallCap 600 Index | IJR | 1,763,643 | 1,996,380 | -12% | 0.40% | -0.75% |
Industrial Select Sector SPDR | XLI | 6,792,479 | 4,852,690 | 40% | 0.38% | -1.40% |
iPath MSCI India Index ETN | INP | 1,178,182 | 765,145 | 54% | 0.37% | -1.97% |
Claymore/BNY BRIC | EEB | 1,032,960 | 584,134 | 77% | 0.36% | -1.96% |
Energy Select Sector SPDR | XLE | 17,070,868 | 21,306,300 | -20% | 0.30% | 0.41% |
PowerShares Gldn Dragon China | PGJ | 1,587,227 | 1,498,660 | 6% | 0.26% | -2.78% |
iShares Russell 2000 Growth Index | IWO | 4,241,612 | 4,482,570 | -5% | 0.24% | -1.01% |
iShares MSCI Malaysia Index | EWM | 2,532,231 | 2,461,750 | 3% | 0.24% | -1.26% |
iShares Russell 1000 Growth Index | IWF | 2,826,320 | 3,011,530 | -6% | 0.21% | -0.60% |
iShares MSCI Japan Index | EWJ | 14,229,428 | 18,314,900 | -22% | 0.21% | -0.64% |
iShares Lehman Aggregate Bond | AGG | 1,734,208 | 528,540 | 228% | 0.20% | 0.46% |
iShares S&P 500 Growth Index | IVW | 1,340,279 | 703,620 | 90% | 0.19% | -1.05% |
Health Care Select Sector SPDR | XLV | 2,474,058 | 1,979,600 | 25% | 0.14% | -0.08% |
Consumer Staples Select Sector SPDR | XLP | 2,796,218 | 3,018,130 | -7% | 0.14% | -0.38% |
iShares Russell 2000 Value Index | IWN | 2,754,123 | 2,629,040 | 5% | 0.10% | -1.34% |
Vanguard Emerging Markets Stock ETF | VWO | 1,356,470 | 713,238 | 90% | -0.02% | -3.30% |
SPDR S&P Retail | XRT | 2,523,000 | 2,663,120 | -5% | -0.03% | -1.56% |
Oil Services HOLDRs | OIH | 6,019,100 | 8,134,030 | -26% | -0.39% | -0.20% |
iShares Lehman 20+ Year Treas Bond | TLT | 1,930,688 | 1,849,980 | 4% | -0.49% | 0.53% |
UltraShort Dow30 ProShares | DXD | 2,885,042 | 3,336,200 | -14% | -0.52% | 1.51% |
Technology Select Sector SPDR | XLK | 3,622,540 | 4,042,450 | -10% | -0.53% | -3.24% |
Ultra QQQ ProShares | QLD | 6,854,260 | 3,029,570 | 126% | -0.74% | -4.86% |
PowerShares QQQ | QQQQ | 171,276,917 | 155,658,000 | 10% | -0.75% | -1.72% |
UltraShort Russell2000 ProShares | TWM | 5,287,413 | 4,368,760 | 21% | -0.95% | 1.24% |
PowerShares WilderHill Clean Energy | PBW | 1,356,762 | 681,969 | 99% | -0.99% | -2.94% |
Semiconductor HOLDRs | SMH | 8,504,400 | 9,632,780 | -12% | -1.01% | -2.94% |
streetTRACKS Gold Shares | GLD | 9,492,500 | 8,281,380 | 15% | -1.23% | -1.31% |
Market Vectors Gold Miners ETF | GDX | 2,006,035 | 2,177,090 | -8% | -1.40% | -1.55% |
iShares MSCI Canada Index | EWC | 1,877,000 | 1,284,840 | 46% | -1.54% | -0.75% |
United States Natural Gas | UNG | 1,257,337 | 1,689,840 | -26% | -1.93% | -1.90% |
UltraShort MidCap400 ProShares | MZZ | 1,200,058 | 566,674 | 112% | -1.97% | 1.18% |
UltraShort S&P500 ProShares | SDS | 25,769,292 | 16,585,200 | 55% | -2.02% | 1.48% |
United States Oil | USO | 5,814,874 | 3,018,720 | 93% | -2.41% | -0.36% |
UltraShort Financials ProShares | SKF | 3,055,767 | 1,315,560 | 132% | -5.86% | 3.85% |
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