ISEE Index - Market Sentiment

The ISEE Index is an index that tries to measure the market sentiment by comparing the number of calls bought to open on the International Securities Exchange against the number of puts bought to open. The calculation excludes market makes and firm trades because these are not considered to be representative of the true market sentiment and this is because of their specialized nature.

This downloader creates three ticker symbols:
^ISEE_ALL: Sentiment data Call/Put volume for all securities
^ISEE_EQUITIES: This one calculates Call/Put volume for stock equities only
^ISEE_INDICES_ETFS: And this one for indices and ETFs only

A value below 100 indicates a bias toward long puts and could be associated with a possible rise in bearishness. It is important to use the indicators with their corresponding 10-day, 20-day and 50-day moving averages to have a smooth view and be able to spot a short, medium and long term trend of the index.

Technical Analysis

• NSE Open Interest
• Inside Period
• Traders Active Zone (Bullish)
• Low Priced Stocks After Jump UP
• TSP Sentiment Survey - Percentage of Bullish and Bearish Traders
• Tirone Levels - Midpoint Method
• Index of dispersion - Variance-to-Mean Ratio - VMR
• Time Under Water - Drawdown
• Hammer
• Maximum Drawdown Indicator
• More trading objects...

Fundamental Analysis

• London Stock Exchange News
• Distress Index - Economic measure
• Stock Analysts Recommendations
• High Short Selling Activity
• S&P 500 Earnings and Price Earnings Ratio Estimations
• Ownership data for US companies
• Unexpected Short Selling Bars
• Number of Potential Splits per Trading Day
• Announced Stock Splits
• AAII Sentiment Survey - Historical Data
• More trading objects...