Breadth
Data updated daily at 10PM EST
Number of securities within an index or exchange whose closing price represents its highest close within a specific time period.
Number of securities within an index or exchange whose closing price represents its lowest close within a specific time period.
Calculated by dividing the number of advancing issues by the number of declining issues. The higher the value, the more "excessive" the rally and the more likely a correction. Likewise, low readings imply an oversold market and suggest a technical rally.
Number of securities whose price and volume increased during a given trading day.
TRIN represents the relationship between advancing and declining issues by measuring their volume flow. A rising TRIN depicts a weak market and a falling TRIN depicts a strong market. The TRIN will read under 1.0 when advancing stocks are the major source of volume and above 1.0 when declining stocks are the predominant source of volume flow in the market.
The average bollinger band value for constituents within a given index.
The average Williams R value for constituents within a given index.
Calculated by taking the difference between the number of securities within an index or exchange whose closing price represents its highest close and the number of securities within an index or exchange whose closing price represents its lowest close within a specific time period.
Calculated by taking the difference between the number of advancing and declining issues and adding the result to the previous value. It rises when advances exceed declines and falls when declines exceed advances.
Calculated by taking the difference between the number of securities within an index or exchange trading above their upper bollinger bands and the number of securities within an index or exchange trading below their lower bollinger band.
Calculated by taking the difference between the number of securities within an index or exchange registering as overbought based on their Williams R reading and the number of securities within an index or exchange registering as overbought based on their Williams R reading.
Number of securities whose price and volume decreased during a given trading day.
A barometer of breadth. The absolute value indicates how overbought/oversold the market is. Direction is most important because it indicates whether the market is getting stronger (rising) or weaker (falling).
A market breadth indicator based on the smoothed difference between the number of advancing and declining issues. When positive, it suggests capital is coming into the market. When negative, it suggests the opposite. Divergences in the McClellan Volume Oscillator can help chartists identify potential reversals in the underlying index.
A breadth indicator calculated as a running total of the McClellan Oscillator values. Its interpretation is similar to that of the McClellan Oscillator except that it is more suited to identifying major trend reversals and long-term regime changes.
A market breadth indicator based on the smoothed difference between the volume of advancing and declining issues. When positive, it suggests capital is coming into the market. When negative, it suggests the opposite. Divergences in the McClellan Volume Oscillator can help chartists identify potential reversals in the underlying index.
Percentage of constituents within a given index closing above a specific moving average value
The ratio represents a proportion between the aggregated put options and aggregated call options purchased on any given day, for an index or exchange.
An overbought/oversold indicator that can assist in identifying short-term tops and bottoms. The Swenlin Trading Oscillator is calculated using the advance and decline numbers for a given index.
Number of securities whose price and volume remained unchanged during a given trading day.
A technical indicator used to ascertain market momentum. It is computed by calculating the number of advancing issues on an exchange, such as the New York Stock Exchange (NYSE), divided by the total number of issues (advancing + declining) on it, and generating a 10-day moving average of this percentage. The indicator signals the start of a potential new bull market when it moves from a level of below 40% (indicating an oversold market) to a level above 61.5% within any 10-day period. This is a rarely occurring sentiment, which carries tremendous import with market watchers.