Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

XIV Volume Showing Sign of a Price Top

 
weekly Chart In Focus

The short VIX trade has been described recently as “the most crowded trade” out there.  But traders of XIV, an inverse VIX ETN, have not been all that excited about it lately, judging by the trading volume.  And that says we have a topping condition for prices.

XIV invests in the two nearest month VIX futures contracts, so it is not a pure inverse VIX product.  The VIX futures sometimes behave a little bit differently from the spot VIX Index, and so anyone trading XIV should understand what... Read More

 

 

NYSE: 09/22/2017

 Issues Volume(000s)
Advances 1884   1757587
Declines 1062   994288
Difference 822   763299
10% Trend 331 . 403 409294
5% Trend 260 . 959 276514
McC OSC 70 . 444 132780
PRIOR McC OSC 45 . 461 119066
SUMM Index 2975 . 595 1570123
PRIOR SUMM Index 2905 . 152 1437343
A-D for OSC UNCH 402   542 *
A-D for OSC=0 -1007   -2114 *
*million shares
 
DJIA Close 22349.59
PRIOR Close 22359.23
DJIA CHG -9.64
DOW Price OSC 158.53
PRIOR DOW Price OSC 154.31
Price OSC UNCH'D 22293.28
 
 
Download Data Excel File Daily Oscillator Data (.xls)
 

 

Extended Data

All of this data, plus a lot more, is available on our Daily Edition along with charts and analysis.  See our Market Reports page to get the bigger picture.

Historical Data

Historical breadth, volume, and NH-NL data are available for purchase and download.

Market Breadth Data Notes

  • We use WSJ/Barron's data for our final breadth numbers. Calculations made on numbers from other sources will show a slightly different result.
  • We wait until late in the day in order to have access to the "final" numbers.
  • This reflects final readings for the indicators covered.
  • Values for indicators calculated using preliminary numbers released just after the close usually differ slightly from these numbers.
  • We usually recommend that readers keep their own data for themselves, but this is a useful way to check and see if your numbers agree with ours.

Starting 3/8/2012:
NYSE Up Volume & Down Volume data will report composite trading volume.

3/7/2012 and before:
Reports NYSE floor trading volume, as has been our long standing practice.

See: Changes in how We Track Volume Data