Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

VIX Well Below Its Futures Contracts

 
weekly Chart In Focus

When there is a big disagreement between the value of the spot VIX Index and the prices of its futures contracts, that carries important information about trader sentiment.

As of the close on Sep. 28, 2016, the spot VIX was well below all of its futures contracts.  The chart above measures the spread between the spot VIX and the highest priced VIX futures contract, which is currently June 2017.  The direct message is that VIX futures traders do not think that VIX value in the 12s is likely... Read More

 

 

NYSE: 09/30/2016

 Issues Volume(000s)
Advances 2154   2996890
Declines 895   1017218
Difference 1259   1979672
10% Trend 190 . 872 232285
5% Trend 178 . 770 170037
McC OSC 12 . 102 62248
PRIOR McC OSC -49 . 725 -36662
SUMM Index 2678 . 783 1140137
PRIOR SUMM Index 2666 . 682 1077889
A-D for OSC UNCH 203   295 *
A-D for OSC=0 -39   -950 *
*million shares
 
DJIA Close 18308.15
PRIOR Close 18143.45
DJIA CHG 164.70
DOW Price OSC -30.50
PRIOR DOW Price OSC -34.49
Price OSC UNCH'D 18236.77
 
 
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.

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