Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Fosback Absolute Breadth Shows a Quiet Market

 
weekly Chart In Focus

Years ago, analyst Norman Fosback hatched the idea of looking at the absolute value of the daily breadth (A-D) numbers.  He discarded the direction, i.e. whether it was positive or negative, to just look at how big the numbers were in recent days.  That is what this week's chart shows, employing a 21-day simple moving average for smoothing the data.

The principle behind this is that at market bottoms, things get loud and hectic, both upward and downward.  So high readings for absolute... Read More

 

 

NYSE: 06/26/2026

 Issues Volume(000s)
Advances 1797   6170098
Declines 988   2849738
Difference 809   3320360
10% Trend 156 . 717 238332
5% Trend 110 . 741 148919
McC OSC 45 . 976 89414
PRIOR McC OSC 10 . 251 -86116
SUMM Index 1693 . 628 684467
PRIOR SUMM Index 1647 . 652 595054
A-D for OSC UNCH 203   328 *
A-D for OSC=0 -717   -1461 *
*million shares
 
DJIA Close 51876.11
PRIOR Close 51920.62
DJIA CHG -44.51
DOW Price OSC 652.71
PRIOR DOW Price OSC 653.66
Price OSC UNCH'D 51957.58
 
 
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