Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Brexit Vote Brings a 10-1 Down Volume Day

 
weekly Chart In Focus

The panic over the surprise outcome in the British referendum over leaving the European Union brought about a fairly rare market event: a 10-1 down volume day.  That means the amount of share volume in the stocks that were down that day (down volume) exceeded the up volume by more than a factor of 10. 

We have only had 8 of these 10-1 down volume days in the past year, all associated with exhaustive selloffs.  I say “associated with”, because the day of the 10-1 down volume reading is not... Read More

 

 

NYSE: 07/01/2016

 Issues Volume(000s)
Advances 1945   2275889
Declines 1106   1070093
Difference 839   1205796
10% Trend 524 . 237 460795
5% Trend 380 . 679 283654
McC OSC 143 . 558 177141
PRIOR McC OSC 132 . 707 142897
SUMM Index 3514 . 763 1242267
PRIOR SUMM Index 3371 . 205 1065126
A-D for OSC UNCH 668   638 *
A-D for OSC=0 -2203   -2905 *
*million shares
 
DJIA Close 17949.37
PRIOR Close 17929.99
DJIA CHG 19.38
DOW Price OSC 6.66
PRIOR DOW Price OSC -6.18
Price OSC UNCH'D 17730.37
 
 
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