Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Summation Index Rate Of Change

 
weekly Chart In Focus

When the McClellan A-D Summation Index makes a big move in a short amount of time, that action contains important information.  This week, I’ll show a pair of charts that help to make this point. 

The Summation Index changes each day by the value of the McClellan Oscillator.  My mother Marian McClellan was a math major in the 1950s, when it was a lot less fashionable for women to undertake that avenue of study than it thankfully is today.  Back in the 1950s, they did not typically teach... Read More

 

 

NYSE: 10/20/2014

 Issues Volume(000s)
Advances 2357   2468072
Declines 830   787217
Difference 1527   1680855
10% Trend 30 . 355 -132591
5% Trend -84 . 553 -237362
McC OSC 114 . 908 104771
PRIOR McC OSC 33 . 433 4236
SUMM Index -879 . 706 -3316561
PRIOR SUMM Index -994 . 615 -3421332
A-D for OSC UNCH 145   -28 *
A-D for OSC=0 -2153   -2123 *
*million shares
 
DJIA Close 16399.67
PRIOR Close 16380.41
DJIA CHG 19.26
DOW Price OSC -150.37
PRIOR DOW Price OSC -145.32
Price OSC UNCH'D 16470.88
 
 
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