Daily NYSE McClellan Oscillator Chart

NYSE McClellan Oscillator

 

Equity Put/Call Volume Ratio’s 21-Day MA

 
weekly Chart In Focus

The stock market selloff since the last new all-time high on July 26 has brought the bears out, and they have been trading a lot of put options.  Some trade those as an outright bearish bet, and some as a hedge on portfolio risk.  Whatever the motivation for those trades, it is a sign of a bottoming condition for prices when we see persistently higher trading of put options versus call options.

This week’s chart looks at a 21-day moving average of the daily CBOE Equity Put/Call Volume... Read More

 

 

NYSE: 08/20/2019

 Issues Volume(000s)
Advances 1131   919439
Declines 1809   2101036
Difference -678   -1181597
10% Trend 85 . 923 -238379
5% Trend 83 . 692 -192272
McC OSC 2 . 231 -46106
PRIOR McC OSC 47 . 022 6626
SUMM Index 1816 . 840 -1507764
PRIOR SUMM Index 1814 . 609 -1461657
A-D for OSC UNCH 88   -284 *
A-D for OSC=0 44   638 *
*million shares
 
DJIA Close 25962.44
PRIOR Close 26135.79
DJIA CHG -173.35
DOW Price OSC -159.41
PRIOR DOW Price OSC -151.66
Price OSC UNCH'D 26078.96
 
 
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