NYSE McClellan Oscillator
Looking Deeper at the NAAIM Survey Data
For years I have been tracking the investor sentiment data series known as the NAAIM Exposure Index. It is compiled by the National Association of Active Investment Managers (NAAIM), which surveys its members weekly concerning their firms’ overall equity exposure as of each Wednesday. Responses can vary widely, as indicated below:
Range of Responses:
200% Leveraged Short
100% Fully Short
0% (100% Cash or Hedged to Market Neutral)
100% Fully Invested
200% Leveraged Long
The... Read More
NYSE: 01/22/2021
| Issues | Volume(000s) | ||
| Advances | 1690 | 2804551 | |
|---|---|---|---|
| Declines | 1481 | 2265997 | |
| Difference | 209 | 538554 | |
| 10% Trend | 242 | . 540 | 472405 |
| 5% Trend | 267 | . 749 | 492441 |
| McC OSC | -25 | . 209 | -20037 |
| PRIOR McC OSC | -24 | . 574 | -24960 |
| SUMM Index | 3904 | . 372 | 5104745 |
| PRIOR SUMM Index | 3929 | . 581 | 5124782 |
| A-D for OSC UNCH | 217 | 452 * | |
| A-D for OSC=0 | 722 | 853 * | |
| *million shares | |||
| DJIA Close | 30996.98 | ||
| PRIOR Close | 31176.01 | ||
| DJIA CHG | -179.03 | ||
| DOW Price OSC | 433.04 | ||
| PRIOR DOW Price OSC | 443.59 | ||
| Price OSC UNCH'D | 31220.63 | ||
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.